ICMFE 2011 - ICMFE 2011 : INTERNATIONAL CONFERENCE ON MATHEMATICAL FINANCE AND ECONOMICS

International Conference on Mathematical Finance and Economics

July 6-8, 2011
http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html
Istanbul Technical University ? Suleyman Demirel Cultural Center, Istanbul, Turkey

The current wave of globalization as the first human experience of this magnitude along with the unmatched advances in information technologies and electronic trading create challenging new phenomena in the fields of finance and economics. This conference aims to foster multi-disciplinary scientific interactions and research collaborations to address some of those important topics. It provides a unique opportunity for researchers, experts, and students in mathematical finance and economics to further their knowledge and exposure on the emerging problems in one of the fastest growing financial centers of the World.

Confirmed Plenary Speakers
Ali N. Akansu, New Jersey Institute of Technology, Electrical and Computer Engineering
Jaksa Cvitanic, California Institute of Technology, Mathematical Finance
Sencer Ecer, Istanbul Technical University, Management Engineering
Huseyin Gulen, Purdue University, Finance
Didier Sornette, ETH Zürich, Entrepreneurial Risks
Yildiray Yildirim, Syracuse University, Finance
Fernando Zapatero, University of Southern California, Finance and Business Economics
Thaleia Zariphopoulou, University of Oxford, Quantitative Finance; University of Texas at Austin, Mathematics

Organizing/Scientific Committee
Ali N. Akansu, New Jersey Institute of Technology
Marco Avellaneda, New York University, Courant Institute of Mathematical Sciences
Michael Bommarito, University of Michigan - Ann Arbor
Coşkun Çetin, California State University Sacramento
Ahmet Duran, Istanbul Technical University
Cumhur Ekinci, Istanbul Technical University
Emanullah Hizel, Istanbul Technical University
Burhaneddin İzgi, Istanbul Technical University
Mehmet Ali Karaca, Istanbul Technical University
Jussi Keppo, University of Michigan - Ann Arbor
Mecit Karataş, Boğaziçi University
Halil Mete Soner, ETH Zürich

Topics of Interest: The conference welcomes research contributions for presentation in the topics including, but are not limited to:
? Algorithmic trading
? Asset pricing
? Behavioral economics/finance
? Computational methods
? Credit scoring
? Derivatives pricing
? Economic / financial crisis
? Financial bubble
? Financial econometrics
? Financial engineering
? Financial market microstructure
? Health economics
? International finance
? Investment management
? Market dynamics and prediction
? Mathematical modeling
? Portfolio optimization and management
? Quantitative finance
? Real estate markets
? Risk management
? Signal processing methods in electronic trading
? Stochastic differential equations
? Stochastic control and investment
? Time series analysis

Submission Procedure & Deadlines:
Prospective authors may visit www.mat.itu.edu.tr/icmfe2011/icmfe2011.html or
contact Dr. Ahmet Duran at aduran-AT-itu.edu.tr with inquiries.
February 25, 2011: Minisymposium and panel proposals
April 15, 2011 : Abstract (in English only) for minisymposium, panel and contributed speakers and poster presenters

Abstracts should include:
title of paper
full name(s)
affiliation of all authors
email address of all authors
corresponding author.