*****  To join INSNA, visit  *****

*Organized Sessions - Call for Abstracts - CEF 2015*

Society for Computational Economics

21st International Conference on Computing in Economics and Finance

June 20-22, 2015, Taipei, Taiwan
*Organized Session submissions - open now!*

CEF 2015 will have organized sessions on the following topics. Deadline for
abstract submission: 16 Feb 2015.

More details are now available on our website

   1. Agent-Based Macro Models - (Organizer: Cars Hommes)
   2. Laboratory Experiments - (Organizer: Cars Hommes)
   3. Expectations and Learning - (Organizer: Cars Hommes)
   4. The Cross-Strait: Computational and Behavioral Approach to Economics
   - (Organizer: Wei-Xing Zhou)
   5. Quantitative Finance - (Organizer: Carl Chiarella)
   6. Theory of Heterogeneous Agents - (Organizer: Carl Chiarella)
   7. Modelling Economic Networks - (Organizer: Mikhail Anufriev)
   8. Computational Methods - (Organizer: Gary Anderson)
   9. Agent-Based Models and Policy Design - (Organizer: Thomas Lux)
   10. Agent-Based Models: Econometric issues and Validation - (Organizer:
   Thomas Lux)
   11. Machine Learning in Finance - (Organizer: German Creamer)
   12. Systemic Risks and Network Resilience - (Organizer: Akira Namatame
   and Yuji Aruga)
   13. House Prices and Mortgage Debt - (Organizer: Kevin Lansing)
   14. Dynamics of limit order markets - (Organizer: Xuezhong He)
   15. Asset pricing and portfolio optimization - (Organizer: Xuezhong He)
   16. Measuring risks in financial assets - (Organizer: Francesco
   17. Macroeconomic Models of the Dynamics of Income Inequality in Closed
   and Open Economies - (Organizers: G. C. Lim and Paul McNelis)

   SS 1: Agent-Based Macro ModelsOrganizer: Cars HommesSS 2: Laboratory
   ExperimentsOrganizer: Cars HommesSS 3: Expectations and LearningOrganizer:
   Cars HommesSS 4: The Cross-Strait: Computational and Behavioral Approach
   to EconomicsOrganizer: Wei-Xing ZhouThis session mainly aims at
   presenting Econophysics research in mainland China. Mainland scholars are
   encouraged to submit their papers to this session, which will simplify the
   visa process. This session welcomes submissions from all branches of
   Econophysics. Note that submissions from non-mainland Econophysists are
   also welcome.SS 5: Quantitative FinanceOrganizer: Carl ChiarellaThis
   topic includes most areas of Quantitative Finance including American
   options, term structure models, hedging and optimal portfolios.SS 6:
   Theory of Heterogeneous AgentsOrganizer: Carl ChiarellaThis session has
   a broad theme and includes such issues as Minsky theory, the theory of
   heterogenous agents applied to a myriad of cases such as double option
   markets and the theory of heterogenous agents.SS 7: Modelling Economic
   NetworksOrganizer: Mikhail AnufrievSocial and economic networks
   representing various interactions of households, firms, countries, etc.
   have a profound impact on performance of economic systems. Complex
   interdependencies of economic relations affect the behavior of actors and
   also evolve together with their behavior. Theoretical (including
   simulational) studies of networks are invited for this session.SS 8:
   Computational MethodsOrganizer: Gary AndersonThis session will highlight
   novel approaches to solving economically important but computationally
   challenging problems. The session will be specifically oriented towards
   presenting and sharing algorithms and codes for solving particular classes
   of models. This session is devoted to tools and techniques specifically for
   solving models with heterogeneous agents or occasionally binding
   constraints. In addition to these ''more formal'' presentations, there may
   be follow-up poster sessions or hands on bring-your-laptop sessions. Please
   use the ''Submitter's Comments'' field to indicate that you might be
   interested in presenting at sessions like these. (#cef15cmethods,
   @cef15computation)SS 9: Agent-Based Models and Policy DesignOrganizer:
   Thomas LuxThe session targets new research papers on stochastic models
   of interacting autonomous agents, with a particular focus on policy design
   and addressing policy related questions within the framework of agent-based
   models. The main intended areas of applications are financial markets and
   macroeconomic systems, although other applications are welcome as well. The
   emphasis should be on the valued addition of an agent-based modelling
   approach in terms of explaining observed regularities as emergent
   macroscopic outcomes of the dispersed interactions of economic agents.SS
   10: Agent-Based Models: Econometric issues and ValidationOrganizer:
   Thomas LuxThis session focuses on new research papers concerning the
   econometric issues related to stochastic models of interacting autonomous
   agents. We invite papers attempting to estimate and validate multi-agent
   models and to test their goodness of fit vis-a vis more traditional
   approaches. The main intended areas of applications are financial markets
   and macroeconomic systems, although submissions relating to other areas are
   welcome as well.SS 11: Machine Learning in FinanceOrganizer: German
   CreamerThe transformation of the major stock exchanges into electronic
   financial markets and the capacity to collect and store market and
   customers' information offer the opportunity to explore large amount of
   heterogeneous information using data driven methods such as machine
   learning and social network analysis. This session invites researchers
   working on the intersection of finance, machine learning and/or social
   network analysis that would like to submit papers in the following,
   although not exclusive, areas:
      - forecasting
      - automated trading systems
      - financial fraud detection
      - text analysis
      - market microstructure
      - portfolio optimization and risk management
      - financial analytics (i.e. customer segmentation and targeting).
   SS 12: Systemic Risks and Network ResilienceOrganizer: Akira Namatame
   and Yuji ArugaThe recent financial crisis has underlined the importance
   of financial stability and systemic risk, and the monitoring and regulation
   of systemic risk has become a major concern for regulators, governments and
   financial institutions. The linkages created by liabilities among financial
   institutions play a crucial role, but they are poorly understood. Insights
   from the crisis include the importance of interconnectedness in financial
   markets, the insufficiency of monitoring the stability of individual
   financial institutions. Understanding the structures of financial networks
   holds the key to understanding its function and the investigations of their
   network properties gain more attention. Useful insights may also be gained
   from analogous problems related to a large-scale instability of networked
   systems with many feedback loops in other disciplines.
   This special session brings together academicians working in the area of
   economics and finance, network science, data analytics and other related
   desplines to stimulate the academic discourse on the generation of
   aggregate risk through network interactions.
   Topics of interests include, but are not limited to:
      - Big data analytics for systemic risk
      - Business cycles, crisis event analysis
      - Data coverage and availability
      - Design and analysis of stress tests
      - Early warning systems for financial instability
      - Empirical studies on structure and dynamics of financial networks
      - Mathematical modeling and interdisciplinary approaches for systemic
      - Metrics and indicators for systemic risk and systemic importance
      - Modeling and simulations of financial networks
      - Monitoring systemic risk: Data, models and metrics
      - Monitoring channels of contagion
      - Network analysis tools
      - Network resilience
      - Regulating systemic risk: Insights from mathematical modeling
      - Risk monitoring and evaluation on complex networks
      - Systemic risk: model and mechanisms
   SS 13: House Prices and Mortgage DebtOrganizer: Kevin LansingThe session
   will include papers that employ quantitative asset pricing models and
   empirical methods to explain the dynamics of house prices and mortgage debt
   , including the implications for monetary and macroprudential policy.SS
   14: Dynamics of limit order marketsOrganizer: Xuezhong HeThe session
   targets on the latest development on limit order markets, with a particular
   focus on stylized facts, high frequency trading, learning and order
   submission behavior in limit order markets within the framework of
   agent-based models.SS 15: Asset pricing and portfolio optimizationOrganizer:
   Xuezhong HeThe session focuses on recent development of asset pricing
   and portfolio optimization within the framework of bounded rationality. In
   particular, papers that help to explain market anomalies and explore
   optimal trading strategies based on market anomalies are invited.SS 16:
   Measuring risks in financial assetsOrganizer: Francesco RavazzoloThe
   session includes papers that extrapolate risk measures from financial
   market products, in particular non-standard and newly-introduced assets;
   give an interpretation of these risks; and link them to more traditional
   financial assets.Macroeconomic Models of the Dynamics of Income
   Inequality in Closed and Open EconomiesOrganizers: G. C. Lim and Paul
   McNelisThis sessions illustrates how theoretical and
   computationally-based models of closed and open economies incorporate the
   dynamics of income inequality. Particular focus will be on the
   effectiveness of short and longer term structural adjustments (for example
   trade and openness) on the adjustment of inequality.


Germán G. Creamer, PhD
Associate Professor
Stevens Institute of Technology
Hoboken, NJ 07302
T 201.216.8986
F 201.216.5385

SOCNET is a service of INSNA, the professional association for social
network researchers ( To unsubscribe, send
an email message to [log in to unmask] containing the line
UNSUBSCRIBE SOCNET in the body of the message.