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shamolvzhou金虫 (正式写手)
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【2009-04-20】 Workshop on Financial Data Mining'2009 (FDM'09)
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We apologize if you received multiple copies of this Call for Papers. Please feel free to distribute it to those who might be interested. FDM'09 *** *** Call For Papers *** *** FDM'09 =============================================================== FDM'09 - Workshop on Financial Data Mining2009 June 30- July 2, 2009, Beijing, China (in conjunction with NISS 2009) http://stat.cufe.edu.cn/sites/fdm09/index.html http://www.aicit.org/niss/index.html *** Submission Deadline April, 20, 2009*** ================================================================= Motivations Almost every computational method has been explored and used for financial modeling. However, how to apply the recent developed data mining theories to financial data mining; further how to deal with the large-scale financial data remains largely an open problem. Recently, more and more researchers in the community recognize the importance of the issue and seriously seek solutions. Unlike the other workshops which focus primarily on the algorithmic aspects, the intent of this workshop is to bridge the academia and industrial researchers to share their study and experience on financial data mining algorithms, theory and applications. Description of the workshop topic and the associated research issues With the rapid globalization of the financial market, there has been an increasing demand for using data mining techniques in many core financial tasks, such as stock market forecasting, currency exchange rate, bank bankruptcies, financial risk management, credit rating, loan management, bank customer profiling, and money laundering. Nevertheless, the traditional data mining methods are far from practical uses for scenarios in financial data mining; it is not clear how the quickly emerging mining techniques can be used to improve the quality of financial data mining. Therefore, it is necessary to conduct a thorough investigation of the financial data mining problem and understand what the fundamental theoretical problem is in the financial mining. In this workshop, we are interested in studying novel data mining technologies on financial data to make contributions for uncovering potential risks and predict future trends in financial markets. We are looking forward to high quality papers including theoretical research, empirical research and survey submissions. We will offer a chance for researchers and engineers to share information, their ideas and results on the latest explorations of FDM and forming collaborations for future works. Topics of interest, but not limited to, are as follows: 1) Data Mining in the current Financial Crises; 2) Data Preprocessing in FDM; 3) Association Rule based on Financial Data; 4) Supervised Learning Models/Methods in FDM; 5) Unsupervised Learning Models/Methods in FDM; 6) Time Series Data Analysis; 7) Outlier Detection in FDM; 8) Neural Networks, Decision Tree and Support Vector Machine in FDM; 9) Data Mining based Stock Price Forecasting Model; 10) Data Mining based Finance Risks Forecasting Model; 11) Data Mining based Finance Fraud Detection Model; 12) Financial Privacy Preserving Data Mining; 13) Matrix Factorization based Learning Model, including Principle Component Analysis, Singular Value Decomposition, Nonnegative Matrix Factorization, and Probabilistic Latent Semantic Indexing, in FDM; 14) Text Mining in FDM. Description of the anticipated target group(s) of attendees Researchers from academia and industry work on financial data analytics. The key commonality is the need for dealing with financial data mining problems. Paper Submission Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere. Proceedings for the workshops will be included in the proceedings of NISS 2009 and will be published by IEEE CS series. The papers submitted for review must be in the IEEE format (8.5" x 11", two-column) and not exceed 8 pages. Please strictly follow the formatting and layout instructions. The Submission Form is announced on the NISS'09 conference website. Authors should submit their papers by e-mail to the workshop organizer: zhyuanzh@gmail.com before April, 20, 2009. Papers will be selected according to their quality, significance, originality, and potential to generate discussion. Each paper will be reviewed by at least two referees from the workshop's committee members. Important Data: Submission Deadline: April, 20, 2009 Notification of acceptance: May, 20, 2009 Camera-ready copies: May, 30, 2009 Workshop data: June 30- July 2, 2009 Organizers: Dr. Yang Liu, Central University of Finance and Economics, China Dr. Jie Tang, Tsinghua University, China Dr. Ben-Chang Shia, Fu Jen Catholic University, Taiwan Dr. Zhong-Yuan Zhang, Central University of Finance and Economics, China International Committee： Dr. Chris Ding, University of Texas at Arlington, USA, Dr. Hui Xiong, the State University of New Jersey, USA Dr. Jingyi Ma, Central University of Finance and Economics, China Dr. Chengzhang Wang, Central University of Finance and Economics, China Dr. Keke Cai, IBM China Research Lab, China Dr. Qinbao Song, Xi'an Jiaotong University, China Dr. Ling Chen, University of Hannover, Germany Dr. Zun-Quan Xia, Dalian University of Technology, China. Duo Zhang, University of Illinois at. Urbana-Champaign, USA Limin Yao, University of Massachusetts Amherst, USA |
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