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IEEE CIS > Technical Activities
Computational Finance and Economics TC
Name
This organization is known as the Computational Finance and Economics Technical Committee (CFETC) of the Computational Intelligence Society (CIS) of the Institute
of Electrical and Electronic Engineers, Inc. (IEEE).
Purpose and Scope
The purpose of the CFETC is to promote the research, development, education, and understanding of computational finance and economics. Scope of computational
finance and economics includes:
- the development of advanced computing techniques for financial and economic applications;
- through the application of advanced computing techniques, advance the subjects of finance and economic;
- to bring research in computational methods to real-world financial and economic applications.
Membership
The CFETC members are appointed by the CIS President with the agreement of the CFETC Chair for a one-year term. The term of service expires at the end of the calendar year for which they have been appointed.
Officers
The CFETC Chair is appointed by the CIS President with the agreement of the CIS EXCOM for a one-year term. The term of service expires at the end of the calendar year for which the CFETC Chair has been appointed. No more than two consecutive full terms are permitted.
Funding
There is no membership fee for joining the CFETC. Funding for the committee shall be provided by the CIS in the annual budget request. Once approved by the CIS
AdCom, funds will be available to support the CFETC activities. The Chair shall be responsible for the appropriate use of the approved funds. The Chair produces an
annual financial report to the AdCom.
Activities
The CFETC shall engage in various activities in order to promote wider acceptance of computational finance and economics as a prominent, multi-disciplinary
research, identify and promote new areas of research in computational finance and economics, collaborate on production of tutorials and book series within the area,
promote IEEE Senior Members and Fellows program, maintain the Committee's website, maintain a network of expertise in computational finance and economics, and
organize conferences, workshops or special sessions in CIS-sponsored conferences. The CFETC will actively work with the organizers of CIS-sponsored conferences to
insure their technical excellence.
Publications
A newsletter has been started.
The Computational Finance & Economics Technical Committee Newsletter Editors
will be:
Dr. Agostino Capponi, Robert Golan, Dr. Han La Poutre
Submission details are as follows:
This electronic letter is intended as a source for rapid dissemination of
information to the computational intelligence society around the world.
We welcome submissions in the form of novel proposals or replies to earlier
proposals submitted by other authors.
The length of each proposal should be approximately 2-3 pages. The main
purpose of the newsletter is to stimulate discussion among specialists, both
academicians and industrial practitioners, on important topics at the
frontier of machine learning, artificial intelligence computational finance
and economics. These areas include agent-based computational modeling,
financial calibration of interest rate, equity and credit risk models,
computational econometrics and statistics, computational modeling of dynamic
macroeconomic systems, computational tools for the design of automated
Internet markets. The newsletter can be thought of as an initial vehicle to
get or provide feedback on research problems. The authors interacting on
this newsletter may later consider writing papers and submitting them to
leading research journals.
Content: Topics of interest include, but are not limited to: computational
methods for calibrating financial models, pattern recognition techniques for
identifying structures in social and trading networks, (real) option based
methodologies to value investments, sequential decision making policies
under uncertainty, probabilistic models for the evolution of financial,
electronic and prediction markets, analytical methods for characterizing
value and cost of information.
Register Audio/Video: You may register a video or audio telling us about
your current research and problems that are currently under your
investigation. You may share views on research problems with other leading
experts in the field.
Please send your submissions to:
Dr. A. Capponi
Division of Engineering and Applied Sciences
California Institute of Technology
Pasadena (CA), US
acapponi@caltech.edu
http://www.cs.caltech.edu/~acapponi
Tel: 1.626.757.1140
Meetings
Meetings will be called by the Chair once a year, usually in conjunction with the CIS AdCom meetings, or at IEEE conferences organized by the CFETC, or as requested by the CFETC members. Sufficient advance notice of the meetings will be given to the members, as well as to other interested parties. The Chair shall prepare an agenda before the meeting, and shall prepare minutes for distribution after the meeting.
Amendments
This Charter becomes official after at least 2/3 core members present at The Committee Meeting approves it. Subsequent changes and amendments also require 2/3
majority vote.
Members
 | Payman Arabshahi
University of Washington
Applied Physics Laboratory and
Dept. of Electrical Engineering
Box 355640
Seattle, WA 98195-5640, USA
phone: (+1 206) 221-6990
www: faculty.washington.edu/paymana |
 | Jan W. Dash
Visiting Research Scholar, Fordham University, New York
Adjunct Professor, Courant Institute, NYU, New York
Head, Strategic Risk Research, Bloomberg LP
phone: 732-513-6623
email: jdash9 .a_t. comcast.net |
 | Herbert Dawid
Chair for Economic Theory and Computational Economics
Bielefeld University
P.O. Box 100131
Bielefeld 33501, Germany
phone: +49-521-1064843, 1066931 (secr.)
fax: +49-521-10689005
email: hdawid .a_t. wiwi.uni-bielefeld.de |
 | Wolf Ketter
Department of Decision and Information Sciences
RSM Erasmus University
Room T09-07, Burgemeester Oudlaan 50
Rotterdam 3062 PA, The Netherlands
phone: +31 - 10 - 408 2624
fax: +31 - 10 - 408 9010
email: wketter .a_t. rsm.nl
www: www.large.rsm.nl |
 | Robert J. Marks II
Department of Electrical and Computer Engineering
Baylor University
1311 S. 5th Street, ECS 304B
Waco, TX 76798-7356, USA
phone: (+1 254) 710 7302
fax: (+1 254) 710 3839
email: r.marks .a_t. ieee.org
www: www.RobertMarks.org |
 | Benjamin Melamed
Professor II, Dept. of Supply Chain Management and Marketing Sciences and Implementation - New Brunswick;Co-Director, Laboratory for Port Security
Rutgers Business School - Newark and New Brunswick
217C Levin Building, 94 Rockafeller Rd.
Piscataway, NJ 08854
phone: (848) 445-3128
fax: (732) 445-5946
email: melamed .a_t. rbs.rutgers.edu
www: melamed.rutgers.edu |
 | Akira Namatame
Dept. of Computer Science
National Defense Academy
Yokosuka, 239-8686, Japan
phone: +81-46-841-3810 (Ext 2432)
email: nama .a_t. nda.ac.jp |
 | Daniel Paraschiv
DERI
National University of Ireland, Galway
IDA Business Park,Lower Dangan
Galway, Galway, Ireland
phone: +353857623472
fax: +353 91 495541
email: daniel.paraschiv .a_t. deri.org |
 | Han La Poutre
CWI (National Institute for Mathematics and Computer Science)
Kruislaan 413 1098 SJ
Amsterdam, The Netherlands
phone: (+31)(0)20-5924082
fax: (+31)(0)20-5924199
email: hlp .a_t. cwi.nl
www: homepages.cwi.nl/~hlp |
 | David Quintana
Department of Computer Science
Universidad Carlos III de Madrid
Av. de la Universidad 30
Leganes 28911, Spain
email: dquintan .a_t. inf.uc3m.es |
 | Yago Saez
Associate Professor
Vicehead of the Computer Science Department
Artificial Intelligence Area
University Carlos III from Madrid
Office 2.1.C.13
phone: +34 91 6248456
email: yago.saez .a_t. uc3m.es |
 | Stan Uryasev
Department of Industrial and Systems Engineering
University of Florida
303 Weil Hall, Gainesville
Gainesville, Florida 32611-6595, USA
phone: +1(352)392-1464
fax: (852) 2858-9041
email: Uryasev .a_t. ufl.edu
www: www.ise.ufl.edu/uryasev |
 | Edward Tsang
Computer Science and Electronic Engineering
Centre for Computational Finance and Economic Agents
University of Essex
Colchester CO4 3SQ, UK
phone: (+44 1206) 872 774
fax: (+44 1206) 872 788
email: edward .a_t. essex.ac.uk
www: cswww.essex.ac.uk/CSP/edward |
 | Donald C. Wunsch
Dept. of Electrical and Computer Engineering
Missouri University of Science & Technology
301 W. 16th St, 131 EECH
Rolla MO 65409, USA
phone: 573-341-4521
fax: 573-341-4532
email: wunsch .a_t. ieee.org
www: www.linkedin.com/in/wunsch |
 | Xin-She Yang
Mathematics and Scientific Computing
National Physical Laboratory
Teddington, London TW11 0LW, UK
phone: (44-20) 8943 6092
email: xin-she.yang .a_t. npl.co.uk |
 | Xin Yao
The Centre of Excellence for Research in Computational Intelligence and Applications
School of Computer Science
The University of Birmingham
Edgbaston, Birmingham B15 2TT, United Kingdom
phone: (+44 121) 414 3747
fax: (+44 121) 414 2799
email: x.yao .a_t. cs.bham.ac.uk
www: www.cs.bham.ac.uk/~xin/ |
 | Wojciech Ziarko
Department of Computer Science
University of Regina
Regina, Saskatchewan S4S 0A2, Canada
phone: (306) 585-5213
email: ziarko .a_t. sasktel.net |
Task Forces
- on Agent-based Computational Economics, Chair: Herbert Dawid
- on Advanced Algo Trading, Chair: Philip Yu, Vice Chair: Chenghui Cai, Daniel Paraschiv
- on Energy Markets, Chair: Wolf Ketter
- on Portfolio Optimization, Chair: Dietmar Maringer, Vice Chair: Garnett Wilson, Sandra Paterlini
- on Business Intelligence & Knowledge Management, Chair: Suash Deb, Vice Chair: Xin-She Yang
- on Behavioral Analysis and Decision Support, Chair: Ronald R. Yager, Vice Chair: Antoaneta Serguieva, Edward Tsang, Vice Chair: Robert Golan
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