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Call for Papers - 6th International Symposium in Computational Economics and Finance (ISCEF) 2020

Jan 13 2020 17:21 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The rapid development of financial systems is often attributed to the effects of financial innovation, the internationalization of capital markets, the evolution in financial regulations and intermediation, the development of emerging markets, the financialization of commodity markets, etc. These factors generated more globalized and complex markets and economic systems. The recent financial downturn rapidly spread to all international financial systems, triggered a major liquidity crisis, induced important volatility excess for commodity prices and consequently an economic recession for several developed and emerging countries. In this context, economists noted the failure and limitation of well-known models to forecast this crisis. Thus, several models and methods were severally excluded and numerous sophisticated tools in mathematical finance, econometrics and computational economics are checked and revised in order to improve the modeling and forecasting of macroeconomic and financial time-series dynamics.

This is particularly crucial because the development of new tools and innovative methodologies can help to improve trading, investment financing decisions, equity modeling and risk management. This is also required to improve the comprehension of complex economic and financial systems and to enable the development of new approaches able to forecast future dynamics. For example, the recent developments of dynamic stochastic model have improved the analysis of macroeconomic policies. The analysis of monetary policies has also benefited from the recent developments in database, time series and panel data econometrics. Also, recent analyses and on-going research topics associated with alternative finance (ethical finance, energy finance, commodity markets, responsible and sustainable development) can offer new forms of finance, investment and value creation to regulate conventional financial system.

The 6th  International Symposium in Computational Economics and Finance (ISCEF) is designed to enable academics and professionals to come together to discuss their latest research findings, with a focus on the main outcomes of the global economic crisis and the current issues challenging banking, finance and commodities during these turbulent times. The conference will also serve as a valuable platform for discussing innovative and thought-provoking ideas and modeling approaches on the above-mentioned issues.

We are looking for topics that might include (but are not restricted to) theoretical, experimental and empirical research in the following areas:

Topics covered

Asset pricing                           
Derivative pricing
Genetic models in economics and finance
Financial Crisis aspects                         
Risk algorithms
DSGE Models                                      
Portfolio Management   
Volatility Modeling
Macro-econometric Models
Financial Markets                        
Empirical Finance
Macroeconomic Dynamics
Risk Management                      
Banking and Interest rate Dynamics
Agent based computing
International Finance                   
Heterogeneous Agent modeling
Computational Economics and Statistics
Financial Instability                     
Arbitrage
Computational Macroeconomics
Efficient Capital Market                              
Cognitive agent models
Monetary Policies
Behavioral finance                       
Neural models of economic processes   
Economic simulation models
Market Microstructure                   
Algorithmic trading
Experimental Economics
Quantitative Finance                        
Financial physics     
Forecasting
Exchange Rate Dynamics                      
Social networks
Nonlinearity and chaos
Computational Finance                                  
Securitization
Switching Regime Models
Risk Premium Puzzle
Emerging Markets
Financial Econometrics
Real Estate Markets            
Financial Risks
Nonlinear Dynamics
Energy Finance               
Computational algorithms for finance
Data Analysis
Commodity markets                         
Economic Decision
Continuous and Discrete Optimization
Energy efficiency                     
Economic beahvior
Econometric Theory
Energy & environmental issues                         
Economic Organizations
Simulation modeling
Complexity in Derivatives                        
Experimental and prediction markets
Applied Econometrics
Financial Mathematics              
Copula and financial complexity
Econo-physics

Submissions and Accommodation

All  researchers  in  Economics  and  Finance are  invited  to  submit  their full papers in PDF  format, in English, online  via  this  link: http://iscef.com/submit-your-paper.html. The complete version of the paper should include the following information:

title, name(s) of the authors, abstract, keywords, JEL classification, e-mail address for each author, complete address for the corresponding author.

Please, note that the abstract is limited to 150 words and that  the  paper  length  should  not  exceed  30  pages.

The  author should  also indicate  the conference topic associated with his/her paper. PhD Studentsare encouraged to submit their papers  for  presentation  in  the  PhD  workshops/sessions, which will be  handled  by  Senior Researchers. All  papers  should  be  in  English. The  submission  of organized  sessions is particularly encouraged.

Propositions  of  sessions  can  be  sent to: [email protected].

We would also appreciate it if you could indicate whether you would be willing to chair a session.

More  details  about  registration, hotel  accommodation  and travel arrangements will  be available soon on the conference website: www.iscef.com

Important dates

  • Deadline for submission: January 31, 2020.
  • Notification of final decision: February 14, 2020.
  • Conference registration: February 14, 2020 - March10,2020.

Publication opportunities

A selection of papers presented at the conference will be considered for publication in:

  • a special issue of Applied Economics.
  • a special issue of Computational Economics.
  • a special issue of Econometrics.
  • a special issue of Econometrics Reviews.
  • a special issue of Economic Modelling.

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