You are invited to submit papers to the Evolutionary Computation in Economics session in CEC 2003.
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.
The CEC Organizer requires all special session papers to be submitted through the CEC04 submission website:
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.
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)
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