Monday, 10 December 2018

CFP: IEEE Conference on Computational Intelligence for Financial Engineering and Economics (CIFEr 2019) (8 Dec)

EEE 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 with a history starting from 1990s.

We deeply believe that besides inviting our prestigious academic scholars, the CIFEr'19 focusing on the theme of powering financial industries with AI will be unique and special in its connecting international computational intelligence communities with many booming Fintech companies with AI innovative applications and more than 8,000 hedge funds with AUM Ten Trillions of Chinese Yuan in Shenzhen and other cities in China.

Submission Guidelines

All papers must be original and not simultaneously submitted to another journal or conference. The following paper categories are welcome:

  • Papers should present academic or practical value, and have not been published in any academic journals or conferences previously.
  • Posters on Fintech innovative applications and Financial Engineering & Economics Applications are warmly welcome.
  • Instructions for Authors:

Scopes (included but not limited to)

AI and Big Data Technologies

  • S1 Deep Learning and Reinforcement Learning
  • S2 Financial Machine Learning and Data Mining
  • S3 Natural Language Processing and Text Ming
  • S4 Probabilistic Modeling/Inference
  • S5 Fuzzy Sets, Rough Sets, & Granular Computing   
  • S6 Evolutionary Computation
  • S7 Intelligent Trading Agents
  • S8 Time Series Analysis
  • S9 Non-linear Dynamics
  • S10 Financial Data Mining
  • S11 Sentiment Analysis and Emotion Mining
  • S12 Alternative Data Integration and Mining
  • S13 Predictive Modeling and Forecasting

Financial Engineering & Economics Applications

  • S14 Algorithmic and Quantitative Trading
  • S15 Portfolio Optimization and Asset Allocation
  • S16 Risk Management
  • S17 Pricing of Structured Securities
  • S18 Hedging Strategies
  • S19 Risk Arbitrage
  • S20 Behavioral Finance
  • S21 Innovative Derivative and Fix Income Products
  • S22 Agent-based Computational Economics
  • S23 Artificial and Emerging Markets
  • S24 Operations Research and Management Sciences
  • S25 Front/Back Office Operations
  • S26 Fintech Innovation and Block Chain Applications

General Co-Chairs

Hisao Ishibuchi (Southern University of Science and Technology)
Dongbin Zhao  (Institute of Automation,Chinese Academy of Sciences)

Organizing committee

Program Co-Chairs

  • Chenghui Cai (Shenzhen WeAI Tech LLC)
  • Wen Dou (Maoyuan Capital LLC, CTIA)
  • Aaron Gong (CME Group)
  • ZongweiLuo (Southern University of Science and Technology)

Industry Liaisons

  • Robert Golan (DB Mind)

Conference Committee

  • David Quintana (Universidad Carlos III de Madrid)
  • Edward Tsang (University of Essex)
  • Michael C S Wong (City University of Hong Kong)
  • Philip Yu (University of Hong Kong)
  • William M.Y. Cheung (Waseda University)
  • Okan Duru (Nanyang Technological University)
  • Aparna Gupta(Rensselaer Polytechnic Institute)
  • Vincent Tam (University of Hong Kong)
  • Jeff(Jun) Nie (Keywise Capital Management, ARIMAC)


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