Financial Forecasting F2 section

European Society of Computational Methods in Sciences and Engineering

ESCMSE

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Aims and Scope

® The F2 section is part of the ESCMSE, a non-profit scientific organization.

® The section aims in bringing together scientists from across disciplines that have an interest in promoting research in various areas of theoretical and applied financial forecasting. In recent years there has been an explosion of research in methods, models and applications in economics and finance by scientists from different disciplines and the F2 section is based on the potential that exists in the cooperation among all those that have an interest and do research in financial forecasting. The activities of the F2 section will be geared towards the better understanding and wide dissemination of methods and results in the said field and will include, but not limited to:

· research cooperation between scientists,

· development and organization of conferences, symposiums, workshops, seminars and summer schools,

· participation in the related symposium of the ESCMSE “Advances in Financial Forecasting” (AFF),

· participation in other international conferences,

· the development of special issues of scientific journals for the diffusion of research,

· the establishment of a high-quality, peer-reviewed, international journal dedicated to financial forecasting.

® Topics of potential interest to the F2 section include, but are not limited to:

1. Computationally Intensive Methods in Economics, Finance and Forecasting.

2. High Frequency Forecasting.

3. Directional Forecasting.

4. Nonlinear and Nonparametric models.

5. Models for Asset Pricing.

6. Models for Risk Management.

7. Models for Volatility of Asset Returns.

8. Models and Strategies for Trading.

9. Comparing performance of different models.

10. Applications in Stock, Foreign Exchange and Fixed Income markets.

® The F2 section activities are member-oriented and member-driven: suggestions and recommendations are always welcomed.