NEW MATHEMATICS AND NATURAL COMPUTATION
http://www.worldscinet.com/nmnc/nmnc.shtml
World Scientific Publishers
Special Issue: New Computational Methods for Financial Engineering
Guest Editors: Michael Doumpos, Constantin Zopounidis
Technical University of Crete
Dept. of Production Engineering and Management
Financial Engineering Laboratory
University Campus, 73100 Chania, Greece
E-mail: {mdoumpos,[log in to unmask]
During the last decades the globalization, the intensified competition
and the technological advances have had a major impact on the global
financial environment. Within this context the increased complexity of
financial decision-making problems makes empirical procedures no longer
adequate. Researchers and practitioners have already acknowledged this
requirement and have focused on the development and implementation of
new sophisticated and efficient quantitative and computational
methodologies originating from a plethora of disciplines. Initially,
these methodologies adopted an econometric, statistical and optimization
perspective. Recently, however, new innovative approaches became of
interest. Among them, several new computational methods have been
proposed, including soft computing, evolutionary techniques, neural
networks and neuro-fuzzy systems, support vector machines, etc.
The scope of this special issue is to present the most recent advances
on the development and application of new computational methods in
financial engineering, including topics such as portfolio management,
credit rating and bankruptcy prediction, mergers and acquisitions, asset
pricing, risk management, bond rating, country risk assessment, etc.
Papers might describe new methodological developments, experimental
results, development of decision support systems or real-world case
studies, but should seek to present innovative work and results, explore
themes of interest to both practicing financial decision makers and
analysts, demonstrate academic and theoretical rigor.
Submissions should be sent be e-mail to Michael Doumpos at:
[log in to unmask] The submission deadline is *January 31, 2008*.
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