IEEE CIFEr 2012
IEEE

About CIFEr

Welcome Message

CIFEr, Computational Intelligence for Financial Engineering and Economics 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. But nowhere in this definition does it explain the significant role that these three mediums, Computational Intelligence and Financial Engineering and Economics, play in thevarious financial communities and in our professional lives. CIFEr has been a means of exploration for us and many other professionals who work in a financial arena. We need leading edge Financial Engineers now more then ever to work with "a new" set of "basics" which have evolved recently. Our subprime/liquidity crisis and flash crashes has affected us globally. Program and Algorithmic Trading will continue to grow while changing the way Traders trade and Trade Support supports. The bar has been raised with Regulatory and Compliance and Risk Management. The new rules will not work with the old processes. We need to find new ways to working with the new tools we have developed with Computational Intelligence. We believe CIFEr is one of those forums that will help Financial Engineers get through some perplexing problems at this very difficult time.

Scope and Objectives

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.

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
  • Operations Research and the Management Sciences
  • Electricity/Energy Markets

Computer & Engineering Applications and Models:

  • Neural Networks
  • Probabilistic Modeling/Inference
  • Fuzzy Sets, Rough Sets, & Granular Computing
  • Intelligent Trading Agents
  • 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
  • Financial sentiment analysis/emotion mining

CIFEr 2012 Sponsors

IEEE IEEE CIS CQF Rocket Fuel

CIFEr 2012 Supporters

Credit Suisse Progress

CIFEr 2012 Endorsemet

IAFE AAAI


CIFEr History

Under Construction

More Information will be available soon.

Lunchtime atop a Skyscraper

Forthcoming events

2014

IEEE CIFEr 2014
Liasson - Antoaneta Serguieva, University College London, England Personal webpage


2013

CIFEr 2013, IEEE Symposium on Computational Intelligence for Financial Engineering & Economics IEEE SSCI 2013 Website

2013 IEEE Symposium Series on Computational Intelligence, IEEE SSCI 2013
15-19 April 2013, Singapore


Liasson - Ponnuthurai Nagaratnam Suganthan, Nanyang Technological University, Singapore


IEEE SSCI 2013 is one of the two flagship biennial international events sponsored by the IEEE Computational Intelligence Society (IEEE CIS) promoting all aspects of the theory and applications of computational intelligence. The IEEE SSCI co-locates several technical meetings at one location. This event attracts top researchers, professionals, and students from around the world. The IEEE SSCI 2013 (Singapore) now calls contributions from experts around the world. Please visit the IEEE SSCI 2013's web pages to learn more about the relevant topics and proposal submission procedures. The conference proceedings of the IEEE SSCI have always been included in the IEEE Xplore and indexed by all other important databases. For example, the proceedings of the IEEE SSCI 2011 have already been included in the IEEE Xplore and indexed by databases such as EI, SCOPUS, etc.


Important Dates

  • Special Session Proposal Submission: Before 15th of Oct 2012
  • Special Session Decision Notification: Within 2 Weeks after Submission
  • Tutorial \ Keynote Proposal Submission: Before 15th Jan 2013
  • Tutorial \ Keynote Decision Notification: 10 Feb 2013
  • Paper submission: 23 Nov 2012 (No further Extension)
  • Decision: 05 Jan 2013
  • Final submission: 05 Feb 2013
  • Early Registration: 05 Feb 2013

2012

International Conference on Metaheuristics and Nature Inspired Computing (META 2012)
Port El-Kantaoui, Tunisia - October 27th - 31st 2012


Special Session on Heuristics in Finance and Economics - Website


Deadline extended to 4 June 2012


SCOPE


The use of heuristics has been proven to be a powerful approach in domains were analytic solutions are not a good alternative. Real-world financial and economic problems involve complexity, noisy environments, uncertainty and vagueness, hence the popularity of this approach among both researchers and practitioners. So far it has been successfully used in financial engineering, risk management, portfolio optimization, designing public policy, financial forecasting, or agent-based computational economics, among many other areas.
The session is open to contributions from researchers and practitioners working at the intersection of both fields. Submitted articles should describe applications of heuristics in domains including (but not limited to):

  • Agent-Based Computational Economics
  • Artificial stock markets
  • Auctions
  • Financial data mining
  • Financial engineering
  • Financial time series forecasting and analysis
  • Macroeconomics
  • Microeconomic behavior
  • Portfolio management
  • Simulation of social processes
  • Trading strategies

Relevant techniques would include, among others
  • Local search, tabu search, simulated annealing, VNS, ILS,...
  • Evolutionary algorithms, swarm optimization, scatter search,...
  • Emergent nature inspired algorithms: quantum computing, artificial immune systems, bee colony, DNA computing,...
  • Parallel metaheuristics
  • Hybrid methods with metaheuristics, machine learning, game theory, mathematical programming, constraint programming, co-evolutionary,...
  • Evolutionary artificial neural networks


IEEE WCCI Special Session - IEEE WCCI 2012 website

Computational Intelligence in Finance, Economics and Management Sciences (CIFEMS)
June 10-15 @ International Conventions Center, Brisbane, Augstralia


In this forthcoming WCCI 2012, the Computational Finance and Economics Technical Committee (CFETC) with its six constituents (task forces) will jointly organize a special session on " Computational Intelligence in Finance, Economics and Management Sciences " (CIFEMS). The aim of the event is to facilitate, stimulate, and inspire dialogue among researchers and practitioners working on this area.

Aims and Scopes

The topics of interest for the session approximately correspond to the six task forces under CFETC.

  • Agent-base Computational Economics
  • Advanced Algorithmic Trading
  • Business Intelligence & Knowledge Management
  • Behavioral Analysis and Decision Support
  • Energy Markets
  • Portfolio Optimization
In addition to finance and economics, we also include management sciences by noticing that tremendous applications have been employed in marketing, accounting, management of information systems, human resources, and organization and leadership. Anything not mentioned above, but related to computational finance, economics or management science in a general sense, is also welcome.
On the instrumental side, we are also open to the various application tools. In addition to fuzzy logic, neural networks and evolutionary computation, other related and novel techniques which can contribute to computational finance, economics and management sciences are also welcome.

Submission Instructions

All the contributions should be prepared and submitted according to the instructions provided in the IEEE WCCI 2012 website.
Paper Submission deadline: December 19, 2011
Final paper submission deadline: April 2, 2012
Early registration: April 2, 2012
Conference Dates: June 10-15, 2012

Organizers

Shu-Heng Chen, National Chengchi University (chen.shuheng_at_gmail.com)
Xuezhong (Tony) He, University of Technology, Sydney (Tony.He-1_at_uts.edu.au)
David Quintana, Carlos III University of Madrid (dquintan_at_inf.uc3m.es)
Dirk Van den Poel, Ghent University (dirk.vandenpoel_at_ugent.be)
Wei Zhang, Tianjin University (weiz@tju.edu.cn)

About CIFEr 2012 website

Web development by Rui Jorge Almeida and Viorel Milea. Template by IEEE.

Acknowledgments

The following pictures are licensed under various Creative Commons licenses. Thanks to all authors for making their work available.