Financial Engineering is an inter-discipline field of Finance, Mathematics, Statistics, Engineering, and Computer Science. The purpose of Financial Engineering is to help the developments of financial innovations, such as the creation of new financial products, the transferring and management of financial risk, the pricing and hedging of financial derivatives, etc. In the past thirty years, many complicated and realistic models have been used to price and hedge various kinds of financial derivatives. All of these developments rely on the advance of computational intelligence because most of the pricing problems in Financial Engineering have no closed form solutions and require computationally intensive methods (such as lattice method and Monte Carlo simulations). Hence, this session invites papers that apply computational intelligence to the following topics, but never exclusive:
 Pricing financial derivatives
Risk management of financial derivatives
Asset allocations and portfolio optimizations
Advanced numerical methods for pricing and hedging derivatives
Empirical research of financial derivatives market
Credit risk models and the valuation of credit derivatives
Security structuring and its pricing
Real option applications
Option pricing under incomplete or imperfect market
Publication:
Selected papers in this session will be asked to be extended and revised for possible inclusion in the ¡®Journal of Information Sciences¡¯, ¡®New Mathematics and Natural Computation¡¯ or a book volume.
Important dates:
Full paper submission due: 2006.3.10
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. San-Lin Chung, National Taiwan University, Taipei106, Taiwan, ROC. chungs@management.ntu.edu.tw
Session Chair:
Professor San-Lin Chung
Department and Graduate Institute of Finance
National Taiwan University
No.1, Sec. 4, Roosevelt Rd., Taipei City 106, Taiwan, ROC
chungs@management.ntu.edu.tw
http://www.fin.ntu.edu.tw/~slchung
CIEF is one of track of JCIS. JCIS has ISIP citation for many years. Elsevier has accepted the JCIS¡¯s application for EI indexing. |
