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AIFM 2014 : Artificial Intelligence in Financial Markets: Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics


When Jun 30, 2015 - Jun 30, 2015
Where Book
Submission Deadline Aug 30, 2014
Categories    artificial intelligence   trading strategies   portfolio management   portfolio optimization

Call For Papers

Artificial Intelligence in Financial Markets: Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics' is a book which is going to be published as the volume 1 of a series entitled 'New Developments in Quantitative Trading and Investment' of books to be published by Palgrave Macmillan.

This is a call for papers which welcomes the submission of articles which are either unpublished work or have been presented in an conference and the have not been published as full papers yet.

The book will be edited by an experienced scientific committee with includes the conference organiser Professor Christian Dunis, Andreas Karathanasopolous, Kostas Theofilatos and Peter Middleton. All papers will be doubled blind refereed in the usual way.

Please note that are no submission fees and articles should be consistent with the aim and scope of the book.

AIM AND SCOPE : This book will focus on Artificial Intelligence (AI) applications in investment management and trading. Due to the rapid emergence and increasing popularity of AI in finance, there is a need for a volume that brings together the latest, most cutting edge approaches to the topic in one place. This book will provide a range of applications of AI to different problems, markets and asset classes. The book will be divided in four parts starting with a section on pattern recognition, market timing
models, forecasting and trading of financial time series. Section II will provide an insight into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III will provide insight into corporate structures and credit, and section IV provides coverage of applications in portfolio theory and optimization.

The opening date for abstract submissions is now and it will close on 30th August, 2014.

Abstract submissions (1 page maximum) should be sent through email to If you have any further questions then please email Andreas Karathanasopolous at or Peter Middleton at

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