Content Gazette - September 2015 - 22

Call for Papers
IEEE Signal Processing Society
IEEE Journal of Selected Topics in Signal Processing

Special Issue on Financial Signal Processing and Machine Learning for Electronic Trading
The financial sector has been historically served by experts in finance, quantitative finance, risk management, and
electronic trading. However, it still presents a very rich and diverse application area for signal processing methods
and technologies. These techniques span across multiple specialties of signal processing field and change
dramatically depending on the trading frequency, ranging from covariance modeling to short-term prediction based
on market microstructure. Moreover, high performance computing and DSP technologies (FPGA, GPU, others) have
already transformed the financial industry by facilitating the implementation of computationally demanding analysis
and modeling of high frequency market data and others in real-time. The currently available computational power
has brought in once hard to implement machine learning tools for the use of financial applications. The term Big
Data Finance is already coined in the field.
This special issue aims to compile relevant research contributions from the disciplines of finance, mathematics, data
science and engineering to facilitate scientific cross-fertilization. It will also serve the signal processing community
to be exposed to the state of the art in mathematical finance, financial engineering, financial signal processing and
electronic trading, and to foster future research in this emerging area.
Topics of interest include but are not limited to
* Big Data Finance
* High Performance DSP (FPGA, GPU, others) for Finance and Electronic Trading
* Machine Learning Methods for Financial Applications and Trading
* Signal Processing Algorithms for Electronic Trading
* Multiresolution Techniques for Multi-frequency Investment and Trading
* High Frequency Trading (HFT) and Order Routing
* Market Microstructure Modeling (price behavior and discovery, limit order book, etc.)
* Theory of Games and Auctions in Financial Models
* Financial News and Social Media Analysis for Intelligent Portfolio Management
* Portfolio Optimization and Management
* Risk Analysis and Models (risk and correlation measures, estimation techniques)
Submission Procedure:
Information for prospective authors can be found at:
http://www.signalprocessingsociety.org/publications/periodicals/jstsp/. Manuscripts should be submitted through
Manuscript Central system at http://mc.manuscriptcentral.com/jstsp-ieee. Manuscripts will be peer reviewed
according to the IEEE standards.
Manuscript submission due:
Revised manuscript due:
Final manuscript due:

Oct 1, 2015
Jan 31, 2016
May 1, 2016

First review completed:
Second review completed:

Dec 15, 2015
March 15, 2016

Prospective authors may contact Prof. Ali N. Akansu at Akansu@NJIT.edu with inquiries.
Guest editors:
Ali N. Akansu, NJIT, USA
Dmitry Malioutov, IBM Research, USA
Daniel P. Palomar, HKUST, Hong Kong

www.signalprocessingsociety.org

Emmanuelle Jay, QAMLab, France
Danilo P. Mandic, Imperial College London, UK

[22]

SEPTEMBER 2015


http://www.signalprocessingsociety.org/publications/periodicals/jstsp/ http://mc.manuscriptcentral.com/jstsp-ieee http://www.signalprocessingsociety.org

Table of Contents for the Digital Edition of Content Gazette - September 2015

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