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. Intelligent computational systems have become indispensable in virtually all financial applications, from portfolio selection to proprietary trading to risk management. But nowhere in this definition does it explain the significant role that these three mediums, Computational Intelligence and Financial Engineering and Economics, play in the various financial communities and in our professional lives. CIFEr has been a means of exploration for us and many other professionals who work in a financial arena. We need leading edge Financial Engineers now more then ever to work with "a new" set of "basics" which have evolved recently. Our subprime/liquidity crisis and flash crashes has affected us globally. Program and Algorithmic Trading will continue to grow while changing the way Traders trade and Trade Support supports. The bar has been raised with Regulatory and Compliance and Risk Management. The new rules will not work with the old processes. We need to find new ways to working with the new tools we have developed with Computational Intelligence. We believe CIFEr is one of those forums that will help Financial Engineers get through some perplexing problems at this very difficult time.
Scope and Objectives
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 and economics. Intelligent computational systems have become indispensable in virtually all financial applications, from portfolio selection to proprietary trading to risk management.
Financial Engineering & Economics Applications:
- Risk Management
- Pricing of Structured Securities
- Asset Allocation
- Trading Systems
- Hedging Strategies
- Risk Arbitrage
- Behavioral Finance
- Exotic Options
- Portfolio Optimization
- Front/Back Office Operations
- Algorithmic Trading
- Agent-based Computational Economics
- Artificial Markets
- Operations Research and the Management Sciences
- Electricity/Energy Markets
- Testing, Benchmarking, Robustness Checks
Computer & Engineering Applications and Models:
- Neural Networks
- Probabilistic Modeling/Inference
- Fuzzy Sets, Rough Sets, & Granular Computing
- Intelligent Trading Agents
- Time Series Analysis
- Non-linear Dynamics
- Financial Data Mining
- Evolutionary Computational
- Rules and XBRL for Financial Engineering Applications
- Semantic Web and Linked Data for Computer & Engineering Applications & Models
- Financial sentiment analysis/emotion mining
- Machine Learning, Big Data, and Data Sciences
CIFEr 2014 Sponsors
CIFEr 2014 Supporters
CIFEr 2014 Trading Competition Sponsor
More Information will be available soon.
2013 XBRL Research Workshop
November 9, 2013
Stevens Institute of Technology, Babbio Center, Hoboken, NJ, USA
Stevens Institute of Technology is pleased to host the XBRL Research Workshop to create a forum for universities and industry leaders to collaborate on the development and usage of XBRL technology.
More info: 2013 XBRL Research Workshop Website
About CIFEr 2014 website
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