forecasting future volatility even more so. Not surprisingly, academics and practitioners have therefore made enormous efforts to provide new methods and approaches and improve the quality of risk forecasts. In this quest, computational intelligence has been applied with great success.
The focus of this special session is to demonstrate how computational intelligence methods can be utilized in forecasting volatility and how superior performance can be achieved. Hence, we encourage submissions which address the use of methods and approaches from computational intelligence to develop forecasting systems for volatility and related risk measures (including Value at Risk and Conditional Value at Risk). Relevant topics include, but are not limited to:
Topics:
 heuristic search and optimisation methods
artificial neural network
genetic algorithms and evolutionary methods
fuzzy logic
automated learning applied to
forecasting of stock market risks, credit risk, and foreign exchange risks
risk modelling
risk management
hedging, arbitrage, securitization, and pricing
Important dates:
1 March 2006: eadline for submission of papers (please note the 4 page limit!)
15 May 2006: paper acceptance notification
15 July 2006: deadline for submission of final (camera-ready) papers
Paper submission:
All submissions must be in PDF, postscript, DVI or MS Word format and may not exceed 4 pages in length (typeset in Times Roman 10pt). Papers can be submitted online via the conference webpage or via email to the session chair. All accepted papers will be included in the conference proceedings; selected papers can be considered for inclusion in a book volume and for publication in internationally renowned journals. Details can be found on the conference webpage. Please send your electronic version of paper to the session chair Dr. Dietmar Maringer (e-mail: dietmar.maringer@uni-erfurt.de)
Session Chair:
Dietmar Maringer
Centre for Computational Finance and Economic Agents (CCFEA)
University of Essex
Wivenhoe Park Colchester CO4 3SQ
United Kingdom
http://www.essex.ac.uk/ccfea/people/Dietmar_Maringer/DietmarMaringer.htm
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