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 |