Special Session on Signal Processing and Machine Learning for Finance at ISPA 2019
ISPA-FIN 2019
- URL: https://www.isispa.org/special-sessions
- Event Date: 2019-09-23 ~ 2019-09-25
- Submission Date: 2019-05-25
- Location: Dubrovnik, Croatia
The special session on Signal Processing and Machine Learning for Finance will be held at the 11th International Symposium on Image and Signal Processing and Analysis (ISPA 2019), in Dubrovnik Croatia, September 23-25, 2019.
AIM AND SCOPE
With the development of financial technology and growth of available financial data, signal processing methods
and machine learning tools have attracted the attention of researchers and practitioners from both the financial
and engineering communities. Methods for time series modelling, covariance estimation, and data mining are
becoming increasingly important tools in risk management, portfolio optimization and other specific financial
use cases. Moreover, the innovative space of fintech and advances in distributed ledger technologies call for
interdisciplinary engineering approaches to the problems of modern finance.
The goal of this special session is to bring together researchers from the disciplines of signal processing,
machine learning, mathematics, and finance to facilitate diffusion of ideas and foster future research in this
interdisciplinary area. Topics of interest include, but are not limited to:
• Signal processing methods for financial time series
• Financial machine learning and data mining
• Covariance estimation and risk decomposition methods
• Deep learning and reinforcement learning for financial data
• Information processing over financial networks
• Portfolio optimization algorithms and asset allocation
• Risk analysis and management
• Fintech innovation and blockchain-based assets
• High-frequency trading and market microstructure modelling
SUBMISSION PROCESS
Interested authors are invited to submit papers to this special session through the ISPA online submission system
by marking the check box on the submission page corresponding to the desired special session. Authors should
follow the author instructions for regular ISPA papers. The deadline for online paper submission for this special
session is the same as the deadline for regular papers (May 25, 2019). For more information visit
www.isispa.org.
REVIEW PROCESS
Papers submitted to this special session will be subject to peer-review. Accepted special session papers will be
published in the Conference Proceedings in the IEEEXplore Digital Library, in the same length and format as
regular ISPA papers.
ORGANIZERS
Zvonko Kostanjčar, University of Zagreb Faculty of Electrical Engineering and Computing
(zvonko.kostanjcar@fer.hr)
Boris Podobnik, Zagreb School of Economics and Management
(bp@phy.hr)
AIM AND SCOPE
With the development of financial technology and growth of available financial data, signal processing methods
and machine learning tools have attracted the attention of researchers and practitioners from both the financial
and engineering communities. Methods for time series modelling, covariance estimation, and data mining are
becoming increasingly important tools in risk management, portfolio optimization and other specific financial
use cases. Moreover, the innovative space of fintech and advances in distributed ledger technologies call for
interdisciplinary engineering approaches to the problems of modern finance.
The goal of this special session is to bring together researchers from the disciplines of signal processing,
machine learning, mathematics, and finance to facilitate diffusion of ideas and foster future research in this
interdisciplinary area. Topics of interest include, but are not limited to:
• Signal processing methods for financial time series
• Financial machine learning and data mining
• Covariance estimation and risk decomposition methods
• Deep learning and reinforcement learning for financial data
• Information processing over financial networks
• Portfolio optimization algorithms and asset allocation
• Risk analysis and management
• Fintech innovation and blockchain-based assets
• High-frequency trading and market microstructure modelling
SUBMISSION PROCESS
Interested authors are invited to submit papers to this special session through the ISPA online submission system
by marking the check box on the submission page corresponding to the desired special session. Authors should
follow the author instructions for regular ISPA papers. The deadline for online paper submission for this special
session is the same as the deadline for regular papers (May 25, 2019). For more information visit
www.isispa.org.
REVIEW PROCESS
Papers submitted to this special session will be subject to peer-review. Accepted special session papers will be
published in the Conference Proceedings in the IEEEXplore Digital Library, in the same length and format as
regular ISPA papers.
ORGANIZERS
Zvonko Kostanjčar, University of Zagreb Faculty of Electrical Engineering and Computing
(zvonko.kostanjcar@fer.hr)
Boris Podobnik, Zagreb School of Economics and Management
(bp@phy.hr)
Journal Promotion
|
| Acta Koreana (Acta Koreana) |
|
| Acta Via Serica (AVS) |
|
| Computers and Concrete (CAC) |
|
| Journal of Information Processing Systems (JIPS) |
|
| Journal of Internet Computing and Services (KSII - JICS) |
|
| Journal of Smart Tourism (Smart Tourism) |
|
| Membrane and Water Treatment (MWT) |
|
| Wind and Structures, An International Journal (Wind and Structures) |
MANUSCRIPTLINK © 2015 -
