IEEE CIFEr 2012

Computational Intelligence for Financial Engineering & Economics Conference

The CIFEr Conference is the major collaboration between the professional engineering and financial communities, and is one of the leading forums for new technologies and applications in the intersection of computational intelligence and financial engineering and economics. Intelligent computational systems have become indispensable in virtually all financial applications, from portfolio selection to proprietary trading to risk management.

Financial Engineering & Economics Applications:
• Risk Management
• Pricing of Structured Securities
• Asset Allocation
• Trading Systems
• Forecasting
• Hedging Strategies
• Risk Arbitrage
• Behavioral Finance
• Exotic Options
• Portfolio Optimization
• Front/Back Office Operations
• Algorithmic Trading
• Agent-based Computational Economics
• Electricity/Energy Markets

Computer & Engineering Applications and Models:
• Neural Networks
• Probabilistic Modeling/Inference
• Fuzzy Sets, Rough Sets, & Granular Computing
• Intelligent Trading Agents
• Trading Room Simulation
• Time Series Analysis
• Non-linear Dynamics
• Financial Data Mining
• Evolutionary Computational
• Rules and XBRL for Financial Engineering Applications
• Semantic Web and Linked Data for Computer & Engineering Applications & Models

CIS General Chairs:
Piero Bonissone, General Electric GRGenGeneral Electric GRC, USA

David Fogel, Natural Selection Inc, USA


Program Chairs:
Robert Golan, DBmind Technologies, USA
Ron Yager, Iona College, USA

Treasurers:

Chenghui Cai, Cantor Fitzgerald, USA
Agostino Capponi, Goldman Sachs, UK
Program Committee

Payman Arabshahi University of Washington USA
Phillip Bennet Deutche Bank USA
Anthony Brabazon University College Dublin Ireland
Mark Broadie Columbia University USA
Derek Bunn London Business School UK
Chenghui Cai Duke University USA
Agostino Capponi Purdue University USA
Oscar Castillo Tijuana Inst. Technology Mexico
Pei-Chann Chang Yuan Ze University Taiwan
Shu-Heng Chen National Chengchi University Taiwan
Vladimir Cherkassky University of Minnesota USA
Sung-Bae Cho Yonsei University Korea
Jan Dash J. Dash Consultants LLC USA
Herbert Dawid Bielefeld University Germany
Suash Deb C. V. Raman College of Engineering India
Vasant Dhar Stern NYU USA
Roy S. Freedman Inductive Solutions, Inc USA
Adam Ghandar University of Adelaide Australia
Manfred Gilli University of Geneva Switzerland
Salvo Greco University of Catania Italy
Uzay Kaymak Erasmus University Rotterdam Netherlands
Milan Lovric Erasmus University Rotterdam, Netherlands
Thomas Lux University of Kiel and Kiel Institute for the World Economy Germany
Jose M. Merigo University of Barcelona Spain
Dietmar Maringer University of Essex Switzerland
David Martens University of Antwerp Belgium
Serafin Martinez-Jaramillo Mexican Central Bank Mexico
Scott Mathews Boeing USA
Benjamin Melamed Rutgers University USA
Attilio Meucci Kepos Captial USA
Asuncion Mochon Universidad Carlos III de Madrid Spain
Daniel Paraschiv CIMRU National University of Ireland Ireland
Adrian Paschke Technical University Dresden Germany
Zachary Pessin Distributed Capital Inc USA
David Quintana Universidad Carlos III de Madrid Spain
Graham Rong MIT Sloan School of Management USA
Yago Saez Universidad Carlos III de Madrid Spain
Antoaneta Serguieva Brunel University UK
Roman Slowinski Poznan University of Technology Poland
Edward Tsang University of Essex UK
Stanislav Uryasev University of Florida USA
Dirk Van den Poel Ghent University Belgium
Jan Vanthienen Katholieke Universiteit Leuven Belgium
Daniel Veit University of Mannheim Germany
Lipo Wang Nanyang Technological University Singapore
Garnett Wilson Afinin Labs Inc. Canada
Donald C. Wunsch Missouri University USA
Rachel L. Yager Metropolitan College of New York USA
Xin Yao University of Birmingham UK
Philip Yu Hong Kong University China
Wojciech Ziarko University of Regina Canada


Important Dates:

Paper Submission: October 21, 2011

Notification of Acceptance: December 21, 2011

Final Paper Submission: February 21, 2012


NYC Attractions: http://www.nyc.com/visitor_guide

IEEE CIS CIFEr – Friday March 30, 2012 NYSSA, NYC, NY, USA