Connectionists: Program: Machine Learning in Finance

[John Moody]

                MACHINE LEARNING IN FINANCE

                Westin Resort, Whistler, BC
                     December 9, 2005


WORKSHOP PROGRAM:

The program for Machine Learning in Finance is now available.  For
program, hotel and registration information, please see:
http://www.icsi.berkeley.edu/~moody/MLFinance2005.htm

WORKSHOP DESCRIPTION:

Machine learning (ML) and related methods have produced some of the
financial industry's most consistently profitable proprietary trading
strategies during the past 20 years.  With markets, trade execution
and financial decision making becoming more automated and competitive,
practitioners increasingly recognize the need for ML. This workshop
brings together researchers from machine learning, academic finance
and the financial industry to discuss problems in finance where ML may
provide an edge.

ML themes include reinforcement learning, optimization methods,
recurrent and state space models, on-line algorithms, evolutionary
computing, kernel methods, bayesian estimation, wavelets, neural nets,
SVMs, boosting and multi-agent simulation.  Financial topics include
high frequency data, trading strategies, execution models,
forecasting, volatility, extreme events, credit risk, portfolio
management, yield curve estimation, option pricing, and selection of
indicators, models and equilibria.