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Computational Finance and Economics Technical Committee (CFETC)

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

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Computational Finance and Economics Technical Committee (CFETC)

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

  2. CFETC Members

  3. CFETC Members

  4. CFETC Main Conference CIFEr : IEEE Symposium on Computational Intelligence for Financial Engineering & Economics

  5. CFETC Task Forces • Agent-Based Computational EconomicsChair: Shu-Heng Chen •  Advanced AlgoTradingChair: Philip Yu • Portfolio OptimizationChair: Dietmar Maringer • Business Intelligence & Knowledge ManagementChair: Xin-she Yang • Behavioural Analysis and Decision SupportChair: Ronald R. Yager • Energy Markets (discontinued in 2013)

  6. 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

  7. 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

  8. 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

  9. CIFEr 2014(27-28 March, London) http://www.ieee-cifer.org/

  10. Planned Activities at CIFEr 2014 • 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): • Recent Advances in Algorithmic Trading • Workshop: • 1. Computational Intelligence and XBRL • Spring School on Computational Finance: • Joint event with CIFEr 2014 for graduate students

  11. 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)

  12. Discussions in the 2013 TC Meeting We discussed the following issues at the TC Meeting. • 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 • Creation of new task forces: establish TF on education • Content and organization of CIFEr 2014 • Special sessions • Spring school • Workshop on XBRL • Use of social media by CFETC: LinkedIn Group

  13. CFE LinkedIn Group http://www.linkedin.com/groups/Computational-Intelligence-Financial-Engineering-Finance-1388887

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

  15. 2013 Annual Task Force Report Portfolio Optimization Chair:DietmarMaringer Vice-Chair(s):Sandra Paterlini Members: Activities in 2013: • Session at CIFEr 2013 Planned Activities in 2014: • SS/panel Session at CIFEr 2014

  16. 2013 Annual Task Force Report Business Intelligence & Knowledge Management Chair:Xin-She Yang Vice-Chair(s):Ivan Jeliakov Members: Monica Chis (Romania) LipikaDey (India) Simon Fong (Macau) RiddhimanGhosh (India) ParomitaGoswami (India) Babita Gupta (India) UmeshRaoHodeghatta (India) Suash Deb (India) RabindraK.Jena (India) LuizMoutinho (UK) PuspalataPattojoshi (India) B. M. Subraya (India) Activities in 2013: 1. Contribute to sessions at CIFEr 2013 Planned Activities in 2014: • SS/panel Session at CIFEr 2014

  17. 2013 Annual Task Force Report Behavioral Analysis & Decision Support Chair: Ron Yager Vice-Chair(s):AntoanetaSerguiva, Edward Tsang, & Robert Golan Members: Christopher Clack (UK)G.A.VijayalakshmiPai (India) • Thierry Michel (India) Peter Sarlin (Finland) • Fang Liu (Australia)PareshDate (UK) • Monira Aloud (UK)MarcinDetyniecki(France) Activities in 2013: • Contribute to sessions at CIFEr 2013 Planned Activities in 2014: • Session at CIFEr 2014 • Spring School in conjunction with CIFEr 2014 • Special issue based on selected presentations from CIFEr 2014

  18. 2013 Annual Task Force Report • Agent-based Computational Economics • Chair:Shu-Heng Chen Vice-Chair(s): Members: Activities in 2013: • Session at CIFEr 2013 • Special issue proposal (CIS Transactions) • International Workshop on Computational, Cognitive and Behavioral Social Science (CCB), 6-8 Dec. 2013, Taipei, Taiwan (https://sites.google.com/site/taai2013tw/taai2013ccbss ) Planned Activities in 2014: • Session at CIFEr 2014 • Session at WCCI 2014 • Proposal for an edited volume

  19. 2013 Annual Task Force Report Advanced AlgoTrading Chair:Philip Yu Vice-Chair(s): ChenghuiCai, Daniel Paraschiv Members: Activities in 2013: • Contribute to sessions at CIFEr 2013 Planned Activities in 2014: • Panel/session at CIFEr 2014 • Panel/session at WCCI 2014

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