Search results for "Finance"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
27	Tasadduq Imam, Kevin Tickle, Abdullahi Ahmed, William W. Guo	Linear Relationship between the aud/USD Exchange Rate and the Respective Stock Market Indices: a Computational Finance Perspective.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
27	Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann	Polynomial processes and their applications to mathematical finance.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
27	Antonia Azzini, Matteo De Felice, Andrea G. B. Tettamanzi	A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Dietmar Maringer, Tikesh Ramtohul	Regime-Switching Recurrent Reinforcement Learning in Automated Trading.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Nikos S. Thomaidis	A Soft Computing Approach to Enhanced Indexation.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang	Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Manfred Gilli, Enrico Schumann	Calibrating Option Pricing Models with Heuristics.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Alexandros Agapitos, Abhinav Goyal 0002, Cal Muckley	An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Yi-Ping Huang, Shu-Heng Chen, Min-Chin Hung, Tina Yu	An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Clíodhna Tuite, Alexandros Agapitos, Michael O'Neill 0001, Anthony Brabazon	Tackling Overfitting in Evolutionary-Driven Financial Model Induction.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Piotr Lipinski	Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors.	Natural Computing in Computational Finance (4)	2012	DBLP DOI BibTeX RDF
27	Thomas Fischer 0013	News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
27	Daniel E. O'Leary	Intelligent Systems in Accounting, Finance and Management: ISI journal and proceeding citations, and research issues from most-cited papers.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
27	Antoaneta Serguieva, Guglielmo Maria Caporale, Edward P. K. Tsang, Ronald R. Yager	Risk analysis in complex systems: intelligent systems in finance.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
27	Daniel E. O'Leary	Downloads and citations in Intelligent Systems in Accounting, Finance and Management.	Intell. Syst. Account. Finance Manag.	2009	DBLP DOI BibTeX RDF
27	Pierre L'Ecuyer	Quasi-Monte Carlo methods with applications in finance.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
27	Nicolas Navet, Shu-Heng Chen	On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Kerem Senel, A. Bulent Pamukcu, Serhat Yanik	An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Piotr Lipinski	Evolutionary Strategies for Building Risk-Optimal Portfolios.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Andrzej Bielecki, Pawel Hajto, Robert Schaefer	Hybrid Neural Systems in Exchange Rate Prediction.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Eva Alfaro-Cid, Alberto Cuesta-Cañada, Ken Sharman, Anna Esparcia-Alcázar	Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Biliana Alexandrova-Kabadjova, Edward P. K. Tsang, Andreas Krause 0002	Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Dietmar Maringer	Constrained Index Tracking under Loss Aversion Using Differential Evolution.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Jing Dang, Anthony Brabazon, Michael O'Neill 0001, David Edelman	Estimation of an EGARCHVolatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Kai Fan, Conall O'Sullivan, Anthony Brabazon, Michael O'Neill 0001	Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Rafal Drezewski, Leszek Siwik	Co-Evolutionary Multi-Agent System for Portfolio Optimization.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Ronald Hochreiter	Evolutionary Stochastic Portfolio Optimization.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	David Edelman	Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Célia da Costa Pereira, Andrea Tettamanzi	Fuzzy-Evolutionary Modeling for Single-Position Day Trading.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
27	Silvia Muzzioli, Huguette Reynaerts	Option Pricing in the Presence of Uncertainty.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Antonio Carlos Pinto Dias Alves	Fuzzy Models in Credit Risk Analysis.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Vitaly Schetinin, Jonathan E. Fieldsend, Derek Partridge, Wojtek J. Krzanowski, Richard M. Everson, Trevor C. Bailey, Adolfo Hernández	Estimating Classification Uncertainty of Bayesian Decision TreeTechnique on Financial Data.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Ildar Z. Batyrshin, Leonid Sheremetov, Raúl Herrera-Avelar	Perception Based Patterns in Time Series Data Mining.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Ildar Z. Batyrshin, Leonid Sheremetov	Perception-Based Functions in Qualitative Forecasting.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Janusz Kacprzyk, Slawomir Zadrozny	Towards Human-Consistent Data-Driven Decision Support Systems via Fuzzy Linguistic Data Summaries.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Ildar Z. Batyrshin, Tamás Rudas	Invariant Hierarchical Clustering Schemes.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Ildar Z. Batyrshin, Raúl Herrera-Avelar, Leonid Sheremetov, Aleksandra Panova	Moving Approximation Transform and Local Trend Associations inTime Series Data Bases.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Bernard De Baets, Hans E. De Meyer	Toward Graded and Nongraded Variants of Stochastic Dominance.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Dymitr Ruta	Towards Automated Share Investment System.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Alexander V. Yazenin	Possibilistic-Probabilistic Models and Methods of Portfolio Optimization.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Luis E. Rocha-Mier, Leonid Sheremetov, Francisco Villarreal	Collective Intelligence in Multiagent Systems: Interbank PaymentSystems Application.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Milan Mares	Fuzzy Components of Cooperative Markets.	Perception-based Data Mining and Decision Making in Economics and Finance	2007	DBLP DOI BibTeX RDF
27	Knut Hüper	A Dynamical System Approach to Matrix Eigenvalue Algorithms.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Johannes M. Schumacher	Control and Financial Engineering.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Joseph A. Ball, Victor Vinnikov	Overdetermined Multidimensional Systems: State Space and Frequency Domain Methods.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Gérard Ben Arous, Allen R. Tannenbaum, Ofer Zeitouni	Crystalline Stochastic Systems and Curvature Driven Flows.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Jan C. Willems, Harish K. Pillai	Dissipative Distributed Systems.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	J. William Helton	Manipulating Matrix Inequalities Automatically.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Olof J. Staffans	Passive and Conservative Infinite-Dimensional Impedance and Scattering Systems (From a Personal Point of View).	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Shmuel Friedland	Multi-Dimensional Capacity, Pressure and Hausdorff Dimension.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Per-Olof Persson, Gilbert Strang	Smoothing by Savitzky-Golay and Legendre Filters.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Sjoerd M. Verduyn Lunel	Spectral Theory for Neutral Delay Equations with Applications to Control and Stabilization.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Robert J. McEliece, Muhammed Yildirim	Belief Propagation on Partially Ordered Sets.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Raffaello D'Andrea, Cedric Langbort, Ramu S. Chandra	A State Space Approach to Control of Interconnected Systems.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Anthony M. Bloch	Dissipative Dynamics in Classical and Quantum Conservative Systems.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Uwe Helmke, Jens Jordan	Numerics Versus Control.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Mark S. Alber, Maria A. Kiskowski, James A. Glazier, Yi Jiang	On Cellular Automaton Approaches to Modeling Biological Cells.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Pascal O. Vontobel, Hans-Andrea Loeliger	On Factor Graphs and Electrical Networks.	Mathematical Systems Theory in Biology, Communications, Computation, and Finance	2003	DBLP DOI BibTeX RDF
27	Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions	Applications of Malliavin calculus to Monte-Carlo methods in finance. II.	Finance Stochastics	2001	DBLP DOI BibTeX RDF
27	James R. Coakley, Carol E. Brown	Artificial neural networks in accounting and finance: modeling issues.	Intell. Syst. Account. Finance Manag.	2000	DBLP DOI BibTeX RDF
27	Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe	White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.	Finance Stochastics	2000	DBLP DOI BibTeX RDF
27	Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi	Applications of Malliavin calculus to Monte Carlo methods in finance.	Finance Stochastics	1999	DBLP DOI BibTeX RDF
27	Boris Leblanc, Marc Yor	Lévy processes in finance: a remedy to the non-stationarity of continuous martingales.	Finance Stochastics	1998	DBLP DOI BibTeX RDF
27	Andrew Lymer	Second international meeting on artificial intelligence in accounting, finance and tax, Punta Umbria, Spain, 27-28 September 1996.	Intell. Syst. Account. Finance Manag.	1997	DBLP DOI BibTeX RDF
27	Kent Daniel, Sheridan Titman	Chapter 23 Financing investment under asymmetric information.	Finance	1995	DBLP DOI BibTeX RDF
27	Peter P. Carr, Robert A. Jarrow	Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices.	Finance	1995	DBLP DOI BibTeX RDF
27	Gordon Sick	Chapter 21 Real options.	Finance	1995	DBLP DOI BibTeX RDF
27	John M. Mulvey, William T. Ziemba	Chapter 15 Asset and liability allocation in a global environment.	Finance	1995	DBLP DOI BibTeX RDF
27	Robert Jarrow	Chapter 8 Pricing interest rate options.	Finance	1995	DBLP DOI BibTeX RDF
27	George M. Constantinides, A. G. Malliaris 0001	Chapter 1 Portfolio theory.	Finance	1995	DBLP DOI BibTeX RDF
27	Peter Swoboda, Josef Zechner	Chapter 24 Financial structure and the tax system.	Finance	1995	DBLP DOI BibTeX RDF
27	Walter N. Torous	Chapter 11 Mortgage backed securities.	Finance	1995	DBLP DOI BibTeX RDF
27	Terry A. Marsh	Chapter 9 Term structure of interest rates and the pricing of fixed income claims and bonds.	Finance	1995	DBLP DOI BibTeX RDF
27	Mark Grinblatt, Sheridan Titman	Chapter 19 Performance evaluation.	Finance	1995	DBLP DOI BibTeX RDF
27	Joseph A. Cherian, Robert A. Jarrow	Chapter 20 Market manipulation.	Finance	1995	DBLP DOI BibTeX RDF
27	Stephen F. LeRoy, Douglas G. Steigerwald	Chapter 14 Volatility.	Finance	1995	DBLP DOI BibTeX RDF
27	Linda Canina, Stephen Figlewski	Chapter 10 Program trading and stock index arbitrage.	Finance	1995	DBLP DOI BibTeX RDF
27	Vojislav Maksimovic	Chapter 27 Financial structure and product market competition.	Finance	1995	DBLP DOI BibTeX RDF
27	Gabriel Hawawini, Donald B. Keim	Chapter 17 On the predictability of common stock returns: World-wide evidence.	Finance	1995	DBLP DOI BibTeX RDF
27	Allan W. Kleidon	Chapter 16 Stock market crashes.	Finance	1995	DBLP DOI BibTeX RDF
27	David A. Easley, Maureen O'Hara	Chapter 12 Market microstructure.	Finance	1995	DBLP DOI BibTeX RDF
27	René M. Stulz	Chapter 6 International portfolio choice and asset pricing: An integrative survey.	Finance	1995	DBLP DOI BibTeX RDF
27	Anjan V. Thakor	Chapter 32 Financial intermediation and the market for credit.	Finance	1995	DBLP DOI BibTeX RDF
27	David H. Pyle	Chapter 33 The U.S. savings and loan crisis.	Finance	1995	DBLP DOI BibTeX RDF
27	Robert Jarrow, Vojislav Maksimovic, William T. Ziemba	Preface.	Finance	1995	DBLP DOI BibTeX RDF
27	Franklin Allen, Andrew Winton	Chapter 22 Corporate financial structure, incentives and optimal contracting.	Finance	1995	DBLP DOI BibTeX RDF
27	Lemma W. Senbet, James K. Seward	Chapter 28 Financial distress, bankruptcy and reorganization.	Finance	1995	DBLP DOI BibTeX RDF
27	David Hirschleifer	Chapter 26 Mergers and acquisitions: Strategic and informational issues.	Finance	1995	DBLP DOI BibTeX RDF
27	Vasant Naik	Chapter 2 Finite state securities market models and arbitrage.	Finance	1995	DBLP DOI BibTeX RDF
27	B. Espen Eckbo, Ronald W. Masulis	Chapter 31 Seasoned equity offerings: A survey.	Finance	1995	DBLP DOI BibTeX RDF
27	Gregory Connor, Robert A. Korajczyk	Chapter 4 The arbitrage pricing theory and multifactor models of asset returns.	Finance	1995	DBLP DOI BibTeX RDF
27	Roger G. Ibbotson, Jay R. Ritter	Chapter 30 Initial public offerings.	Finance	1995	DBLP DOI BibTeX RDF
27	Donald B. Hausch, William T. Ziemba	Chapter 18 Efficiency of sports and lottery betting markets.	Finance	1995	DBLP DOI BibTeX RDF
27	Nils H. Hakansson, William T. Ziemba	Chapter 3 Capital growth theory.	Finance	1995	DBLP DOI BibTeX RDF
27	Franklin Allen, Roni Michaely	Chapter 25 Dividend policy.	Finance	1995	DBLP DOI BibTeX RDF
27	Werner F. M. De Bondt, Richard H. Thaler	Chapter 13 Financial decision-making in markets and firms: A behavioral perspective.	Finance	1995	DBLP DOI BibTeX RDF
27	Wayne E. Ferson	Chapter 5 Theory and empirical testing of asset pricing models.	Finance	1995	DBLP DOI BibTeX RDF
26	Kiran Kola, Ruppa K. Thulasiram, Parimala Thulasiraman	A software architecture framework for on-line option pricing.	J. Supercomput.	2009	DBLP DOI BibTeX RDF	Mobile/ubiquitous computing, Web table-mining, Finance applications, Option pricing algorithms, J2ME, MIDP
26	Girish K. Jha, Sameer Kumar 0005, Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram	Option pricing using Particle Swarm Optimization.	C3S2E	2009	DBLP DOI BibTeX RDF	Black-Scholes, particle swarm optimization, swarm intelligence, option pricing, computational finance
26	David Quintana, Yago Sáez, Asunción Mochón, Pedro Isasi	Early bankruptcy prediction using ENPC.	Appl. Intell.	2008	DBLP DOI BibTeX RDF	Evolutionary nearest neighbor classifier, Artificial intelligence, Evolutionary computation, Finance, Bankruptcy