2009 IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr 2009)

March 30–April 2, 2009, Nashville, TN, http://www.ieee-ssci.org/

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. Intelligent computational systems have become indispensable in virtually all financial applications, from portfolio selection to proprietary trading to risk management.

Financial Engineering 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
• Electricity/Energy Markets

Computer & Engineering Applications & Models:
• Neural Networks
• Probabilistic Modeling/Inference
• Fuzzy Sets, Rough Sets, & Granular Computing
• Intelligent Trading Agents
• Trading Room Simulation
• Time Series Analysis
• Non-linear Dynamics
• Financial Data Mining
• Trading Business Rules & Dialects
• Rules and XBRL for Financial Engineering Applications
• Semantic Web and Linked Data for Computer & Engineering Applications & Models