| Tutorial CIFER-T1: Frontiers of Computational Engineering and Finance: Modeling and Calibrating Credit Risk |
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Monday, March 30, 8:30AM-10:30AM, Room: Hermitage B, Instructor: Agostino Capponi, California Institute of Technology, USA |
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Session CIFER-1 Financial Engineering Applications: Risk Management & Time Series Analysis |
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Monday, March 30, 11:00AM-1:00PM, Room: Hermitage B, Chair: Robert Golan, DBmind Technologies Inc., USA |
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A Calibration Method for Structural Models of Credit Risk with Reporting Bias [ #4] |
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1 | (7) |
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Inference of the Structural Credit Risk Model using MLE [ #12] |
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8 | (6) |
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The Fuzzy Term Structure of Interest Rates of the National Debt Market in China [ #15] |
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14 | (6) |
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Panel Session CIFER-2 XBRL and CIFEr integrations - our roadmap |
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Monday, March 30, 2:00PM-4:00PM, Room: Hermitage B, Chair: Mike Willis, PricewaterhouseCoopers LLP, USA |
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XBRL and CIFEr integrations - our roadmap |
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Session CIFER-3 Financial Engineering Applications: Algol Trading & Computational Economic |
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Monday, March 30, 4:30PM-6:30PM, Room: Hermitage B, Chair: Robert Golan, DBmind Technologies Inc., USA |
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Agent-Based Computational Economics: Studying the Effect of Different Levels of Rationality on Inflation and Unemployment [ #2] |
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20 | (8) |
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Stocks Scanner Evaluator for Stocks or Options [ #8] |
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28 | (8) |
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Modeling Intelligence of Learning Agents in An Artificial Double Auction Market [ #16] |
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36 | (7) |
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Tutorial CIFER-T2 Boeing's Method for Valuing High-Risk High-Return Technology Projects Using Real Options |
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Tuesday, March 31, 8:30AM-10:30AM, Room: Hermitage B, Instructor: Scott Mathews, Boeing Research and Technology, The Boeing Company, USA |
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Session CIFER-4 Applications & Models: Data Mining & Behavioral Finance & Energy Markets |
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Tuesday, March 31, 11:00AM-1:00PM, Room: Hermitage B, Chair: Robert Golan, DBmind Technologies Inc., USA |
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Assessing Organizational Stability via Network Analysis [ #10] |
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43 | (8) |
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Process Learning of Network Interactions in Market Microstructures [ #14] |
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51 | (7) |
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Overconfident Investors in the LLS Agent-Based Artificial Financial Market [ #17] |
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58 | (8) |
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Energy Forward Price Prediction with a Hybrid Adaptive Model [ #18] |
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66 | (6) |
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Panel Session CIFER-5 What the Financial Industry needs from CIFEr to ease its burdens |
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Tuesday, March 31, 2:00PM-4:00PM, Room: Hermitage B, Chair: Pete Angeline, Resurgent Capital Services, USA |
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What the Financial Industry needs from CIFEr to ease its burdens |
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Session CIFER-6 Applications & Models: Intelligent Trading Agents & Pricing & Forecasting |
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Tuesday, March 31, 4:30PM-6:30PM, Room: Hermitage B, Chair: Robert Golan, DBmind Technologies Inc., USA |
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Accumulator Pricing [ #3] |
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72 | (8) |
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Applying Induced Aggregation Operator in Designing Intelligent Monitoring System for Financial Market [ #5] |
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80 | (5) |
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Seied Javad Mousavi Moghadam |
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Dynamic Combination of Forecasts Generated by Diversification Procedures Applied to Forecasting of Airline Cancellations [ #6] |
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85 | |
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| Author Index |
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