2003 International Conference on Computational Intelligence for
Financial Engineering (CIFEr2003)

Sponsored by IEEE Neural Network Society (NNS)
Organized by The Computational Finance Tech. Committee

CALL FOR PAPERS
***************

March 21-23, 2003, Hong Kong


The CIFEr Conference is the major collaboration between the
professional engineering and financial communities. It is one
of the leading forums for new technologies and applications
at the intersection of advanced computational methods and
financial engineering. Intelligent computational techniques
have the potential to impact many financial applications, from
portfolio selection to proprietary trading to risk management.
Topics include but are not limited to:

-  Financial Engineering
-  Risk Management
-  Derivatives Pricing
-  Portfolio Management and Asset Allocation
-  Behavioral Finance
-  Stock Valuation
-  Market Analysis, Dynamics and Simulation
-  Hedging, Trading and Arbitrage Strategies
-  Time Series Analysis and Forecasting
-  High Frequency Financial Data
-  Financial Model Calibration
-  Credit Risk
-  Energy Markets and Weather Derivatives
-  Hedge Fund Styles and Performance Analysis
-  Computational Economics & Agent-Based Markets
-  Econo-Physics
-  Automated News Analysis
-  E-Finance and E-Trade
-  Computational Methods for Financial Applications
-  Non-parametric Statistics & Econometrics
-  Data Mining and Knowledge Discovery
-  Machine Learning
-  Neural Networks and Pattern Recognition
-  Fuzzy Systems and Rough Sets
-  Genetic and Evolutionary Computing
-  Dynamic Optimization and Optimal Control
-  Expert Systems and Decision Support
-  Natural Language Processing
-  Simulation and Monte Carlo
-  Advanced Numerical Methods
-  Agent-Based Computing
-  Non-linear Dynamics


Important Dates:
****************

Submission of Papers:                July 31, 2002
Notification of Acceptance:          December 1, 2002
Final Camera-Ready Papers:           January 31, 2003

Manuscripts should be written in English with a
double-column, single-space format. Each paper
should not exceed eight pages including figures
and references. Authors should submit three copies
of their manuscripts to the CIFEr 2003 Secretariat:

Dept. of Computer Science, Hong Kong
Baptist University, Hong Kong

together with a PDF file sent by email
(cifer@comp.hkbu.edu.hk).

Please visit the conference web site at
http://www.cityu.edu.hk/CIFEr2003 for instructions
on the manuscript format and submission details.

PROGRAM COMMITTEE
*****************

General Chair
Lei Xu (Chinese U. of  Hong Kong)               China

General Co-Chairs
Yaser Abu-Mostafa (CALTECH)                     USA
Michael Dempster (Cambridge University)         UK
Clifford Lau (IEEE NNC past president)          USA

Program Co-Chairs
Amir Atiya (Countrywide Capital Markets)        USA
John Moody  (Oregon Graduate Institute)         USA
Halbert White (UCSD)                            USA

Program Committee
Marco Avellaneda (New York University)          USA
Yoshua Bengio (University of Montreal )         Canada
Vineer Bhansali (PIMCO)                         USA
Peter Bolland (Morgan Stanley)                  UK
Peter Bossaerts (Caltech)                       USA
Neil  Burgess (Morgan Stanley)                  UK
Peter Carr (New York University)                USA
Ngai Han Chan (CUHK)                            China
Laiwan Chan (CUHK)                              China
Xiaohong Chen (London School of Economics)      UK
Oren Cheyette  (BARRA)                          USA
Richard Coggins (Univ. of Sydney)               Australia
Michel Dacorogna (Zurich Re)                    Switzerland
Chuangyin Dang  (HK CityU)                      China
Emanuel Derman (Goldman Sachs)                  USA
Vasant Dhar (New York University)               USA
Ramazan Gencay (Windsor University)             Canada
George Jabbour (George Washington Univ.)        USA
Piotr Karasinski (Schroder Salomon )            UK
Francis Longstaff (UCLA)                        USA
Malik Magdon-Ismail (RPI)                       USA
Richard Olsen (The Olsen Group)                 Switzerland
Enrique H. Ruspini  (SRI Institute)             USA
Fathi  M. Salam  (Michigan State Univ.)         USA
Eduardo Schwartz (UCLA)                         USA
Roger Stein (Moody's)                           USA
Peter Tino (Aston University)                   UK
Allan Timmermann (UCSD)                         USA
Lei Xu (CUHK)                                   China

Organization Committee
Chuangyin Dang (chair)                          HK CityU
Lai-wan Chan (tutorial chair)                   HK CU
Man-chung Chan (local liaison)                  HK PolyU
Yiu-ming Cheung (financial & secretary)         HK BaptU
Joshua Huang (local registration)               HK U
Irwin King (publication & web)                  HK CU
Jiming Liu (workshop)                           HK BaptU
Jin Zhang  (publicity)                          HK UST
Junxi Zhang (international liaison)             HK U
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