International Conference on Fuzzy Sets and Soft Computing in Economics and Finance (FSSCEF 2004)

June 17-20, 2004, Saint-Petersburg, Russia


 

FSSCEF-2004 Call For Papers

 

Next Conference (in connection with ours) - Varna, Bulgaria, June 22-24, 2004

 

 

Saint-Petersburg (history, location, climat, territory, map)

Saint-Petersburg pictures gallery
(in Russian)

 

Draft timetable of conference

The list of thematic sessions and reports

 

 

 

 

 

 

 



Preliminary Program

 

International Conference on Fuzzy Sets and Soft Computing in Economics and Finance, FSSCEF 2004

June 17-20, 2004, St. Petersburg, Russia

Conference is located in hotel "St. Petersburg", 5/2, Pirogovskaya emb.

 

Draft timetable of conference

June 16

15:00-19:00 Registration in hotel St. Petersburg

June 17
9:00 - 10:00 Registration in hotel St. Petersburg
10:00 -18:00 Sessions in hotel St. Petersburg
19:00 - 22:00 Banquet on the ship in waters of Neva River

June 18
10:00 -18:00 Sessions in hotel St. Petersburg
9:00 -19:00 Sessions in Siemens office (parallel)

June 19
10:00 -12:00 Sessions and closing ceremony
After 12:00 Excursion in St. Petersburg and Hermitage museum

June 20
Excursion to Peterhof (by request).

Detailed timetable of conference and social program will be announced during registration.

 

The list of thematic sessions and reports

INVITED LECTURES
A New Approach to Stochastic Dominance
De Baets Bernard and De Meyer Hans

Optimization with Fuzzy Random Data and its Application in Financial Analysis
Yazenin A.V.

Machine Learning in Fuzzy Environment
Borisov Arkady

Non-Stochastic-Model Based Finance Engineering
Hirota Kaouru and Kaino Toshihiro


FUZZY DATA MINING IN ECONOMICS AND FINANCE
Plenary Report
Mining Fuzzy Association Rules and Networks in Time Series Databases
Batyrshin I., Herrera-Avelar R., Sheremetov L. and Suarez R.

Perceptual Time Series Data Mining
A Clear View on Quality Measures for Fuzzy Association Rules
De Cock Martine, Cornelis Chris and Kerre Etienne

Moving Approximations in Time Series Data Mining
Batyrshin I., Herrera-Avelar R., Sheremetov L. and Suarez R.

On Qualitative Description of Time Series Based on Moving Approximations
Batyrshin I., Herrera-Avelar R., Sheremetov L. and Suarez R.

Generating Fuzzy Rules for Financial Time Series by Neural Networks with
Supervised Competitive Learning Techniques
Marcek Dusan

Pattern Recognition through Perceptually Important Points in Financial Time
Series
Zaib Gul, Ahmed Uzair and Ali Arshad

Fuzzy Classification and Pattern Recognition
Soft Clustering for Funds Management Style Analysis: Out-of-Sample
Predictability
Lajbcygier Paul and Yahya Asjad

Tuning the Fuzzy Classification Models with Various Learning Criteria: the Case
of Credit Data Classification
Shtovba Serhiy, Pankevich Olga and Dounias Georgios

prInvestor: Pattern Recognition Based Financial Time Series Investment System ..
Ruta Dymitr

On General Scheme of Invariant Clustering Procedures Based on Fuzzy Similarity
Relation
Batyrshin I.Z., Rudas T. and Klimova A.

Evolutionary Procedures of Visualization of Multidimensional Data
Angelica Klimova


FUZZY GAMES, DECISIONS AND EXPERT SYSTEMS
Plenary Report
Vague Utilities in Cooperative Market
Mares Milan

Fuzzy Games and Decision Making
The Shapley Value for Games on Lattices (L-Fuzzy Games)
Grabisch Michel

Optimal Strategies of Some Symmetric Matrix Games
De Schuymery Bart, De Meyer Hans and De Baets Bernard

On Strict Monotonic t-norms and t-conorms on Ordinal Scales
Batyrshin I.Z. and Batyrshin I.I.

Belief Functions and the Imprecise Dirichlet Model
Utkin Lev V.

Fuzzy Decision Making Using the Imprecise Dirichlet Model
Utkin Lev V. and Augustin Thomas

Fuzzy Expert Systems
A Fuzzy Expert System for Predicting the Effect of Socio-Economic Status on
Noise-Induced Annoyance
Zaheeruddin and Jain V. K.

The Knowledge Representation Model in Fuzzy Expert Systems Provided by
Computing with Words and PRUF Language
Glova V.I., Anikin I.V., Katasev A.S. and Pheoktistov O.N

Decision Trees and Optimization
Construction of Incremental Fuzzy Decision Tree
Borisov Arkady and Bikesheva Gulnara

Fuzzy Binary Tree Model for European-Style Vanilla Options
Muzzioli Silvia and Reynaerts Huguette

Tree-Structured Smooth Transition Regression
Correa da Rosa Joel, Veiga Alvaro, Medeiros Marcelo

Discrete Dynamic Programming With Outcomes In Fuzzy Ordered Structures
Trzaskalik Tadeusz and Sitarz Sebastian


FUZZY MATHEMATICAL STRUCTURES AND GRAPH
THEORY

Plenary Report
Fractal Methods of Graphs Partitioning
Kureichik V.V. and Kureichik V.M.

Fuzzy Mathematical Structures
A Method for Definingand Fuzzifying Mathematical Structures
Ionin V.K. and Plesniewicz G.S.

On Symmetric MV-Polynomials
Di Nola Antonio, Lettieri Ada and Belluce Peter

Lattice Products, Bilattices and Some Extensions of Negations, Triangular Norms
and Triangular Conorms
Tarassov Valery B.

Soft Computing Methods in Graphs Theory and Applications
Definition of Optimum Allocation of the Service Centers
Bershtein Leonid, Bozhenyuk Alexander and Rozenberg Igor

Evolutionary Algorithm of Minimization of Intersections and Flat Piling of the
Graph Mathematic Models
Gladkov L.A. and Kureichik V.M.

Use of a Fuzzy Strategy to Create the Shortest Hamiltonian Cycle
Piech Henryk and Ptak Aleksandra


MULTI-AGENT SYSTEMS AND SOFT COMPUTING
APPLICATIONS IN ECONOMICAL AND FINANCIAL SYSTEMS

Plenary Report
Combining Multi-agent Approach with Intelligent Simulation in Resources Flow
Management
Emelyanov Viktor V.

Multi-Agent and Soft Computing Models of Economical Systems
Agent-based Collective Intelligence for Inter-bank Payment Systems
Rocha-Mier Luis, Villareal Francisco and Sheremetov Leonid

Macroeconomic Fuzzy Model of Azerbaijan
Imanov Q.C., Mamedov F.C and Akbarov R.M.

Application of Fuzzy Cognitive Maps to the Political-Economic Problem of
Cyprus
Neocleous Costas and Schizas Christos

Fuzzy Linear Regression Application to the Estimation of Air Transport Demand
Charfeddine Souhir, Mora-Camino Felix and De Coligny Marc

Methodology of the Estimation of Quality of Objects with Complex Structure
Under Conditions of Non-Stochastic Uncertainty
Zhelezko Boris A., Siniavskaya Olga A., Ahrameiko Alexey A. And
Berbasova Natalya Y.


Neural Networks Applications in Economics and Finance
Decision Making in Stock Market with NN and Fuzzy Logic
Aliev R.A. and Mammadli S. F.

The Application of Non-linear Model and Artificial Neural Network to Exchange
Rate Forecasting
Barbouch Rym and Abaoub Ezzeddine

Financial Implications of Artificial Neural Networks in Automobile Insurance
Underwriting
Kitchens Fred L.

A Neural-Fuzzy Approach to Economics Data Classification
Salakhutdinov R.Z., Ismagilov I. and Rubtsov A.V.



SOFT COMPUTING METHODS IN INVESTMENT AND RISK
ANALYSIS AND IN PORTFOLIO OPTIMIZATION

Plenary Report
Portfolio Optimization System (Siemens Business Services Russia)
Alpatsky V.V. and Nedosekin A.O.

Soft Computing in Investment and Risk Analysis
Optimal Investment Using Technical Analysis and Fuzzy Logic
Sevastianov P. and Rozenberg P.

Investment Risk Estimation for Arbitrary Fuzzy Factors of Investments Project
Nedosekin A. and A. Kokosh

Robust Selection of Investment Projects
Kuchta Dorota

Analyzing the Solvency Status of Brazilian Enterprises with Fuzzy Models
Pinto Dias Alves Antonio

Opportunities Within the New Basel Capital Accord for Assessing Banking Risk
by Means of Soft Computing
Canfora Gerardo, D'Alessandro Vincenzo and Troiano Luigi

Risk Analysis in Granular-Information-Based Decision Aid Models
Valishevsky Alexander and Borisov Arkady

Fuzzy Portfolio Optimization
A New Approach to Optimizing Portfolio Funding in an Fuzzy Environment
Nedosekin Alexey and Korchunov Valentin

Comparative Study of Aggregation Methods in Bicriterial Fuzzy Portfolio
Selection
Sewastianow P. and Jonczyk M.

On One Method of Portfolio Optimization With Fuzzy Random Data
Grishina . N.


FUZZY ECONOMIC AND INFORMATION SYSTEMS
Plenary Report
Towards Human-Consistent Data-Driven Decision Support Systems Via Fuzzy
Linguistic Data Summaries
Kacprzyk Janusz and Zadrozny Slawomir

Fuzzy Information Systems
Information Monitoring Systems as a Tool for Strategic Analysis and Simulation
in Business
Ryjov Alexander

How to Select a Corporate Information System Using Fuzzy Sets
Korolkov Mikhail, Nedosekin Alexey and Segeda Anna

Application of a Fuzzy Relational Server to Concurrent Engineering
Yarushkina Nadezhda

Toward Problem of Information Retrieval from Internet
Gilmutdinov R.

Fuzzy Models of Economic Systems
New Method for Interval Extension of Leontief's Input-Output Model Using
Parallel Programming
Dymova L., Gonera M., Sevastianov P. and Wyrzykowski R.

The Solution of Transport Problem in Fuzzy Statement on the Basis of Platform
Anylogic
Karpov Yury, Lyubimov Boris and Nedosekin Alexey

On the Application of Fuzzy Sets Theory to Russian Banking System Fragility
Monitoring
Sergei V. Ivliev and Velisava T. Sevrouk

A Fuzzy Model of Productivity Contro
Piech Henryk and Leks Dariusz

Regression Prediction Models with Fuzzy Structure of Adaptive Mechanism
Davnis V.V. and Tinyakova V.I.

 

 

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