Computational Finance and Economics Technical Committee (CFETC) Chair: Uzay Kaymak (NL) Vice-Chairs: Akira Namatame (JP) Chenghui Cai (US) TC Report for 2013 June AdCom Meeting

CFETC Members 2012 Dec AdCom2013 June AdCom 42 Members43 Members North America: 11 North America: 7 Latin America: 0 Latin America: 1 Europe: 21 Europe: 20 Africa: 1 Asia: 7 Asia: 10 Oceania: 2 Male: 38, Female: 4Male: 35, Female: 6 Members from Industry: 6 New Members: 0New Members: 10

CFETC Members

CFETC Main Conference CIFEr : IEEE Symposium on Computational Intelligence for Financial Engineering & Economics YearLocationAttendeesSubmittedAccepted OralPoster Under SSCI 2113 (62%) Under SSCI 2821 (75%) New York (70%) Under SSCI London 15 Under SSCI 16Macau (TBC)

1.Agent-Based Computational Economics Chair: Shu-Heng Chen 2. Advanced Algo Trading Chair: Philip Yu 3.Portfolio Optimization Chair: Dietmar Maringer 4.Business Intelligence & Knowledge Management Chair: Xin-she Yang 5.Behavioural Analysis and Decision Support Chair: Ronald R. Yager 6.Energy Markets (discontinued in 2013) CFETC Task Forces

Activities at SSCI 2013 Two tutorials, by Prof. Robert Marks Prof. Akira Namatame Four sessions organized by task forces 20 presentations Poster session 2 presentations

Planned Activities 2013 Revitalize less active task forces Using CIS events to activate members Set up new task force on CFE education also liaison with CIS Education Committee First activity in 2014 Workshop on CI and XBRL Planned location New York Special issue proposal based on extended versions of selected papers in CIFEr

Planned Activities 2014 CIFEr 2014: IEEE Symposium on Computational Intelligence for Financial Engineering & Economics WCCI 2014: Special sessions or tracks Editing of special issues and educational activities

CIFEr 2014 (27-28 March, London)

Presence by IEEE CIS President: opening by prof. Xin Yao Special Sessions (TBC): 1. Portfolio Optimization 2. Agent-based Financial Markets 3. Business Intelligence 4. Financial Decision Support 5. Computational Intelligence for Algorithmic Trading Tutorials (TBC): 1. Computational Intelligence in Finance 2. Agent-based Computational Economics and Finance Panel (TBC): 1.Recent Advances in Algorithmic Trading Workshop: 1. Computational Intelligence and XBRL Spring School on Computational Finance: Joint event with CIFEr 2014 for graduate students Planned Activities at CIFEr 2014

Other Major Activities for CIS Special Issues for CIS-Sponsored IEEE Trans. and CIM Propose special issue for a CIS Transactions based on papers from CIFEr 2013 (and possibly CIFEr 2014) Major Activities for Other CIS-Sponsored Conferences Two special sessions at WCCI 2014 Panel discussion on Algorithmic Trading at WCCI 2014 First Workshop CI and XBRL (autumn 2013) Major Activities for IEEE Press Proceedings of IEEE 2014 Conference on Computational Intelligence for Financial Engineering and Economics (CIFEr 2014)

1.Organization of CIFEr conference in view of new format of SSCI CIFEr as a separate conference CIFEr as part of annual SSCI CIFEr as part of SSCI every two years 2.Creation of new task forces: establish TF on education 3.Content and organization of CIFEr 2014 Special sessions Spring school Workshop on XBRL 4.Use of social media by CFETC: LinkedIn Group Discussions in the 2013 TC Meeting We discussed the following issues at the TC Meeting.

CFE LinkedIn Group

1.Reorganize TFs: start TF for education (2013) and TF for industry liaison (2014). 2.Ensure success of CIFEr 2014 and organize CFETC annual meeting in CIFEr to encourage community building within CIS activities. 3.Continue the efforts to apply for special issues to be published in IEEE journals to promote computational finance and economics in IEEE society. Note for 2013/2014

2013 Annual Task Force Report Portfolio Optimization Chair: Dietmar Maringer Vice-Chair(s): Sandra Paterlini Members: Activities in 2013: 1.Session at CIFEr 2013 Planned Activities in 2014: 1.SS/panel Session at CIFEr 2014

2013 Annual Task Force Report Business Intelligence & Knowledge Management Chair: Xin-She Yang Vice-Chair(s): Ivan Jeliakov Members: Monica Chis (Romania)Lipika Dey (India) Simon Fong(Macau)Riddhiman Ghosh (India) Paromita Goswami (India)Babita Gupta (India) Umesh Rao Hodeghatta (India)Suash Deb (India) Rabindra K.Jena (India)Luiz Moutinho (UK) Puspalata Pattojoshi (India)B. M. Subraya (India) Activities in 2013: 1. Contribute to sessions at CIFEr 2013 Planned Activities in 2014: 1. SS/panel Session at CIFEr 2014

2013 Annual Task Force Report Behavioral Analysis & Decision Support Chair: Ron Yager Vice-Chair(s): Antoaneta Serguiva, Edward Tsang, & Robert Golan Members: Christopher Clack (UK)G.A. Vijayalakshmi Pai (India) Thierry Michel (India)Peter Sarlin (Finland) Fang Liu (Australia)Paresh Date (UK) Monira Aloud (UK)Marcin Detyniecki (France) Activities in 2013: 1.Contribute to sessions at CIFEr 2013 Planned Activities in 2014: 1.Session at CIFEr Spring School in conjunction with CIFEr Special issue based on selected presentations from CIFEr 2014

2013 Annual Task Force Report Agent-based Computational Economics Chair: Shu-Heng Chen Vice-Chair(s): Members: Activities in 2013: 1.Session at CIFEr Special issue proposal (CIS Transactions) 3.International Workshop on Computational, Cognitive and Behavioral Social Science (CCB), 6-8 Dec. 2013, Taipei, Taiwan ( ) Planned Activities in 2014: 1. Session at CIFEr Session at WCCI Proposal for an edited volume

2013 Annual Task Force Report Advanced Algo Trading Chair: Philip Yu Vice-Chair(s): Chenghui Cai, Daniel Paraschiv Members: Activities in 2013: 1.Contribute to sessions at CIFEr 2013 Planned Activities in 2014: 1. Panel/session at CIFEr Panel/session at WCCI 2014