The rapid development of financial systems is often attributed to the effects of financial innovation, the internationalization of capital markets, the evolution in financial regulations and intermediation, the development of emerging markets, the financialization of commodity markets, etc. These factors generated more globalized and complex markets and economic systems. The recent financial downturn rapidly spread to all international financial systems, triggered a major liquidity crisis, induced important volatility excess for commodity prices and consequently an economic recession for several developed and emerging countries. In this context, economists noted the failure and limitation of well-known models to forecast this crisis. Thus, several models and methods were severally excluded and numerous sophisticated tools in mathematical finance, econometrics and computational economics are checked and revised in order to improve the modeling and forecasting of macroeconomic and financial time-series dynamics.

This is particularly crucial because the development of new tools and innovative methodologies can help to improve trading, investment financing decisions, equity modeling and risk management. This is also required to improve the comprehension of complex economic and financial systems and to enable the development of new approaches able to forecast future dynamics. For example, the recent developments of dynamic stochastic model have improved the analysis of macroeconomic policies. The analysis of monetary policies has also benefited from the recent developments in database, time series and panel data econometrics. Also, recent analyses and on-going research topics associated with alternative finance (ethical finance, energy finance, commodity markets, responsible and sustainable development) can offer new forms of finance, investment and value creation to regulate conventional financial system.

The fifth  International Symposium in Computational Economics and Finance (ISCEF) is designed to enable academics and professionals to come together to discuss their latest research findings, with a focus on the main outcomes of the global economic crisis and the current issues challenging banking, finance and commodities during these turbulent times. The conference will also serve as a valuable platform for discussing innovative and thought-provoking ideas and modeling approaches on the above-mentioned issues.

We are looking for topics that might include (but are not restricted to) theoretical, experimental and empirical research in the following areas:

Topics covered

• Asset pricing	Derivative pricing	Genetic models in economics and finance
  Financial Crisis aspects	Risk algorithms	DSGE Models
  Portfolio Management	Volatility Modeling	Macro-econometric Models
  Financial Markets	Empirical Finance	Macroeconomic Dynamics
  Risk Management	Banking and Interest rate Dynamics	Agent based computing
  International Finance	Heterogeneous Agent modeling	Computational Economics and Statistics
  Financial Instability	Arbitrage	Computational Macroeconomics
  Efficient Capital Market	Cognitive agent models	Monetary Policies
  Behavioral finance	Neural models of economic processes	Economic simulation models
  Market Microstructure	Algorithmic trading	Experimental Economics
  Quantitative Finance	Financial physics	Forecasting
  Exchange Rate Dynamics	Social networks	Nonlinearity and chaos
  Computational Finance	Securitization	Switching Regime Models
  Risk Premium Puzzle	Emerging Markets	Financial Econometrics
  Real Estate Markets	Financial Risks	Nonlinear Dynamics
  Energy Finance	Computational algorithms for finance	Data Analysis
  Commodity markets	Economic Decision	Continuous and Discrete Optimization
  Energy efficiency	Economic beahvior	Econometric Theory
  Energy & environmental issues	Economic Organizations	Simulation modeling
  Complexity in Derivatives	Experimental and prediction markets	Applied Econometrics
  Financial Mathematics	Copula and financial complexity	Econo-physics