🚀 go-pugleaf

Financial Engineers To Meet Electrical Engineers at CIFEr Conference

NEW YORK -- CIFEr, a conference sponsored jointly by the International
Association of Financial Engineers (IAFE) and the Neural Networks Council
of the Institute of Electrical and Electronic Engineers (IEEE) will be
held in New York City, at the Crowne Plaza Manhattan, March 24-26. The
conference begins on Sunday the 24th with a day of Tutorial sessions in
two tracks: an engineering track, designed to introduce financial people
to new engineering techniques, and a finance track, designed to introduce
engineers to key problems in finance.  Presentations on a wide range of
topics and techniques continue for the next two day. 

``CIFEr is all about communication between the engineering and financial
communities," said Jack Marshall, conference chair and Director of the
IAFE. ``Our first conference brought together people who know these
techniques, people who understand the problem domain, and practitioners
who have discovered how to apply these techniques to finance. We have
discovered that there are a large number of people in finance interested
in learning about these techniques and a large number in engineering who
want to understand how the techniques that they understood could be
applied in finance. CIFEr is a forum for bringing these people together
with people who have actually applied these techniques to their problems." 

Presentations at the conference address a broad range of topics in finance
and tools from engineering. ``People in finance want to understand how
techniques like neural networks, fuzzy logic, Monte-Carlo simulation, and
chaos theory, might be applied to problems like risk management, portfolio
optimization, pricing, trading and estimating volatility," continued
Marshall. ``The conference is designed to help them understand what others
have done and to start them on the road to further innovation." 

The program committee, Chaired by Alan Tucker, a Financial Engineer, and
Benjamin Malamed, an Electrical Engineer, includes some of the best known
names in Mathematical Finance and Financial Engineering. ``What
distinguishes this group," said Tucker, ``is that they have all been
leaders in applying ideas originally developed in mathematics to the field
of finance." 

The Finance Track Tutorials begin with concurrent morning sessions on
Exotic Options, taught by Peter Zhang, Vice President at Chemical Bank and
one Term Structure Modeling by Richard Stanton, Assistant Professor of
Finance at the University of California at Berkeley. The afternoon session
on Risk Management will be taught by Jan Dash, Directory of Quantitative
Analysis at Smith Barney. The Engineering Track Tutorials begin with a
morning session on Statistical Methods taught by Douglas Martin, Professor
at the Department of Statistics, University of Washington, and continue
with concurrent afternoon sessions on Data Driven Models for Non-Linear
Time Series Modeling taught by Bonnie Ray, Professor of Mathematics at the
Center for Applied Math and Statistics, New Jersey Institute of
Technology, and on Neural Networks, Genetic Algorithms and Case-Based
Reasoning for Financial Engineering Applications, taught by Roy Freedman
of Inductive Solutions, Inc. 

For registration and further information, contact the CIFEr '96 Conference
Office: Phone 800-321-6338 or 714-752-8205. They are also reachable by FAX
at 714-752-7444 or by email at MeetingMgt@aol.com

Information is also available on the CIFEr homepage at

		http://www.ieee.org/nnc/conferences/cfp


--
Payman Arabshahi                        	Tel  : (205) 895-6380
Dept. of Electrical & Computer Eng.     	Fax  : (205) 895-6803
University of Alabama in Huntsville     	payman@ebs330.eb.uah.edu
Huntsville, AL 35899                    	http://www.eb.uah.edu/ece