Financial engineering is a multidisciplinary research area that draws from a wide range of quantitative analysis disciplines (e.g. statistics, data mining, machine learning, artificial intelligence, neurocomputing, fuzzy and genetic methods, etc.) to optimize and facilitate various kinds of financial decisions related to, e.g. risk and investment management, financial planning, trading, hedging, pricing and asset valuation, and fraud detection. Undoubtedly, the introduction of several recent international financial and accounting standards (such as Basel II, Sarbanes-Oxley, IFRS) is having a significant impact on this field. For example, by allowing banks and financial institutions to use their internal risk assessment models as inputs to the minimum regulatory capital calculations, the Basel II framework is providing financial institutions with additional incentives to develop new or further refine existing financial engineering models. Hence, there has been a growing interest throughout the financial world in research on techniques to support the implementation of these guidelines.
This special session aims at promoting the exchange of ideas not only concepts and operational basis for artificial intelligent (AI) but also techniques for implementing and evaluating information systems on economic and financial domain, forecasting, and analysis. Submissions that derive theories of AI modeling, construct AI model and apply it to financial market, develop techniques for linking AI model and other types of models are all welcome. Hence, this session invites papers that apply AI or other computational intelligence methodologies to the following topics, but never exclusive:
Topics
Application Areas
Artificial Stock Markets
Behavioral Finance
Experimental Economics
Financial Engineering
Financial Data Mining
Trading Strategies
Hedging Strategies
Portfolio Management
Derivative Pricing
Financial Time Series Forecasting and Analysis
Techniques
Ant Algorithms
Artificial Neural Networks
Bio-Inspired Computing
Cluster Analysis
Data Mining
Deep Learning
Evolutionary Programming
Fuzzy Logic
Genetic Algorithms
Genetic Programming
Grey Models
Hybrid Models and Systems
Learning Classifier Systems
Reinforcement Learning
Rough Sets
Self-Organized Map
Sequential Monte Carlo Methods
Statistical Classifiers
Swarm Intelligence
Wavelets
Important dates
Full paper submission due: 2017.08.15 (EXTEND)
Paper acceptance notification date: 2017.08.27
Final (Camera-ready) paper submission due: 2017.09.24
Submission (Please choose the following special session through the online system)
CIDM8: Special Session: Computational Intelligence and Financial Engineering: Now and Future
Professor Mu-Yen Chen, Department of Information Management,
National Taichung University of Science and Technology, Taiwan,
E-mail: mychen.academy@gmail.com