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ORCIDCIFEr 1999: New York City, NY, USA
- Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999. IEEE 1999, ISBN 0-7803-5663-2
- Ron D'Vari, Juan C. Sosa:
A new method for estimating value-at-risk of Brady bond portfolios. 1-5 - Sabyasachi Ghoshray:
Reducing arbitrage risk by fuzzy regression based prediction of exchange rates for composite currencies. 6-16 - Oscar Castillo
, Patricia Melin:
A new method for adaptive model-based control of economic systems using a neuro-fuzzy-genetic approach: the case of international trade dynamics. 17-26 - Ako Doffou, Jimmy E. Hilliard:
Testing a jump-diffusion stochastic interest rates model in currency options markets. 27-63 - V. Srikanth:
Intelligent trading systems: a multi-agent hybrid architecture. 64-73 - Elion Chin, Andreas S. Weigend, Heinz Zimmermann:
Computing portfolio risk using Gaussian mixtures and independent component analysis. 74-117 - Isaac J. Chang, Andreas S. Weigend:
Nonlinear prediction of conditional percentiles for value-at-risk. 118-134 - Christian D. Pirkner, Andreas S. Weigend, Heinz Zimmermann:
Extracting risk-neutral densities from option prices using mixture binomial trees. 135-158 - Helmut Mausser, Dan Rosen:
Beyond VaR: parametric and simulation-based risk management tools. 159-162 - Helmut Mausser, Dan Rosen:
Beyond VaR: from measuring risk to managing risk. 163-178 - Meng-Hiot Lim, Donald C. Wunsch II:
A fuzzy perspective towards technical analysis-case study of trend prediction using moving averages. 179-182 - Ragnar H. Lesch, Yannick Caillé, David Lowe:
Component analysis in financial time series. 183-190 - Georgios Lezos, Monte P. Tull:
Neural network and fuzzy logic techniques for time series forecasting. 191-197 - Robert L. Navin:
Convertible bond valuation: 20 out of 30 day soft-call. 198-217 - Chris M. Kenyon, Stathis Tompaidis:
Real options in leasing semi-submersible rigs in the North Sea. 218-239 - Mehdi Azzouzi, Ian T. Nabney:
Modelling financial time series with switching state space models. 240-249 - Magne Setnes, O. J. H. van Drempt:
Fuzzy modeling in stock-market analysis. 250-258 - Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner:
Fat tails and non-linearity in volatility models: what is more important? 259-266 - Jianwei Zhang, Alois C. Knoll:
Modelling multivariate data by neuro-fuzzy systems. 267-270 - Derong Liu, Yan Kong, Edward G. Luxford:
An adaptive critic approach for self-learning stock trading. 271-280 - Joaquin R. Trigueros:
Extracting earnings information from financial statements via genetic algorithms. 281-296 - Alvin Kuruc, Bernard Lee, Alastair Wilkins:
On hedge effectiveness and risk decomposition. 297-321
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