Agent-Based Modeling (ABM) is a new emerging field in Computational, operational, and communicable social sciences. Computational means as it is, while operational means we handle the theory and models during the analyses and communicable means the models we develop are understandable among persons, computers, and their mixtures. One of the main topics in ABM focuses on the financial domain.
Compared with the traditional approaches in Finance Engineering with mathematical and statistical methods, ABC-Finance emphasizes upon the studies on bottom-up phenomena generated by agent-based computer simulations. The computational techniques used in the domain covers wide varieties: system dynamics, genetic algorithms, neural networks, fuzzy logic, machine learning, and econo-physics. In these recent years, ABC-Finance has been widely applied to various economic and financial modeling, forecasting, and analysis.
Topic:
The special session aims at fostering this active multidisciplinary community. The session topics include, not limited to:
 Methodologies for ABC Finance
 Modeling Techniques and Tools
Validation Techniques
Social Simulation and Laboratory Experiment
Comparison with Traditional Finance Theories
Applications of ABC Finance
ABC Finance and Empirical Studies
ABC Finance and Experimental Economics
Collective Intelligence
Emergent Phenomena on Financial Activities
Investment Strategies
Financial Decision Making
Financial Policies
Financial Markets
Micro Macro Links
Social Complexity and Social Networks
Trading Activities
Important dates:
Full paper submission due: 2006.3.1
Paper acceptance notification date: 2006.5.15
Final (Camera-ready) paper submission due: 2006.7.15
Paper submission:
Authors are invited to submit the extended abstract, limit to 4 pages. Papers should be formatted with double columns and should be single-spaced in a 10 point font such as Times Roman. Please email the papers to Prof. Takao Terano, Tokyo Institute of Technology, Japan, email: terano@dis.titech.ac.jp or Dr. Takashi Yamada, Tokyo Institute of Technology, Japan, email: tyamada@trn.dis.titech.ac.jp
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