CIFEMS 2012 - Special Session on Computational Intelligence in Finance, Economics and Management Sciences (CIFEMS)

In this forthcoming WCCI’2012, the Computational Finance and Economics Technical Committee (CFETC) with its six constituents (task forces) will jointly organize a special session on “Computational Intelligence in Finance, Economics and Management Sciences’’ (CIFEMS). The aim of the event is to facilitate, stimulate, and inspire dialogue among researchers and practitioners working on this area

Aims and Scopes

The topics of interest for the session approximately correspond to the six task forces under CFETC.

Agent-base Computational Economics

Agent-based computational modeling of markets (financial markets, labor markets, electricity markets, energy markets, agriculture markets, commodity markets, auctions, etc)
Agent-based computational modeling of social interactions and social and economic networks (cultural formation, social network formation, migration, technology spillover and adoption, etc)
Agent-based computational modeling of organizations (firms, networks of firms, networks of banks, etc)
Agent-based modeling of behavioral economics (behavioral game experiments, human-subject experiments, neuroeconomic experiments)
Agent-based computational macroeconomics, international economics and financial crisis
Agent-based computational modeling of public policy (mechanism designs, market designs, etc.)
Spatial agent-based economic models (urban dynamics, new economic geography, …)
Other related Agent-based computational economic models: Computable General Equilibrium, Input-Output Table and Social Accounting Matrices, Statistical Physics, and Dynamic Stochastic General Equilibrium Models.
Advanced Algorithmic Trading

Trading Methods and Algorithms
Automated Trading Systems
Evaluation and Optimization of Trading Strategies
Market Microstructures and Designs
Order Placement Decisions
Execution Tactics
High-Frequency Trading
Volatility Trading
Portfolio Trading
Multi-Asset Trading Strategies (Hedging, Arbitrage, etc)
Statistical Arbitrage
Computerized News Handling Techniques
Automated News Handling
Business Intelligence & Knowlege Management

Data driven strategies, optimization, applications, solutions or experimentation
Search engine marketing and optimization
Online auctions
High Performance Computing for BI
Personalization and Recommendation Systems
Customer segmentation or profiling
Active learning and imbalanced data handling
OLAP and Data Warehousing
Text Mining and Web Mining
Semantic Web and Ontology-based Methods for BI
Service oriented and cloud architecture for data mining
Business models based on user-generated content
Information privacy
Supply Chain Integration through BI
Knowledge discovery from social or complex networks
Behavioral Analysis and Decision Support

Advanced risk measurement and decisions on capital adequacy for banks
Algorithmic trading and risk analysis environments as decision support systems
Behavioral aspects in systemic risk modeling
Empirical study of trader behavior
Evaluation of impacts of trading decisions
Evolutionary risk management in sequential trading models
Financial wind tunnels in facilitation of policy making
Hybrid knowledge-based systems in decision support
Market-based decision support systems
Market stylized facts based on trader behavior
Modelling of trader behavior
Regional and global interdependence in market behavior
Trade decision-taking and model optimization in algorithmic trading
Trader behavior and contagion in crisis propagation
Energy Markets

Power Trading Agent Competition
Intelligent Systems in Power Systems (Power Generation, Transmission, and Distribution)
Intelligent Systems in Energy Markets
Energy Load and Price Forecast
Deregulated Electric Power Systems
Smart Electric Grids
Smart Energy Networks
Renewable Energy
Portfolio Optimization

Computational Intelligence in Portfolio Optimization and Risk Management
Algorithmic Portfolio Management
Stock Selection
Monte-Carlo Methods for Portfolio Optimization
Dynamic Programming Approaches for Portfolio Optimization
Mutli-Objective Portfolio Optimization
Constrianed Portfolio Optimization
Real Estate Portfolio Optimization
Large-Scale Portfolio Optimization

In addition to finance and economics, we also include management sciences by noticing that tremendous applications have been employed in marketing, accounting, management of information systems, human resources, and organization and leadership. Anything not mentioned above, but related to computational finance, economics or management science in a general sense, is also welcome.

On the instrumental side, we are also open to the various application tools. In addition to fuzzy logic, neural networks and evolutionary computation, other related and novel techniques which can contribute to computational finance, economics and management sciences are also welcome.

Submission Instructions

All the contributions should be prepared and submitted according to the instructions provided in IEEE WCCI 2012 website http://www.ieee-wcci2012.org/.

Organizers

Shu-Heng Chen, National Chengchi University, Taiwan (chen.shuheng-AT-gmail.com)

Xuezhong (Tony) He, University of Technology, Sydney, Australia (Tony.He-1-AT-uts.edu.au)

David Quintana, Carlos III University of Madrid, Spain (dquintan-AT-inf.uc3m.es)

Dirk Van den Poel, Ghent University, Belgium (dirk.vandenpoel-AT-ugent.be)

Wei Zhang, Tianjin University, China (weiz-AT-tju.edu.cn)

Program Committee

Shu-Heng Chen (Chair), National Chengchi University, Taiwan

Dirk Van den Poel (Co-Chair), Ghent University, Belgium

Xuezhong (Tony) He (Co-Chair), University of Technology, Sydney, Australia

David Quintana (Co-Chair), Carlos III University of Madrid, Spain

Wei Zhang (Co-Chair), Tianjin University, China

Akira Namatame, National Defence Academy, Japan

Anita Prinzie, UGent, Belgium

Anthony Brabazon, University College Dublin, Ireland

Antoaneta Serguieva, University College London, UK

Asuncion Mochon Saez, National University for Distance Education, UNED, Spain

Daniel Baier,TU Cottbus, Germany

Dietmar Maringer, University of Basel, Switzerland

Edward Tsang, University of Essex, UK

Herbert Dawid, Bielefeld University, Germany