The Second International Econometric Conference of Vietnam - ECONVN2019, 14-16 January Hochiminh City
THE FIRST CALL FOR PAPERS
The Second International Econometric Conference in Vietnam - ECONVN2019
Ho Chi Minh City, Vietnam, January 14 -16, 2019
Beyond Traditional Probabilistic Methods in Economics
The Conference: The FIRST ECONVN2018 was focusing on the main theme "Econometrics for Financial Applications" with contributed papers published in the Springer Series in Computational Intelligence, # 760, 2018.
This Second Conference (ECONVN2019) will be devoted to recent improved methods for economic data analysis, under the theme Beyond Traditional Probabilistic Methods in Economics.
The theme arises at a critical moment where, starting at the dawn of this century, there are serious concerns about the way statistics was used in analyzing economic data for real-world applications, exemplided by the misuse of P-values in hypothesis testing, the confusion between fitting data and prediction ("to explain or to predict"), the potential contribution of machine learning to statistical analysis, the problem of modeling structural changes in data, and, in view of the 2017 Nobel Prize in Economics for Behavioral Economics, a fresh look at cognitive decision-making, affecting predictive modeling of financial data, in particular, namely extending traditional von Neumann’s expected utility theory (for economic equilibria) to a more realistic framework in which non-additivity and non-commutativity of uncertainty measures can be captured (a promising approach is the use of "quantum-like probability").
While the theme is the focus of the Conference, all other research in Economics,
especially in Finance and Banking, are welcome.
Accepted papers will be published in the Springer Series in Computational Intelligence (SCOPUS).
Timing: January 14-16, 2019
Venue: Banking University HCMC (BUH), Thu-Duc Campus, Ho-Chi-Minh City, Vietnam
Conference website: http://hcm-hn.conference-econ-buh-bav-rist.vn
Point of contact: vietnam.buh.econvn@gmail.com
Tel: (84) 28.382.102.38 – (84)1696 320 258 - Ms Diem
Submission deadline: July 1, 2018
Instructions for Submissions:
Accepted papers will be either
Published in a Springer series (Scopus/ISI - Proceeding index);
Other journals (To be announced).
Registration fee
1. Presenters
2. Participants:
Registration fee includes: 1. Conference bag 2. Refreshments 3. Lunches
**Information is subject to change without notice
Plenary invited speakers (Tentative)
William Briggs (USA):
Possible Alternatives for P-Values
Vladik Kreinovich (USA):
What is BIG DATA?
Tonghui Wang (USA), TBA
Hung T. Nguyen (USA & Thailand):
What is Behavioral Economics?
Galit Shmueli (Taiwan):
Predictive Modeling in Econometrics
Lanh T. Tran (Indiana University, USA):
Can we Beat the Market?
Akira Namatame (Japan), TBA
Michio Sugeno (Japan), TBA
Emmanuel Haven (Canada):
Quantum-like Concepts in Finance
David Trafimov (USA):
Why I Banned P-Values in Hypothesis Testing?
Boualem Dejhiche (KTH, Sweden):
Financial Mathematics
Paulo Fraga Martins Maio (Finland), TBA
Yukalov Vyacheslav (Russia), TBA
Niels Haldrup (Denmark):
A Parametric Factor Model for the Term Structure of Mortality
General Chair
Bui Huu Toan
Administrative Committee
Nguyen Duc Trung (Chair)
Doan Thanh Ha ( Co - Chair)
Organizing Committee
Chair: Nguyen Ngoc Thach
Secretary: Pham Thi Thuy Diem
Secretary Assistant: Ta Quoc Bao & Le Trung Nhan
Scientific Committee
Chair: Hung T. Nguyen (USA & Thailand)
Members:
Vladik Kreinovich (USA)
William Briggs (USA)
Tonghui Wang (USA)
David Trafimov (USA)
Galit Shmueli (Taiwan)
Le Si Dong (Vietnam)
Nguyen Ngoc Thach (Vietnam)
Ta Quoc Bao (Vietnam)
Lanh T. Tran (USA)
Akira Namatame (Japan)
Songsak Sriboonchitta (Thailand)
Pham Van Kien (Vietnam)
Poom Kumam (Thailand)
Boualem Djehiche (Sweden)
Emmanuel Haven (Canada)
Niels Haldrup (Denmark)
THE SECOND CALL FOR PAPERS
The Second International Econometric Conference in Vietnam - ECONVN2019
Ho Chi Minh City, Vietnam, January 14 -16, 2019
Beyond Traditional Probabilistic Methods in Economics
The Conference: The FIRST ECONVN2018 was focusing on the main theme "Econometrics for Financial Applications" with contributed papers published in the Springer Series in Computational Intelligence, # 760, 2018.
This Second Conference (ECONVN2019) will be devoted to recent improved methods for economic data analysis, under the theme Beyond Traditional Probabilistic Methods in Economics.
The theme arises at a critical moment where, starting at the dawn of this century, there are serious concerns about the way statistics was used in analyzing economic data for real-world applications, exemplided by the misuse of P-values in hypothesis testing, the confusion between fitting data and prediction ("to explain or to predict"), the potential contribution of machine learning to statistical analysis, the problem of modeling structural changes in data, and, in view of the 2017 Nobel Prize in Economics for Behavioral Economics, a fresh look at cognitive decision-making, affecting predictive modeling of financial data, in particular, namely extending traditional von Neumann’s expected utility theory (for economic equilibria) to a more realistic framework in which non-additivity and non-commutativity of uncertainty measures can be captured (a promising approach is the use of "quantum-like probability").
While the theme is the focus of the Conference, all other research in Economics,
especially in Finance and Banking, are welcome.
Accepted papers will be published in the Springer Series in Computational Intelligence (SCOPUS).
Timing: January 14-16, 2019
Venue: Banking University HCMC (BUH), Thu-Duc Campus, Ho-Chi-Minh City, Vietnam
Conference website: http://hcm-hn.conference-econ-buh-bav-rist.vn
Point of contact: vietnam.buh.econvn@gmail.com
Tel: (84) 28.382.102.38 – (84)1696 320 258 - Ms Diem
Submission deadline: July 15, 2018
Instructions for Submissions:
Accepted papers will be either
Published in a Springer series (Scopus/ISI - Proceeding index);
Other journals (To be announced).
Registration fee
1. Presenters
2. Participants:
Registration fee includes: 1. Conference bag 2. Refreshments 3. Lunches
**Information is subject to change without notice
Plenary invited speakers (Tentative)
William Briggs (USA):
Possible Alternatives for P-Values
Vladik Kreinovich (USA):
What is BIG DATA?
Tonghui Wang (USA), TBA
Hung T. Nguyen (USA & Thailand):
What is Behavioral Economics?
Galit Shmueli (Taiwan):
Predictive Modeling in Econometrics
Lanh T. Tran (Indiana University, USA):
Can we Beat the Market?
Akira Namatame (Japan), TBA
Michio Sugeno (Japan), TBA
Emmanuel Haven (Canada):
Quantum-like Concepts in Finance
David Trafimov (USA):
Why I Banned P-Values in Hypothesis Testing?
Boualem Dejhiche (KTH, Sweden):
Financial Mathematics
Paulo Fraga Martins Maio (Finland), TBA
Yukalov Vyacheslav (Russia), TBA
Niels Haldrup (Denmark):
A Parametric Factor Model for the Term Structure of Mortality
General Chair
Bui Huu Toan
Administrative Committee
Nguyen Duc Trung (Chair)
Doan Thanh Ha ( Co - Chair)
Organizing Committee
Chair: Nguyen Ngoc Thach
Secretary: Pham Thi Thuy Diem
Secretary Assistant: Ta Quoc Bao & Le Trung Nhan
Scientific Committee
Chair: Hung T. Nguyen (USA & Thailand)
Members:
Vladik Kreinovich (USA)
William Briggs (USA)
Tonghui Wang (USA)
David Trafimov (USA)
Galit Shmueli (Taiwan)
Le Si Dong (Vietnam)
Nguyen Ngoc Thach (Vietnam)
Ta Quoc Bao (Vietnam)
Lanh T. Tran (USA)
Akira Namatame (Japan)
Songsak Sriboonchitta (Thailand)
Pham Van Kien (Vietnam)
Poom Kumam (Thailand)
Boualem Djehiche (Sweden)
Emmanuel Haven (Canada)
Niels Haldrup (Denmark)
ECONVN Program: updating...