CIFEr'96 Oral & Poster Presentations

[Payman Arabshahi]

                           IEEE/IAFE 1996
 
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                          IEEE/IAFE Conference on
           Computational Intelligence for Financial Engineering
 
                            March 24-26, 1996
                  Crowne Plaza Manhattan - New York City
 
           http://www.ieee.org/nnc/conferences/cfp/cifer96.html
                        [next update: February 1]
 

                             ORAL PRESENTATIONS
                             ------------------


Financial Computing Environments 
--------------------------------

"New Computational Architectures for Pricing Derivatives"   
R. Freedman, R. DiGiorgio

"CAFE: A Complex Adaptive Financial Environment"   
R. Even, B. Mishra

"Financial Trading Center at the University of Texas"   
P. Jaillet


Market Behavior Models 
----------------------

"Neural Networks Prediction of Multivariate Financial Time Series: The Swiss
Bond Case"   
T. Ankenbrand, M. Tomassini

"Bridging the Gap Between Nonlinearity Tests and the Efficient Market
Hypothesis by Genetic Programming"   
S. Chen, C. Yeh

"Models of Market Behavior: Bringing Realistic Games to Market"   
S. Leven


Chaos and Time Series for Financial Systems 
-------------------------------------------

"Impetus for Future Growth in the Globalization of Stock Investments:
An Evidence from Joint Time Series and Chaos Analyses"   
M. Hoque

"Finding Time Series Among the Chaos: Stochastics, Deseasonalization, and
Texture-Detection using Neural Nets"   
P. Werbos

"Financial Time Series Analysis and Forecasting Using Computer Simulation
and Methods of Nonlinear Adaptive Control of Chaotic Systems"   
A. Fradhov, S. Fradhov, A. Markov, D. Oliva


Neural Nets for Financial Applications 
--------------------------------------

"Experiments in Predicting the German Stock Index DAX with Density Estimating
Neural Networks"   
D. Ormoneit, R. Neuneier

"Stock Market Prediction Using Different Neural Network Classification
Architectures"   
C. Dagli, K. Schierholt

"Modelling Stock Return Sensitivities to Economic Factors with the Kalman
Filter and Neural Networks"   
Y. Bentz, L. Boone, J. Connor


Fuzzy Logic for Financial Applications 
--------------------------------------

"Computer Supported Determination of Bank Credit Conditions"   
S. Schwarze

"Fuzzy Logic and Genetic Algorithms for Financial Risk Management"   
T. Rubinson, R. Yager

"Foreign Exchange Rate Prediction by Fuzzy Inferencing on Deterministic
Chaos"   
S. Ghoshray


Financial Data Mining 
---------------------

"Stock Selection Combining Rule Generation and Risk/Reward Portfolio
Optimization"   
C. Apte, S. Hong, A. King

"Data Driven Risk Management System"   
R. Grossman

"Intelligent Hybrid System for Data Mining"   
M. Hambaba


Simulation Techniques for Derivatives Pricing 
---------------------------------------------

"Path Integral Monte Carlo Method and Maximum Entropy: A Complete Solution
for the Derivative Valuation Problem"   
M. Makivic

Problems with Monte Carlo Simulation in the Pricing of Contingent Claims"   
J. Molle, F. Zapatero

"Faster Simulation of the Prices of Derivative Securities"   
S. Paskov


Financial Time Series Prediction I 
----------------------------------

"Automated Mathematical Modelling for Financial Time Series Prediction Using
Fuzzy Logic, Dynamical Systems and Fractal Theory"   
O. Castillo, P. Melin

"Max-Min Optimal Investing"   
E. Ordentlich, T. Cover

"Building Long/Short Portfolios Using Rule Induction"   
G. John, P. Miller


Financial Time Series Prediction II 
-----------------------------------

"Adaptive Rival Penalized Competitive Learning and Combined Linear
Predictor with Application to Financial Investment"   
Y. Cheung, Z. Lai, L. Xu

"A Rule-based Neural Stock Trading Decision Support System"   
S. Chou, C. Chen, C. Yang, F. Lai

"The Gene Expression Messy Genetic Algorithm for Financial
Applications"   
H. Kargupta, K. Buescher


Term Structure Modeling 
-----------------------

"Analysing Shocks on the Interest Rates Structure with Kohonen Map"   
M. Cottrell, E. De Bodt, P. Gregoire, E. Henrion

"Interest Rate Futures: Estimation of Volatility Parameters in an 
Arbitrage-Free Framework"   
R. Bhar, C. Chiarella

"Prediction of Individual Bond Prices Via the TDM Model"   
T. Kariya, H. Tsuda


Financial Market Volatility 
---------------------------

"Robust Estimation Analytics for Financial Risk Management"   
H. Green, R. Martin, M. Pearson

"Implied Volatility Functions: Empirical Tests"   
B. Dumas, J. Fleming, R. Whaley

"Evaluation of Common Models Used in the Estimation of
Historical Volatility"   
J. Dalle Molle


Business Decision Tools 
-----------------------

"Fuzzy Queries for Top-Management Succession Planning"   
T. Sutter, M. Schroder, R. Kruse, J. Gebhardt

"Density Based Clustering and Radial Basis Function Modeling
to Generate Credit Card Fraud Scores"   
V. Hanagandi, A. Dhar, K. Buescher

"Nonlinear Analysis of Retail Performance"   
D. Vaccari



                            POSTER PRESENTATIONS 
                            --------------------

"Fuzzy Set Methods for Uncertainty Representation in Risky 
Financial Decisions" 
R. Yager

"Trading Mechanisms and Return Volatility: Empirical Investigation on 
Shang Hai Stock Exchange Based on a Neural Network Model"
Z. Lai, Y. Chuang, L. Xu


"Application of Fuzzy Regression Models to Predict Exchange Rates for 
Composite Currencies"
S. Ghoshray

"Risk Management in an Uncertain Environment by Fuzzy Statistical Methods"   
S. Ghoshray

"Heuristic Techniques in Tax Structuring for Multinationals"   
D. Fatouros, G. Salkin, N. Christofides

"MLP and Fuzzy Approaches to Prediction of the SEC's Investigative Targets"   
E. Feroz, T. Kwon

"A Corporate Solvency Map Through Self-Organizing Neural Networks"   
Y. Alici

"The Applicability of Information Criteria for Neural Network Architecture
Selection"   
C. Haefke, C. Helmenstein

"Stock Prediction Using Different Neural Network Classification Architectures" 
C. Dagli, K. Schierholt


--
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