ACIFF 2012 - Workshop on Applying Computational Intelligence Techniques in Financial Time Series Forecasting and Trading

Workshop on Applying Computational Intelligence Techniques
in Financial Time Series Forecasting and Trading (ACIFF)
20-23 September 2012, London, England
Computational Intelligence - a sub-branch of Artificial Intelligence - studies are primarily inspired by the laws of nature and adaptive mechanisms in order to enable or facilitate intelligent behavior in changing complex environments. These mechanisms include these Artificial Intelligence paradigms that exhibit an ability to learn and adapt to new situations, to generalize, abstract and discover new knowledge. The following paradigms are commonly associated with Computational Intelligence: artificial neural networks, evolutionary computation, swarm intelligence, artificial immune systems, and fuzzy systems. Individual techniques from these Computational Intelligence paradigms, as well as combinations (hybrid methods) of these paradigms, have been applied successfully to solve a variety of real world problems. In particular, these techniques have been widely applied to time series prediction, financial forecasting and trading.
The aim of this workshop is to serve as an interdisciplinary forum for bringing together specialists from the scientific areas of Computer Engineering, Finance and Operational Research. The focus of this workshop is on current technological advances and challenges about the applications of computational intelligence techniques in financial time-series forecasting and trading.
Therefore, the Workshop on “Applying Computational Intelligence Techniques in Financial Time Series Forecasting and Trading” will welcome paper submissions introducing and implementing Computational Intelligent techniques to address various modeling and predicting financial applications. This workshop will provide a medium for the exchange of ideas between theoreticians and practitioners. Topics of interest include, but are not limited to, the use of techniques like:
? Traditional and Statistical Techniques
o Autoregressive Moving Average (ARMA) techniques
o Moving Average (MA) techniques
o Fundamental trading techniques and strategies
o Regressive Forecasting
o Volatility based trading
o Bayesian and likelihood based techniques
? Artificial Neural Networks
o Multi Layer Perceptrons
o Higher Order Neural Networks
o Recurrent Neural Networks
o Pi-Sigma Neural Networks
o Radial Basis Function Neural Networks
o Support Vector Machines
? Evolutionary Techniques
o Genetic Programming
o Gene Expression Programming
o Linear Genetic Programming
o Evolutionary Strategies
o Genetic Algorithm based hybrid techniques
? Advanced and/or Hybrid Techniques
o Random Trees ? Random Forests
o Fuzzy Logic based Techniques
o Ensemble Techniques
o Hybrid Techniques
o Swarm Intelligence and Differential Evolution based Hybrid Techniques
Authors will be invited to submit original and significant research contributions in the aforementioned areas. All submissions will be reviewed by at least two reviewers. Manuscripts should be prepared according to the standard format of regular papers specified in EANN conferences and should be restricted to a maximum of 10 pages. Detailed instructions for preparing and submitting the manuscript are provided at http://www.eann.org.uk/eann2012/sbmissions.php . Workshop papers will be included in a CD that will be distributed to the participants of the workshop. Furthermore it will be investigated the possibility of publishing the presented research papers in an edited book, issued by some international publisher.
For every question about the manuscripts preparation, their submission and the organization of the workshop authors could contact us in: georgios.sermpinis-AT-glasgow.ac.uk, a.karathanasopoulos-AT-londonmet.ac.uk or theofilk-AT-ceid.upatras.gr
Important Dates
Paper submission deadline : May 15, 2012
Notification of acceptance : May 30, 2012
Camera-ready copy : June 15, 2012
Program Committee
Andreas S. Karathanasopoulos
Senior Lecturer,
Banking & Finance, Business School,
London Metropolitan University,
e-mail: a.karathanasopoulos-AT-londonmet.ac.uk
Georgios Sermpinis
Lecturer,
Business School,
University of Glasgow
e-mail: georgios.sermpinis-AT-glasgow.ac.uk
Spiridon D. Likothanassis
Professor,
Department of Computer Engineering and Informatics,
University of Patras
26500 Patras, Greece
e-mail: likothan-AT-ceid.upatras.gr
Efstratios F. Georgopoulos,
Associate Professor,
Technological Educational Institute (T.E.I.) of Kalamata
Antikalamos, 24100, Kalamata, Greece
e-mail: sfg-AT-teikal.gr
Rafael Rosillo
Professor,
Department of Business Management,
University of Oviedo
33204 Gijón - Asturias - Spain
e-mail: rosillo-AT-uniovi.es
Hans-Jörg von Mettenheim
Junior professor für Decision Support Systems
Dipl.-Math. Dipl.-Ök.
Tel. +49 (0)511 762 4982
Institut für Wirtschaftsinformatik
e-mail: mettenheim-AT-iwi.uni-hannover.de
Christian Dunis
Emeritus Professor,
Liverpool John Moores University, John Foster Building,
98 Mount Pleasant, Liverpool L3 5UZ
Email: christian.dunis-AT-hpwmg.com
Andreas Andreou
Associate Professor,
Department of Electrical Engineering & Information Technologies,
Cyprus University of Technology
30 Archbishop Kyprianos Str., 3036 Lemesos, Cyprus
e-mail: andreas.andreou-AT-cut.ac.cy
Grigorios Beligiannis
Assistant Professor,
Department of Business Administration Of food and Agricultural Enterprises,
University of Western Greece G. Seferi 2, 30100 Agrinio, Greece
e-mail: gbeligia-AT-cc.uoi.gr
Harris Papadopoulos
Lecturer,
Department of Computer Science and Engineering
Frederick University
7, Y. Frederickou Str., Pallouriotisa, Nicosia 1036, Cyprus
e-mail: h.papadopoulos-AT-frederick.ac.cy
Efi Papatheocharous
Research Associate,
Department of Computer Science
University of Cyprus
1 University Avenue, P.O. Box 20537, CY1678, Nicosia, Cyprus
e-mail: efi.papatheocharous-AT-cs.ucy.ac.cy
Konstantinos A. Theofilatos
Phd candidate and MCs,
Department of Computer Engineering and Informatics,
University of Patras,
26500, Patras, Greece
e-mail: theofilk-AT-ceid.upatras.gr