NIPS*2005 WORKSHOP ANNOUNCEMENT

MACHINE LEARNING
IN FINANCE

Friday, December 9, 2005
Westin Resort, Whistler, British Columbia

WORKSHOP DESCRIPTION

Machine learning (ML) and related methods have produced some of the financial industry's most consistently profitable proprietary trading strategies during the past 20 years. With markets, trade execution and financial decision making becoming more automated and competitive, practitioners increasingly recognize the need for ML. This workshop brings together researchers from machine learning, academic finance and the financial industry to discuss problems in finance where ML may provide an edge.

ML themes include reinforcement learning, optimization methods, recurrent and state space models, on-line algorithms, evolutionary computing, kernel methods, bayesian estimation, wavelets, neural nets, SVMs, boosting and multi-agent simulation. Financial topics include high frequency data, trading strategies, execution models, forecasting, volatility, extreme events, credit risk, portfolio management, yield curve estimation, option pricing, and selection of indicators, models and equilibria.

WORKSHOP PROGRAM

The workshop will include 12 talks, 23 posters and demos, a financial industry panel, and plenty of time for lively discussion. For details, see the Workshop Program (PDF) . (Note: Due to the two page limit for the NIPS*2005 Workshop Program Booklet, some presentation titles and affiliations are abreviated. Only corresponding authors are listed.)

REGISTRATION AND INQUIRIES

NIPS*2005 Conference and Workshop Information: http://www.nips.cc/Conferences/2005/.
Click on the Registration Information link, or go directly to the NIPS Registration site: https://register.nips.salk.edu/ .
Westin Whistler Reservations: http://www.westinwhistler.com/reservations.html.
The NIPS room rate is $179 Canadian, discounted from $459 per night.

Workshop Inquiries:  MoodyLab [AT] ICSI.Berkeley.Edu

The NIPS Workshops and Westin Resort invariably sell out, so please register and reserve your accomodations early.

ORGANIZERS

John Moody, Algorithms Group
International Computer Science Institute
Berkeley & Portland, USA

Ramo Gencay, Dept. of Economics
Simon Fraser University
Vancouver, Canada

Neil Burgess, Ph.D.
Morgan Stanley
New York, USA

Amir Atiya
Dept. of Computer Engineering
Cairo University
Cairo, Egypt

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