CIFEr CFP (fwd)

Call for Papers Conference on Computational Intelligence for Financial Engineering CIFEr Conference =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- 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(a)ebs330.eb.uah.edu Huntsville, AL 35899 http://www.eb.uah.edu/ece/ ---------------------------------------------------------------------- IEEE/IAFE 1996 $$$$$$$$$$$ $$$$$$ $$$$$$$$$$$ $$$$$$$$$$ $$$$$$$$$$$ $$$$$$ $$$$$$$$$$$ $$$$$$$$$$ $$$$ $$ $$$$ $$$$ $$$ $$$ $$$$ $$$$ $$$$$$$ $$$$$$ $$$$$$$$$$ $$$$ $$$$ $$$$$$$ $$$$$$ $$$$$$$$$$ $$$$ $$ $$$$ $$$$ $$$ $$$ $$$ $$$$$$$$$$$ $$$$$$ $$$$ $$$$$$$$$$ $$$ $$$$$$$$$$$ $$$$$$ $$$$ $$$$$$$$$$ $$$ 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 ----------------- Trading Systems Forecasting Hedging Strategies Risk Management Pricing of Structured Securities Systemic Risk Asset Allocation Exotic Options 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(a)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 -- Chris ******************************************************************************* Christian Haefke INTERNET:chris@ihssv.wsr.ac.at Institute for Advanced Studies Stumpergasse 56 fax : +43-1-597 06 35 A-1060 Vienna, AUSTRIA, EUROPE voice : +43-1-59991-150 ******************************************************************************* If you write me a snail-mail letter, you are just killing a tree for nothing. =========================================================================