SCFM'99 Call for Papers

Hans R. Ryffel (operating@icsc.ab.ca)
Mon, 3 Aug 1998 23:51:19 +0200 (MET DST)

SCFM'99
International ICSC Symposium on SOFT COMPUTING IN FINANCIAL MARKETS

http://www.icsc.ab.ca/scfm99.htm

June 22-25, 1999
at the Rochester Institute of Technology, Rochester, N.Y., USA

INTRODUCTION
SCFM'99 ist organized as part of the International ICSC Congress on
COMPUTATIONAL INTELLIGENCE: METHODS AND APPLICATIONS (CIMA'99)
for details see http://www.icsc.ab.ca/cima99.htm

SCFM'99 PURPOSE OF THE SYMPOSIUM
Soft Computing in Financial Markets is a symposium where original,
high-quality contributions are presented and discussed. Tutorials and
plenary sessions will be included to familiarize participants of different
backgrounds with the financial and methodological aspects. SCFM'99 invites
research papers representing new and significant developments (methodology
and applications) of practical use and value in finance.

SYMPOSIUM TOPICS
Contributions are sought in areas based on the list below, which is
indicative only. Contributions from new application areas will be
particularly welcome.

Application areas
- Portofolio management / asset allocation
- Risk Management and Arbitrage
- Corporate Distress
- Trading Systems and Strategies
- Forecasting
- Hedging Strategies
- Currency Models
- Derivative and Term Structure Models
- Pricing of Structured Securities
- Bond and Stock Valuation and Trading
- Co-integration
- Retail Finance
- Portfolio Replication: Simulation & Optimization
- Models for Equity Investment

Methodologies
- Fuzzy Systems and Rough Sets
- Neural Networks and Machine Learning
- Genetic and Dynamic Optimization
- Genetic Algorithms and Multi-Criteria Optimization
- Non-linear Dynamics
- Adaptive/Kalman Filtering Techniques
- Hybrid Models
- Model Identification, Selection and Specification
- Hypothesis Testing and Confidence Intervals
- Probabilistic Modeling/Inference
- Time Series Analysis
- Robust Model Estimation
- Monte Carlo Methods
- Stochastic Analysis
- Parameter Sensitivity and Prediction Uncertainty
- Non-linear Time Series and Cross-sectional Analysis
- Intelligent Trading Agents
- Automated Reasoning
- Time-Scale (wavelet) and Time-Frequency Methods

CONFERENCE LOCATION
The symposium will be held as part of the CIMA'99 Congress at the Rochester
Institute of Technology in Rochester, New York, USA.

COMMITTEE
- Honorary Chair CIMA'99 Congress
Mohamed Mansour, Swiss Federal Institute of Technology, Zurich,
Switzerland

- Gerneral Chair CIMA'99 Congress
Peter G. Anderson, Rochester Institute of Technology, Rochester NY, USA

- General Vice Chair CIMA'99 Congress
Marco Gori, Universita di Siena, Italy

- Symposium Chair SCFM'99
Seth A. Greenblatt, Betac International Corporation, Alexandria VA, USA

- Symposium Vice Chari SCFM'99
Christian Haefke, University of California, San Diego, La Jolla CA, USA

- International Scientific Committee
Ethem Alpaydin, Turkey
Norio Baba, Japan
Mark Broadie, USA
Michel M. Dacorogna, Switzerland
Silvio Giove, Italy
Michel Maignan, Switzerland
Teppo Martikainen, USA
Francesco Masulli, Italy

Francesco Carlo Morabito, Italy
Scott Moss, U.K.
Zoran Obradovic, USA
A.P. Refenes, U.K.
Marina Resta, Italy
Halbert White, USA
Lei Xu, Hong Kong

CALL FOR PAPERS
Prospective authors are requested to send a draft paper (maximum 7 pages)
for review by the International Scientific Committee. All submissions must
be written in English, starting with a succinct statement of the problem,
the results achieved, their significance and a comparison with previous
work, as well as a list of references.

The submissions should also include:
- Title of conference (SCFM'99)
- Type of paper (regular, demonstration, poster, tutorial or invited)
- Title of proposed paper
- Authors names, affiliations, addresses
- Name of author to contact for correspondence
- E-mail address and fax # of contact author
- Topics which best describe the paper (max. 5 keywords)
- Short c.v. of authors

Contributions are welcome from those working in industry and having
experience in the topics of this symposium as well as from academics.

Symposium language is English.

Tutorial papers, Demonstrations and Invited Sessions are also encouraged.

SUBMISSION OF PAPERS
Submissions must be sent by October 15, 1998 either by

- Electronic mail (recommended) to operating@icsc.ab.ca
(Text, PostScript or Word files)
or
- Fax to ICSC Canada +1-403-387-4329
or
- Airmail (2 copies) to:
ICSC Canada
P.O. Box 279
Millet, AB T0C 1Z0
Canada

IMPORTANT DATES
Submission of Draft Papers: October 15, 1998
Notification of Acceptance: December 31, 1998
Delivery of Final Papers: February 28, 1999
Submission of Poster Presentations: March 31, 1999
Tutorials and Workshops: June 22, 1999
SCFM'99 Symposium: June 23-25, 1999

FURTHER INFORMATION
For more detailed information, please consult the following websites:
- SCFM'99 Symposium: http://www.icsc.ab.ca/scfm99.htm
- CIMA'99 Congress: http://www.icsc.ab.ca/cima99.htm

or forward any questions to the Congress Organizer

mailto:operating@icsc.ab.ca

CONGRESS ORGANIZER
ICSC
International Computer Science Conventions
P.O. Box 279
Millet, Alberta T0C 1Z0
Canada

EMAIL: mailto:operating@icsc.ab.ca
URL: http://www.icsc.ab.ca
FAX: +1-403-387-4329 (after January 25, 1999: +1-780-387-4329)
PHONE: +1-403-387-3546 (after January 25, 1999: +1-780-387-3546)

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