CIFEr 2011 - CIFEr 2011 2011 IEEE Symposium on Computational Intelligence for Financial Engineering & Economics

CIFEr 2011
2011 IEEE Symposium on Computational Intelligence for Financial Engineering & Economics
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.

Topics
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
Symposium Co-Chairs
Han La Poutre, CWI, Netherlands
Ronald R. Yager, Iona College, USA
Robert Golan, Dbmind Technologies, USA