Computational Intelligence in Financial Engineering - CIFEr'96

Payman Arabshahi payman at ebs330.eb.uah.edu
Fri Oct 13 18:47:14 EDT 1995


                           Call for Papers

  Conference on Computational Intelligence for Financial Engineering
                           CIFEr Conference

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Visit us on the World Wide Web for latest  updates and  information at

	http://www.ieee.org/nnc/conferences/cfp/cifer96.html

The  homepage can  also be  accessed via the "Conferences" page of the
IEEE Neural Network Council's Homepage at

			http://www.ieee.org/nnc

The  deadlines mentioned in  this CFP supercede those in the hard copy
version.  Our homepage will be updated  on October 15 to reflect these
new deadlines.

--
Payman Arabshahi 
Electronic Publicity Chair, CIFEr'96        Tel  : (205) 895-6380
Dept. of Electrical & Computer Eng.         Fax  : (205) 895-6803
University of Alabama in Huntsville         payman at ebs330.eb.uah.edu
Huntsville, AL 35899                        http://www.eb.uah.edu/ece/

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                         IEEE/IAFE 1996
 
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                           Call for Papers

  Conference on Computational Intelligence for Financial Engineering
			   CIFEr Conference

      March 24-26, 1996,  New York City, Crowne Plaza Manhattan


			      Sponsors:

	 The IEEE Neural Networks Council, The International
		  Association of Financial Engineers


The IEEE/IAFE CIFEr Conference is the second annual 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.  Topics in which papers, panel sessions, and tutorial proposals
are invited include, but are not limited to, the following: 


CONFERENCE TOPICS
-----------------

  > Financial  Engineering  Applications:

	Trading Systems
	Forecasting
	Hedging Strategies
	Risk Management
	Pricing of Structured Securities
	Systemic Risk
	Asset Allocation
	Exotic Options
		

  > Computer & Engineering Applications & Models:

	Neural Networks
	Probabilistic Reasoning
	Fuzzy Systems and Rough Sets
	Stochastic Processes
	Dynamic Optimization
	Time Series Analysis
	Non-linear Dynamics
	Evolutionary Computation
	

	
INSTRUCTIONS FOR AUTHORS, PANEL PROPOSALS, SPECIAL SESSIONS, TUTORIALS
----------------------------------------------------------------------

All summaries and proposals for tutorials, panels and special sessions must
be received by the conference Secretariat at Meeting Management by December
1, 1995. Our intentions are to publish a book with the best selection of
papers accepted. 


AUTHORS (FOR CONFERENCE ORAL SESSIONS)
--------------------------------------

One copy of the Extended Summary (not exceeding four pages of 8.5 inch by
11 inch size) must be received by Meeting Management by December 1, 1995. 
Centered at the top of the first page should be the paper's complete title,
author name(s), affiliation(s), and mailing addresses(es).  Fonts no
smaller than 10 pt should be used.  Papers must report original work that
has not been published previously, and is not under consideration for
publication elsewhere. In the letter accompanying the submission, the
following information should be included: 

	* Topic(s)  
	* Full title of paper  
	* Corresponding Author's name
	* Mailing address  
	* Telephone and fax
	* E-mail (if available)
	* Presenter (If different from corresponding author, please  
	             provide name, mailing address, etc.)

Authors will be notified of acceptance of the Extended Summary by January
10, 1996. Complete papers (up to a maximum of seven 8.5 inch by 11 inch
pages) will be due by February 9, 1996, and will be published in the
conference proceedings. 



SPECIAL SESSIONS
----------------

A limited number of special sessions will address subjects within the
topical scope of the conference.  Each special session will consist of from
four to six papers on a specific topic.  Proposals for special sessions
will be submitted by the session organizer and should include: 

	* Topic(s)  
	* Title of Special Session
	* Name, address, phone, fax, and email of the Session Organizer
	* List of paper titles with authors' names and addresses
	* One page of summaries of all papers

Notification of acceptance of special session proposals will be on January
10, 1995.  If a proposal for a special session is accepted, the authors
will be required to submit a camera ready copy of their paper for the
conference proceedings by February 9, 1996. 


PANEL PROPOSALS
---------------

Proposals for panels addressing topics within the technical scope of the
conference will be considered.  Panel organizers should describe, in two
pages or less, the objective of the panel and the topic(s) to be addressed. 
Panel sessions should be interactive with panel members and the audience
and should not be a sequence of paper presentations by the panel members. 
The participants in the panel should be identified.  No papers will be
published from panel activities. Notification of acceptance of panel
session proposals will be on January 10, 1996. 


TUTORIAL PROPOSALS
------------------

Proposals for tutorials addressing subjects within the topical scope of the
conference will be considered.  Proposals for tutorials should describe, in
two pages or less, the objective of the panel and the topic(s) to be
addressed.  A detailed syllabus of the course contents should also be
included.  Most tutorials will be four hours, although proposals for longer
tutorials will also be considered.  Notification of acceptance of tutorial
proposals will be on January 10, 1996. 


EXHIBIT INFORMATION
-------------------

Businesses with activities related to financial engineering, including
software & hardware vendors, publishers and academic institutions, are
invited to participate in CIFEr's exhibits.  Further information about the
exhibits can be obtained from the CIFEr-secretariat, Barbara Klemm. 


SPONSORS
--------

Sponsorship for the CIFEr Conference is being provided by the IAFE
(International Association of Financial Engineers) and the IEEE Neural
Networks Council. The IEEE (Institute of Electrical and Electronics
Engineers) is the world's largest engineering and computer science
professional non-profit association and sponsors hundreds of technical
conferences and publications annually.  The IAFE is a professional
non-profit financial association with members worldwide specializing in new
financial product design, derivative structures, risk management
strategies, arbitrage techniques, and application of computational
techniques to finance. 

Early registration is $400 for IEEE (Institute of Electrical and Electronic
Engineers, Neural Networks Council) and IAFE (International Association of
Financial Engineers) members.  For details contact Barbara Klemm at Meeting
Management. 


INFORMATION
-----------

CIFEr Secretariat:

Meeting Management
IEEE/IAFE Computational Intelligence
  for Financial Engineering
2603 Main Street, Suite #690
Irvine, California 92714

Tel:   (714) 752-8205 or (800) 321-6338
Fax:   (714) 752-7444
Email: 74710.2266 at compuserve.com

Visit us on the World Wide Web for latest updates:

		http://www.ieee.org/nnc/conferences/cfp/cifer96.html



ORGANIZING COMMITTEE
--------------------

Keynote Speaker:

	Stephen Figlewski, Professor of Finance and Editor of the
			   Journal of Derivatives
		Stern School of Business, New York University

        John M. Mulvey, Professor and Director
                Engineering Management Systems
                Princeton University, Princeton


Conference Committee General Co-chairs:

	John Marshall, Professor of Financial Engineering
		Polytechnic University, New York, NY

        Robert Marks, Professor of Electrical Engineering,
                University of Washington, Seattle, WA
 
Program Committee Co-chairs:

	Benjamin Melamed, Ph.D., Research Scientist
		RUTCOR-Rutgers University's Center for Operations Research
	
	Alan Tucker, Associate Professor of Finance
		Pace University, New York, NY

International Liaison:

	Arnold Jang, Vice President, Intelligent Trading Systems 
		Springfields Investments Advisory Company, Taipei, Taiwan

Organizational Chair:

	Robert Golan, President
		Rough Knowledge Discovery Inc., Calgary, Alberta

Finance Chair:

	Ingrid Marshall, Accountant
		Marshall & Marshall, Stroudsburg, PA

Exhibits Chair:

	Steve Piche, Lead Scientist
		Pavillion Inc, Austin

Program Co-Chair:

	Alan Tucker and Benjamin Melamed

Program Committee:

	Phelim Boyle, Professor of Accounting
		University of Waterloo, Waterloo, Ontario

	Mark Broadie, Associate Professor of Finance
		Graduate School of Business
		Columbia University, New York, NY

	Jan Dash, Ph.D, Managing Director 
		Smith Barney, New York, NY

	Stephen Figlewski, Professor of Finance
		New York University, New York, NY

	Roy S. Freedman, Ph.D, President
		Inductive Solutions, Inc, New York, NY

	Peter L. Hammer, Professor and Director
		RUTCOR-Rutgers University's Center for Operations Research,
		New Brunswick, NJ

	Jimmy E. Hilliard, Professor of Finance
		University of Georgia, Athens, GA

	John Hull, Professor of Management
		University of Toronto, Toronto, Ontario

	Yuval Lirov, Ph.D., Vice President
		Lehman Brothers, Inc, New York, NY

	David G. Luenberger, Professor of Electrical Engineering
		Stanford University, Stanford, CA

	John M. Mulvey, Professor and Director
		Engineering Management Systems
		Princeton University, Princeton, NJ
	
	Jason Z. Wei, Associate Professor of Finance
		University of Saskatchewan, Saskatoon

	Robert E. Whaley, Professor of Business
		Futures and Options Research Center
		Duke University, Durham, NC	

Publicity Chair

	Michael Wolf, General Manager
		Financial Products, The Mathworks, Inc., Natick, MA	

Electronic Publicity Chair

	Payman Arabshahi, Assistant Professor of Electrical Engineering
		University of Alabama in Huntsville, Huntsville

Conference Liaison

	Scott Mathews, Senior Associate
		Marshall, Tucker, and Associates, Edmonds, WA




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