IEEE CEC 2021 Special Session on Hybrid Metaheuristic Algorithms for Portfolio Optimization and its Applications

IEEE Congress on Evolutionary Computation

28.06-2021 - 01.07.2021, Kraków, Poland

Scope


The field of hybrid metaheuristics have flourished over the years due to the obvious fact that the hybrid metaheuristics, being a judicious combination of several other metaheuristics, algorithms from mathematical programming, constraint programming, or machine learning algorithms, have been found to be more robust and failsafe. The main reason which can be attributed to this is that the vision of hybridization is to combine different metaheuristics such that each of the combination supplements the other in order to achieve the desired performance. Typical examples include fuzzy-evolutionary, neuro-evolutionary, neuro-fuzzy evolutionary, rough-evolutionary approaches to name a few. Of late, chaos theory has also found wide applications in evolving efficient hybrid metaheuristics. With the advent of the quantum computing paradigm, the evolution of time efficient hybrid metaheuristics has received the much awaited impetus. Quantum Metaheuristics enhance the real time performance of the hybrid metaheuristics by resorting to the features of quantum mechanics.
Recently, Portfolio optimization has more attractive since it becomes very important for investors to balance the risks and returns. As well as, deliver a flexible, cost-effective application and technology portfolio aligned with business way and impacted capabilities. In addition, Portfolio enables proactive management of application lifecycles, changes, and standards. For example, translating business requirements into technology standards enables you to enhance governance. Therefore, Portfolio management has thus become very important for reaching a resolution in high-risk investment opportunities and addressing the risk-reward tradeoff by maximizing returns and minimizing risks within a given investment period for a variety of assets. Apart from financial transactions, the essence of optimized asset allocation can be extended to several other areas including the healthcare sector, economic load dispatch, load balancing in robotic vision to name a few. Since, the portfolio optimization problem has real-world constraints such as cardinality constraints, quantity constraints, minimum transaction lots, class constraints. Therefore, the portfolio optimization problem becomes very hard to be addressed by the traditional optimization methods, which fail to efficiently find an optimal or near-optional solution. In contrast, several hybrid metaheuristic approaches have been developed of late, to tackle portfolio optimization while avoiding the limitations of traditional methods.
The main objective of this Special Session is to bring together recent advances and trends in methodological approaches, theoretical studies, mathematical and applied techniques related to the optimization and allocation of optimized portfolios in different application areas using hybrid metaheuristics.


Topics of Interest


We invite researchers to contribute original work related to the theoretical advancements in this field with applications to different facets of portfolio asset allocation, optimization and management. We are soliciting contributions on (but not limited to) the following:

• Hybrid metaheuristics
• Memetic algorithms
• Parallel metaheuristics
• Deep learning and Particle Swarm Optimization
• Tabu search and simulated annealing
• Variable neighborhood search and memory-based optimization
• Quantum inspired hybrid metaheuristics
• Single objective and multi-objective incarnations
• Multi-valued quantum logic based quantum metaheuristics
• Quantum entangled metaheuristics
• Robotic Load Balancing
• Gene Portfolio Analysis
• Financial Portfolio Management
• Economic Load Dispatch
• Health Care Asset Allocation
• Stocks and Trading Analysis
• Optimized IIoT Portfolio Applications
• Blockchain based IoT (B-IoT) Transaction Management


Submission


Please follow the IEEE CEC 2021 instruction for authors and submit your paper via the IEEE CEC 2021 online submission system. Please specify that your paper is for the Special Session on "Hybrid Metaheuristic Algorithms for Portfolio Optimization and its Applications".


Important Dates


• Paper submission: 31 January, 2021
• Decision notification: 22 March, 2021
• Camera ready paper due: 7 April, 2021
• Conference: 28 June 2021- 1 July, 2021


Special Session Organizers


Dr. Mohamed Abd Elaziz received the B.S. and M.S. degrees in Computer science from the Zagazig University, in 2008 and 2011, respectively. He received Ph.D. degree in mathematics and computer science from Zagazig University, Egypt in 2014. From 2008 to 2011, he was Assistant lecturer in Department of computer science. Since 2014 until 2020, he has been a lecturer with the Mathematical Department, Zagazig University. He is an associate professor of computer science the author of more than 100 articles. His research interests include machine learning, signal processing, image processing, Internet-of-Things (IoT), smart cities, cloud computing, and Big data.

Laith Abualigah is an Assistant Professor at the Computer Science Department, Amman Arab University, Jordan. He received his first degree from Al-Albayt University, Computer Information System, Jordan, in 2011. He earned a Master’s degree from Al-Albayt University, Computer Science, Jordan, in 2014. He received the Ph.D. degree from the School of Computer Science in Universiti Sains Malaysia (USM), Malaysia in 2018. Abualigah has published more than 70 journal papers and books, which collectively have been cited more than 2000 times (H-index = 23). His main research interests focus on Bio-inspired Computing, Artificial Intelligence, Metaheuristic Modeling, and Optimization Algorithms, Evolutionary Computations, Information Retrieval, Feature Selection, Combinatorial Problems, Optimization, Advanced Machine Learning, Big data, and Natural Language Processing.

Prof. Diego Oliva received the B.S. degree in Electronics and Computer Engineering from the Industrial Technical Education Centre (CETI) of Guadalajara, Mexico in 2007, the M.Sc. degree in Electronic Engineering and Computer Sciences from the University of Guadalajara, Mexico in 2010 and the Ph. D. degree with distinction in Informatics from the Complutense University of Madrid, Spain in 2015. Currently, he is a full time professor at the University of Guadalajara, His current research interests include computer vision, image processing, artificial intelligence and metaheuristic optimization algorithms.

Siddhartha Bhattacharyya did his Bachelors in Physics, Bachelors in Optics and Optoelectronics and Masters in Optics and Optoelectronics from University of Calcutta, India in 1995, 1998 and 2000 respectively. He completed PhD in Computer Science and Engineering from Jadavpur University, India in 2008. He is the recipient of the University Gold Medal from the University of Calcutta for his Masters. He is the recipient of several coveted awards including the Distinguished HoD Award and Distinguished Professor Award conferred by Computer Society of India, Mumbai Chapter, India in 2017, the Honorary Doctorate Award (D. Litt.) from The University of South America and the South East Asian Regional Computing Confederation (SEARCC) International Digital Award ICT Educator of the Year in 2017. He has been appointed as the ACM Distinguished Speaker for the tenure 2018-2020. He has been inducted into the People of ACM hall of fame by ACM, USA in 2020.
He is currently serving as a Professor in the Department of Computer Science and Engineering of Christ University, Bangalore. He served as the Principal of RCC Institute of Information Technology, Kolkata, India during 2017-2019. He has also served as a Senior Research Scientist in the Faculty of Electrical Engineering and Computer Science of VSB Technical University of Ostrava, Czech Republic (2018-2019). Prior to this, he was the Professor of Information Technology of RCC Institute of Information Technology, Kolkata, India. He served as the Head of the Department from March, 2014 to December, 2016. Prior to this, he was an Associate Professor of Information Technology of RCC Institute of Information Technology, Kolkata, India from 2011-2014. Before that, he served as an Assistant Professor in Computer Science and Information Technology of University Institute of Technology, The University of Burdwan, India from 2005-2011. He was a Lecturer in Information Technology of Kalyani Government Engineering College, India during 2001-2005. He is a co-author of 5 books and the co-editor of 60 books and has more than 300 research publications in international journals and conference proceedings to his credit. He has got two PCTs to his credit. He has been the member of the organizing and technical program committees of several national and international conferences. He is the founding Chair of ICCICN 2014, ICRCICN (2015, 2016, 2017, 2018), ISSIP (2017, 2018) (Kolkata, India). He was the General Chair of several international conferences like WCNSSP 2016 (Chiang Mai, Thailand), ICACCP (2017, 2019) (Sikkim, India) and (ICICC 2018 (New Delhi, India) and ICICC 2019 (Ostrava, Czech Republic).
He is the Associate Editor of several reputed journals including Applied Soft Computing, IEEE Access, Evolutionary Intelligence and IET Quantum Communications. He is the editor of International Journal of Pattern Recognition Research and the founding Editor in Chief of International Journal of Hybrid Intelligence, Inderscience. He has guest edited several issues with several international journals. He is serving as the Series Editor of IGI Global Book Series Advances in Information Quality and Management (AIQM), De Gruyter Book Series Frontiers in Computational Intelligence (FCI), CRC Press Book Series(s) Computational Intelligence and Applications & Quantum Machine Intelligence, Wiley Book Series Intelligent Signal and Data Processing, Elsevier Book Series Hybrid Computational Intelligence for Pattern Analysis and Understanding and Springer Tracts on Human Centered Computing.
His research interests include hybrid intelligence, pattern recognition, multimedia data processing, social networks and quantum computing.
Dr. Bhattacharyya is a life fellow of Optical Society of India (OSI), India, life fellow of International Society of Research and Development (ISRD), UK, a fellow of Institution of Engineering and Technology, UK, a fellow of Institute of Electronics and Telecommunication Engineers (IETE), India and a fellow of Institution of Engineers (IEI), India. He is also a senior member of Institute of Electrical and Electronics Engineers (IEEE), USA, International Institute of Engineering and Technology (IETI), Hong Kong and Association for Computing Machinery (ACM), USA. He is a life member of Cryptology Research Society of India (CRSI), Computer Society of India (CSI), Indian Society for Technical Education (ISTE), Indian Unit for Pattern Recognition and Artificial Intelligence (IUPRAI), Center for Education Growth and Research (CEGR), Integrated Chambers of Commerce and Industry (ICCI), and Association of Leaders and Industries (ALI). He is a member of Institution of Engineering and Technology (IET), UK, International Rough Set Society, International Association for Engineers (IAENG), Hong Kong, Computer Science Teachers Association (CSTA), USA, International Association of Academicians, Scholars, Scientists and Engineers (IAASSE), USA, Institute of Doctors Engineers and Scientists (IDES), India, The International Society of Service Innovation Professionals (ISSIP) and The Society of Digital Information and Wireless Communications (SDIWC). He is also a certified Chartered Engineer of Institution of Engineers (IEI), India. He is on the Board of Directors of International Institute of Engineering and Technology (IETI), Hong Kong.