IEEE CIFEr 2012
IEEE

CIFEr 2012 Committees

Organizing Committee

General Chair

Ron Yager, General ChairRonald R. Yager
Machine Intelligence Institute
Iona College
New Rochelle, NY 10801, USA
phone: 212 249 2047
fax: 646 350 0712
email: yager .a_t. panix.com
www: www.panix.com/~yager/HP/rry.html

Program Chair

Robert Golan, Program ChairRobert Golan
DBmind Technologies Inc.
2829 Indian Creek Drive, Suite 1211
Miami, Florida 33140, USA
phone: 305 695 9344
email: golan .a_t. dbmind.com
www: www.dbmind.com/pages/2/index.htm

Finance Chair

Chenghui CaiChenghui Cai
Global Market
Opera Solutions, LLC
10 Exchange Place
Jersey City, NJ 07302, USA
email: caichenghui .a_t. gmail.com
www: www.aitrading.org

Publication Chair

Adam Ghandar, AsiaPacific LiaisonsAdam Ghandar
School of Computer Science
University of Adelaide
South Australia, 5000,
Adelaide, Australia
email: adam.ghandar .a_t. adelaide.edu.au
www: www.adelaide.edu.au/directory/adam.ghandar

Honorary Chair

Tomaso Poggio, Honorary ChairTomaso Poggio
MIT, USA.

Liaison for CIFEr 2013 in Singapore

Ponnuthurai Nagaratnam Suganthan, Liaison for CIFEr 2013 in SingaporePonnuthurai Nagaratnam Suganthan
Nanyang Technological University, Singapore
IEEE CIFEr 2013 site

Liaison for CIFEr 2014 in London

Antoaneta Serguieva, Liaison for CIFEr 2014Antoaneta Serguieva
Computer Science
Intelligent Systems Group
Centre in Financial Computing
University College London
Gower Street
London WC1E 6BT, UK
phone: +44-203-108-1063
fax: +44-207-387-1397
email: a.serguieva .a_t. ucl.ac.uk
www: www.cs.ucl.ac.uk/people/A.Serguieva.html

NYC Venue Sponsor

Eric Newcomer, NYC Venue SponsorEric Newcomer
Credit Suisse, USA.

CFE TC Representatives - IEEE CFE TC Website

Shu-Heng Chen(Chair), CFE TC RepresentativesShu-Heng Chen, Chair
AI-ECON Research Center, Department of Economics
National Chengchi University
#64 Zhinan Road Sec. 2
Taipei 11623, Taiwan
phone: +886-2-2938-7308
email: chen .shuheng .a_t. gmail.com
www: www.aiecon.org/
Dirk Van den Poel(Vice Chair), CFE TC RepresentativesDirk Van den Poel, Vice Chair
Marketing Modeling / Analytical CRM
Ghent University
Tweekerkenstraat 2
Gent B-9000, Belgium
email: dirk.vandenpoel .a_t. ugent.be
www: www.crm.ugent.be
Shu-Heng Chen(Chair), CFE TC RepresentativesXuezhong He, Vice Chair
School of Finance and Economics
University of Technology
PO Box 123
Sydney, NSW 2007 , Australia
phone: +61 2 9514 7726
fax: +61 2 9514 7711
email: tony.he1 .a_t. uts.edu.au
www: datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=85

Keynote, Tutorial, & Panel Session Chairs

Jose Merigo, Tutorial, & Panel Session ChairsJosé M. Merigó
University of Barcelona, Spain.
Uzay Kaymak, Tutorial, & Panel Session ChairsUzay Kaymak
University of Technology Eindhoven, Netherlands.
G. A. Vijayalakshmi Pai, Tutorial, & Panel Session ChairsG. A. Vijayalakshmi Pai
PSG College of Technology, India.

Meeting Management

David Jaffe, Meeting ManagementDavid Jaffe
Jaffe Management Inc., New York, USA.

Local Industry Liaisons

Phillip Bennet, Local Industry LiaisonsPhillip Bennet
Deutsche Asset Management, USA.
Jan Dash, Local Industry LiaisonsJan Dash
Bloomberg LP, USA.
Roy S. Freedman, Local Industry LiaisonsRoy S. Freedman
Inductive Solutions, Inc, USA.
David vun Kannon, Local Industry LiaisonsDavid vun Kannon
Deloitte, USA.

Webmasters

Rui Almeida, WebmastersRui J. Almeida
Erasmus University Rotterdam, Netherlands.
Viorel Milea, WebmastersViorel Milea
Erasmus University Rotterdam, Netherlands.

Program Committee

Honorary Program Committee

Yaser Abu-Mostafa, Honorary Program ChairYaser Abu-Mostafa
CalTech, USA.
John Birge, Honorary Program ChairJohn Birge
University of Chicago, USA.
Piero Bonissone, Honorary Program ChairPiero Bonissone
General Electric GRC, USA.
Bernadette Bouchon-Meunier, Honorary Program ChairBernadette Bouchon-Meunier
Université Denis Diderot, France.
Mark Broadie, Honorary Program ChairMark Broadie
Columbia University, USA.
Peter Carr, Honorary Program ChairPeter Carr
Morgan Stanley, USA.
Michel Crouhy, Honorary Program ChairMichel Crouhy
NATIXIS, France.
Emanuel Derman, Honorary Program ChairEmanuel Derman
Columbia University, USA.
Stephen Figlewski, Honorary Program ChairStephen Figlewski
Stern School of Business, USA.
David Fogel, Honorary Program ChairDavid Fogel
Natural Selection Inc, USA.
Paul Glasserman, Honorary Program ChairPaul Glasserman
Columbia University, USA.
Andrew Lo, Honorary Program ChairAndrew Lo
MIT, USA.
Robert J. Marks, Honorary Program ChairRobert J. Marks
Baylor University, USA.
John Moody, Honorary Program ChairJohn Moody
ICSI, Berkeley, USA.
John Mulvey, Honorary Program ChairJohn Mulvey
Princeton University, USA.
Lei Xu, Honorary Program ChairLei Xu
Chinese University of Hong Kong, China.

Program Committee

Mohammad Saad Al-Ahmadi, King Fahd University of Petroleum and Minerals, Saudi Arabia

Hans Amman, Utrecht University, Netherlands

Peter Angeline, Resurgent Capital Services, USA

Payman Arabshahi, University of Washington, USA

Mohamed Arkate, Ullink, France

Amir Atiya, Cairo University, Egypt

Alireza Bahiraie, University of Malaya, Malaysia

Claudio Bartolini, HP Labs, USA

Rob Blake, RR Donnelley, USA

Anthony Brabazon, University College Dublin, Ireland

Derek Bunn, London Business School, UK

Chenghui Cai, Duke University, USA

Agostino Capponi, Purdue University, USA

Montserrat Casanovas, University of Barcelona, Spain

Oscar Castillo, Tijuana Inst. Technology, Mexico

Pei-Chann Chang, Yuan Ze University, Taiwan

Vladimir Cherkassky, University of Minnesota, USA

Sung-Bae Cho, Yonsei University, Korea

Dave Coker, London School of Business and Finance, UK

Ben Collingsworth, Harris Corp, USA

Gavan Corr, NYSE Technologies, USA

Maciej Dabrowski, Deri, Ireland

Jan Dash, Bloomberg LP, USA

Herbert Dawid, Bielefeld University, Germany

Suash Deb, C. V. Raman College of Engineering, India

Vasant Dhar, Stern NYU, USA

Mark Embrechts, Rensselaer Polytechnic Institute, USA

Camilo Franco, Barcelona University, Spain

Gianluca Garbellotto, Iphix, USA

Adam Ghandar, University of Adelaide, Australia

Anna Gil-Lafuente, University of Barcelona,Spain

Manfred Gilli, University of Geneva, Switzerland

Guido Governatori, NICTA, Australia

Salvo Greco, University of Catania, Italy

Walter Hamscher, Standard Advantage, USA

Daryl Hepting, University of Regina, Canada

Ariful Hoque, University of South Australia, Australia.

Woo Chang Kim, ISysE, KAIST, Korea.

Xian Li, Rensselaer Polytechnic Institute, USA

Yuxi Li, University of Alberta, Canada

Fan-Yong Liu, Hangzhou Dianzi University, China

Milan Lovric, Erasmus University Rotterdam, Netherlands

Thomas Lux, University of Kiel and Kiel Inst. for the World Econ., Germany

Dietmar Maringer, University of Basel, Switzerland

David Martens, University of Antwerp, Belgium

Serafin Martinez-Jaramillo, Mexican Central Bank, Mexico

Scott Mathews, Boeing, USA

Benjamin Melamed, Rutgers University, USA

Ronaldo Menezes, Florida Institute of Technology, USA

Attilio Meucci, Kepos Captial, USA

Zbigniew Michalewicz, University of Adelaide, Australia

Asuncion Mochon Saez, Universidad Carlos III de Madrid, Spain

Thomaidis Nikolaos, University of the Aegean, Greece

Ahmed Okasha, University of Kent, USA

Daniel Paraschiv, CIMRU National University of Ireland, Ireland

Adrian Paschke, Technical University Dresden, Germany

Zachary Pessin, Distributed Capital Inc, USA

David Quintana, Universidad Carlos III de Madrid, Spain

Christina Ray, Omnis, USA

Andri Riid, University of Estonia, Estonia

Graham Rong, MIT Sloan School of Management, USA

Saeed Roohani, Bryant University, USA

Yago Saez, Universidad Carlos III de Madrid, Spain

Christer Samuelsson, Utrecht University, Netherlands

Martínez Serafin, Mexican Central Bank, Mexico

Wolfgang Schulze, Credit Suisse, USA

Koray Simsek, Sabanci University, Turkey

Akash Singh, IBM, USA

Andy Singleton, Assembla, USA

Roman Slowinski, Poznan University of Technology, Poland

Chung-Ching Tai, National Chengchi University, Taiwan

Edward Tsang, University of Essex, UK

Shusaku Tsumoto, Shimane University, Japan

Dave Twardowski, Dartmouth College, USA

Stanislav Uryasev, University of Florida, USA

Jan Vanthienen, Katholieke Universiteit Leuven, Belgium

Laurentiu Vasiliu, Peracton, Ireland

Daniel Veit, University of Mannheim, Germany

Susana Vieira, Instituto Superior Técnico, Portugal

Paul Vincent, Tibco, USA

Lipo Wang, Nanyang Technological University, Singapore

Marco Wiering, University of Groningen, Netherlands

Mike Willis, PriceWaterhouseCoopers LLP, USA

Garnett Wilson, Afinin Labs Inc., Canada

James Wong, ITG, USA

Joe Wood, Credit Suisse, USA

Liuren Wu, Baruch College, USA

Donald C. Wunsch, Missouri University, USA

Katsutoshi Yada, Kansai University, Japan

Rachel L. Yager, Metropolitan College of New York, USA

Xin Yao, University of Birmingham, UK

Philip Yu, Hong Kong University, China

Tongkui Yu, Beijing Normal University, China

Wojciech Ziarko, University of Regina, Canada

Alex Zolotovitski, Microsoft, USA

Matthew Butler, University of York, UK

Fabon Dzogang, Université Pierre et Marie Curie, France

Peter Sarlin, Åbo Akademi University, Finland

Local IEEE Liaisons

Ajaijoe Koola IEEE NY Section Conference Coordinator, USA.


International Program Commitee

Rui Almeida

Payman Arabshahi

Amir Atiya

Alireza Bahiraie

Nalan Basturk

Philip Bennett

Anthony Brabazon

Matthew Butler

Chenghui Cai

Agostino Capponi

Oscar Castillo

Vladimir Cherkassky

Dave Coker

Maciej Dabrowski

Fabon Dzogang

Enric Junqué de Fortuny

Gianluca Garbellotto

Adam Ghandar

Robert Golan

Guido Governatori

Walter Hamscher

David Jaffe

Woochang Kim

Ajaijoe Koola

Xian Li

Yuxi Li

Jose Lindahl

Milan Lovric

Dietmar Maringer

David Martens

Scott Mathews

Viorel Milea

Daniel Paraschiv

David Quintana

Graham Rong

Peter Sarlin

Martínez Serafin

Antoaneta Serguieva

Akash Singh

Ponnuthurai Suganthan

Nikolaos Thomaidis

Edward Tsang

Laurentiu Vasiliu

Susana Vieira

Pai Viji

Lipo Wang

Marco Wiering

Garnett Wilson

James Wong

Liuren Wu

Ronald Yager

Philip Yu

Tongkui Yu