SIPFE 2013 - 2013 Symposium on: Signal and Information Processing in Finance and Economics

Economies and financial markets produce vast amounts of signals requiring automated analysis in order to support decision-making in a wide variety of applications, such as investment, trading, business planning, marketing, and policy design. The objective of this symposium is to bring together signal processing researchers and experts in applied finance and economics, in order to address signal and information processing problems arising in markets, including those for spectrum, electricity, and financial instruments.
Submissions of at most 1 page in two-column IEEE format are welcome on topics including:
Portfolio analysis: modeling and estimation of statistical dependence, sparse portfolios, robust portfolios, portfolio replication and tracking
Risk analysis and modeling
Term structure modeling
Market microstructure analysis and order book modeling
Market making and inventory management
Technical analysis
Algorithmic trading and optimal order execution
Financial networks and systemic risk
Behavioral finance and prospect theory
Pricing and hedging of derivatives
Smart order routing algorithms
Spectrum markets
Electricity markets and Smart Grid
Economics of social networks
Business analytics