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Volatility in financial market has become increasingly important in today¡¯s globalized economic and financial world, especially in areas such as investment, risk management, option pricing and financial market regulation. Forecasting volatility attracts great attentions of academicians and practitioners over the last two decades. For example, risk managers should measure market risk exposure of portfolio¡¯s asset position, financial institutions should optimize capital reserve of value-at-risk, option holders need to know the volatility of the underlying asset from the present to the expiration of the option, foreign exchange traders pre-estimate volatility of exchange rate for arbitrage, and so on and so forth. The computational intelligence has been intensively applied to improve the quality of the economical/financial decisions. The focus of this special session is not merely to illustrate the superior performance of new computational methods, but also to demonstrate how it can be used effectively in forecasting volatilities to improve and facilitate decision making. Hence, submissions which address the use of models of computational intelligence (e.g. Artificial Neural Networks, Genetic Algorithm, Particle Swarm Optimization, Fuzzy Logics, etc.) to develop intelligent and/or comprehensible economical/financial information systems are all welcome.
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