Computational Intelligence for Financial Engineering and Economics (CIFEr) call for papers

March 29-30, 2012 Conference

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Click here for the call for papers pdf

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 thevarious 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.

Institutional Investor's Alpha Magazine

Institutional Investor's Alpha magazine is looking for contributors to a feature series we call "In Theory," in which we publish academic research that would be of interest to people involved in the hedge fund industry. The first In Theory feature appeared in March 2006 and was written by Roger Ibbotson and Peng Chen based on their paper, “The A, B, Cs of Hedge Funds: Alphas, Betas and Costs." Since then we've published an article by Andrew Lo and Jasmina Hasanhodzic of MIT on creating hedge fund clones; a piece by Andrew Ang, Matthew Rhodes-Kropf and Rui Zhao of Columbia on measuring funds of hedge funds; and a story on short-selling by Yale’s Owen Lamont. In each case, the article has appeared in Alpha prior to its publication in an academic journal and has been condensed by the authors from its original form. The biggest difference between the two versions is that the math and formulas have been largely stripped out and the citations and footnotes have been dropped (where appropriate, their content has been incorporated into the text). The articles can vary in length from 2,000 to 6,000 words. For more information on contributing an article, please contact Institutional Investor Executive Editor Michael Peltz (212-224-3152; mpeltz@iimagazine.com). A pdf of the Hasanhodzic /Lo paper is presented here as a sample.

Institutional Investor’s Alpha was created in June 2003 to cover hedge funds. At the time these loosely regulated pools of private capital were still a relatively small and extremely secretive corner of the investment world. Since Alpha’s launch, the industry has grown to nearly $1.5 trillion in assets, boasting enormous profits and an ever-growing array of complex investment strategies. Today Alpha is published ten times a year and reaches a broad range of financial services professionals, including hedge fund managers, investors, bankers and consultants, as well as government officials, regulators and academics.

To submit a call for papers, please email all relevant information to main@iafe.org.