| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Sarunas Raudys, Aistis Raudys |
Three decision making levels in portfolio management.  |
CIFEr  |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Murray A. Ruggiero |
Intermarket divergence - A robust method for generating robust signals for a wide range of markets. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Jie Yang, Yimin Chen |
A new solution method for customer grading problem with multi-factor constraint. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Hassan Alam, Aman Kumar, Cheryl Lee, Yuliya Tarnikova |
A Pattern Recognition approach to automated XBRL extraction. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Jan W. Dash |
Stressed Value-at-Risk. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Ralf Salomon, Peter Heydebreck, Lars R. Krueger |
Bio-inspired optimization of Fuzzy Cognitive Maps for their use as a means in the pricing of complex assets. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Renato A. Aguiar |
Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Jianjun Yang, Zitian Wang, Bingwu Liu, Shaohua Tan |
Continuous variable based Bayesian network structure learning from financial factors. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu |
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Josef Langmayer, Pavel Pesout |
Common Data and Controlling General Ledger paradigm of banking data services. |
CIFEr |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Gustavo de Oliveira Aggio, Rosangela Ballini, Fernando A. C. Gomide |
Out-of-equilibrium price dynamics and the inflationary process. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | |
2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011 |
CIFEr |
2011 |
DBLP BibTeX RDF |
|
| 1 | Adam Ghandar, Zbigniew Michalewicz |
An experimental study of Multi-Objective Evolutionary Algorithms for balancing interpretability and accuracy in fuzzy rulebase classifiers for financial prediction. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Evangelos Papacostantis, Andries P. Engelbrecht |
Coevolutionary particle swarm optimization for evolving trend reversal indicators. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Monira Essa Aloud, Edward P. K. Tsang, Alexandre Dupuis, Richard Olsen |
Minimal agent-based model for the origin of trading activity in Foreign exchange market. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Antoaneta Serguieva, Fang Liu, Paresh Date |
Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Amin Gharipour, Ali Yousefian Jazi, Morteza Sameti |
Forecast combination with optimized SVM based on quantum-inspired hybrid evolutionary method for complex systems prediction. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Viorel Milea, Rui Jorge Almeida, Uzay Kaymak, Flavius Frasincar |
A fuzzy model of a European index based on automatically extracted content information. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Jason F. Nicholls, Katherine M. Malan, Andries P. Engelbrecht |
Comparison of trade decision strategies in an equity market GA trader. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Vahid Behbood, Jie Lu 0001 |
Intelligent financial warning model using Fuzzy Neural Network and case-based reasoning. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Xian Li 0003, Jie Bao 0001, James A. Hendler |
Fundamental analysis powered by Semantic Web. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Matthew Butler 0001, Dimitar Kazakov |
The effects of variable stationarity in a financial time-series on Artificial Neural Networks. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Peter Sarlin |
Sovereign debt monitor: A visual Self-organizing maps approach. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | José M. Merigó, Anna Maria Gil Lafuente |
Financial decision making with distance measures and induced probabilistic generalized aggregation operators. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | G. A. Vijayalakshmi Pai, Thierry Michel |
Evolutionary optimization of Risk Budgeted long-short portfolios. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Dietmar Maringer, Tikesh Ramtohul |
GP-based rebalancing triggers for the CPPI. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Thomas Bärecke, Bernadette Bouchon-Meunier, Marcin Detyniecki |
Fuzzy present value. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Ariful Hoque, Chandra Krishnamurti |
Modeling moneyness volatility in measuring exchange rate volatility. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | PatrÃcia Xufre, António J. L. Rodrigues |
Investment strategies based on supervised learning. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang |
Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Ahmad AlShami, Ahmad Lotfi, Eugene Lai, Simeon Coleman |
Unified knowledge economy competitiveness index using fuzzy clustering model. |
CIFEr |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Milan Lovric, Uzay Kaymak, Jaap Spronk |
Overconfident investors in the LLS agent-based artificial financial market. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Scott H. Mathews |
Tutorial: Boeing's method for valuing high-risk high-return technology projects using real options. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Dave Twardowski, Robert Savell, George Cybenko |
Process learning of network interactions in market microstructures. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Kin Lam, Philip L. H. Yu, Ling Xin |
Accumulator pricing. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Ben Collingsworth, Ronaldo Menezes, Paulo Martins 0004 |
Assessing organizational stability via network analysis. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Ahmed Okasha, Colin G. Johnson |
Agent-based computational economics: Studying the effect of different levels of rationality on inflation and unemployment. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Agostino Capponi |
A calibration method for structural models of credit risk with reporting bias. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Daniel Paraschiv, Srinivas Raghavendra, Laurentiu Vasiliu |
Stocks scanner evaluator for stocks or options. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Benjamin Fonooni, Seied Javad Mousavi Moghadam |
Applying induced aggregation operator in designing intelligent monitoring system for financial market. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | |
2009 IEEE Symposium on Computational Intelligence for Financial Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009 |
CIFEr |
2009 |
DBLP BibTeX RDF |
|
| 1 | Agostino Capponi |
Tutorial: Frontiers of computational engineering and finance: Modeling and calibrating credit risk. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Shu-Heng Chen, Chung-Ching Tai |
Modeling intelligence of learning agents in an artificial double auction market. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Hang T. Nguyen, Ian T. Nabney |
Energy forward price prediction with a hybrid adaptive model. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Yuxi Li, Li Cheng 0001, Dale Schuurmans |
Inference of the structural credit risk model using MLE. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Fan-Yong Liu |
The fuzzy term structure of interest rates of the National Debt Market in China. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Christiane Lemke, Silvia Riedel, Bogdan Gabrys |
Dynamic combination of forecasts generated by diversification procedures applied to forecasting of airline cancellations. |
CIFEr |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Roy Cerqueti, Giulia Rotundo |
Microeconomic modeling of financial time series with long term memory. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Rui Jiang, Kwok Yip Szeto |
Extraction of investment strategies based on moving averages: A genetic algorithm approach. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Leonard C. MacLean, Yonggan Zhao, William T. Ziemba |
A process control approach to investment risk. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Tony Van Gestel, Bart Baesens, Johan A. K. Suykens, Marcelo Espinoza, Dirk-Emma Baestaens, Jan Vanthienen, Bart De Moor |
Bankruptcy prediction with least squares support vector machine classifiers. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Jessica K. Ting, Michael K. Ng 0001, Hongqiang Rong, Joshua Zhexue Huang |
Statistical models for time sequences data mining. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Richard Coggins, Adam Blazejewski, Michael Aitken |
Optimal trade execution of equities in a limit order market. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Mieko Tanaka-Yamawaki, Shinya Komaki, Tsuyoshi Itabashi |
Arbitrage chances and the non-Gaussian features of financial data. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | H. S. Ng, K. P. Lam, S. S. Lam |
Incremental genetic fuzzy expert trading system for derivatives market timing. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Cho-Hoi Hui, Edward Chi-Fai Lo, Nicole Ming-Xi Huang |
Estimation of default probability by three-factor structural model. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa |
The maximum drawdown of the Brownian motion. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Dave Cliff, Vibhu Walia, Andrew Byde |
Evolved hybrid auction mechanisms in non-ZIP trader marketplaces. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Malik Magdon-Ismail |
Pricing the American put using a new class of tight lower bounds. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Lijuan Cao, Kok Seng Chua, Lim Kian Guan |
Combining KPCA with support vector machine for time series forecasting. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Ka Wo Lau, Yue Kuen Kwok |
Optimal calling policies in convertible bonds. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Christian Keber, Matthias G. Schuster |
Generalized ant programming in option pricing: determining implied volatilities based on American put options. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Erhan Bayraktar, H. Vincent Poor, Ronnie Sircar |
Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using wavelets. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Lijuan Cao, Kok Seng Chua, Lim Kian Guan |
c-ascending support vector machines for financial time series forecasting. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | R. Graham Bates, Michael A. H. Dempster, Yazann S. Romahi |
Evolutionary reinforcement learning in FX order book and order flow analysis. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Carl Gold |
FX trading via recurrent reinforcement learning. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Filippo Neri, Massimo G. Noro, Ettore Piccirillo |
Including life-time and options in residual income indicators. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Katharyn A. Boyle, Thomas F. Coleman, Yuying Li 0001 |
Hedging a portfolio of derivatives by modeling cost. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Jin E. Zhang, Jinghong Shu |
Pricing S&P 500 index options with Heston's model. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Stefan Kooths, Timo Mitze, Eric Ringhut |
Inflation forecasting - a comparison between econometric methods and a computational approach based on genetic-neural fuzzy rule-bases. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Gabriel Pui Cheong Fung, Jeffrey Xu Yu, Wai Lam |
Stock prediction: Integrating text mining approach using real-time news. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Jinwoo Baek, Sungzoon Cho |
Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firms. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Yuji Yamada, James A. Primbs |
Mean square optimal hedges using higher order moments. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Michael Small, Chi Kong Tse |
Evidence for deterministic nonlinear dynamics in financial time series data. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Edward Jimenez |
Attrition and preemption in credit/debit cards incentives: models and experiments. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Thomas Lux, Sascha Schornstein |
Genetic learning as an explanation of stylized facts of foreign exchange markets. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Jianqing Fan, Juan Gu |
Data-analytic approaches to the estimation of Value-at-Risk. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Edward Qian |
Mean-variance optimization and pair-wise strategies. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Peter Reinhard Hansen, Asger Lunde |
Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive ability. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Jun-Myung Lee, Sungzoon Cho, Jinwoo Baek |
Trend detection using auto-associative neural networks: Intraday KOSPI 200 futures. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Paul Lajbcygier, Mei Yong Ong |
Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Mona R. El Shazly |
An artificial neural network framework for dual interest rate parity. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Chueh-Yung Tsao, Shu-Heng Chen |
Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Zheng Rong Yang |
Support vector machines for company failure prediction. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Xiaorong Chen |
Co-evolutionary multi-agent-based modeling of artificial stock market by using the GP approach. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Rahul Desai, Tanmay Lele, Frederi Viens |
A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Hirofumi Suto, James Alleman, Paul Rappoport |
Simple decision making criterion as real options. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Barbara Chizzolini, Bruno Sitzia |
Risk related non linearities in exchange rates: A comparison of parametric and semiparametric estimates. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Matthias G. Schuster |
A multiobjective genetic programming approach for pricing and hedging derivative securities. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | |
2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003 |
CIFEr |
2003 |
DBLP BibTeX RDF |
|
| 1 | Chung-Gee Lin, Chuang-Chang Chang, Min-Teh Yu |
The valuation of a Euro-Convertible Bond. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Yue Fang, Sakae Wada, John E. Moody |
Stock returns: momentum, volatility and interest rates. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Yoshinori Kawasaki, Shigeru Tachiki, Hideo Udaka, Tomoaki Hirano |
A characterization of long-short trading strategies based on cointegration. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Christopher Zapart |
Statistical arbitrage trading with wavelets and artificial neural networks. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Gopal K. Basak, Ngai Hang Chan, Philip P. K. Lee |
Order selection of continuous time models: Applications to estimation of risk premiums. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Angelo Alessandri, Cristiano Cervellera, Filippo Aldo Grassia |
Application of neural control to economic growth problems. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu |
Analytics and algorithms for geometric average trigger reset options. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | James A. Primbs, Yuji Yamada |
A moment based analysis of hedging under discrete trading. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Kai Chun Chiu, Lei Xu 0001 |
On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Raj Aggarwal, Min Qi |
The behavior of large changes in Asian exchange rates. |
CIFEr |
2003 |
DBLP DOI BibTeX RDF |
|
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