Special Session on Intelligent Information Systems for Financial Engineering of ICHIT 2006 Conferenc (IISFE2006)

Venue: Cheju Island

Location: Cheju Island, Korea, Republic of

Event Date/Time: Nov 09, 2006 End Date/Time: Nov 11, 2006
Paper Submission Date: Sep 15, 2006
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Description

ICHIT’2006 Call For Papers
Special Session on Intelligent Information Systems for Financial Engineering
2006 International Conference on Hybrid Information Technology

November 9th-11th 2006 Cheju Island (Jeju-do), Korea

Conference Website: http://www.serg.or.kr/index.html

Session Website: http://163.23.197.20/iisfe

The term “Financial Engineering” came into use after the discovery of the Black-Scholes
Option Pricing Model in the 1973. Their scientific discovery led to a new methodology
to solve practical financial problems. Recently, the rises of many new markets for
derivatives and innovations in information technology have dramatically reduced the
cost of trading standardized financial instruments. This has deeply increased the scope
of financial engineering. As a result, financial engineering is a multidisciplinary
research area that draws from a wide range of quantitative analysis disciplines, such
as artificial intelligence, soft computing, data mining, neuro network,
fuzzy and genetic programming, to optimize and analyze various kinds of financial
decision making. Therefore, there are many scholars make efforts in risk management,
financial portfolio planning, forecasting, trading, hedging, fraud detection,
and other applications. Hence, there has been a growing interest all round the
financial world in research on techniques to aid the fulfillment of these theories.

This special session further builds on the results from these studies, thereby paying
special attention to the interpretation, implementation, and evaluation of the financial
decision models built. We continue the tradition of featuring applications of
computational intelligence to solve real problems in economics and finance.
Papers describing new techniques and/or novel applications are invited. Practical
demonstrations with state-of-the-art numerical methods, econometrics, and AI
methodologies applied to economics or finance are preferably welcomed.

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
-Artificial Neural Networks
-Self-Organized Map
-Fuzzy Logic
-Evolutionary Programming
-Genetic Algorithms
-Genetic Programming
-Learning Classifier Systems
-Statistical Classifiers
-Cluster Analysis
-Decision Trees
-Inductive Logic Programming
-Reinforcement Learning
-Wavelets
-Ant Algorithms
-Sequential Monte Carlo Methods
-Grey Models
-Swarm Intelligence
-Hybrid Models
-Rough Sets
-Hybrid System

Important dates
Full paper submission due: 2006.9.15
Paper acceptance notification date: 2006.10.5
Final (Camera-ready) paper submission due: 2006.10.20

Submission
Authors are invited to submit the papers limit to 10 pages. Papers should be formatted with LNCS/LNAI style.
The detail paper format can be referred to http://www.serg.or.kr/page2.html
Please email the papers to Assistant Professor Mu-Yen Chen, Department of Accounting, National Changhua University of Education, Taiwan,
E-mail: chenmy@cc.ncue.edu.tw
Tel: +886-4-7232105 ext. 7513 Fax: +886-4-7231162

Publication
All accepted papers will be included in the Electronic proceedings published by SERC and SERSC.
We are contacting a number of top scientific journals interested in publishing the special issues consisting of the extended and additionally revised ICHIT 2006 papers. Selected papers will be included as revised monographs in the following journals with special issue (this has been agreed with the respective editors in chief) or in LNCS/LNAI Series
Asian Journal of Information Technology
Future Generation Computer Systems
International Journal of Data Mining and Bioinformatics
International Journal of Computational Intelligence Research
Journal of Environmental Informatics
International Journal of Multimedia and Ubiquitous Engineering
International Journal of Software Engineering and Its Applications
Journal of Security Engineering
Program Chair

-Mu-Yen Chen (National Changhua University of Education, Taiwan)

Program Committees: (confirmed; to be extended)

-Giuliano Armano (University of Cagliari , Italy)
-An-Pin Chen (National Chiao Tung University, Taiwan)
-Kuang-Ku Chen (National Changhua University of Education, Taiwan)
-Chieh-Yow ChiangLin (National Kaohsiung University of Applied Sciences, Taiwan)
-Md. Rafiul Hassan (The University of Melbourne, Australia)
-Zhongsheng Hua (University of Science and Technology of China, China)
-Hwa-Shan Huang (National Changhua University of Education, Taiwan)
-Mu-Jung Huang (National Changhua University of Education, Taiwan)
-Kyoung-jae Kim (Dongguk University, Korea)
-Efstathios Kirkos (Technological Educational Institution of Thessaloniki, Greece)
-Kai-Pui Lam (The Chinese University of Hong Kong, Hong Kong)
-Yannis Manolopoulos (Aristotle University of Thessaloniki, Greece)
-Sheri M. Markose (The University of Essex, UK)
-Hoi-Shing Ng, (The Chinese University of Hong Kong, Hong Kong)
-Selwyn Piramuthu (University of Florida, USA)
-I-Hsien Ting (The University of York, UK)
-Klaus Tochtermann (Graz University of Technology, Austria)
-Chwei-Shyong Tsai (National Chung Hsing University, Taiwan)
-Hsing-Wen Wang (National Changhua University of Education, Taiwan)
-Hsien-Chu Wu (National Taichung Institute of Technology, Taiwan)
-Hui-Ju Wu (National Changhua University of Education, Taiwan)

Venue

Types