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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:
Genetic models in economics and finance
Financial Crisis aspects
Banking and Interest rate Dynamics
Agent based computing
Heterogeneous Agent modeling
Computational Economics and Statistics
Efficient Capital Market
Cognitive agent models
Neural models of economic processes
Economic simulation models
Exchange Rate Dynamics
Nonlinearity and chaos
Switching Regime Models
Risk Premium Puzzle
Real Estate Markets
Continuous and Discrete Optimization
Energy & environmental issues
Complexity in Derivatives
Experimental and prediction markets
Copula and financial complexity
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
- Deadline for submission: January 31, 2020.
- Notification of final decision: February 14, 2020.
- Conference registration: February 14, 2020 - March10,2020.
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.