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ORCIDCIFEr 1998: New York City, NY, USA
- Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering, CIFEr 1998, New York City, USA, June 25, 1998. IEEE 1998, ISBN 0-7803-4930-X
- Michael B. Kremer, R. Douglas Martin:
Outliers, influence functions, and robust portfolio optimization. 1-14 - Pongsak Hoontrakul, Peter J. Ryan, Anya Khanthavit, Stylianos Perrakis:
A theory of price formation in a market with short sale prohibition. 15-65 - David Andrew D'Zmura:
Forecasting expectations of insured depository default and catastrophic losses. 66-91 - Magne Setnes, Uzay Kaymak, H. R. van Nauta Lemke:
Fuzzy target selection in direct marketing. 92-97 - Nikolai V. Hovanov, James W. Kolari:
Estimating the overall financial performance of Mexican banks using a new method for quantifying subjective information. 98-122 - Konstantinos N. Pantazopoulos, Vassilios S. Verykios, Elias N. Houstis:
A knowledge based system for evaluation of option pricing algorithms. 123-140 - Andrew D. Back, Andreas S. Weigend:
What drives stock returns?-an independent component analysis. 141-156 - Lei Xu, Wai-Man Leung:
Cointegration by MCA and modular MCA. 157-160 - J. Robert Boston:
A measure of uncertainty for stock performance. 161-164 - Constantine Papageorgiou:
Mixed memory Markov models for time series analysis. 165-170 - Roger M. Stein, Robert N. Bernard:
Data mining the future: genetic discovery of good trading rules in agent-based financial market simulations. 171-179 - Peter Schaller:
On cash flow mapping in VAR estimations. 180-188 - Oscar Castillo
, Patricia Melin:
A new fuzzy-genetic approach for the simulation and forecasting of international trade non-linear dynamics. 189-196 - N. K. Chidambaran, C. W. Jevons Lee, Joaquin R. Trigueros:
Adapting Black-Scholes to a non-Black-Scholes environment via genetic programming. 197-211 - Michael B. Kremer, R. Douglas Martin:
Outliers, influence functions, and robust portfolio optimization. 212-215 - Hans-Ulrich Bauer:
Exploiting topography of neural maps: a case study on investment strategies for emerging markets. 216-219 - Ronald R. Yager, Rachel Lau:
A new approach to the fusion of expert information. 220-223 - Dajiang Guo:
The risk premium of volatility implicit in currency options. 224-251 - Dave Cliff:
Genetic optimization of adaptive trading agents for double-auction markets. 252-258 - Juan M. Corchado, Colin Fyfe, Brian Lees:
Unsupervised learning for financial forecasting. 259-263
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