Download 13 International Conference on Engineering Applications of Neural

13th International Conference on Engineering Applications of Neural Networks
Workshop on Applying Computational Intelligence Techniques
in Financial Time Series Forecasting and Trading (ACIFF)
20-23 September 2012, London, England
Computational Intelligence - a sub-branch of Artificial Intelligence - studies are
primarily inspired by the laws of nature and adaptive mechanisms in order to enable
or facilitate intelligent behavior in changing complex environments. These
mechanisms include these Artificial Intelligence paradigms that exhibit an ability to
learn and adapt to new situations, to generalize, abstract and discover new
knowledge. The following paradigms are commonly associated with Computational
Intelligence: artificial neural networks, evolutionary computation, swarm
intelligence, artificial immune systems, and fuzzy systems. Individual techniques from
these Computational Intelligence paradigms, as well as combinations (hybrid
methods) of these paradigms, have been applied successfully to solve a variety of
real world problems. In particular, these techniques have been widely applied to
time series prediction, financial forecasting and trading.
The aim of this workshop is to serve as an interdisciplinary forum for bringing
together specialists from the scientific areas of Computer Engineering, Finance and
Operational Research. The focus of this workshop is on current technological
advances and challenges about the applications of computational intelligence
techniques in financial time-series forecasting and trading.
Therefore, the Workshop on “Applying Computational Intelligence Techniques in
Financial Time Series Forecasting and Trading” will welcome paper submissions
introducing and implementing Computational Intelligent techniques to address
various modeling and predicting financial applications. This workshop will provide a
medium for the exchange of ideas between theoreticians and practitioners. Topics of
interest include, but are not limited to, the use of techniques like:
•
•
Traditional and Statistical Techniques
o Autoregressive Moving Average (ARMA) techniques
o Moving Average (MA) techniques
o Fundamental trading techniques and strategies
o Regressive Forecasting
o Volatility based trading
o Bayesian and likelihood based techniques
Artificial Neural Networks
o Multi Layer Perceptrons
o Higher Order Neural Networks
o Recurrent Neural Networks
o Pi-Sigma Neural Networks
o Radial Basis Function Neural Networks
o Support Vector Machines
•
•
Evolutionary Techniques
o Genetic Programming
o Gene Expression Programming
o Linear Genetic Programming
o Evolutionary Strategies
o Genetic Algorithm based hybrid techniques
Advanced and/or Hybrid Techniques
o Random Trees – Random Forests
o Fuzzy Logic based Techniques
o Ensemble Techniques
o Hybrid Techniques
o Swarm Intelligence and Differential Evolution based Hybrid
Techniques
Authors will be invited to submit original and significant research contributions in
the aforementioned areas. All submissions will be reviewed by at least two
reviewers. Manuscripts should be prepared according to the standard format of
regular papers specified in EANN conferences and should be restricted to a
maximum of 10 pages. Detailed instructions for preparing and submitting the
manuscript are provided at http://www.eann.org.uk/eann2012/sbmissions.php .
Workshop papers will be included in a CD that will be distributed to the participants
of the workshop. Furthermore it will be investigated the possibility of publishing the
presented research papers in an edited book, issued by some international
publisher.
For every question about the manuscripts preparation, their submission and the
organization
of
the
workshop
authors
could
contact
us
in:
[email protected],
[email protected]
or
[email protected]
Important Dates
Paper submission deadline
Notification of acceptance
Camera-ready copy
: May 15, 2012
: May 30, 2012
: June 15, 2012
Program Committee
Andreas S. Karathanasopoulos
Senior Lecturer,
Banking & Finance, Business School,
London Metropolitan University,
e-mail: [email protected]
Georgios Sermpinis
Lecturer,
Business School,
University of Glasgow
e-mail: [email protected]
Spiridon D. Likothanassis
Professor,
Department of Computer Engineering and Informatics,
University of Patras
26500 Patras, Greece
e-mail: [email protected]
Efstratios F. Georgopoulos,
Associate Professor,
Technological Educational Institute (T.E.I.) of Kalamata
Antikalamos, 24100, Kalamata, Greece
e-mail: [email protected]
Rafael Rosillo
Professor,
Department of Business Management,
University of Oviedo
33204 Gijón - Asturias - Spain
e-mail: [email protected]
Hans-Jörg von Mettenheim
Junior professor für Decision Support Systems
Dipl.-Math. Dipl.-Ök.
Institut für Wirtschaftsinformatik
Leibniz Universität Hannover
e-mail: [email protected]
Christian Dunis
Joint General Manager,
Horus Partners Wealth Management Group SA,
1 Rue de la Rôtisserie,1204 Genève – Suisse
and
Emeritus Professor,
Liverpool John Moores University, John Foster Building,
98 Mount Pleasant, Liverpool L3 5UZ
Email: [email protected]
Jason Laws
Senior Lecturer,
University of Liverpool Management School,
The University of Liverpool, Chatham Street,
Liverpool, L69 7ZH
E-mail: [email protected]
Andreas Andreou
Associate Professor,
Dept. of Computer Engineering and Informatics, Cyprus University of Technology
30 Archbishop Kyprianos Str., 3036 Lemesos, Cyprus
e-mail: [email protected]
Grigorios Beligiannis
Assistant Professor,
Department of Business Administration Of food and Agricultural Enterprises,
University of Western Greece G. Seferi 2, 30100 Agrinio, Greece
e-mail: [email protected]
Harris Papadopoulos
Lecturer,
Department of Computer Science and Engineering
Frederick University
7, Y. Frederickou Str., Pallouriotisa, Nicosia 1036, Cyprus
e-mail: [email protected]
Efi Papatheocharous
Research Associate,
Department of Computer Science
University of Cyprus
1 University Avenue, P.O. Box 20537, CY1678, Nicosia, Cyprus
e-mail: [email protected]
Konstantinos A. Theofilatos
Phd candidate and MCs,
Department of Computer Engineering and Informatics,
University of Patras,
26500, Patras, Greece
e-mail: [email protected]