Tutorial (joinly held with CIFEr2003 Tutorial)
Chaired by: Prof. CHAN, Lai-Wan

20 March 2003 (Thursday)
Venue: The Hong Kong Polytechnic University

Tutorial Registration
Note: Early Registration due date: 15 March 2003

Final Tutorial Program

Tutorial Speakers

The tutorial has been scheduled on March 20, 2003, which will be given by the three world-leading experts. One is John Moody, the Professor in Computer Science at the Oregon Graduate Institute, is the Director of the Computational Finance Program. The other two speakers are Halbert L. White (Professor of Economics in UCSD), and Amir Atiya (Professor of Cairo University), both of who are the Guest Editor of the Special Issue of IEEE Transactions on Neural Networks in Financial Engineering.

Tutorial Topic

Amir AtiyaIssues in trading system design
Halbert L. WhiteData over-mining and how to avoid it
John MoodyReinforcement learning in finance

Map for Reference: