IEEE Symposium Series on Computational Intelligence 2009

2009 IEEE Symposium on Computational Intelligence for Financial Engineering

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. Intelligent computational systems have become indispensable in virtually all financial applications, from portfolio selection to proprietary trading to risk management.

Financial Engineering 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 & 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
• Trading Business Rules & Dialects
• Rules and XBRL for Financial Engineering Applications
• Semantic Web and Linked Data for Computer & Engineering Applications & Models

Program Chairs:
Robert Golan, Dbmind Technologies, USA
Ronald R. Yager, Iona College, USA

Program Committee:
Adrian Bowles, OMG, USA
Adrian Paschke, Technical University Dresden, Germany
Akira Namatame, National Defense Academy, Japan
Amir Atiya, Cairo University, Egypt
Andy Singleton, Assembla, USA
Anita Wasilewska, Stony Brook University, USA
Asuncion Mochon, UNED, Spain
Attilio Meucci, Bloomberg, USA
Benjamin Melamed, Rutgers University, USA
Bernard R. Horn, Polaris Capital Management, USA
Bill Flynn, Citi, USA
Campbell Pryde, XBRL.US, USA
Claudio Bartolini, HP Labs, USA
Daryl Hepting, University of Regina, Canada
David Quintana, Universidad Carlos III de Madrid, Spain
Derek Bunn, London Business School, UK
Dietmar Maringer, University of Basel, Switzerland
Dirk Van den Poel, Ghent University, Belgium
Donald C. Wunsch, Missouri University of Science & Technology, USA
Edward Tsang, University of Essex, UK
Evangelia Micheli-Tzanakou, Rutgers University, USA
Gavan Corr, NYSE Technologies, USA
Gery Menegaz, JPMorganChase, USA
Graham Rong, MIT Sloan School of Management, USA
Greg Malatestinic, Jordan & Jordan, USA
Guido Governatori, NICTA, Australia
Han La Poutre, CWI, Netherlands
Hans Amman, Utrecht University, Netherlands
Harold Boley, National Research Council, Canada
Henrik Johansson, NeoNet Securities, Sweden
Herbert Dawid, Society for Computational Economics, Germany
Huajun Chen, Zhejiang University, China
Jan Dash, J. Dash Consultants LLC, USA
Jan Vanthienen, Katholieke Universiteit Leuven, Belgium
Lipo Wang, Nanyang Technological University, Singapore,
Manfred Gilli, University of Geneva, Switzerland
Mark Broadie, Columbia University, USA
Mark Montoya, FDIC, USA
Mark Zurada, West 19 Capital, USA
Miroslaw Kordos, Politechnika Slaska w Gliwicach, Poland
Mordechai Beizer, Gupton Marrs International, USA
Nick Bassiliades, Aristotle University of Thessaloniki, Greece
Paul Glasserman, Columbia University, USA
Paul Haley, Haley Systems and Automata, USA
Payman Arabshahi, University of Washington, USA
Pedro Isasi, Universidad Carlos III de Madrid, Spain
Pei-Chann Chang, Yuan Ze University, Taiwan
Peter Angeline, Resurgent Capital Services, USA
Peter Carr, Bloomberg, USA
Philip Yu, Hong Kong University, China
Rachel L. Yager, Machintas, USA
Rick Labs, CL&B Capital Management LLC, USA
Robert Grossman, University of Illinois at Chicago and Open Data Group, USA
Roman Slowinski, Poznan University of Technology, Poland
Saeed J. Roohani, Bryant University, USA
Said Tabet, Inferware Corp, USA
Salvo Greco, University of Catania, Italy
Scott Mathews, Boeing, USA
Shu-Heng Chen, National Chengchi University, Taiwan
Shusaku Tsumoto, Shimane University, Japan
Stanislav Uryasev, University of Florida, USA
Sung-Bae Cho, Yonsei University, Korea
Thomas Lux, University of Kiel, Germany
Umesh Harigopal, Ecognize LLC, USA
Uzay Kaymak, Erasmus University Rotterdam, Netherlands
Vasant Dhar, Stern School of Business, USA
Vladimir Cherkassky, University of Minnesota, USA
Walter Hamscher, US Securities and Exchange Commission, USA
Wilson So, Hitachi, USA
Wojciech Ziarko, University of Regina, Canada
Yago Saez, Universidad Carlos III de Madrid, Spain,
Yuval Lirov, Vericle & eSpoc, USA
Zachary Pessin, Distributed Capital, USA

Honoray Chair
Tomaso Poggio, MIT, USA

Honorary Program Committee
Frederick Novomestky, Polytechnic University, USA
John Birge, GSB University of Chicago, USA
John Mulvey, Princeton University, USA
Lei Xu, Chinese University of Hong Kong, China
Robert J. Marks, Baylor University, USA
Roy S. Freedman, Inductive Solutions, USA
Stephen Figlewski, Stern School of Business, USA
Yaser Abu-Mostafa, Caltech, USA