Aim and scopeThe use of neural networks in financial applications has gained enormous popularity in the recent years. By using a data driven empirical analysis, the main goal is to obtain insights into the dynamics of time series and out-of-sample forecasting. Neural networks are widely acknowledged today as an easily “customizable” tool for learning, modeling and studying a lot of problems very difficult to analyze with standard economic models. For instance, they can be used as nonlinear regression models based on a local analysis into clusters, which generalize the standard models used in econometrics and provide an effective tool to capture the main features of price returns, such as fat tails, volatility clustering, persistence, and leverage effects. Some applications focus on the principal processes generating the observed time series and make use of neural networks as nonlinear models that are more suited to identify the behavior of specific prices. On the other hand, rule based neuro-fuzzy systems based on the integration of neural networks and high-level linguistic information, extracted for example by a Web mining process, have been proposed too.
The aim of this Special Session is to promote research and reflect the most recent advances of neural networks, including their hybridization with evolutionary computation, fuzzy systems, metaheuristic techniques and other intelligent methods, in a series of practical problems relevant to the interaction between machine learning and financial modeling and forecasting, the main interest being finalized for searching optimal relationships in the area of financial engineering, risk management, portfolio optimization, industrial organization, auctions, searching equilibriums, financial forecasting, market simulation, agent-based computational economics, and many other areas.
TopicsThe topics of interest to be covered by this Special Session include, but are not limited to:
- Financial data mining
- Time series analysis and forecasting
- Soft computing applications
- Dynamics of commodity markets
- Decision support systems
- Risk analysis and credit scoring
- Portfolio management
- Automated trading systems
- Agent-based computational economics
- Economic modeling and finance
- Artificial economics
- Simulation of social processes
Important DatesDecember 20, 2013: deadline for paper submission
March 15, 2014: notification to Authors
April 15, 2014: camera-ready deadline for accepted papers
July 6-11, 2014: Conference days
SubmissionManuscripts submitted to Special Sessions should be done through the paper submission website of IEEE WCCI 2014 as regular submissions. All papers submitted to Special Sessions will be subject to the same peer-review review procedure as the regular papers. Special Sessions having fewer than four accepted papers will be cancelled and the accepted papers will be moved to regular sessions.
The Authors intended to contribute to this Special Session are kindly recommended to follow the manuscript style information and templates of regular IEEE WCCI 2014 papers, as described here.
Please note that each Special Session is specifically and exclusively related to one of the three conferences composing the IEEE WCCI 2014, i.e., IJCNN2014, FUZZ-IEEE2014, and IEEE CEC 2014.
When submitting their manuscripts, Authors are recommended to follow these steps:
1. identify the conference associated to the Special Session they are interested in, by looking at the “Provisionally Accepted Special Session” list under the column called ID;
2. go to the related conference submission website;
3. select the Special Session name in the Main Research topic dropdown list;
4. fill out the input fields, upload the PDF file and finalize the submission by December 20, 2013.
Special Session OrganizerMASSIMO PANELLA, Ph.D.
Dept. of Information Engineering, Electronics and Telecommunications
University of Rome “La Sapienza” (Italy)
Session Co-OrganizerRITA L. D’ECCLESIA, Ph.D.
Dept. of Methods and Models for Economics, Territory and Finance
University of Rome “La Sapienza” (Italy)