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

Dr. Teuvo Kohonen received the IEEE Frank Rosenblatt Award for outstanding contributions to the advancement of the theory and applications for neural networks, associative memories and the self-organizing map.

The Award was presented to him at the 2008 World Congress on Computational Intelligence hosted in Hong Kong. I was at the banquet with Dr. Kohonen when he received the award, and I shot a video clip of the ceremony. The video will be uploaded shortly (please visit this post again soon).

Dr. Tuevo Kohonen has made pivotal contributions int he fiedl of artificial neural networks, having developed the self-organizing map (SOM), a data-analysis method that helps with the problem of clustering and data exploration. SOM is regularly used in finance, trade, natural sciences and linguistics. This method and its derivatives are also used in speech recognition and robotics. The SOM method, considered by experts to be one of the most significant inventions in computational science, has been the subject of some 8000 scientific papers, a dozen books and six international workshops that haven been organized using the method. Dr. Kohonen is currently a professor and Academician at Helsinki University of Technology, Espoo, Finland. An IEEE Fellow, he has received several awards including the IEEE Neural Networks Pioneer Award, the IEEE Signal Processing Society’s Technical Achievement Award and the International Neural Network Society Lifetime Achievement Award. Dr. Kohonen holds a master’s and doctorate in engineering from Helsinki University of Technology and holds three honorary doctorates form Universitat Dortmund in Germany, Abo Akademi in Finland and University of York in England.

Sponsored by the IEEE Computational Intelligence Society, co-sponsored by the International Neural Network Society, Evolutionary Programming Society and the Institution of Engineering and Technology, and composed of the International Joint Conference on Neural Networks (IJCNN), IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) and IEEE Congress on Evolutionary Computation (CEC), WCCI 2008 will be the largest technical event on computational intelligence in the world with the biggest impact. WCCI 2008 will provide a stimulating forum for thousands of scientists, engineers, educators and students from all over the world to disseminate their new research findings and exchange information on emerging areas of research in the fields.

The 2008 IEEE World Congress on Computational Intelligence (WCCI 2008) will be held at the Hong Kong Convention and Exhibition Centre during June 1-6, 2008 (Sunday – Friday). WCCI 2008 is composed of the 2008 International Joint Conference on Neural Networks (IJCNN 2008), the 2008 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2008) and the 2008 IEEE Congress on Evolutionary Computation (CEC 2008). The congress will feature world-renowned plenary speakers, regular technical sessions, state-of-the-art special sessions, interactive poster sessions, moderated panel discussions, informative pre-congress tutorials, complementary post-congress workshops, and entertaining social functions.

Final Program (PDF file) is available. Please see http://www.wcci2008.org for detail information.

NEW BOOK! Classic Works of the Dempster-Shafer Theory of Belief Functions (Studies in Fuzziness and Soft Computing):

This book brings together a collection of classic research papers on the Dempster-Shafer theory of belief functions. This book will serve as the authoritative reference in the field of evidential reasoning and an important archival reference in a wide range of areas including uncertainty reasoning in artificial intelligence and decision making in economics, engineering, and management. The carefully selected contributions are grouped into seven sections, including conceptual foundations, theoretical perspectives, theoretical extensions, alternative interpretations, and applications to artificial intelligence, decision-making, and statistical inferences. The book also includes a foreword by Dempster and Shafer reflecting the development of the theory in the last forty years, and an introduction describing the basic elements of the theory and how each paper contributes to the field.

Ordered Weighted Averaging Operator — OWA – is explained on  Wikipedia :

operator of dimension is a mapping that has an associated collection of weights lying in the unit interval and summing to one and with

       where bj is the jth largest of the aj