CFP

The Third International Workshop on Computational Intelligence in Economics and Finance (CIEF' 2003)

September 26-30, 2003
Embassy Suites Hotel and Conference Center
Cary, North Carolina, USA

The Third International Workshop on Computational Intelligence in Economics and Finance (CIEF'2003) will be held as a part of the Seventh Joint Conference on Information Sciences. Computational intelligence, usually known as a collection of techniques, including artificial neural networks, fuzzy logic, evolutionary algorithms, etc., is one of the most important tools in computational economics and finance. Over the last decade, computatonal intelligence has been widely used in various economical and financial modeling, prediction, and analysis. The most noticeable application of computational intelligence is in financial date mining.

In addition to financial data mining, computational intelligence has also been intensively used in the research area known as agent-based computational economics where global regularities aries from the bottom up, through repeated local interactions of autonomous agents. Computational intelligence provides a tool to model these autonomous agents and their interactions. Issues addressed included the behavior, cognitive and psychological foundations of agent engineering, constructive communications among the field and panel study, the experimental economics, behavior economics, econometrics, and agent-based economic models, the micro-macro economic relation, economics as a science of emergence. In addition, as one of its distinguishing features, CIEF'03 also solicits studies applying agent-based models to simulating the evolution of preferences, commodities, technology, organization, human capital, and behavior and strategies. Papers which do not explicitly use CI but may highlight promising new applications of CI to economics and finance are also welcome.

Topics of Interest:

Application Areas: (Application areas may include, but are not limited to:)

Agent-Based Computational Economics , Artificial Stock Markets , Behavioral finance , Hedging Strategies , Simulation of Social Processes Experimental Economics , Financial Engineering , Financial Data Mining , Trading Strategies , Financial time Series Forecasting and Analysis Portfolio Management , Derivative Pricing , Term Structure Models , Evolutionary Game and Industrial Organization

Techniques:

Artificial Neural Networks , Self-Organized Map , Support Vector Machines , Fuzzy Logic , Evolutionary Strategies , Evolutionary Programming Genetic Algorithms , Genetic Programming , Learning Classifier Systems , Statistical Classifiers , Cluster Analysis, Reinforcement Learning Inductive Logic Programming , Grey Models, Decision Trees , Sequential Monte Carlo Methods , Independent Component Analysis , Wavelets State Space Models , Ant Algorithms, Swarm Intelligence , Hybrid Models

Important Dates: May 1, 2003 - Deadline for submission of papers

Paper Submission: Papers should be sent to:
(While hard copies are acceptable, electronic submisions via PS or PDF files are highly encouraged.)
Shu-Heng Chen
AI-ECON Research Center
Department of Economics
National Chengchi University
Taipei, Taiwan 116
chchen@nccu.edu.tw

More information can be obtained via:
http://www.ee.duke.edu/JCIS/;
http://aiecon.org/conference/cief2003.html;
Email: cief2003@aiecon.org