Financial engineering is about using financial instruments to reduce or eliminate risk, or to restructure a financial exposure to improve its characteristics. The potent combination of breakthroughs in financial technology and computational speed and efficiency is creating an exciting renaissance in financial research, both inside and outside the halls of academia.
This special session focus on a new research direction that the emerging fields of computational finance and financial engineering may be heading toward ¡ª evolutionary and ecological models of financial markets ¡ª and how these new perspectives may be changing fundamental views about market prediction.
This session aims at bringing together scientists and practitioners to explore current theoretical and applied developments in modelling techniques for financial markets. The session bridges the gap between economics and engineering by encompassing areas of research in econometrics, statistics, computer science, artificial intelligence, and other useful tools for decision and control in finance.
Topics:
The session topics include (but not limited to):
 Modelling Tools
Financial Instruments
Computational Intelligence
 Artificial Neural Networks and Neural Computation
Genetic Algorithms and Evolutionary Methods
Wavelets and Time-Scale Methods
Applications of Meta-Heuristic Methods
Trading Strategies
Investment Strategies
Forecasting Financial Time Series
Financial Data Mining
Hedging, Arbitrage and Pricing
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: 01 March 2006
Paper acceptance notification date: 15 May 2006
Final (Camera-ready) paper submission due: 15 July 2006
Paper submission:
Authors are invited to submit the extended abstract, limited to 4 pages. Papers should be formatted with double columns and should be single-spaced in a 10 point font such as Times Roman. Papers can be submitted online via the conference webpage or via email to the session chair: Prof. Serge Hayward, shayward@escdijon.com.
Session Chair:
Professor Serge Hayward
Department of Finance
Ecole Sup¨¦rieure de Commerce de Dijon
Burgundy School of Business
29 rue Sambin 21000
Dijon, France
shayward@escdijon.com
http://www.escdijon.com
CIEF is one of track of JCIS. JCIS has ISIP citation for many years. Elsevier has accepted the JCIS¡¯s application for EI indexing. |
