Call for Papers
International Workshop on
Financial Data Analysis and Calculation (FDAC2010)
In conjunction with ICDKE 2010 (http://www.sci.usq.edu.au/conferences/ICDKE)
Melbourne, Australia，1-3 September，2010
Motivation
Data analysis and calculation are playing an increasingly important role in finance, including asset pricing, risk measure and management, hedging and arbitrage. The world-shaking sub-prime crisis was partly due to the imprecise characterization of default correlation and pricing of the multi-name credit derivative, CDO (collateralized debt obligation). Continuously emerging financial crisis brings about some critical issues: how to extract important information from financial data, how to price all kinds of financial assets and instruments, how to measure and manage all kinds of financial crisis, etc. The purpose of this workshop is to bring related researchers and practitioners together to share and exchange novel ideas and techniques in financial data analysis and calculation, to solve some key financial problems emerging from practice, and to identify new issues and directions for future research, especially some issues on how to avoid and recover from extreme financial crisis.
Topics
All topics related to financial calculation and data analysis are of interest and in scope. We hopefully and cordially give researchers and practitioners a unique opportunity to share their perspectives with other related researchers and practioners. The topics include, but not limit to
•Financial Data Analysis
•Financial Econometrics
•Financial Data Mining
•Financial Calculation based on Artificial Neural Networks
•Financial Calculation based on Machine Learning
•Financial Engineering
•Financial Asset Pricing
•Financial Risk Management
•Numerical Methods and its Application in Finance
Important Dates
Submission Deadline: June 15, 2010
Authors Notification: July 1, 2010
Conference Date: September 1-3, 2010
Publications
All accepted papers will be included in IEEE Computer Society Proceedings (Published by IEEE Computer Society CPS), which will be cited by EI Compendex and ISTP, if authors are willing to pay for registration fee.
Special Journal Issues
The best selected papers will be considered for publication in some prestigious journals which will be announced soon.
Paper Submissions
Submitted papers must not substantially overlap with papers that have been published or that are simultaneously submitted to a journal or a conference with proceedings. Papers must be clearly written in English, not exceeding pages, including tables, figures, references and appendices, in IEEE CS proceedings 8.5" x 11" two-column format and portable document format (.pdf). Papers will be selected based on their originality, significance, relevance, and clarity of presentation. Submission of a paper should be regarded as a commitment that, should the paper be accepted, at least one of the authors will register and attend the conference to present the work.
Workshop Co-Chairs
Ping Li
School of Economics and Management
Beihang University
Email: fdac2010@gmail.com; lipingxx@126.com
