Artificial Intelligence Applications in Finance

Special Session in the framework of the

1st International Conference of the

Financial Engineering and Banking Society (F.E.B.S)
Chania, Crete, GREECE

10-12 June 2011

http://www.dpem.tuc.gr/fel/febs2011

Special Session Call for Papers: Since the appearance of the Artificial Neural Networks, Artificial Intelligence (AI) methods appear as promising rivals to traditional econometric methods. As in the financial domain violation of the restrictive assumptions of the statistical / econometric methods is quite often, AI methods, which have been prove to be less vulnerable to such assumptions, have been demonstrating a significant growth. Neural networks, genetic algorithms, decision trees, association rules, or more recently biologically inspired methods such as ant colony systems, artificial immune systems or particle swarm optimisation are only few of the methods successfully employed, either alone or as hybrid systems. The goal of this session is to bring together academics, researchers, analysts and decision makers and demonstrate state-of-art methods and applications of AI in the financial domain. Authors are invited to submit their research contributions or successful applications reports. Methodological issues are also welcome. All contributions will be peer reviewed with respect their relevance with the theme and aims of the Conference and the Special Session. Topics Covered: - AI applications in finance, including (but not limited to) forecasting, classification, credit risk risk assessment bankruptcy prediction, asset allocation portfolio optimisation asset pricing investment management trade strategies selection

Chair: Yorgos Goletsis - Lecturer - University of Ioannina, Dept. of Economics - Greece Yorgos Goletsis is a Lecturer in the Department of Economics of the University of Ioannina. He holds a Diploma Degree in electrical engineering and the Ph.D. degree in Operations Research, both from the National Technical University of Athens, Athens, Greece. His research interests include operations research, decision support systems, multicriteria analysis, quantitative analysis, data mining, artificial intelligence, efficiency evaluation, project evaluation. He is member of IEEE, EMRBI-Euromed Research Business Institute, EURO Working Group on Multicriteria Aid for Decisions, International Society of Multiple Criteria Decision Making. Currently, he teaches operations research, decision making and entrepreneurship related subjects. Contacts: Yorgos Goletsis: goletsis (AT) cc.uoi.gr Tel.: +302651005973 Fax:+302651005093 Submission: Those interested in participating in the special session, are invited to submit an abstract directly to Session Chair (goletsis (AT) cc.uoi.gr) until March 1st, 2011 (MS Word format). The abstract should include the following information: (a) title, (b) names of authors and full affiliation details (including postal and email address), (c) 500 word text, analyzing the objectives of the research, the methodological procedures used, as well as the most important results.

For the better planning of the session please inform the Session Chair on your intention to submit a paper to the Session, the soonest possible. Dates: Abstract Submission: March 1, 2011 Conference / Special session: June 10-12, 2011.