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We sincerely apologize if you receive multiple copies of this
Call-for-Papers.
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Call For Papers (Extended Submission Due Date: August 19, 2002 !!)
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IEEE 2003 International Conference on Computational Intelligence for
Financial Engineering (CIFEr2003)
Sponsored by IEEE Neural Network Society (NNS)
Organized by The Computational Finance Tech. Committee in Co-operation
with IEEE Hong Kong Section
March 21-23, 2003, Hong Kong
Hong Kong Convention and Exhibition Centre
The CIFEr Conference is the major collaboration between the
professional engineering and financial communities. It is one
of the leading forums for new technologies and applications
at the intersection of advanced computational methods and
financial engineering. Intelligent computational techniques
have the potential to impact many financial applications, from
portfolio selection to proprietary trading to risk management.
Topics include but are not limited to:
- - Financial Engineering
- - Risk Management
- - Derivatives Pricing
- - Portfolio Management and Asset Allocation
- - Behavioral Finance
- - Stock Valuation
- - Market Analysis, Dynamics and Simulation
- - Hedging, Trading and Arbitrage Strategies
- - Time Series Analysis and Forecasting
- - High Frequency Financial Data
- - Financial Model Calibration
- - Credit Risk
- - Energy Markets and Weather Derivatives
- - Hedge Fund Styles and Performance Analysis
- - Computational Economics & Agent-Based Markets
- - Econo-Physics
- - Automated News Analysis
- - E-Finance and E-Trade
- - Computational Methods for Financial Applications
- - Non-parametric Statistics & Econometrics
- - Data Mining and Knowledge Discovery
- - Machine Learning
- - Neural Networks and Pattern Recognition
- - Fuzzy Systems and Rough Sets
- - Genetic and Evolutionary Computing
- - Dynamic Optimization and Optimal Control
- - Expert Systems and Decision Support
- - Natural Language Processing
- - Simulation and Monte Carlo
- - Advanced Numerical Methods
- - Agent-Based Computing
- - Non-linear Dynamics
Keynote Speakers:
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1. Yaser S. Abu-Mostafa (California Institute of Tech., USA)
(Topic title: Financial Model Calibration)
Professor of Electrical Engineering and Computer Science;
Head of the Learning Systems Lab;
General chair of international conferences on computational finance for
several years;
On the Editorial Boards of Several Major International Academic Journals.
2. Tim Bollerslev (Duke Univ., USA)
(Topic title: Measuring, Modeling, and Forecasting Realized Volatility)
First Juanita and Clifton Kreps Professor of Economics;
Inventor of the well-known GARCH model;
Fellow of the Econometric Society;
The 2nd and 3rd most cited papers in Journal of Econometrics from the 1th
to 100th Volume;
On the Editorial Boards of Several Major International Academic Journals.
3. Michael Dempster (Cambridge Univ., UK)
Professor of Finance and Management Science;
Director of Centre for Financial Research;
Fellow of the Institute of Actuaries;
Joint Editor-in-Chief of The Journal of Quantitative Finance;
On the Editorial Boards of Several Major International Academic Journals.
4. Stephen Figlewski (New York Univ., USA)
(Topic title: Estimation Risk in Estimating Risk Exposure)
Professor of Finance;
The founding Editor of The Journal of Derivatives;
Director of the NYU Stern School Derivatives Research Project;
Former Competitive Options Trader at the New York Stock Exchange.
Tutorial Speakers:
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The tutorial has been scheduled on March 20, 2003, which will be given by
the three world-leading experts. One is John Moody, the Professor in
Computer Science at the
Oregon Graduate Institute, is the Director of the Computational Finance
Program. The other two speakers are Halbert L. White (Professor of Economics
in UCSD), and Amir
Atiya (Professor of Cairo University), both of who are the Guest Editor of
the Special Issue of IEEE Transactions on Neural Networks in Financial
Engineering.
Student Travel Grants:
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A limited number of Student Travel Grants sponsored by the IEEE Neural
Network Society are available for eligible full-time students attending the
CIFEr'2003. Each travel grant will be valued at up to US$500. Students will
be able to apply once their papers have been accepted. Please consult:
http://www.ieee-nns.org/edu/travel/ .
Important Dates:
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Extended Submission Due Date: August 19, 2002
Notification of Acceptance: December 1, 2002
Final Camera-Ready Papers: January 6, 2003
Manuscripts should be written in English with a
double-column, single-space format. Each paper
should not exceed eight pages including figures
and references. Authors should submit three copies
of their manuscripts to the CIFEr 2003 Secretariat:
Dept. of Computer Science, Hong Kong
Baptist University, Hong Kong
together with a PDF file sent by email
([EMAIL PROTECTED]).
Please visit the conference web site at
http://www.cityu.edu.hk/CIFEr2003 for instructions
on the manuscript format and submission details.
PROGRAM & ORGANIZING COMMITTEE
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General Chair
Lei Xu (Chinese U. of Hong Kong) China
General Co-Chairs
Yaser Abu-Mostafa (CALTECH) USA
Michael Dempster (Cambridge University) UK
Clifford Lau (IEEE NNC past president) USA
Program Co-Chairs (Tutorial Speakers)
Amir Atiya (Cairo University) Egypt
John Moody (Oregon Graduate Institute) USA
Halbert White (UCSD) USA
Program Committee
Marco Avellaneda (New York University) USA
Yoshua Bengio (University of Montreal ) Canada
Vineer Bhansali (PIMCO) USA
Peter Bolland (Morgan Stanley) UK
Peter Bossaerts (Caltech) USA
Neil Burgess (Morgan Stanley) UK
Peter Carr (New York University) USA
Ngai Han Chan (CUHK) China
Laiwan Chan (CUHK) China
Xiaohong Chen (London School of Economics)UK
Oren Cheyette (BARRA) USA
Richard Coggins (Univ. of Sydney) Australia
Michel Dacorogna (Zurich Re) Switzerland
Chuangyin Dang (HK CityU) China
Emanuel Derman (Goldman Sachs) USA
Vasant Dhar (New York University) USA
Ramazan Gencay (Windsor University) Canada
George Jabbour (George Washington Univ.) USA
Piotr Karasinski (Schroder Salomon ) UK
Francis Longstaff (UCLA) USA
Malik Magdon-Ismail (RPI) USA
Richard Olsen (The Olsen Group) Switzerland
Enrique H. Ruspini (SRI Institute) USA
Fathi M. Salam (Michigan State Univ.) USA
Eduardo Schwartz (UCLA) USA
Roger Stein (Moody's) USA
Peter Tino (Aston University) UK
Allan Timmermann (UCSD) USA
Lei Xu (CUHK) China
Organization Committee
Chuangyin Dang (chair) HK CityU
Lai-wan Chan (tutorial chair) CUHK
Man-chung Chan (local liaison) HK PolyU
Yiu-ming Cheung (financial & secretary) HK BaptU
Joshua Huang (registration) HK U
Irwin King (publication) CUHK
Jiming Liu (workshop) HK BaptU
Benjamin Yen (publicity) HK U
Jin Zhang (industry liaison) HK UST
Junxi Zhang (industry liaison) HK U
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