Special Session on Computational Finance, Economics and Big Data at CEEC 2018

CF-BD @ CEEC 2018


Data Mining & Analysis Databases & Information Systems



Within the last years, research in advanced computational methods has delivered new instruments, models, approaches and knowledge which can be applied to a large range of problems in finance and economics. The complexity of solving these issues includes enormous financial engineering challenges in diverse areas (e.g. portfolio selection, global trading and risk management among others). Additionally, the vast amount of data generated by this methods plays an important role in bringing value to inter-disciplinary research teams. Developing advanced and sophisticated financial models based on the Big Data perspective is not trivial due the magnitude of the impact on global markets, policy makers, banking sector, etc. These challenges demand the development of new methods and approaches that could evolve the Computational Finance domain supported by Big Data technologies. This special session, organised in partnership with the Centre for Computational Finance and Economic Agents at Essex University, aims at gathering not only leading scientists, but also young researchers as well as practitioners in this field who research is being carried out on Computational Finance and Big Data and its applications to finance and economics.
Researchers are hereby invited to submit a full paper (5-6 pages) detailing their research, or a short paper (max 4 pages) describing their work-in-progress. All submitted papers will be subject to peer reviewing by at least two reviewers for technical merit, significance and relevance to the topics. Submission implies the willingness of at least one author per paper to register, attend the conference and present the paper.
Proceedings will be submitted to IEEE Xplore after the conference for publication. Authors of selected articles will be invited to submit an extended version to a Special Issue of the Computers Journal.
This special session welcomes submissions of computational methods applied (but not limited) to the following topics:
Business Intelligence
Financial Markets Infrastructures
Forecasting and Market Prediction
Algorithmic Game Theory
Market Efficiency and Behavioural Finance
Monetary Policies
Neural Models of Economic Processes
Portfolio Optimization and Analysis
Pricing and Complexity in Derivatives
Risk Management
Simulation Models for Economics and Finance
Volatility Modelling
Big Data Platforms and Security
Machine Learning
Next-generation Big Data Applications
Social Media Big Data
Map Reduce Big Data
Real-Time Big Data
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Important Dates
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Paper submission 3rd June 2018
Notification of acceptance 15th July 2018
Camera-ready manuscript 1st August 2018
Registration deadline 7th August 2018
Conference dates 19th – 21st September 2018