July 21 8:00-10:00 a.m. Agent-Based Modeling of Financial Markets Avalanche Dynamics of the Financial Market (CIEF-57) Pei-Ling Zhou, Chun-Xia Yang, Tao Zhou, Min Xu, Jun Liu, Bing-Hong Wang Learning Foreign Exchange Intervention Policies with an Artificial Market (CIEF-78) Hiroki Matsui, Kiyoshi Izumi, Satoshi Tojo Interactive Estimation of Agent-Based Financial Markets Models (CIEF-32) Ihsan Ecemis, Eric Bonabeau, Trent Ashburn Market Efficiency and Rational Expectation under Asymmetric Information and Uncertainty in Price Prediction (CIEF-22) Takuya Kato, Hideyuki Tanaka, Yu Chen, Hirotada Ohashi What Causes Persistence of Stock Return Volatility? One Possible Explanation with an Artificial Stock Market (CIEF-62) Ryuichi Yamamoto A multi-period CAPM with heterogeneous beliefs (CIEF-63) Hendri Adriaens, Bas Donkers, Bertrand Melenberg
July 21 3:00-4:50 p.m. Neural Networks (I) Examining the Internal Complexity of a Neural Network Trained with Divisia Component Data (CIEF-64) Vincent A. Schmidt, Jane M. Binner Evaluating the Performance of a EuroDivisia Index Using Artificial Intelligence Techniques (CIEF-47) JM Binner, AM Gazely, G Kendall An Exploratory Study for Neural Net Forecasting of Retail Sales Trends Using Economic Indicators (CIEF-18) Mike Orra, Gursel Serpen Forecasting Exchange Rates with Nonlinear Models (CIEF-54) André Alves Portela Santos, Leandro dos Santos Coelho, Newton C. A. da Costa Jr. Predicting Exchange Rate Direction with Leading Indicators via Neural Network Model (CIEF-67) Fu-Ming Lee, Li-Hua Li, Chia-Yang Lin The Self-Referential Construction for Computational Intelligence Processing in Economics and Finance (CIEF-60) Jishou Ruan, Yalou Huang
July 21 5:00-7:00 p.m. Wavelet Analysis The Fractal Behaviour of CAC 40 Returns Examined in the Time-Frequency Domain (CIEF-82) Serge Hayward Second Generation Wavelet Transforms of Yield Curve Shifts (CIEF-75) Joel R. Barber, Mark L. Copper Multiscale Time Series Analysis of the Taiwan Stock Market: A Wavelet-Based Approach (CIEF-119) Chueh-Yung Tsao, Chun-Ru Lin Computational Forecasting of Two Exchange Rates (CIEF-10) Mak Kaboudan
July 22 8:00-10:00 a.m. Tutorial (I): Setup and Use of a Non-dedicated Cluster for Parallel Computing, with Examples Michael Creel
July 22 3:00-4:50 p.m. Neural Networks (II) Radial Basis Function Techniques for Regression Analysis of Economic Trends (CIEF-9) Marcus L. Roberts, Steven C. Gustafson Investment Analysis of Real Estate by Using Radial Basis Probabilistic Neural Networks (CIEF-5) X.-G. Wang, Y.-S. Ding, X.-F. Zhang, Y.-Q. You, S.-H. Shao Neural Networks for Extracting Implied Risk-Neutral Probability Density Surface of Stock Index Options (CIEF-39) Ing-ChyuanWu Correlation Prediction between Foreign Stock Exchanges (CIEF-4) Chiu-Che Tseng, Han-Chiu Huang, I-Wan Wang Bayesian Analysis of Neural Network Models for Conditional Return Distribution (CIEF-37) Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner Stock Prediction Based on Evolutionary Neural Network (CIEF-86) W. Gao
July 22 5:00-7:00 p.m. Fuzzy Logic & Rough Sets Analysis on Reciprocal Community Currency Using Fuzzy Measure Theory (CIEF-65) Masayuki Kokabu, Takafumi Ikeda, Osamu Katai, Takayuki Shiose, Hiroshi Kawakami Ranking Stocks Using FMCDM (CIEF-2) Chung-Tsen Tsao An Overview of Insurance Uses of Fuzzy Logic (CIEF-35) Arnold F. Shapiro Time-Series Data Analysis with Rough Sets (CIEF-51) Joseph Herbert JingTao Yao
July 23 8:00-10:00 a.m. Neural Networks (III) The Consistency of Self-Declared Hedge Fund Styles: A Return-Based Analysis with Self-Organizing Maps (CIEF-36) Ramin Baghai-Wadji, Rami El-Berry, Stefan Klocker, Markus Schwaiger An Application of Kohonen's SOM for the Management of Benchmarking Policies (CIEF-40) Raquel Florez-Lopez Estimating Female Labor Force Participation through Statistical and Machine Learning Methods: A Comparison (CIEF-15) Omar Zambranoa, Claudio M. Rocco S.b, Marco Musellic An Application of One-Class Support Vector Machine for Currency Crises Discrimination (CIEF-16) Claudio M. Rocco S. Detection and Prediction of Relative Clustered Volatility in Financial Markets (CIEF-48) Karen Hovsepian, Peter C. Anselmo, Subhasish Mazumdar	July 23 8:00-10:00 a.m. Agent-Based Modeling: Learning & Games On Variant Evolution of Party Competition (CIEF-69) Jie-Shin Lin Efficiency and Traps of Social Learning: Some Computational Experiments (CIEF-14) Yuya Sasaki Achieving Cooperation Using Artificial Immune Systems (CIEF-24) Tzai-Der Wang, Colin Fyfe Self-organized Boolean Game on Networks (CIEF-70) Tao Zhou, Bing-Hong Wang, Pei-Ling Zhou, Chun-Xia Yang, Bo Hu Choosing Multi-Issue Negotiating Object Based on K-Armed Bandit Problem (CIEF-11) Liming Wang, Yumei Chai, Houkuan Huang
July 23 3:00-4:50 p.m. Evolutionary Methods <A Genetic Algorithm for the Structural Estimation of Games: A First Report (CIEF-61) Victor Aguirregabiria, Pedro Mira Using Fractal's Addition and GP for N-Steps Ahead Forecasting (CIEF-34) Chao-Fu Hong, Chi-Liang Yang Using GAs to Minimise the Bullwhip Effect in a Supply Chain (CIEF-30) T. O'Donnell, L. Maguire, R. McIvor, P. Humphreys Volatility Forecast by Discrete Stochastic Optimization and Genetic Algorithms (CIEF-68) Irwin Ma, Tony Wong, Thiagas Sankar, Lisa Li	July 23 3:00-4:50 p.m. Economic Systems: Theoretical Approach Properties of a Renewal Process Approximation for a Spin Market Model (CIEF-43) Muffasir Badshah, Robert Boyer, Theodore Theodosopoulos Dynamic Pricing on Commercial Websites: A Computationally Intensive Approach (CIEF-79) Patrick Mullen, Kevin Seppi, Sean Warnick Predicting Uncertain Outcomes Using Information Markets (CIEF-53) Yiling Chen, Tracy Mullen, Chao-Hsien Chu Escape Dynamics: A Continuous Time Approach (CIEF-72) Dmitri Kolyuzhnov, Anna Bogomolova, Sergey Slobodyan
July 23 5:00-7:00 p.m. Financial Date Mining: Multi-Model Approach Applying the Genetic-based Neural Networks to Volatility Trading (CIEF-84) Shinn-Wen Wang Forecasting Agricultural Commodity Prices Using Hybrid Neural Networks (CIEF-8) Tamer Shahwan, Martin Odening Evolutionary Method for Real-Word Times Series Prediction (CIEF-73) Tiago A. E. Ferreira, Germano C. Vasoncelos, Paulo J. L. Adeodato Forecasting High-Frequency Financial Data Volatility via Nonparametric Algorithms: Evidence from Taiwan Financial Market (CIEF-99) Wo-Chiang Lee Time Series Financial Data Mining (CIEF-31) Chiu-Che Tseng, Ching-Tsai Kang	July 23 5:00-7:00 p.m. Forecasting Volatility in Financial Market (I) A New Model in Forecasting Dynamic Correlations (CIEF-83) Ray Y Chou, Nathan Liu, Chun-Chou Wu Measuring the Connection Strengths between Markets Using Artificial Neural Networks (CIEF-107) Mona R. El Shazly An Empirical Approach toward Realistic Modeling of Capital Market Volatility (CIEF-110) Nan-Jye Wang, Kelu Wang, Jenher Jeng Boosting Frameworks in Financial Applications: >From Volatility Forecasting to Portfolio Strategy Optimization (CIEF-113) Valeriy V. Gavrishchaka Trading Strategy Based on Grey Clustering in Financial Bear Market (CIEF-95) Yen-Tseng Hsu, Hui-Fen Hung, Ming-Chung Liu, Chin-Tu Huang, Po-Tsang Yu
July 24 8:00-10:00 a.m. Tutorial (II): Genetic Programming in Finance Colin Frayn
July 24 3:00-4:50 p.m. Financial Markets: Theoretical Approach Financial Modelling of Customer Value (CIEF-66) David Collings, Nicola Baxter Prospect Theory and the Irrational Herding in Stock Markets (CIEF-97) Len-Kuo Hu, Ching-Mann Huang, Yu-Shiu Lin Options with Underlying Asset Driven by a Fractional Brownian Motion: Crossing Barriers Estimates (CIEF-25) Roy Cerqueti, Giulia Rotundo Financial Risk Assessment: A Property Investment Case Study (CIEF-52) Enda J. Cummins	July 24 3:00-4:50 p.m. Integrating Human and Computational Intelligence in Commercial Product Designs Entrusting Users in Interactive Evolutionary Computation Directly Select Chromosomes for Evolving: A Case Study of Designing Mineral Water Bottles (CIEF-111) Fang-Cheng Hsu, Ming-Hsiang Hung Creative Design by Social Affiliation Based Interactive Evolutionary Computation (CIEF-115) Hsiao-Fang Yang, Mu-Hua Lin, Chao-Fu Hong A Comparison of Three Fitness Prediction Strategies for Interactive Genetic Algorithms (CIEF-105) Leuo-hong Wang, Jun-de Liao Evolutionary Interactive Genetic Algorithms: A Special Breed of Interactive Genetic Algorithms (CIEF-109) Chien-Jen Huang, Chao-Fu Hong Using Interactive Genetic Algorithm for Bundle Design (CIEF-124) Wen-Shiu Lin and Hsin-Yi Wang The Study of Idea Generation and New Product Design Based on Human-Based Genetic Algorithm (CIEF-123) Wen-Shiu Lin, Lan-Ying Chan
July 24 5:00-7:00 p.m. Classifier Systems Hybrid-agent Organization Modeling: A Logical-heuristic Approach (CIEF-87) Ana Marostica, Cesar Briano, Ernesto Chinkes Application of an Instance Based Learning Algorithm for Predicting Stock Market Index (CIEF-7) Ruppa K. Thulasiram and Adenike Y. Bamgbade FD prediction using the Bayes classifier with MFA (CIEF-21) Jigang Xie, Zhengding Qiu, Yanjun Han The Application of EBO Model to Forecast Financial Distressed Companies (CIEF-23) Kunhuang Huarng, Hui-Kuang Yu, Chong-Jiang Chen
July 25 8:00-10:00 a.m. Forecasting Volatility in Financial Market (II) Portfolio Value-at-Risk Forecasting with GA-based Extreme Value Theory (CIEF-116) Ping-Chen Lin Bayesian and Maximum Likelihood Approaches for ARCH Models Considering Brazilian Financial Series (CIEF-117) Marinho G. Andrade Pricing and Hedging Derivative Securities Based on Neural Network Coefficient Model (CIEF-121) Po-Chang Ko Adaptive Portfolios Insurance Model with VaR ¡XCase Studies in Pan Pacific Markets (CIEF-108) Shinn-Wen Wang	July 25 8:00-10:00 a.m. Financial Markets: Econometric Approach The Impact of Credit Risk on Equity Liquidity when Expected Financial Distress Costs Are Extreme (CIEF-50) Huimin Chung Investor Sentiment and Excess Returns-Empirical Evidences from Taiwan Stock Market (CIEF-76) Wen-Chen Lo, Ku-Jun Lin Market Microstructure: Time Series Analysis (CIEF-59) Yuriy Nevmyvaka, Katia Sycara Using Data Mining Techniques for Detecting Noises and Pre-Processing Financial Time Series (CIEF-6) Carson K.-S. Leung, Ruppa K. Thulasiram, Dmitri A. Bondarenko
July 25 3:00-4:50 p.m. Forecasting Volatility in Financial Market (III) Consolidation Strategies Based on Fuzzy Clustering (CIEF-94) Yen-Tseng Hsu, Ming-Chung Liu, Hui-Fen Hung, Chin-Tu Huang, Dian-Lin Wu Use the £n-Steps Ahead Predicting to Discover the Trading Signal (CIEF-118) Chao-Fu Hong, Chi-Liang Yang Volatility Forecasting with Sparse Bayesian Kernel Models (CIEF-80) P. Tino, N. Nikolaev, X. Yao Evaluating Efficiency of Index Fund Selections over the Fund's Future (CIEF-112) Yukiko Orito
July 25 5:00-7:00 p.m. Agent-Based Modeling: Policies & Industrial Economics On Normative and Liberal Pension Policy in Model Economy with Genetic Learning (CIEF-33) Lukas Pichl New Mexico Tech Currency Markets Modeling Project (CIEF-49) Peter C. Anselmo, Karen Hovsepian, Carlos Ulibarri, Mauro X. Trabatti Co-Evolving Business Models: A Case Study with the Internet Service Provider (ISP) Industry (CIEF-58) Ian Fenty, Eric Bonabeau, Juergen Branke Lottery Markets--Design, Micro-Structure, and Macro-Behavior: An Agent-Based Computational Approach (CIEF-103) Shu-Heng Chen, Bin-Tzong Chie, Chia-Wei Lee Lottery Sales and Income Distribution (CIEF-104) Shu-Heng Chen, Bin-Tzong Chie, Huei-Feng Fan