Intelligent systems for Economics digest

[IE Digest Moderator]

     Announcing the Intelligent systems for Economics digest (IE-digest)
     -------------------------------------------------------------------

The Intelligent  systems  for Economics  digest  aims to  act  as a  forum  to
exchange ideas  on  using  `intelligent'  techniques  to  model  economic  and
financial systems.

Techniques  which  were  originally  developed  to  model  psychological   and
biological processes are  now receiving  considerable attention  as tools  for
modelling and understanding economic and financial processes. These techniques
which include neural networks, genetic  algorithms and expert systems are  now
being used  in a  wide  variety of  applications  including the  modelling  of
economic cycles, modelling of artificial economies, portfolio optimisation and
credit evaluation.

The IE-digest will carry announcements  of papers, calls for papers,  requests
for information and will act as a medium for researchers to exchange ideas  in
this rapidly growing research area. The format of the IE-digest is similar
to other moderated forums such as the "neuron-digest".  

A depository has been set up to deposit papers, bibliographies, and  software,
which can be accessed via FTP. Past issues of the IE-digest will also be  kept
there.


* The Relevant Technologies

Neural networks, Genetic Algorithms, Classifier Systems, Expert Systems,
Fuzzy Logic, Rule Induction, Dynamical Systems Theory (Chaos Theory),
Artificial Life techniques and Hybrid Systems combining these technologies.


* The IE-digest welcomes postings on the application of these
  technologies in the following areas. (The list is not exhaustive).

  Economic Applications:
  Modelling artificial economies, Forecasting economic time series,  modelling
  behavioural Decision Making, modelling the evolution of economic webs,
  modelling economic development, modelling structural changes in economies
  and Artificial Adaptive Agents.


  Financial Applications:
  Portfolio Optimisation, Forecasting and modelling Financial Markets,
  Understanding Financial News, Risk Management, Trading Systems,
  Credit Evaluation, Bond Rating, and Modelling Artificial Traders and Markets,
  and other related applications.


 Send administrative requests (additions, deletions to the list etc) to:

                                     IE-list-request at cs.ucl.ac.uk

 Send contributions to:
                                     IE-list at cs.ucl.ac.uk


 (For users in the UK, IE-list-request at uk.ac.ucl.cs
                       IE-list at uk.ac.ucl.cs)


 The archive for papers,software, and back issues can be accessed via
 anonymous ftp; 
               at  cs.ucl.ac.uk    - The directory name is:   ie
                   (128.16.5.31)

[The documents are available by FTAM and can be for NIFTP and info-server too.]


 List Moderator: Suran Goonatilake, Dept. of Computer Science,
                 University College London, Gower St., London WC1E 6BT, UK

                 surang at cs.ucl.ac.uk