/ Activity Report
Special sessions on Recent Developments on Intelligent Methods for Economics, Finance, Trade and Services
Submitted by Uzay Kaymak, 12.6.2004, IBA-E committee.
Activity responsible: Uzay Kaymak

Achievements

The IBA-E committee organized two special sessions on recent developments in intelligent methods for economics, finance, trade and services during the EUNITE 2004 Symposium held on 10-12 June 2004 at AGIT (Aachener Gesellschaft für Innovation und Technologietransfer mbH Technologiezentrum am Europaplatz) in Aachen, Germany.
The sessions contained seven accepted papers. The contributions covered a wide range of issues regarding adaptive agent-based artificial stock markets, genetic programming for economic modelling, fuzzy clustering in the analysis of financial data, the opportunities for computational intelligence in behavioural finance, fuzzy real option valuation, multi-resolution financial risk management and reinforcement learning agents in micro-economic simulations. All papers appeared in the conference proceedings, but two could not be presented at the conference as the authors had to excuse themselves from participation.
Approximately 30 people have visited the sessions. Since there was ample time during the sessions, lively discussions have accompanied the presentations. These discussions have led to further contacts amongst the presenters and the participants, and agreements were made for continued research cooperation. In this sense, the sessions have contributed to the aim of EUNITE to improve and enhance research cooperation amongst scientists from different countries in Europe.

Budget

Subtask short description / Travel / Labor / Other / Total
Session at EUNITE 2004
Total

Attachments

  • Call for papers
  • List of contributions

List of Contributions

  1. Asynchonous Role-Based Trading in a Continous Artificial Trading Enviroment by Katalin Boer, Netherlands; A. de Bruin, Uzay Kaymak
  2. A Model-Free Approach to Economic Modeling by Using Symbolic Regression
    by Korneel Duyvesteyn, Netherlands
  3. Application of Fuzzy C-Means Clustering and Fuzzy Kohonen Networks for Financial Analysis of Industrial Enterprises
    by Miroslawa Lasek, Poland; Marek Peczkowski
  4. Behavioural Finance: a new Challenge to Computational Intelligence
    by Nikolaos Thomaidis, Greece; Georgios D. Dounias
  5. Fuzzy Real Options Modelling - Opening New Vistas
    by Christer Carlsson, Finland
  6. Wavelet-Based Adaptation of Value at Risk Estimation to Different Time Horizons
    by Yuri Hamburger, Netherlands; U. Kaymak, J. van den Berg
  7. Reinforcement Learning in Repeated Cournot Oligopoly Games
    by Ludo Waltman, Netherlands; Uzay Kaymak