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ORCIDCIFEr 2012: New York City, NY, USA
- Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. IEEE 2012, ISBN 978-1-4673-1802-0
- Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak
, Viorel Milea:
A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems. 1-8 - Luigi Troiano, Pravesh Kriplani:
A mean-reverting strategy based on fuzzy transform residuals. 1-7 - Okan Duru, Shigeru Yoshida:
Modeling principles in fuzzy time series forecasting. 1-7 - José M. Merigó, Montserrat Casanovas:
Linguistic decision making with probabilistic information and induced aggregation operators. 1-7 - Eugenio Dante Suarez, Farzan Aminian, Mehran Aminian:
The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR markets. 1-8 - Matthew Butler, Dimitar Kazakov:
A learning adaptive Bollinger band system. 1-8 - Fei Wang, Philip L. H. Yu, David W. Cheung:
Complex stock trading strategy based on Particle Swarm Optimization. 1-6 - Raymond Yim, Andrew Brzezinski:
Limit order placement across multiple exchanges. 1-8 - Alain Bretto, Joel Priolon:
A new approach to asset pricing with rational agents behaving strategically. 1-7 - 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. 1-8 - Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu:
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. 1-8 - William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho:
Pricing discrete Asian barrier options on lattices. 1-8 - Dragan Kukolj, Nikola Gradojevic, Camillo Lento:
Improving non-parametric option pricing during the financial crisis. 1-7 - Yi-Cheng Tsai, Zheng-Hui Chen, Jan-Ming Ho, Ming-Yang Kao, Chin-Laung Lei, Szu-Lang Liao:
Closed-form mortgage pricing formula with outstanding principal as prepayment value. 1-7 - Emrah Bulut, Okan Duru, Shigeru Yoshida:
Exponential length of intervals for fuzzy time series forecasting. 1-6 - José M. Merigó:
Decision making in complex environments with generalized aggregation operators. 1-7 - Leandro Maciel, Fernando A. C. Gomide, Rosangela Ballini:
MIMO evolving functional fuzzy models for interest rate forecasting. 1-8 - Mahima Gupta:
Group decision making in fuzzy environment. 1-5 - Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei Kirilenko, Peter A. Beling, William T. Scherer:
Behavior based learning in identifying High Frequency Trading strategies. 1-8 - Patrick Gabrielsson, Rikard König, Ulf Johansson:
Hierarchical Temporal Memory-based algorithmic trading of financial markets. 1-8 - Carlo Noel Ochotorena, Cecille Adrianne Yap, Elmer P. Dadios, Edwin Sybingco:
Robust stock trading using fuzzy decision trees. 1-8 - Guillermo Franco:
Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management. 1-7 - Frederik Hogenboom, Michael de Winter, Milan Jansen, Alexander Hogenboom, Flavius Frasincar, Uzay Kaymak:
Event-based historical Value-at-Risk. 1-7 - Ivette Luna, Rosangela Ballini:
Online estimation of stochastic volatility for asset returns. 1-7 - William M. Cheung, Si U. Lo:
Liquidity risk spillover: Evidence from cross-country analysis. 1-7 - Murray A. Ruggiero:
Intermarket divergence - A robust method for generating robust signals for a wide range of markets. 1-7 - Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi:
A study on the reversal mechanism for large stock price declines using artificial markets. 1-7 - Ronald R. Yager, Rachel L. Yager:
A new approach to risk management using soft information. 1-7 - Danko Brezak, Tomislav Bacek, Dubravko Majetic, Josip Kasac, Branko Novakovic:
A comparison of feed-forward and recurrent neural networks in time series forecasting. 1-6 - Leandro Maciel, Fernando A. C. Gomide, Rosangela Ballini:
Modeling the term structure of government bond yields with a differential evolution algorithm. 1-8 - Sarunas Raudys, Aistis Raudys:
Three decision making levels in portfolio management. 1-8 - Hsin-Tsung Peng, Chi-Fang Chang, Szu-Lang Liao, Ming-Yang Kao, Feipei Lai, Jan-Ming Ho:
The development of a real-time valuation service of financial derivatives. 1-8 - Jie Yang, Yimin Chen:
A new solution method for customer grading problem with multi-factor constraint. 1-5 - Wei Cui, Anthony Brabazon:
An agent-based modeling approach to study price impact. 1-8 - Matthew Butler, Dimitar Kazakov:
Testing implications of the Adaptive Market Hypothesis via computational intelligence. 1-8 - Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer:
An agent based model of the E-Mini S&P 500 applied to flash crash analysis. 1-8 - Jianjun Yang, Zitian Wang, Bingwu Liu, Shaohua Tan:
Continuous variable based Bayesian network structure learning from financial factors. 1-6 - Jose Alejandro Avellaneda Gonzalez, Cynthia Maria Ochoa-Rey, Juan Carlos Figueroa García:
A Self-Organizing Neural Fuzzy System to forecast the price of Ecopetrol shares. 1-6 - Najib Altawell:
Financing for rural electrification. 1-8 - Sujit Das, Mukul Goyal:
Rebalancing a two-asset Markowitz portfolio: A fundamental analysis. 1-8 - Phil Maguire, Donal O'Sullivan, Philippe Moser, Gavin Dunne:
Risk-adjusted portfolio optimisation using a parallel multi-objective evolutionary algorithm. 1-8 - Sujit Das, Mukul Goyal:
Discrete-time log-optimal portfolio rebalancing: A scalable efficient algorithm. 1-7 - Aderemi Adewumi, Annaliza Moodley:
Comparative results of heuristics for portfolio selection problem. 1-6 - Nikolay Y. Nikolaev, Evgueni N. Smirnov:
Analytical factor stochastic volatility modeling for portfolio allocation. 1-8 - Farhad Pourkalbassi, Alireza Bahiraie, Aishah Hamzah:
On behavior of Malaysian equities through fractal analysis. 1-7 - Bernadette Bouchon-Meunier, Gilles Moyse:
Fuzzy linguistic summaries: Where are we, where can we go? 1-8 - C. Augusto Casas:
Parallelization of artificial neural network training algorithms: A financial forecasting application. 1-6 - Hassan Alam, Aman Kumar, Cheryl Lee, Yuliya Tarnikova:
A Pattern Recognition approach to automated XBRL extraction. 1-8 - Venkata L. Raju Chinthalapati:
Volatility forecast in FX markets using evolutionary computing and heuristic techniques. 1-8 - Jie Du, Roy Rada:
Knowledge-guided genetic algorithm for financial forecasting. 1-8 - Reza Khosravani:
A semi-naive Bayes model to forecast the probability distribution of excess returns in the U.S. stock market. 1-5 - Yan Chen:
Stock trading system based on portfolio beta and evolutionary algorithms. 1-8 - William M. Cheung, Conrad L. Cheng:
Order aggressiveness of option market: Evidence from the 2008 credit crisis. 1-5 - Charles A. Worrell:
An analytic environment for systemic risk - Risk modeling support for financial policy makers. 1-5 - Wei Duan, Zhaoguang Hu, Yuhui Zhou, Xiao Xiao:
Input output table updating based on Agent-Responses Equilibrium model. 1-4 - Mahnaz Manteqipour:
Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios. 1-5 - Josef Langmayer, Pavel Pesout:
Common Data and Controlling General Ledger paradigm of banking data services. 1-6 - Terje Kristensen, Mauricio Enrique Mena Rojas:
Solving the Winner Determination Problem by a distributed genetic algorithm. 1-8 - Charles A. Worrell, Shaun M. Brady, Jerzy W. Bala:
Comparison of data classification methods for predictive ranking of banks exposed to risk of failure. 1-6 - Renato A. Aguiar:
Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform. 1-5 - Gerda Cabej, Manfred Gilli, Jonela Lula, Enrico Schumann:
FX trading: An empirical study. 1-7 - Kuan-Chou Chen, Carin Chuang:
An integrated system approach for cash management system internal control. 1-7 - Ronald R. Yager, Robert Golan:
General and program chair welcome message. iii-viii - Jan W. Dash:
Stressed Value-at-Risk. 1 - Xian Li:
Financial and economic data management using Semantic Web technologies. 1
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