Computational Finance and Economics Technical Committee Chair: Antoaneta Serguieva (UK) Vice Chairs: Robert Golan (US) Akira Namatame (Japan) Vijayalakshmi Pai (India)
Computational Finance and Economics Technical Committee TC Members 28 members Geographical distribution North America – 5 Latin America – 4 Europe – 11 Asia – 6 Australia – 1 Africa – 1 Number of new members – 7 Number of male/female members male – 23 female - 5
Task Forces TF in total - 5 Agent-based Computational Economics Chair: Shu-Heng Chen Advanced Algo Trading Chair: Philip Yu Vice Chair: Chenghui Cai, Daniel Paraschiv Portfolio Optimization Chair: Dietmar Maringer Vice Chair: Sandra Paterlini Business Intelligence and Knowledge Management, Chair: Xin-She Yang Vice Chair: Ivan Jeliakov Behavioral Analysis and Decision Support Chair: Ronald R. Yager Vice Chairs: Antoaneta Serguieva, Edward Tsang, Robert Golan Computational Finance and Economics Technical Committee
Computational Finance and Economics Technical Committee Activities Organized at WCCI2014 Invited lecture Edward Tsang: Economics: Computation, the missing ingredient in classical economics Special sessions organized Chengui Cai, Ming Li, Meng Li, Akira Namatame, Philip Yu, Kyoshi Izumi, Robert Golan: Advanced Computational Intelligence for Algorithmic Trading Special sessions organized Massimo Panella, Rita D'Ecclesia: Applications of Neural Networks for Financial Modelling and Forecasting
Computational Finance and Economics Technical Committee Other Activities (Journal Special Issues, Spring Schools, and IEEE CIS Conferences / Panels / Symposia) 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, TFs: Behavioural Analysis and Decision Support & Portfolio Optimization TC members: Ronald Yager, Robert Golan, Dietmar Maringer, Antoaneta Serguieva 2014 International Symposium on Computational and Business Intelligence, TFs: Business Intelligence & Knowledge Management TC members: Suash Deb Panel on Systemic Risk at CIFEr, TFs: Behavioural Analysis and Decision Support TC members: Antoaneta Serguieva Financial Computing and Analytics Spring School, TFs: Behavioural Analysis and Decision Support & Portfolio Optimization Antoaneta Serguieva, Uzay Kaymak, Dietmar Maringer
Computational Finance and Economics Technical Committee Other Activities (Journal Special Issues, Spring Schools, and IEEE CIS Conferences / Panels / Symposia) Special Issue on Big Data Analytics: Algorithmic Trading and Financial Text Mining, Journal of Quantitative Finance, 5yr-IF 0.957, www0.cs.ucl.ac.uk/staff/A.Serguieva/CFP_QF.pdf www0.cs.ucl.ac.uk/staff/A.Serguieva/CFP_QF.pdf TFs: Behavioural Analysis and Decision Support & Portfolio Optimization Dietmar Maringer, Antoaneta Serguieva Special Issue on Fuzzy Techniques in Financial Modelling and Simulation: Capturing Sentiments, Preferences, Behaviour and Beliefs, IEEE Transactions on Fuzzy Systems, IF 5.484, www0.cs.ucl.ac.uk/staff/A.Serguieva/TFS-SInew.pdf www0.cs.ucl.ac.uk/staff/A.Serguieva/TFS-SInew.pdf TFs: Behavioural Analysis and Decision Support TC members: Ronald Yager, A. Serguieva, Hisao Ishibuchi, Antoaneta Serguieva Special issue on Complex Systems in Finance and Economics, IEEE Systems Journal, JCR-IF 1.270, www0.cs.ucl.ac.uk/staff/A.Serguieva/ISJ-SInew.pdf www0.cs.ucl.ac.uk/staff/A.Serguieva/ISJ-SInew.pdf TFs: Behavioural Analysis and Decision Support TC members: David Quintana, Antoaneta Serguieva
Computational Finance and Economics Technical Committee Other Activities (Journal Special Issues, Spring Schools, and IEEE CIS Conferences / Panels / Symposia) Trading/Hedging Competition, TC members: Peter Beling A. Lipton, A. Serguieva, X. Yao: IEEE CIFEr leading forum on computational finance and economics research in academia and industry (report), IEEE Computational Intelligence Magazine, volume 9(3), pp to appear, www0.cs.ucl.ac.uk/staff/A.Serguieva/CIFEr_report.pdf www0.cs.ucl.ac.uk/staff/A.Serguieva/CIFEr_report.pdf A. Serguieva, D. Maringer, V. Palade, R. Almeida, Editors, Proceedings of the 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, to be published, IEEE Press.