You are invited to submit papers to the Evolutionary Computation in Economics session in CEC 2003.
Theme:
Evolutionary computation has been established as a useful tool for
studying economics and finance. Example applications include financial
forecasting, real and artificial stock markets creation, micro-behaviour
analysis, stock trading and portfolio optimization, market dynamics,
game theory, risk analysis and many other areas. All of these areas are
built on firm economic foundations. However, the applicability of most
economic theories is limited by their simplifying assumptions. Advances
in computing, in both hardware and algorithms, enable researchers to
study economics and finance with a completely different approach. For
example, one can seriously attempt to recognize patterns in complex
systems, simulate complex agents' behaviour in market environments,
study the interaction of complex strategies, study algorithmic
strategies in game theory, analyze volatility in financial markets, etc.
This session will accept papers in evolutionary computation applications
in economics and finance, including, but not limited to, the above
mentioned areas.
Submission:
The CEC Organizer requires all special session papers to be submitted through
the CEC04 submission website:
http://ieee-nns.org/conferences/cec2004/review/upload.php
Electronic submissions are encouraged.
Papers must be strictly within 8 A4 pages, justified 10
point; see http://cec2004.org/Submission.htm
and
http://cec2004.org/CEC04_MSWord_Style.doc
for instructions on submission format.
Organizers:
Contact: Edward Tsang (Essex University, UK)
Shu-Heng Chen (AI-ECON
Center, Taiwan)
Jerzy Korczak (de l'informatique et de la teledetection
(LSIIT), France)
Sheri Markose (Essex University, UK)
(Committee to be expanded)