default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSearch dblp for Publications
export results for "stream:conf/cifer:"
download as .bib file
@inproceedings{DBLP:conf/cifer/0001SI22,
author = {Masanori Hirano and
Hiroki Sakaji and
Kiyoshi Izumi},
title = {Concept and Practice of Artificial Market Data Mining Platform},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--10},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776095},
doi = {10.1109/CIFER52523.2022.9776095},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/0001SI22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Assareh22,
author = {Amin Assareh},
title = {Information Retrieval from Alternative Data using Zero-Shot Self-Supervised
Learning},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--5},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776094},
doi = {10.1109/CIFER52523.2022.9776094},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Assareh22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BaardZ22,
author = {Nicholas Baard and
Terence L. van Zyl},
title = {Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio
Selection},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776067},
doi = {10.1109/CIFER52523.2022.9776067},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BaardZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BalanejiM22,
author = {Farshid Balaneji and
Dietmar Maringer},
title = {Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify
Implied Volatility},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776196},
doi = {10.1109/CIFER52523.2022.9776196},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BalanejiM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BowalaSTTM22,
author = {Sulalitha Bowala and
Japjeet Singh and
Aerambamoorthy Thavaneswaran and
Ruppa K. Thulasiram and
Saumen Mandal},
title = {Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776213},
doi = {10.1109/CIFER52523.2022.9776213},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BowalaSTTM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChristodoulakiK22,
author = {Eva Christodoulaki and
Michael Kampouridis and
Panagiotis Kanellopoulos},
title = {Technical and Sentiment Analysis in Financial Forecasting with Genetic
Programming},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776186},
doi = {10.1109/CIFER52523.2022.9776186},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChristodoulakiK22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FelderM22,
author = {Christopher Felder and
Stefan Mayer},
title = {Customized Stock Return Prediction with Deep Learning},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776177},
doi = {10.1109/CIFER52523.2022.9776177},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FelderM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GohAC22,
author = {Rui Ying Goh and
Galina Andreeva and
Yi Cao},
title = {Predicting Financial Volatility from Personal Transactional Data},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776206},
doi = {10.1109/CIFER52523.2022.9776206},
timestamp = {Tue, 07 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/GohAC22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HabbabKV22,
author = {Fatim Z. Habbab and
Michael Kampouridis and
Alexandros A. Voudouris},
title = {Optimizing Mixed-Asset Portfolios Involving REITs},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776074},
doi = {10.1109/CIFER52523.2022.9776074},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/HabbabKV22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KuaI22,
author = {Kheng Kua and
Aleksandar Ignjatovic},
title = {Iterative Filtering Algorithms for Computing Consensus Analyst Estimates},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776160},
doi = {10.1109/CIFER52523.2022.9776160},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KuaI22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LenhardM22,
author = {Gregor Lenhard and
Dietmar Maringer},
title = {State-ANFIS: {A} Generalized Regime-Switching Model for Financial
Modeling},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776208},
doi = {10.1109/CIFER52523.2022.9776208},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LenhardM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiY22,
author = {HaoHang Li and
Steve Y. Yang},
title = {Impact of False Information from Spoofing Strategies: An {ABM} Model
of Market Dynamics},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--10},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776070},
doi = {10.1109/CIFER52523.2022.9776070},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LiY22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MareeO22,
author = {Charl Maree and
Christian W. Omlin},
title = {Balancing Profit, Risk, and Sustainability for Portfolio Management},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776048},
doi = {10.1109/CIFER52523.2022.9776048},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MareeO22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MareeO22a,
author = {Charl Maree and
Christian W. Omlin},
title = {Understanding Spending Behavior: Recurrent Neural Network Explanation
and Interpretation},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--7},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776210},
doi = {10.1109/CIFER52523.2022.9776210},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MareeO22a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MizutaYT22,
author = {Takanobu Mizuta and
Isao Yagi and
Kosei Takashima},
title = {Instability of financial markets by optimizing investment strategies
investigated by an agent-based model},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776207},
doi = {10.1109/CIFER52523.2022.9776207},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/MizutaYT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MohamedO22,
author = {Ismail Mohamed and
Fernando E. B. Otero},
title = {A Performance Study of Multiobjective Particle Swarm Optimization
Algorithms for Market Timing},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--10},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776019},
doi = {10.1109/CIFER52523.2022.9776019},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MohamedO22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MongweSMM22,
author = {Wilson Tsakane Mongwe and
Thendo Sidogi and
Rendani Mbuvha and
Tshilidzi Marwala},
title = {Probabilistic Inference of South African Equity Option Prices Under
Jump-Diffusion Processes},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776189},
doi = {10.1109/CIFER52523.2022.9776189},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MongweSMM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NaitoY22,
author = {Riu Naito and
Toshihiro Yamada},
title = {A deep learning-based high-order operator splitting method for high-dimensional
nonlinear parabolic PDEs via Malliavin calculus: application to {CVA}
computation},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776096},
doi = {10.1109/CIFER52523.2022.9776096},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NaitoY22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NoelsVBB22,
author = {Sander Noels and
Benjamin Vandermarliere and
Ken Bastiaensen and
Tijl De Bie},
title = {An Earth Mover's Distance Based Graph Distance Metric For Financial
Statements},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776204},
doi = {10.1109/CIFER52523.2022.9776204},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NoelsVBB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OliveiraBSLRP22,
author = {Isla Almeida Oliveira and
P{\^{a}}mela Rugoni Belin and
Carlos Jos{\'{e}} Alves Santos and
Mathias Arno Ludwig and
J{\'{u}}lia Da Rosa H. Rodrigues and
Cesare Quinteiro Pica},
title = {Long-Term Energy Consumption Forecast for a Commercial Virtual Power
Plant Using a Hybrid K-means and Linear Regression Algorithm},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--7},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776211},
doi = {10.1109/CIFER52523.2022.9776211},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OliveiraBSLRP22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PaskaramoorthyZ22,
author = {Andrew Paskaramoorthy and
Terence L. van Zyl and
Tim Gebbie},
title = {An Empirical Comparison of Cross-Validation Procedures for Portfolio
Selection},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--10},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776132},
doi = {10.1109/CIFER52523.2022.9776132},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PaskaramoorthyZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PigorschS22,
author = {Uta Pigorsch and
Sebastian Sch{\"{a}}fer},
title = {High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776121},
doi = {10.1109/CIFER52523.2022.9776121},
timestamp = {Fri, 18 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PigorschS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SaitoT22,
author = {Taiga Saito and
Akihiko Takahashi},
title = {Portfolio optimization with choice of a probability measure},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--10},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776199},
doi = {10.1109/CIFER52523.2022.9776199},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SaitoT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SuimonT22,
author = {Yoshiyuki Suimon and
Hiroto Tanabe},
title = {Construction of real-time manufacturing industry production activity
estimation models using high-frequency electricity demand data},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--7},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776152},
doi = {10.1109/CIFER52523.2022.9776152},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SuimonT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ThavaneswaranLD22,
author = {Aerambamoorthy Thavaneswaran and
You Liang and
Sanjiv Das and
Ruppa K. Thulasiram and
Janakumar Bhanushali},
title = {Intelligent Probabilistic Forecasts of {VIX} and its Volatility using
Machine Learning Methods},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776069},
doi = {10.1109/CIFER52523.2022.9776069},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ThavaneswaranLD22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangMT22,
author = {Jiacheng Yang and
Denis De Montigny and
Philip C. Treleaven},
title = {ANN, LSTM, and {SVR} for Gold Price Forecasting},
booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
pages = {1--7},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022.9776141},
doi = {10.1109/CIFER52523.2022.9776141},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangMT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2022,
title = {{IEEE} Symposium on Computational Intelligence for Financial Engineering
and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CIFEr52523.2022},
doi = {10.1109/CIFER52523.2022},
isbn = {978-1-6654-4234-3},
timestamp = {Wed, 25 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2022.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AfsharZFK19,
author = {Reza Refaei Afshar and
Yingqian Zhang and
Murat Firat and
Uzay Kaymak},
title = {A Decision Support Method to Increase the Revenue of Ad Publishers
in Waterfall Strategy},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759106},
doi = {10.1109/CIFER.2019.8759106},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AfsharZFK19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AoT19,
author = {Han Ao and
Edward Tsang},
title = {Trading Algorithms Built with Directional Changes},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759120},
doi = {10.1109/CIFER.2019.8759120},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AoT19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChenT19,
author = {Jun Chen and
Edward P. K. Tsang},
title = {Tacking Regime Changes in the Markets},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--6},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759111},
doi = {10.1109/CIFER.2019.8759111},
timestamp = {Wed, 17 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChenT19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GyamerahNI19,
author = {Samuel Asante Gyamerah and
Philip Ngare and
Dennis Ikpe},
title = {On Stock Market Movement Prediction Via Stacking Ensemble Learning
Method},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759062},
doi = {10.1109/CIFER.2019.8759062},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GyamerahNI19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ItoTSYI19,
author = {Tomoki Ito and
Kota Tsubouchi and
Hiroki Sakaji and
Tatsuo Yamashita and
Kiyoshi Izumi},
title = {Word-level Sentiment Visualizer for Financial Documents},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759116},
doi = {10.1109/CIFER.2019.8759116},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ItoTSYI19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KangCDJ19,
author = {Yanzhe Kang and
Runbang Cui and
Jiang Deng and
Ning Jia},
title = {A novel credit scoring framework for auto loan using an imbalanced-learning-based
reject inference},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759110},
doi = {10.1109/CIFER.2019.8759110},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KangCDJ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KeoKSKK19,
author = {Saly Keo and
Soky Kak and
Yoshinori Shiga and
Hiroaki Kato and
Hisashi Kawai},
title = {HMM-based {TTS} System Framework},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759128},
doi = {10.1109/CIFER.2019.8759128},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KeoKSKK19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiWJQLC19,
author = {Yifan Li and
Xuan Wang and
Zoe Lin Jiang and
Shuhan Qi and
Xinhui Liu and
Qian Chen},
title = {{RGB-D} tracker under Hierarchical structure},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--6},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759064},
doi = {10.1109/CIFER.2019.8759064},
timestamp = {Wed, 06 Jan 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/LiWJQLC19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LinUCH19,
author = {Yu{-}Fei Lin and
Yeong{-}Luh Ueng and
Wei{-}Ho Chung and
Tzu{-}Ming Huang},
title = {Stock Price Range Forecast via a Recurrent Neural Network Based on
the Zero-Crossing Rate Approach},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--9},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759061},
doi = {10.1109/CIFER.2019.8759061},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LinUCH19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiuG019,
author = {Yue Liu and
Adam Ghandar and
Georgios Theodoropoulos},
title = {A Metaheuristic Strategy for Feature Selection Problems: Application
to Credit Risk Evaluation in Emerging Markets},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759117},
doi = {10.1109/CIFER.2019.8759117},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LiuG019.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LuOZL19,
author = {Shuixiu Lu and
Sebastian Oberst and
Guoqiang Zhang and
Zongwei Luo},
title = {Period adding bifurcations in dynamic pricing processes},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--6},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759118},
doi = {10.1109/CIFER.2019.8759118},
timestamp = {Thu, 02 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/LuOZL19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LvCPFZZ19,
author = {Le Lv and
Jianbo Cheng and
Nanbo Peng and
Min Fan and
Dongbin Zhao and
Jianhong Zhang},
title = {Auto-encoder based Graph Convolutional Networks for Online Financial
Anti-fraud},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--6},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759109},
doi = {10.1109/CIFER.2019.8759109},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LvCPFZZ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NakayamaISMSY19,
author = {Atsuki Nakayama and
Kiyoshi Izumi and
Hiroki Sakaji and
Hiroyasu Matsushima and
Takashi Shimada and
Kenta Yamada},
title = {Short-term Stock Price Prediction by Analysis of Order Pattern Images},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--5},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759057},
doi = {10.1109/CIFER.2019.8759057},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NakayamaISMSY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/QuK19,
author = {Haizhou Qu and
Dimitar Kazakov},
title = {Detecting Causal Links between Financial News and Stocks},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759058},
doi = {10.1109/CIFER.2019.8759058},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/QuK19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RhuggenaathAZK19,
author = {Jason Rhuggenaath and
Alp Akcay and
Yingqian Zhang and
Uzay Kaymak},
title = {Optimizing reserve prices for publishers in online ad auctions},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759123},
doi = {10.1109/CIFER.2019.8759123},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RhuggenaathAZK19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SoaresBP19,
author = {David Batista Soares and
Alain Bretto and
Joel Priolon},
title = {Flows of information have changed: Do financial markets remain efficient
?},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759129},
doi = {10.1109/CIFER.2019.8759129},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SoaresBP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SuimonSSIM19,
author = {Yoshiyuki Suimon and
Hiroki Sakaji and
Takashi Shimada and
Kiyoshi Izumi and
Hiroyasu Matsushima},
title = {Japanese long-term interest rate forecast considering the connection
between the Japanese and {US} yield curve},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759107},
doi = {10.1109/CIFER.2019.8759107},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SuimonSSIM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SyuWLH19,
author = {Jia{-}Hao Syu and
Mu{-}En Wu and
Shin{-}Huah Lee and
Jan{-}Ming Ho},
title = {Modified {ORB} Strategies with Threshold Adjusting on Taiwan Futures
Market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759112},
doi = {10.1109/CIFER.2019.8759112},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SyuWLH19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WangLYXLLC19,
author = {Yan Wang and
Tsz Ho Lee and
Run Fang Yu and
Yi Xiang and
Yang Liu and
Zhibin Lei and
Ka Yin Chau},
title = {Trading Strategies Evaluation Platform with Extensive Simulations},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--5},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759059},
doi = {10.1109/CIFER.2019.8759059},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WangLYXLLC19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/XiangLLTWLW19,
author = {Yi Xiang and
Zhixi Li and
Tsz{-}Ho Lee and
Du Tang and
Kent Wu and
Zhibin Lei and
Yali Wang},
title = {Smart Wealth Management System for Robo-Advisory},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--6},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759063},
doi = {10.1109/CIFER.2019.8759063},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/XiangLLTWLW19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/XieTZZXWLSY19,
author = {Qitao Xie and
Dayuan Tan and
Ting Zhu and
Qingquan Zhang and
Sheng Xiao and
Junyu Wang and
Beibei Li and
Lei Sun and
Ping Yi},
title = {Chatbot Application on Cryptocurrency},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--8},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759121},
doi = {10.1109/CIFER.2019.8759121},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/XieTZZXWLSY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YonoISMS19,
author = {Kyoto Yono and
Kiyoshi Izumi and
Hiroki Sakaji and
Hiroyasu Matsushima and
Takashi Shimada},
title = {Extraction of Focused Topic and Sentiment of Financial Market by using
Supervised Topic Model for Price Movement Prediction},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759119},
doi = {10.1109/CIFER.2019.8759119},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YonoISMS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhangLLC19,
author = {Michael Zhang and
Shenglin Lu and
Yu Lu and
Jiao Chen},
title = {Risk-Managed Strategy Index},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--24},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759126},
doi = {10.1109/CIFER.2019.8759126},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhangLLC19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhangZ19,
author = {Weiwei Zhang and
Chao Zhou},
title = {Deep Learning Algorithm to solve Portfolio Management with Proportional
Transaction Cost},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--10},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759056},
doi = {10.1109/CIFER.2019.8759056},
timestamp = {Tue, 16 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhangZ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhengXSWQ19,
author = {Jie Zheng and
Andi Xia and
Lin Shao and
Tao Wan and
Zengchang Qin},
title = {Stock Volatility Prediction Based on Self-attention Networks with
Social Information},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
pages = {1--7},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/CIFEr.2019.8759115},
doi = {10.1109/CIFER.2019.8759115},
timestamp = {Fri, 09 Sep 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhengXSWQ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2019,
title = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
publisher = {{IEEE}},
year = {2019},
url = {https://ieeexplore.ieee.org/xpl/conhome/8753112/proceeding},
isbn = {978-1-7281-0033-3},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2019.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AkopovB14,
author = {Andranik S. Akopov and
Gayane L. Beklaryan},
title = {Modelling the dynamics of the "Smarter Region"},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {203--209},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924074},
doi = {10.1109/CIFER.2014.6924074},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AkopovB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlmeidaBK14,
author = {Rui Jorge Almeida and
Nalan Bast{\"{u}}rk and
Uzay Kaymak},
title = {Probabilistic fuzzy systems for seasonality analysis and multiple
horizon forecasts},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {497--504},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924114},
doi = {10.1109/CIFER.2014.6924114},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlmeidaBK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlukoSKT14,
author = {Babatunde Aluko and
Dafni Smonou and
Michael Kampouridis and
Edward P. K. Tsang},
title = {Combining different meta-heuristics to improve the predictability
of a Financial Forecasting algorithm},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {333--340},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924092},
doi = {10.1109/CIFER.2014.6924092},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlukoSKT14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Boetticher14,
author = {Gary D. Boetticher},
title = {Engineering Financial Engineering},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {231--238},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924078},
doi = {10.1109/CIFER.2014.6924078},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Boetticher14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BoothGM14,
author = {Ash Booth and
Enrico H. Gerding and
Frank McGroarty},
title = {Predicting equity market price impact with performance weighted ensembles
of random forests},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {286--293},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924085},
doi = {10.1109/CIFER.2014.6924085},
timestamp = {Thu, 07 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BoothGM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BruggerSWOHRKK14,
author = {Christian Brugger and
Christian de Schryver and
Norbert Wehn and
Steffen Omland and
Mario Hefter and
Klaus Ritter and
Anton Kostiuk and
Ralf Korn},
title = {Mixed precision multilevel Monte Carlo on hybrid computing systems},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {215--222},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924076},
doi = {10.1109/CIFER.2014.6924076},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BruggerSWOHRKK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CabejGS14,
author = {Gerda Cabej and
Manfred Gilli and
Enrico Schumann},
title = {Better portfolios with options},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {107--113},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924061},
doi = {10.1109/CIFER.2014.6924061},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CabejGS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CalafioreK14,
author = {Giuseppe Carlo Calafiore and
Fatemeh Kharaman},
title = {Multi-period asset allocation with lower partial moments criteria
and affine policies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {100--106},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924060},
doi = {10.1109/CIFER.2014.6924060},
timestamp = {Wed, 25 Sep 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CalafioreK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CaoLCBM14,
author = {Yi Cao and
Yuhua Li and
Sonya A. Coleman and
Ammar Belatreche and
Thomas Martin McGinnity},
title = {Detecting price manipulation in the financial market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {77--84},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924057},
doi = {10.1109/CIFER.2014.6924057},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CaoLCBM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CaoLCBM14a,
author = {Yi Cao and
Yuhua Li and
Sonya A. Coleman and
Ammar Belatreche and
Thomas Martin McGinnity},
title = {Detecting wash trade in the financial market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {85--91},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924058},
doi = {10.1109/CIFER.2014.6924058},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CaoLCBM14a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Carlone14,
author = {Giulio Carlone},
title = {High frequency trading an analysis regarding volatility and liquidity
starting from a base case of algorithms and a dedicated software architecture},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {210--214},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924075},
doi = {10.1109/CIFER.2014.6924075},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Carlone14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChieC14,
author = {Bin{-}Tzong Chie and
Shu{-}Heng Chen},
title = {Role of Price in industry dynamics: {A} modular perspective},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {298--302},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924087},
doi = {10.1109/CIFER.2014.6924087},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChieC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CroneK14,
author = {Sven F. Crone and
Christian Koeppel},
title = {Predicting exchange rates with sentiment indicators: An empirical
evaluation using text mining and multilayer perceptrons},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {114--121},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924062},
doi = {10.1109/CIFER.2014.6924062},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CroneK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/EssenMF14,
author = {Robert Max van Essen and
Viorel Milea and
Flavius Frasincar},
title = {A framework for Web news items analysis in relation to share prices},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {197--202},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924073},
doi = {10.1109/CIFER.2014.6924073},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/EssenMF14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Fiedor14,
author = {Pawel Fiedor},
title = {Frequency effects on predictability of stock returns},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {247--254},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924080},
doi = {10.1109/CIFER.2014.6924080},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Fiedor14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GabrielssonJK14,
author = {Patrick Gabrielsson and
Ulf Johansson and
Rikard K{\"{o}}nig},
title = {Co-evolving online high-frequency trading strategies using grammatical
evolution},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {473--480},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924111},
doi = {10.1109/CIFER.2014.6924111},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GabrielssonJK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GerleinMBCL14,
author = {Eduardo A. Gerlein and
T. Martin McGinnity and
Ammar Belatreche and
Sonya A. Coleman and
Yuhua Li},
title = {Multi-agent pre-trade analysis acceleration in {FPGA}},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {262--269},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924082},
doi = {10.1109/CIFER.2014.6924082},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GerleinMBCL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Grabner14,
author = {Claudius Gr{\"{a}}bner},
title = {How agent-based modeling and simulation relates to {CGE} and {DSGE}
modeling},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {349--356},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924094},
doi = {10.1109/CIFER.2014.6924094},
timestamp = {Fri, 14 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/Grabner14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GuCZ14,
author = {Jia{-}Wen Gu and
Wai{-}Ki Ching and
Harry Zheng},
title = {A hidden Markov reduced-form risk model},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {190--196},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924072},
doi = {10.1109/CIFER.2014.6924072},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GuCZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HendricksW14,
author = {Dieter Hendricks and
Diane Wilcox},
title = {A reinforcement learning extension to the Almgren-Chriss framework
for optimal trade execution},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {457--464},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924109},
doi = {10.1109/CIFER.2014.6924109},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HendricksW14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HuangZ14,
author = {Weihong Huang and
Yu Zhang},
title = {Wealth inequality and wealth effect},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {422--426},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924104},
doi = {10.1109/CIFER.2014.6924104},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HuangZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/IdeZN14,
author = {Kiyotaka Ide and
Ryota Zamami and
Akira Namatame},
title = {A mesoscopic approach to modeling and simulation of systemic risks},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {144--151},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924066},
doi = {10.1109/CIFER.2014.6924066},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/IdeZN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KleinknechtN14,
author = {Manuel Kleinknecht and
Wing Lon Ng},
title = {Improving portfolio risk profile with threshold accepting},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {92--99},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924059},
doi = {10.1109/CIFER.2014.6924059},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KleinknechtN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KoschnickeGSS14,
author = {Sven Koschnicke and
Vasco Grossmann and
Christoph Starke and
Manfred Schimmler},
title = {Quality and consistency assurance of quote data for algorithmic trading
strategies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {255--261},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924081},
doi = {10.1109/CIFER.2014.6924081},
timestamp = {Fri, 05 Jan 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/KoschnickeGSS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KostanjcarJJ14,
author = {Zvonko Kostanjcar and
Branko Jeren and
Zeljan Juretic},
title = {Modelling the relationship between developed equity markets and emerging
equity markets},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {270--277},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924083},
doi = {10.1109/CIFER.2014.6924083},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KostanjcarJJ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KowalewskiJR14,
author = {Adam W. Kowalewski and
Owen D. Jones and
Kotagiri Ramamohanarao},
title = {Volatility homogenisation decomposition for forecasting},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {182--189},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924071},
doi = {10.1109/CIFER.2014.6924071},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KowalewskiJR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MacielGSB14,
author = {Leandro Maciel and
Fernando A. C. Gomide and
David Santos and
Rosangela Ballini},
title = {Exchange rate forecasting using echo state networks for trading strategies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {40--47},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924052},
doi = {10.1109/CIFER.2014.6924052},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MacielGSB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaenoMNM14,
author = {Yoshiharu Maeno and
Satoshi Morinaga and
Kenji Nishiguchi and
Hirokazu Matsushima},
title = {Impact of credit default swaps on financial contagion},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {152--157},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924067},
doi = {10.1109/CIFER.2014.6924067},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaenoMNM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaguireMOMKM14,
author = {Phil Maguire and
Philippe Moser and
Kieran O'Reilly and
Conor McMenamin and
Robert Kelly and
Rebecca Maguire},
title = {Maximizing positive porfolio diversification},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {174--181},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924070},
doi = {10.1109/CIFER.2014.6924070},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/MaguireMOMKM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaringerZ14,
author = {Dietmar Maringer and
Jin Zhang},
title = {Transition variable selection for regime switching recurrent reinforcement
learning},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {407--413},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924102},
doi = {10.1109/CIFER.2014.6924102},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaringerZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Marks14,
author = {Robert E. Marks},
title = {Learning to be risk averse?},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {365--369},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924096},
doi = {10.1109/CIFER.2014.6924096},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Marks14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/McDonaldCMLB14,
author = {Scott McDonald and
Sonya A. Coleman and
T. Martin McGinnity and
Yuhua Li and
Ammar Belatreche},
title = {A comparison of forecasting approaches for capital markets},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {32--39},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924051},
doi = {10.1109/CIFER.2014.6924051},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/McDonaldCMLB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MehraPGR14,
author = {Chetan Saran Mehra and
Adam Pr{\"{u}}gel{-}Bennett and
Enrico H. Gerding and
Valentin Robu},
title = {Constructing smart portfolios from data driven quantitative investment
models},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {166--173},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924069},
doi = {10.1109/CIFER.2014.6924069},
timestamp = {Thu, 07 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MehraPGR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MerigoY14,
author = {Jos{\'{e}} M. Merig{\'{o}} and
Jian{-}Bo Yang},
title = {Bibliometric analysis in financial research},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {223--230},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924077},
doi = {10.1109/CIFER.2014.6924077},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MerigoY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MizutaIYY14,
author = {Takanobu Mizuta and
Kiyoshi Izumi and
Isao Yagi and
Shinobu Yoshimura},
title = {Regulations' effectiveness for market turbulence by large erroneous
orders using multi agent simulation},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {138--143},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924065},
doi = {10.1109/CIFER.2014.6924065},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MizutaIYY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MizutaMKIKY14,
author = {Takanobu Mizuta and
Wataru Matsumoto and
Shintaro Kosugi and
Kiyoshi Izumi and
Takuya Kusumoto and
Shinobu Yoshimura},
title = {Do dark pools stabilize markets and reduce market impacts? Investigations
using multi-agent simulations},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {71--76},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924056},
doi = {10.1109/CIFER.2014.6924056},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MizutaMKIKY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NaqviR14,
author = {Ali Asjad Naqvi and
Miriam Rehm},
title = {Simulating natural disasters - {A} complex systems framework},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {414--421},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924103},
doi = {10.1109/CIFER.2014.6924103},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NaqviR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NikolaevMS14,
author = {Nikolay Y. Nikolaev and
Lilian M. de Menezes and
Evgueni N. Smirnov},
title = {Nonlinear filtering of asymmetric stochastic volatility models and
Value-at-Risk estimation},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {310--317},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924089},
doi = {10.1109/CIFER.2014.6924089},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NikolaevMS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NoorianL14,
author = {Farzad Noorian and
Philip Heng Wai Leong},
title = {Dynamic hedging of foreign exchange risk using stochastic model predictive
control},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {441--448},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924107},
doi = {10.1109/CIFER.2014.6924107},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NoorianL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Oesch14,
author = {Christian Oesch},
title = {An agent-based model for market impact},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {17--24},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924049},
doi = {10.1109/CIFER.2014.6924049},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Oesch14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OuyangY14,
author = {Yicun Ouyang and
Hujun Yin},
title = {Time series prediction with a non-causal neural network},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {25--31},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924050},
doi = {10.1109/CIFER.2014.6924050},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OuyangY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PanayiP14,
author = {Efstathios Panayi and
Gareth W. Peters},
title = {Survival models for the duration of bid-ask spread deviations},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {9--16},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924048},
doi = {10.1109/CIFER.2014.6924048},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/PanayiP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Raudys14,
author = {Aistis Raudys},
title = {Optimal negative weight moving average for stock price series smoothing},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {239--246},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924079},
doi = {10.1109/CIFER.2014.6924079},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Raudys14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RengsW14,
author = {Bernhard Rengs and
Manuel W{\"{a}}ckerle},
title = {A computational agent-based simulation of an artificial monetary union
for dynamic comparative institutional analysis},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {427--434},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924105},
doi = {10.1109/CIFER.2014.6924105},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RengsW14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Rigatos14,
author = {Gerasimos G. Rigatos},
title = {A Kalman filtering approach for detection of option mispricing in
the Black-Scholes {PDE} model},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {378--383},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924098},
doi = {10.1109/CIFER.2014.6924098},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Rigatos14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RonnqvistS14,
author = {Samuel R{\"{o}}nnqvist and
Peter Sarlin},
title = {From text to bank interrelation maps},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {48--54},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924053},
doi = {10.1109/CIFER.2014.6924053},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RonnqvistS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RosaMGB14,
author = {Raul Rosa and
Leandro Maciel and
Fernando A. C. Gomide and
Rosangela Ballini},
title = {Evolving hybrid neural fuzzy network for realized volatility forecasting
with jumps},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {481--488},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924112},
doi = {10.1109/CIFER.2014.6924112},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RosaMGB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShaoSKT14,
author = {Ming Shao and
Dafni Smonou and
Michael Kampouridis and
Edward P. K. Tsang},
title = {Guided Fast Local Search for speeding up a financial forecasting algorithm},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {325--332},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924091},
doi = {10.1109/CIFER.2014.6924091},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShaoSKT14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShenHYO14,
author = {Yun Shen and
Ruihong Huang and
Chang Yan and
Klaus Obermayer},
title = {Risk-averse reinforcement learning for algorithmic trading},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {391--398},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924100},
doi = {10.1109/CIFER.2014.6924100},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShenHYO14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShynkevichMCLB14,
author = {Yauheniya Shynkevich and
T. Martin McGinnity and
Sonya A. Coleman and
Yuhua Li and
Ammar Belatreche},
title = {Forecasting stock price directional movements using technical indicators:
Investigating window size effects on one-step-ahead forecasting},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {341--348},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924093},
doi = {10.1109/CIFER.2014.6924093},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShynkevichMCLB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SilvaNH14,
author = {Ant{\'{o}}nio Silva and
Rui Ferreira Neves and
Nuno Horta},
title = {Portfolio optimization using fundamental indicators based on multi-objective
{EA}},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {158--165},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924068},
doi = {10.1109/CIFER.2014.6924068},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SilvaNH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SubramanianC14,
author = {Easwar Subramanian and
VijaySekhar Chellaboina},
title = {Explicit solutions of discrete-time quadratic optimal hedging strategies
for European contingent claims},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {449--456},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924108},
doi = {10.1109/CIFER.2014.6924108},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SubramanianC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SunBCML14,
author = {Fan Sun and
Ammar Belatreche and
Sonya A. Coleman and
T. Martin McGinnity and
Yuhua Li},
title = {Pre-processing online financial text for sentiment classification:
{A} natural language processing approach},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {122--129},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924063},
doi = {10.1109/CIFER.2014.6924063},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SunBCML14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SunWP14,
author = {Zhe Sun and
Marco A. Wiering and
Nicolai Petkov},
title = {Classification system for mortgage arrear management},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {489--496},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924113},
doi = {10.1109/CIFER.2014.6924113},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SunWP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TianZLLKH14,
author = {Yu Tian and
Zili Zhu and
Geoffrey Lee and
Thomas Lo and
Fima C. Klebaner and
Kais Hamza},
title = {Pricing window barrier options with a hybrid stochastic-local volatility
model},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {370--377},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924097},
doi = {10.1109/CIFER.2014.6924097},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TianZLLKH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TobarOMC14,
author = {Felipe A. Tobar and
Marcos E. Orchard and
Danilo P. Mandic and
Anthony G. Constantinides},
title = {Estimation of financial indices volatility using a model with time-varying
parameters},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {318--324},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924090},
doi = {10.1109/CIFER.2014.6924090},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TobarOMC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ToddHBS14,
author = {Andrew Todd and
Roy Hayes and
Peter A. Beling and
William T. Scherer},
title = {Micro-price trading in an order-driven market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {294--297},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924086},
doi = {10.1109/CIFER.2014.6924086},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ToddHBS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/VellaN14,
author = {Vince Vella and
Wing Lon Ng},
title = {Enhancing intraday trading performance of Neural Network using dynamic
volatility clustering fuzzy filter},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {465--472},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924110},
doi = {10.1109/CIFER.2014.6924110},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/VellaN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/VermeulenP14,
author = {Ben Vermeulen and
Andreas Pyka},
title = {Technological progress and effects of (Supra) regional innovation
and production collaboration. An agent-based model simulation study},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {357--364},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924095},
doi = {10.1109/CIFER.2014.6924095},
timestamp = {Sun, 25 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/VermeulenP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WangK14,
author = {Chuan{-}Ju Wang and
Ming{-}Yang Kao},
title = {Optimal search for parameters in Monte Carlo simulation for derivative
pricing},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {384--390},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924099},
doi = {10.1109/CIFER.2014.6924099},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WangK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WilinskiCB14,
author = {Mateusz Wilinski and
Wei Cui and
Anthony Brabazon},
title = {An analysis of price impact functions of individual trades on the
London Stock Exchange},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {1--8},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924047},
doi = {10.1109/CIFER.2014.6924047},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WilinskiCB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangLM14,
author = {Steve Y. Yang and
Anqi Liu and
Sheung Yin Kevin Mo},
title = {Twitter financial community modeling using agent based simulation},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {63--70},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924055},
doi = {10.1109/CIFER.2014.6924055},
timestamp = {Wed, 07 Dec 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/YangLM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangMZ14,
author = {Steve Y. Yang and
Sheung Yin Kevin Mo and
Xiaodi Zhu},
title = {An empirical study of the financial community network on Twitter},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {55--62},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924054},
doi = {10.1109/CIFER.2014.6924054},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangMZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangTLT14,
author = {Jianjun Yang and
Yunhai Tong and
Xinhai Liu and
Shaohua Tan},
title = {Causal inference from financial factors: Continuous variable based
local structure learning algorithm},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {278--285},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924084},
doi = {10.1109/CIFER.2014.6924084},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangTLT14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YarosI14,
author = {John Robert Yaros and
Tomasz Imielinski},
title = {Diversification improvements through news article co-occurrences},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {130--137},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924064},
doi = {10.1109/CIFER.2014.6924064},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YarosI14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YarosI14a,
author = {John Robert Yaros and
Tomasz Imielinski},
title = {Using equity analyst coverage to determine stock similarity},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {399--406},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924101},
doi = {10.1109/CIFER.2014.6924101},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YarosI14a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhaiC14,
author = {Jia Zhai and
Yi Cao},
title = {On the calibration of stochastic volatility models: {A} comparison
study},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {303--309},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924088},
doi = {10.1109/CIFER.2014.6924088},
timestamp = {Mon, 16 Dec 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/ZhaiC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhuXCZ14,
author = {Dong{-}Mei Zhu and
Yue Xie and
Wai{-}Ki Ching and
Harry Zheng},
title = {On pricing and hedging basket credit derivatives with dependent structure},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {435--440},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924106},
doi = {10.1109/CIFER.2014.6924106},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhuXCZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2014,
title = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {{IEEE}},
year = {2014},
url = {https://ieeexplore.ieee.org/xpl/conhome/6901616/proceeding},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2014.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BahramyC13,
author = {F. Bahramy and
Sven F. Crone},
title = {Forecasting foreign exchange rates using Support Vector Regression},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {34--41},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611694},
doi = {10.1109/CIFER.2013.6611694},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BahramyC13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChellaboinaBB13,
author = {VijaySekhar Chellaboina and
Anil Bhatia and
Sanjay P. Bhat},
title = {Explicit formulas for optimal hedging stratergies for European contingent
claims},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {122--127},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611707},
doi = {10.1109/CIFER.2013.6611707},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChellaboinaBB13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChenLL13,
author = {Angela Hsiang{-}Ling Chen and
Yun{-}Chia Liang and
Chia{-}Chien Liu},
title = {Portfolio optimization using improved artificial bee colony approach},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {60--67},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611698},
doi = {10.1109/CIFER.2013.6611698},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChenLL13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Cheung13,
author = {William Cheung},
title = {Empirical anaylsis of liquidity provision of an order driven market},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {14--18},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611691},
doi = {10.1109/CIFER.2013.6611691},
timestamp = {Thu, 24 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Cheung13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GargST13,
author = {Akhil Garg and
S. Sriram and
Kang Tai},
title = {Empirical analysis of model selection criteria for genetic programming
in modeling of time series system},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {90--94},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611702},
doi = {10.1109/CIFER.2013.6611702},
timestamp = {Fri, 30 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/GargST13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HsuLKH13,
author = {William W. Y. Hsu and
Cheng{-}Yu Lu and
Ming{-}Yang Kao and
Jan{-}Ming Ho},
title = {Optimum quantizing of monotonic nondecreasing arrays},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {95--101},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611703},
doi = {10.1109/CIFER.2013.6611703},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HsuLKH13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MacielGBY13,
author = {Leandro Maciel and
Fernando A. C. Gomide and
Rosangela Ballini and
Ronald R. Yager},
title = {Simplified evolving rule-based fuzzy modeling of realized volatility
forecasting with jumps},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {82--89},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611701},
doi = {10.1109/CIFER.2013.6611701},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MacielGBY13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaenoMNM13,
author = {Yoshiharu Maeno and
Satoshi Morinaga and
Kenji Nishiguchi and
Hirokazu Matsushima},
title = {Optimal portfolio for a robust financial system},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {42--47},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611695},
doi = {10.1109/CIFER.2013.6611695},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaenoMNM13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaguireMMKFM13,
author = {Phil Maguire and
Philippe Moser and
J. McDonnell and
Robert Kelly and
Simon Fuller and
Rebecca Maguire},
title = {A probabilistic risk-to-reward measure for evaluating the performance
of financial securities},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {102--109},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611704},
doi = {10.1109/CIFER.2013.6611704},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/MaguireMMKFM13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ManuguerraSTH13,
author = {Maurizio Manuguerra and
Georgy Sofronov and
Massimiliano Tani and
Gillian Z. Heller},
title = {Monte Carlo methods in spatio-temporal regression modeling of migration
in the {EU}},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {128--134},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611708},
doi = {10.1109/CIFER.2013.6611708},
timestamp = {Sun, 02 Jun 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ManuguerraSTH13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MizutaIY13,
author = {Takanobu Mizuta and
Kiyoshi Izumi and
Shinobu Yoshimura},
title = {Price variation limits and financial market bubbles: Artificial market
simulations with agents' learning process},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {1--7},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611689},
doi = {10.1109/CIFER.2013.6611689},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MizutaIY13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MoPY13,
author = {Sheung Yin Kevin Mo and
Mark E. Paddrik and
Steve Y. Yang},
title = {A study of dark pool trading using an agent-based model},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {19--26},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611692},
doi = {10.1109/CIFER.2013.6611692},
timestamp = {Mon, 14 Aug 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MoPY13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NakadaT13,
author = {Tomohiro Nakada and
Keiki Takadama},
title = {Analysis on the number of {XCS} agents in agent-based computational
finance},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {8--13},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611690},
doi = {10.1109/CIFER.2013.6611690},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NakadaT13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PashaL13,
author = {Syed Ahmed Pasha and
Philip Heng Wai Leong},
title = {Cluster analysis of high-dimensional high-frequency financial time
series},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {74--81},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611700},
doi = {10.1109/CIFER.2013.6611700},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/PashaL13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PauksteR13,
author = {Andrius Paukste and
Aistis Raudys},
title = {Intraday forex bid/ask spread patterns - Analysis and forecasting},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {118--121},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611706},
doi = {10.1109/CIFER.2013.6611706},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PauksteR13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RaudysMS13,
author = {Aistis Raudys and
Esther Mohr and
G{\"{u}}nter Schmidt},
title = {How (in)efficient is after-hours trading?},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {27--33},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611693},
doi = {10.1109/CIFER.2013.6611693},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RaudysMS13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SignorettoS13,
author = {Marco Signoretto and
Johan A. K. Suykens},
title = {DynOpt: Incorporating dynamics into mean-variance portfolio optimization},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {48--54},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611696},
doi = {10.1109/CIFER.2013.6611696},
timestamp = {Fri, 27 Dec 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/SignorettoS13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SotoMC13,
author = {Jesus Soto and
Patricia Melin and
Oscar Castillo},
title = {A new approach for time series prediction using ensembles of {ANFIS}
models with interval type-2 and type-1 fuzzy integrators},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {68--73},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611699},
doi = {10.1109/CIFER.2013.6611699},
timestamp = {Tue, 26 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SotoMC13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangC13,
author = {Steve Yang and
Randy Cogill},
title = {Balance sheet outlier detection using a graph similarity algorithm},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {135--142},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611709},
doi = {10.1109/CIFER.2013.6611709},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangC13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YarosI13,
author = {John Robert Yaros and
Tomasz Imielinski},
title = {Crowdsourced stock clustering through equity analyst hypergraph partitioning},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {110--117},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611705},
doi = {10.1109/CIFER.2013.6611705},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YarosI13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhouLC13,
author = {Yuan Zhou and
Hailim Liu and
Wenqin Chen},
title = {Multi-objective evolutionary algorithm for multi-project and multi-term
portfolio problem},
booktitle = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
pages = {55--59},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/CIFEr.2013.6611697},
doi = {10.1109/CIFER.2013.6611697},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhouLC13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2013,
title = {Proceedings of the 2013 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2013, {IEEE} Symposium
Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
publisher = {{IEEE}},
year = {2013},
url = {https://ieeexplore.ieee.org/xpl/conhome/6596013/proceeding},
isbn = {978-1-4673-5921-4},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2013.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AdewumiM12,
author = {Aderemi Adewumi and
Annaliza Moodley},
title = {Comparative results of heuristics for portfolio selection problem},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327807},
doi = {10.1109/CIFER.2012.6327807},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AdewumiM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Aguiar12,
author = {Renato A. Aguiar},
title = {Forecasting of return of stocks portfolio based in fuzzy c-means algorithm
and fuzzy transform},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327824},
doi = {10.1109/CIFER.2012.6327824},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Aguiar12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlamKLT12,
author = {Hassan Alam and
Aman Kumar and
Cheryl Lee and
Yuliya Tarnikova},
title = {A Pattern Recognition approach to automated {XBRL} extraction},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327812},
doi = {10.1109/CIFER.2012.6327812},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlamKLT12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlmeidaBKM12,
author = {Rui Jorge Almeida and
Nalan Bast{\"{u}}rk and
Uzay Kaymak and
Viorel Milea},
title = {A multi-covariate semi-parametric conditional volatility model using
probabilistic fuzzy systems},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327765},
doi = {10.1109/CIFER.2012.6327765},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlmeidaBKM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Altawell12,
author = {Najib Altawell},
title = {Financing for rural electrification},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327803},
doi = {10.1109/CIFER.2012.6327803},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Altawell12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Bouchon-MeunierM12,
author = {Bernadette Bouchon{-}Meunier and
Gilles Moyse},
title = {Fuzzy linguistic summaries: Where are we, where can we go?},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327810},
doi = {10.1109/CIFER.2012.6327810},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Bouchon-MeunierM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BrettoP12,
author = {Alain Bretto and
Joel Priolon},
title = {A new approach to asset pricing with rational agents behaving strategically},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327773},
doi = {10.1109/CIFER.2012.6327773},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BrettoP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BrezakBMKN12,
author = {Danko Brezak and
Tomislav Bacek and
Dubravko Majetic and
Josip Kasac and
Branko Novakovic},
title = {A comparison of feed-forward and recurrent neural networks in time
series forecasting},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327793},
doi = {10.1109/CIFER.2012.6327793},
timestamp = {Sat, 05 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BrezakBMKN12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BulutDY12,
author = {Emrah Bulut and
Okan Duru and
Shigeru Yoshida},
title = {Exponential length of intervals for fuzzy time series forecasting},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327779},
doi = {10.1109/CIFER.2012.6327779},
timestamp = {Sat, 24 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/BulutDY12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ButlerK12,
author = {Matthew Butler and
Dimitar Kazakov},
title = {A learning adaptive Bollinger band system},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327770},
doi = {10.1109/CIFER.2012.6327770},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ButlerK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ButlerK12a,
author = {Matthew Butler and
Dimitar Kazakov},
title = {Testing implications of the Adaptive Market Hypothesis via computational
intelligence},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327799},
doi = {10.1109/CIFER.2012.6327799},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ButlerK12a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CabejGLS12,
author = {Gerda Cabej and
Manfred Gilli and
Jonela Lula and
Enrico Schumann},
title = {{FX} trading: An empirical study},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327825},
doi = {10.1109/CIFER.2012.6327825},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CabejGLS12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Casas12,
author = {C. Augusto Casas},
title = {Parallelization of artificial neural network training algorithms:
{A} financial forecasting application},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327811},
doi = {10.1109/CIFER.2012.6327811},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Casas12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Chen12,
author = {Yan Chen},
title = {Stock trading system based on portfolio beta and evolutionary algorithms},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327816},
doi = {10.1109/CIFER.2012.6327816},
timestamp = {Thu, 26 Oct 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Chen12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChenC12,
author = {Kuan{-}Chou Chen and
Carin Chuang},
title = {An integrated system approach for cash management system internal
control},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327826},
doi = {10.1109/CIFER.2012.6327826},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChenC12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CheungC12,
author = {William M. Cheung and
Conrad L. Cheng},
title = {Order aggressiveness of option market: Evidence from the 2008 credit
crisis},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327817},
doi = {10.1109/CIFER.2012.6327817},
timestamp = {Thu, 24 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CheungC12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CheungL12,
author = {William M. Cheung and
Si U. Lo},
title = {Liquidity risk spillover: Evidence from cross-country analysis},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327789},
doi = {10.1109/CIFER.2012.6327789},
timestamp = {Thu, 24 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CheungL12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Chinthalapati12,
author = {Venkata L. Raju Chinthalapati},
title = {Volatility forecast in {FX} markets using evolutionary computing and
heuristic techniques},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327813},
doi = {10.1109/CIFER.2012.6327813},
timestamp = {Fri, 14 Dec 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/Chinthalapati12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CuiB12,
author = {Wei Cui and
Anthony Brabazon},
title = {An agent-based modeling approach to study price impact},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327798},
doi = {10.1109/CIFER.2012.6327798},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CuiB12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DasG12,
author = {Sujit Das and
Mukul Goyal},
title = {Rebalancing a two-asset Markowitz portfolio: {A} fundamental analysis},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327804},
doi = {10.1109/CIFER.2012.6327804},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DasG12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DasG12a,
author = {Sujit Das and
Mukul Goyal},
title = {Discrete-time log-optimal portfolio rebalancing: {A} scalable efficient
algorithm},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327806},
doi = {10.1109/CIFER.2012.6327806},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DasG12a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Dash12,
author = {Jan W. Dash},
title = {Stressed Value-at-Risk},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327832},
doi = {10.1109/CIFER.2012.6327832},
timestamp = {Thu, 18 Apr 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Dash12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DuR12,
author = {Jie Du and
Roy Rada},
title = {Knowledge-guided genetic algorithm for financial forecasting},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327814},
doi = {10.1109/CIFER.2012.6327814},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DuR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DuanHZX12,
author = {Wei Duan and
Zhaoguang Hu and
Yuhui Zhou and
Xiao Xiao},
title = {Input output table updating based on Agent-Responses Equilibrium model},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--4},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327819},
doi = {10.1109/CIFER.2012.6327819},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DuanHZX12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DuruY12,
author = {Okan Duru and
Shigeru Yoshida},
title = {Modeling principles in fuzzy time series forecasting},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327767},
doi = {10.1109/CIFER.2012.6327767},
timestamp = {Sat, 24 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/DuruY12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Franco12,
author = {Guillermo Franco},
title = {Optimal selection of simulated years of catastrophe activity for improved
efficiency in insurance risk management},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327786},
doi = {10.1109/CIFER.2012.6327786},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Franco12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GabrielssonKJ12,
author = {Patrick Gabrielsson and
Rikard K{\"{o}}nig and
Ulf Johansson},
title = {Hierarchical Temporal Memory-based algorithmic trading of financial
markets},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327784},
doi = {10.1109/CIFER.2012.6327784},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GabrielssonKJ12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GonzalezRG12,
author = {Jose Alejandro Avellaneda Gonzalez and
Cynthia Maria Ochoa{-}Rey and
Juan Carlos Figueroa Garc{\'{\i}}a},
title = {A Self-Organizing Neural Fuzzy System to forecast the price of Ecopetrol
shares},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327802},
doi = {10.1109/CIFER.2012.6327802},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GonzalezRG12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Gupta12,
author = {Mahima Gupta},
title = {Group decision making in fuzzy environment},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327782},
doi = {10.1109/CIFER.2012.6327782},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Gupta12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HogenboomWJHFK12,
author = {Frederik Hogenboom and
Michael de Winter and
Milan Jansen and
Alexander Hogenboom and
Flavius Frasincar and
Uzay Kaymak},
title = {Event-based historical Value-at-Risk},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327787},
doi = {10.1109/CIFER.2012.6327787},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HogenboomWJHFK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HsuLKLH12,
author = {William W. Y. Hsu and
Cheng{-}Yu Lu and
Ming{-}Yang Kao and
Yuh{-}Dauh Lyuu and
Jan{-}Ming Ho},
title = {Pricing discrete Asian barrier options on lattices},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327776},
doi = {10.1109/CIFER.2012.6327776},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HsuLKLH12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Khosravani12,
author = {Reza Khosravani},
title = {A semi-naive Bayes model to forecast the probability distribution
of excess returns in the {U.S.} stock market},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327815},
doi = {10.1109/CIFER.2012.6327815},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Khosravani12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KristensenR12,
author = {Terje Kristensen and
Mauricio Enrique Mena Rojas},
title = {Solving the Winner Determination Problem by a distributed genetic
algorithm},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327822},
doi = {10.1109/CIFER.2012.6327822},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KristensenR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KukoljGL12,
author = {Dragan Kukolj and
Nikola Gradojevic and
Camillo Lento},
title = {Improving non-parametric option pricing during the financial crisis},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327777},
doi = {10.1109/CIFER.2012.6327777},
timestamp = {Fri, 27 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/KukoljGL12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LangmayerP12,
author = {Josef Langmayer and
Pavel Pesout},
title = {Common Data and Controlling General Ledger paradigm of banking data
services},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327821},
doi = {10.1109/CIFER.2012.6327821},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LangmayerP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Li12,
author = {Xian Li},
title = {Financial and economic data management using Semantic Web technologies},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327833},
doi = {10.1109/CIFER.2012.6327833},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Li12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LunaB12,
author = {Ivette Luna and
Rosangela Ballini},
title = {Online estimation of stochastic volatility for asset returns},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327788},
doi = {10.1109/CIFER.2012.6327788},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LunaB12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MacielGB12,
author = {Leandro Maciel and
Fernando A. C. Gomide and
Rosangela Ballini},
title = {{MIMO} evolving functional fuzzy models for interest rate forecasting},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327781},
doi = {10.1109/CIFER.2012.6327781},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MacielGB12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MacielGB12a,
author = {Leandro Maciel and
Fernando A. C. Gomide and
Rosangela Ballini},
title = {Modeling the term structure of government bond yields with a differential
evolution algorithm},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327794},
doi = {10.1109/CIFER.2012.6327794},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MacielGB12a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaguireOMD12,
author = {Phil Maguire and
Donal O'Sullivan and
Philippe Moser and
Gavin Dunne},
title = {Risk-adjusted portfolio optimisation using a parallel multi-objective
evolutionary algorithm},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327805},
doi = {10.1109/CIFER.2012.6327805},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaguireOMD12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Manteqipour12,
author = {Mahnaz Manteqipour},
title = {Incorporating statistical distribution in loss and gain functions
in CVaR robust mean-variance portfolios},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327820},
doi = {10.1109/CIFER.2012.6327820},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Manteqipour12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Merigo12,
author = {Jos{\'{e}} M. Merig{\'{o}}},
title = {Decision making in complex environments with generalized aggregation
operators},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327780},
doi = {10.1109/CIFER.2012.6327780},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Merigo12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MerigoC12,
author = {Jos{\'{e}} M. Merig{\'{o}} and
Montserrat Casanovas},
title = {Linguistic decision making with probabilistic information and induced
aggregation operators},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327768},
doi = {10.1109/CIFER.2012.6327768},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MerigoC12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NikolaevS12,
author = {Nikolay Y. Nikolaev and
Evgueni N. Smirnov},
title = {Analytical factor stochastic volatility modeling for portfolio allocation},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327808},
doi = {10.1109/CIFER.2012.6327808},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NikolaevS12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OchotorenaYDS12,
author = {Carlo Noel Ochotorena and
Cecille Adrianne Yap and
Elmer P. Dadios and
Edwin Sybingco},
title = {Robust stock trading using fuzzy decision trees},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327785},
doi = {10.1109/CIFER.2012.6327785},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OchotorenaYDS12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PaddrikHTYBS12,
author = {Mark E. Paddrik and
Roy Hayes and
Andrew Todd and
Steve Y. Yang and
Peter A. Beling and
William T. Scherer},
title = {An agent based model of the E-Mini S{\&}P 500 applied to flash
crash analysis},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327800},
doi = {10.1109/CIFER.2012.6327800},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PaddrikHTYBS12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PengCLKLH12,
author = {Hsin{-}Tsung Peng and
Chi{-}Fang Chang and
Szu{-}Lang Liao and
Ming{-}Yang Kao and
Feipei Lai and
Jan{-}Ming Ho},
title = {The development of a real-time valuation service of financial derivatives},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327796},
doi = {10.1109/CIFER.2012.6327796},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PengCLKLH12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PourkalbassiBH12,
author = {Farhad Pourkalbassi and
Alireza Bahiraie and
Aishah Hamzah},
title = {On behavior of Malaysian equities through fractal analysis},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327809},
doi = {10.1109/CIFER.2012.6327809},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PourkalbassiBH12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RaudysR12,
author = {Sarunas Raudys and
Aistis Raudys},
title = {Three decision making levels in portfolio management},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327795},
doi = {10.1109/CIFER.2012.6327795},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RaudysR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Ruggiero12,
author = {Murray A. Ruggiero},
title = {Intermarket divergence - {A} robust method for generating robust signals
for a wide range of markets},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327790},
doi = {10.1109/CIFER.2012.6327790},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Ruggiero12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SalomonHK12,
author = {Ralf Salomon and
Peter Heydebreck and
Lars R. Krueger},
title = {Bio-inspired optimization of Fuzzy Cognitive Maps for their use as
a means in the pricing of complex assets},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327774},
doi = {10.1109/CIFER.2012.6327774},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SalomonHK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SuarezAA12,
author = {Eugenio Dante Suarez and
Farzan Aminian and
Mehran Aminian},
title = {The use of Neural Networks for modeling nonlinear mean reversion:
Measuring efficiency and integration in {ADR} markets},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327769},
doi = {10.1109/CIFER.2012.6327769},
timestamp = {Mon, 11 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SuarezAA12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TroianoK12,
author = {Luigi Troiano and
Pravesh Kriplani},
title = {A mean-reverting strategy based on fuzzy transform residuals},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327766},
doi = {10.1109/CIFER.2012.6327766},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TroianoK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TsaiCHKLL12,
author = {Yi{-}Cheng Tsai and
Zheng{-}Hui Chen and
Jan{-}Ming Ho and
Ming{-}Yang Kao and
Chin{-}Laung Lei and
Szu{-}Lang Liao},
title = {Closed-form mortgage pricing formula with outstanding principal as
prepayment value},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327778},
doi = {10.1109/CIFER.2012.6327778},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TsaiCHKLL12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WangDL12,
author = {Chuan{-}Ju Wang and
Tian{-}Shyr Dai and
Yuh{-}Dauh Lyuu},
title = {A multi-phase, flexible, and accurate lattice for pricing complex
derivatives with multiple market variables},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327775},
doi = {10.1109/CIFER.2012.6327775},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WangDL12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WangYC12,
author = {Fei Wang and
Philip L. H. Yu and
David W. Cheung},
title = {Complex stock trading strategy based on Particle Swarm Optimization},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327771},
doi = {10.1109/CIFER.2012.6327771},
timestamp = {Thu, 25 Jul 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WangYC12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Worrell12,
author = {Charles A. Worrell},
title = {An analytic environment for systemic risk - Risk modeling support
for financial policy makers},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327818},
doi = {10.1109/CIFER.2012.6327818},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Worrell12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WorrellBB12,
author = {Charles A. Worrell and
Shaun M. Brady and
Jerzy W. Bala},
title = {Comparison of data classification methods for predictive ranking of
banks exposed to risk of failure},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327823},
doi = {10.1109/CIFER.2012.6327823},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WorrellBB12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YagerG12,
author = {Ronald R. Yager and
Robert Golan},
title = {General and program chair welcome message},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {iii--viii},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327830},
doi = {10.1109/CIFER.2012.6327830},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YagerG12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YagerY12,
author = {Ronald R. Yager and
Rachel L. Yager},
title = {A new approach to risk management using soft information},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327792},
doi = {10.1109/CIFER.2012.6327792},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YagerY12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YagiMI12,
author = {Isao Yagi and
Takanobu Mizuta and
Kiyoshi Izumi},
title = {A study on the reversal mechanism for large stock price declines using
artificial markets},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--7},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327791},
doi = {10.1109/CIFER.2012.6327791},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YagiMI12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangC12,
author = {Jie Yang and
Yimin Chen},
title = {A new solution method for customer grading problem with multi-factor
constraint},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--5},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327797},
doi = {10.1109/CIFER.2012.6327797},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangC12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangPHTKBS12,
author = {Steve Y. Yang and
Mark E. Paddrik and
Roy Hayes and
Andrew Todd and
Andrei Kirilenko and
Peter A. Beling and
William T. Scherer},
title = {Behavior based learning in identifying High Frequency Trading strategies},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327783},
doi = {10.1109/CIFER.2012.6327783},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangPHTKBS12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangWLT12,
author = {Jianjun Yang and
Zitian Wang and
Bingwu Liu and
Shaohua Tan},
title = {Continuous variable based Bayesian network structure learning from
financial factors},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--6},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327801},
doi = {10.1109/CIFER.2012.6327801},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangWLT12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YimB12,
author = {Raymond Yim and
Andrew Brzezinski},
title = {Limit order placement across multiple exchanges},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327772},
doi = {10.1109/CIFER.2012.6327772},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YimB12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2012,
title = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
publisher = {{IEEE}},
year = {2012},
url = {https://ieeexplore.ieee.org/xpl/conhome/6294089/proceeding},
isbn = {978-1-4673-1802-0},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2012.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AggioBG11,
author = {Gustavo de Oliveira Aggio and
Rosangela Ballini and
Fernando A. C. Gomide},
title = {Out-of-equilibrium price dynamics and the inflationary process},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {1--8},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953559},
doi = {10.1109/CIFER.2011.5953559},
timestamp = {Thu, 04 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AggioBG11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AloudTDO11,
author = {Monira Essa Aloud and
Edward P. K. Tsang and
Alexandre Dupuis and
Richard Olsen},
title = {Minimal agent-based model for the origin of trading activity in Foreign
exchange market},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {87--94},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953567},
doi = {10.1109/CIFER.2011.5953567},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AloudTDO11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BareckeBD11,
author = {Thomas B{\"{a}}recke and
Bernadette Bouchon{-}Meunier and
Marcin Detyniecki},
title = {Fuzzy present value},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {65--80},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953564},
doi = {10.1109/CIFER.2011.5953564},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BareckeBD11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BehboodL11,
author = {Vahid Behbood and
Jie Lu},
title = {Intelligent financial warning model using Fuzzy Neural Network and
case-based reasoning},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {9--14},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953560},
doi = {10.1109/CIFER.2011.5953560},
timestamp = {Sun, 21 Jan 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/BehboodL11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ButlerK11,
author = {Matthew Butler and
Dimitar Kazakov},
title = {The effects of variable stationarity in a financial time-series on
Artificial Neural Networks},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {124--131},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953557},
doi = {10.1109/CIFER.2011.5953557},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ButlerK11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GhandarM11,
author = {Adam Ghandar and
Zbigniew Michalewicz},
title = {An experimental study of Multi-Objective Evolutionary Algorithms for
balancing interpretability and accuracy in fuzzy rulebase classifiers
for financial prediction},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {101--106},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953570},
doi = {10.1109/CIFER.2011.5953570},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GhandarM11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GharipourJS11,
author = {Amin Gharipour and
Ali Yousefian Jazi and
Morteza Sameti},
title = {Forecast combination with optimized {SVM} based on quantum-inspired
hybrid evolutionary method for complex systems prediction},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {15--20},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953562},
doi = {10.1109/CIFER.2011.5953562},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GharipourJS11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HoqueK11,
author = {Ariful Hoque and
Chandra Krishnamurti},
title = {Modeling moneyness volatility in measuring exchange rate volatility},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {95--100},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953555},
doi = {10.1109/CIFER.2011.5953555},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HoqueK11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KampouridisCT11,
author = {Michael Kampouridis and
Shu{-}Heng Chen and
Edward P. K. Tsang},
title = {Investigating the effect of different {GP} algorithms on the non-stationary
behavior of financial markets},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {43--50},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953568},
doi = {10.1109/CIFER.2011.5953568},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KampouridisCT11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiBH11,
author = {Xian Li and
Jie Bao and
James A. Hendler},
title = {Fundamental analysis powered by Semantic Web},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {108--115},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953565},
doi = {10.1109/CIFER.2011.5953565},
timestamp = {Thu, 04 Apr 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LiBH11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaringerR11,
author = {Dietmar Maringer and
Tikesh Ramtohul},
title = {GP-based rebalancing triggers for the {CPPI}},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {35--42},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953561},
doi = {10.1109/CIFER.2011.5953561},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaringerR11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MerigoL11,
author = {Jos{\'{e}} M. Merig{\'{o}} and
Anna Maria Gil Lafuente},
title = {Financial decision making with distance measures and induced probabilistic
generalized aggregation operators},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {116--123},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953566},
doi = {10.1109/CIFER.2011.5953566},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MerigoL11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MileaAKF11,
author = {Viorel Milea and
Rui Jorge Almeida and
Uzay Kaymak and
Flavius Frasincar},
title = {A fuzzy model of a European index based on automatically extracted
content information},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {140--147},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953571},
doi = {10.1109/CIFER.2011.5953571},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MileaAKF11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NichollsME11,
author = {Jason F. Nicholls and
Katherine M. Malan and
Andries P. Engelbrecht},
title = {Comparison of trade decision strategies in an equity market {GA} trader},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {51--58},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953553},
doi = {10.1109/CIFER.2011.5953553},
timestamp = {Thu, 03 Feb 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NichollsME11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PaiM11,
author = {G. A. Vijayalakshmi Pai and
Thierry Michel},
title = {Evolutionary optimization of Risk Budgeted long-short portfolios},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {59--66},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953554},
doi = {10.1109/CIFER.2011.5953554},
timestamp = {Fri, 27 Dec 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/PaiM11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PapacostantisE11,
author = {Evangelos Papacostantis and
Andries P. Engelbrecht},
title = {Coevolutionary particle swarm optimization for evolving trend reversal
indicators},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {27--34},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953552},
doi = {10.1109/CIFER.2011.5953552},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PapacostantisE11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Sarlin11,
author = {Peter Sarlin},
title = {Sovereign debt monitor: {A} visual Self-organizing maps approach},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {67--64},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953556},
doi = {10.1109/CIFER.2011.5953556},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Sarlin11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SerguievaLD11,
author = {Antoaneta Serguieva and
Fang Liu and
Paresh Date},
title = {Financial contagion simulation through modelling behavioural characteristics
of market participants and capturing cross-market linkages},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {81--86},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953569},
doi = {10.1109/CIFER.2011.5953569},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SerguievaLD11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShamiLLC11,
author = {Ahmad AlShami and
Ahmad Lotfi and
Eugene Lai and
Simeon Coleman},
title = {Unified knowledge economy competitiveness index using fuzzy clustering
model},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {21--26},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953563},
doi = {10.1109/CIFER.2011.5953563},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShamiLLC11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/XufreR11,
author = {Patr{\'{\i}}cia Xufre and
Ant{\'{o}}nio J. L. Rodrigues},
title = {Investment strategies based on supervised learning},
booktitle = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
pages = {132--139},
publisher = {{IEEE}},
year = {2011},
url = {https://doi.org/10.1109/CIFER.2011.5953558},
doi = {10.1109/CIFER.2011.5953558},
timestamp = {Fri, 02 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/XufreR11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2011,
title = {2011 {IEEE} Symposium on Computational Intelligence for Financial
Engineering and Economics, CIFEr 2011, Paris, France, April 14-15,
2011},
publisher = {{IEEE}},
year = {2011},
url = {https://ieeexplore.ieee.org/xpl/conhome/5937317/proceeding},
isbn = {978-1-4244-9932-8},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2011.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Capponi09,
author = {Agostino Capponi},
title = {A calibration method for structural models of credit risk with reporting
bias},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {1--7},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937495},
doi = {10.1109/CIFER.2009.4937495},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Capponi09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Capponi09a,
author = {Agostino Capponi},
title = {Tutorial: Frontiers of computational engineering and finance: Modeling
and calibrating credit risk},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937493},
doi = {10.1109/CIFER.2009.4937493},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Capponi09a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChenT09,
author = {Shu{-}Heng Chen and
Chung{-}Ching Tai},
title = {Modeling intelligence of learning agents in an artificial double auction
market},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {36--42},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937500},
doi = {10.1109/CIFER.2009.4937500},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChenT09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CollingsworthMM09,
author = {Ben Collingsworth and
Ronaldo Menezes and
Paulo Martins},
title = {Assessing organizational stability via network analysis},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {43--50},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937501},
doi = {10.1109/CIFER.2009.4937501},
timestamp = {Wed, 16 Jan 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CollingsworthMM09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FonooniM09,
author = {Benjamin Fonooni and
Seied Javad Mousavi Moghadam},
title = {Applying induced aggregation operator in designing intelligent monitoring
system for financial market},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {80--84},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937506},
doi = {10.1109/CIFER.2009.4937506},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FonooniM09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LamYX09,
author = {Kin Lam and
Philip L. H. Yu and
Ling Xin},
title = {Accumulator pricing},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {72--79},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937505},
doi = {10.1109/CIFER.2009.4937505},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LamYX09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LemkeRG09,
author = {Christiane Lemke and
Silvia Riedel and
Bogdan Gabrys},
title = {Dynamic combination of forecasts generated by diversification procedures
applied to forecasting of airline cancellations},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {85--91},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937507},
doi = {10.1109/CIFER.2009.4937507},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LemkeRG09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiCS09,
author = {Yuxi Li and
Li Cheng and
Dale Schuurmans},
title = {Inference of the structural credit risk model using {MLE}},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {8--13},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937496},
doi = {10.1109/CIFER.2009.4937496},
timestamp = {Sat, 05 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LiCS09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Liu09,
author = {Fan{-}Yong Liu},
title = {The fuzzy term structure of interest rates of the National Debt Market
in China},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {14--19},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937497},
doi = {10.1109/CIFER.2009.4937497},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Liu09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LovricKS09,
author = {Milan Lovric and
Uzay Kaymak and
Jaap Spronk},
title = {Overconfident investors in the {LLS} agent-based artificial financial
market},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {58--65},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937503},
doi = {10.1109/CIFER.2009.4937503},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LovricKS09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Mathews09,
author = {Scott H. Mathews},
title = {Tutorial: Boeing's method for valuing high-risk high-return technology
projects using real options},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937494},
doi = {10.1109/CIFER.2009.4937494},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Mathews09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NguyenN09,
author = {Hang T. Nguyen and
Ian T. Nabney},
title = {Energy forward price prediction with a hybrid adaptive model},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {66--71},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937504},
doi = {10.1109/CIFER.2009.4937504},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NguyenN09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OkashaJ09,
author = {Ahmed Okasha and
Colin G. Johnson},
title = {Agent-based computational economics: Studying the effect of different
levels of rationality on inflation and unemployment},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {20--27},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937498},
doi = {10.1109/CIFER.2009.4937498},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/OkashaJ09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ParaschivRV09,
author = {Daniel Paraschiv and
Srinivas Raghavendra and
Laurentiu Vasiliu},
title = {Stocks scanner evaluator for stocks or options},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {28--35},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937499},
doi = {10.1109/CIFER.2009.4937499},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ParaschivRV09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TwardowskiSC09,
author = {Dave Twardowski and
Robert Savell and
George Cybenko},
title = {Process learning of network interactions in market microstructures},
booktitle = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
pages = {51--57},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/CIFER.2009.4937502},
doi = {10.1109/CIFER.2009.4937502},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TwardowskiSC09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2009,
title = {2009 {IEEE} Symposium on Computational Intelligence for Financial
Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009},
publisher = {{IEEE}},
year = {2009},
url = {https://ieeexplore.ieee.org/xpl/conhome/4911405/proceeding},
isbn = {978-1-4244-2774-1},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2009.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AggarwalQ03,
author = {Raj Aggarwal and
Min Qi},
title = {The behavior of large changes in Asian exchange rates},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {215--222},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196263},
doi = {10.1109/CIFER.2003.1196263},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AggarwalQ03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlessandriCG03,
author = {Angelo Alessandri and
Cristiano Cervellera and
Filippo Aldo Grassia},
title = {Application of neural control to economic growth problems},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {151--157},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196255},
doi = {10.1109/CIFER.2003.1196255},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlessandriCG03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BaekC03,
author = {Jinwoo Baek and
Sungzoon Cho},
title = {Bankruptcy prediction for credit risk using an auto-associative neural
network in Korean firms},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {25--29},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196237},
doi = {10.1109/CIFER.2003.1196237},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BaekC03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BasakCL03,
author = {Gopal K. Basak and
Ngai Hang Chan and
Philip P. K. Lee},
title = {Order selection of continuous time models: Applications to estimation
of risk premiums},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {293--300},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196274},
doi = {10.1109/CIFER.2003.1196274},
timestamp = {Mon, 16 Sep 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BasakCL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BasterfieldBM03,
author = {David Basterfield and
Thomas Bundt and
Grattan Murphy},
title = {Statistical properties of African {FX} rates: An application of the
Stable Paretian Hypothesis},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {223--229},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196264},
doi = {10.1109/CIFER.2003.1196264},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BasterfieldBM03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BatesDR03,
author = {R. Graham Bates and
Michael A. H. Dempster and
Yazann S. Romahi},
title = {Evolutionary reinforcement learning in {FX} order book and order flow
analysis},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {355--362},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196282},
doi = {10.1109/CIFER.2003.1196282},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BatesDR03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BayraktarPS03,
author = {Erhan Bayraktar and
H. Vincent Poor and
Ronnie Sircar},
title = {Efficient estimation of the Hurst parameter in high frequency financial
data with seasonalities using wavelets},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {309--316},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196276},
doi = {10.1109/CIFER.2003.1196276},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BayraktarPS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BoyleCL03,
author = {Katharyn A. Boyle and
Thomas F. Coleman and
Yuying Li},
title = {Hedging a portfolio of derivatives by modeling cost},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {63--70},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196243},
doi = {10.1109/CIFER.2003.1196243},
timestamp = {Tue, 24 Oct 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BoyleCL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CaoCG03,
author = {Lijuan Cao and
Kok Seng Chua and
Lim Kian Guan},
title = {c-ascending support vector machines for financial time series forecasting},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {317--323},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196277},
doi = {10.1109/CIFER.2003.1196277},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CaoCG03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CaoCG03a,
author = {Lijuan Cao and
Kok Seng Chua and
Lim Kian Guan},
title = {Combining {KPCA} with support vector machine for time series forecasting},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {325--329},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196278},
doi = {10.1109/CIFER.2003.1196278},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CaoCG03a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CarvalhoT03,
author = {Alexandre X. Carvalho and
Martin A. Tanner},
title = {Hypothesis testing in mixtures-of-experts of generalized linear time
series},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {285--292},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196273},
doi = {10.1109/CIFER.2003.1196273},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CarvalhoT03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CerquetiR03,
author = {Roy Cerqueti and
Giulia Rotundo},
title = {Microeconomic modeling of financial time series with long term memory},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {191--198},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196260},
doi = {10.1109/CIFER.2003.1196260},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CerquetiR03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Chen03,
author = {Xiaorong Chen},
title = {Co-evolutionary multi-agent-based modeling of artificial stock market
by using the {GP} approach},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {159--165},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196256},
doi = {10.1109/CIFER.2003.1196256},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Chen03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Chiu003,
author = {Kai Chun Chiu and
Lei Xu},
title = {On generalized arbitrage pricing theory analysis: empirical investigation
of the macroeconomics modulated independent state-space model},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {139--144},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196253},
doi = {10.1109/CIFER.2003.1196253},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Chiu003.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChizzoliniS03,
author = {Barbara Chizzolini and
Bruno Sitzia},
title = {Risk related non linearities in exchange rates: {A} comparison of
parametric and semiparametric estimates},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {199--206},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196261},
doi = {10.1109/CIFER.2003.1196261},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChizzoliniS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CliffWB03,
author = {Dave Cliff and
Vibhu Walia and
Andrew Byde},
title = {Evolved hybrid auction mechanisms in non-ZIP trader marketplaces},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {167--174},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196257},
doi = {10.1109/CIFER.2003.1196257},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CliffWB03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CogginsBA03,
author = {Richard Coggins and
Adam Blazejewski and
Michael Aitken},
title = {Optimal trade execution of equities in a limit order market},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196284},
doi = {10.1109/CIFER.2003.1196284},
timestamp = {Fri, 02 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CogginsBA03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DaiCFL03,
author = {Tian{-}Shyr Dai and
I{-}Yuan Chen and
Yuh{-}Yuan Fang and
Yuh{-}Dauh Lyuu},
title = {Analytics and algorithms for geometric average trigger reset options},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {55--62},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196242},
doi = {10.1109/CIFER.2003.1196242},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DaiCFL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DesaiLV03,
author = {Rahul Desai and
Tanmay Lele and
Frederi Viens},
title = {A Monte-Carlo method for portfolio optimization under partially observed
stochastic volatility},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {257--263},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196269},
doi = {10.1109/CIFER.2003.1196269},
timestamp = {Fri, 02 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/DesaiLV03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FanG03,
author = {Jianqing Fan and
Juan Gu},
title = {Data-analytic approaches to the estimation of Value-at-Risk},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {271--277},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196271},
doi = {10.1109/CIFER.2003.1196271},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FanG03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FangWM03,
author = {Yue Fang and
Sakae Wada and
John E. Moody},
title = {Stock returns: momentum, volatility and interest rates},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {379--385},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196285},
doi = {10.1109/CIFER.2003.1196285},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FangWM03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FungYL03,
author = {Gabriel Pui Cheong Fung and
Jeffrey Xu Yu and
Wai Lam},
title = {Stock prediction: Integrating text mining approach using real-time
news},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {395--402},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196287},
doi = {10.1109/CIFER.2003.1196287},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FungYL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GestelBSEBVM03,
author = {Tony Van Gestel and
Bart Baesens and
Johan A. K. Suykens and
Marcelo Espinoza and
Dirk{-}Emma Baestaens and
Jan Vanthienen and
Bart De Moor},
title = {Bankruptcy prediction with least squares support vector machine classifiers},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {1--8},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196234},
doi = {10.1109/CIFER.2003.1196234},
timestamp = {Fri, 27 Dec 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/GestelBSEBVM03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Gold03,
author = {Carl Gold},
title = {{FX} trading via recurrent reinforcement learning},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {363--370},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196283},
doi = {10.1109/CIFER.2003.1196283},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Gold03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HansenL03,
author = {Peter Reinhard Hansen and
Asger Lunde},
title = {Does anything beat a GARCH(1, 1)? {A} comparison based on test for
superior predictive ability},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {301--307},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196275},
doi = {10.1109/CIFER.2003.1196275},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HansenL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HuiLH03,
author = {Cho{-}Hoi Hui and
Edward Chi{-}Fai Lo and
Nicole Ming{-}Xi Huang},
title = {Estimation of default probability by three-factor structural model},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {9--15},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196235},
doi = {10.1109/CIFER.2003.1196235},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HuiLH03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/JiangS03,
author = {Rui Jiang and
Kwok Yip Szeto},
title = {Extraction of investment strategies based on moving averages: {A}
genetic algorithm approach},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {403--410},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196288},
doi = {10.1109/CIFER.2003.1196288},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/JiangS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Jimenez03,
author = {Edward Jimenez},
title = {Attrition and preemption in credit/debit cards incentives: models
and experiments},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {175--182},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196258},
doi = {10.1109/CIFER.2003.1196258},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Jimenez03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KawasakiTUH03,
author = {Yoshinori Kawasaki and
Shigeru Tachiki and
Hideo Udaka and
Tomoaki Hirano},
title = {A characterization of long-short trading strategies based on cointegration},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {411--416},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196289},
doi = {10.1109/CIFER.2003.1196289},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KawasakiTUH03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KeberS03,
author = {Christian Keber and
Matthias G. Schuster},
title = {Generalized ant programming in option pricing: determining implied
volatilities based on American put options},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {123--130},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196251},
doi = {10.1109/CIFER.2003.1196251},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KeberS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KoothsMR03,
author = {Stefan Kooths and
Timo Mitze and
Eric Ringhut},
title = {Inflation forecasting - a comparison between econometric methods and
a computational approach based on genetic-neural fuzzy rule-bases},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {183--190},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196259},
doi = {10.1109/CIFER.2003.1196259},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KoothsMR03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LajbcygierO03,
author = {Paul Lajbcygier and
Mei Yong Ong},
title = {Estimating the number of mutual fund styles using the generalized
style classification approach and the {GAP} statistic},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {279--284},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196272},
doi = {10.1109/CIFER.2003.1196272},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LajbcygierO03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LauK03,
author = {Ka Wo Lau and
Yue Kuen Kwok},
title = {Optimal calling policies in convertible bonds},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {109--114},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196249},
doi = {10.1109/CIFER.2003.1196249},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LauK03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LeeCB03,
author = {Jun{-}Myung Lee and
Sungzoon Cho and
Jinwoo Baek},
title = {Trend detection using auto-associative neural networks: Intraday {KOSPI}
200 futures},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {417--420},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196290},
doi = {10.1109/CIFER.2003.1196290},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LeeCB03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LinCY03,
author = {Chung{-}Gee Lin and
Chuang{-}Chang Chang and
Min{-}Teh Yu},
title = {The valuation of a Euro-Convertible Bond},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {115--122},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196250},
doi = {10.1109/CIFER.2003.1196250},
timestamp = {Fri, 02 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/LinCY03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LuxS03,
author = {Thomas Lux and
Sascha Schornstein},
title = {Genetic learning as an explanation of stylized facts of foreign exchange
markets},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {207--214},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196262},
doi = {10.1109/CIFER.2003.1196262},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LuxS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MacLeanZZ03,
author = {Leonard C. MacLean and
Yonggan Zhao and
William T. Ziemba},
title = {A process control approach to investment risk},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {265--270},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196270},
doi = {10.1109/CIFER.2003.1196270},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MacLeanZZ03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Magdon-Ismail03,
author = {Malik Magdon{-}Ismail},
title = {Pricing the American put using a new class of tight lower bounds},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {93--100},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196247},
doi = {10.1109/CIFER.2003.1196247},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Magdon-Ismail03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Magdon-IsmailAPA03,
author = {Malik Magdon{-}Ismail and
Amir F. Atiya and
Amrit Pratap and
Yaser S. Abu{-}Mostafa},
title = {The maximum drawdown of the Brownian motion},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {243--247},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196267},
doi = {10.1109/CIFER.2003.1196267},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Magdon-IsmailAPA03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/McNelis03,
author = {Paul McNelis},
title = {Nonlinear phillips curves in the Euro area and USA? Evidence from
linear and neural network models},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {145--149},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196254},
doi = {10.1109/CIFER.2003.1196254},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/McNelis03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MetwallyA03,
author = {Steve A. K. Metwally and
Amir F. Atiya},
title = {Fast Monte Carlo valuation of barrier options for jump diffusion processes},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {101--107},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196248},
doi = {10.1109/CIFER.2003.1196248},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MetwallyA03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NeriNP03,
author = {Filippo Neri and
Massimo G. Noro and
Ettore Piccirillo},
title = {Including life-time and options in residual income indicators},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {31--37},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196238},
doi = {10.1109/CIFER.2003.1196238},
timestamp = {Wed, 07 Dec 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NeriNP03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NgLL03,
author = {H. S. Ng and
K. P. Lam and
S. S. Lam},
title = {Incremental genetic fuzzy expert trading system for derivatives market
timing},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {421--427},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196291},
doi = {10.1109/CIFER.2003.1196291},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NgLL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PrimbsY03,
author = {James A. Primbs and
Yuji Yamada},
title = {A moment based analysis of hedging under discrete trading},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {71--76},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196244},
doi = {10.1109/CIFER.2003.1196244},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PrimbsY03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/QiZ03,
author = {Min Qi and
G. Peter Zhang},
title = {Trend time series modeling and forecasting with neural networks},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {331--337},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196279},
doi = {10.1109/CIFER.2003.1196279},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/QiZ03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Qian03,
author = {Edward Qian},
title = {Mean-variance optimization and pair-wise strategies},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {249--255},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196268},
doi = {10.1109/CIFER.2003.1196268},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Qian03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Schuster03,
author = {Matthias G. Schuster},
title = {A multiobjective genetic programming approach for pricing and hedging
derivative securities},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {77--84},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196245},
doi = {10.1109/CIFER.2003.1196245},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Schuster03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Shazly03,
author = {Mona R. El Shazly},
title = {An artificial neural network framework for dual interest rate parity},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {231--235},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196265},
doi = {10.1109/CIFER.2003.1196265},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Shazly03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SmallT03,
author = {Michael Small and
Chi Kong Tse},
title = {Evidence for deterministic nonlinear dynamics in financial time series
data},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {339--346},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196280},
doi = {10.1109/CIFER.2003.1196280},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SmallT03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SutoAR03,
author = {Hirofumi Suto and
James Alleman and
Paul Rappoport},
title = {Simple decision making criterion as real options},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {17--24},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196236},
doi = {10.1109/CIFER.2003.1196236},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SutoAR03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Tanaka-YamawakiKI03,
author = {Mieko Tanaka{-}Yamawaki and
Shinya Komaki and
Tsuyoshi Itabashi},
title = {Arbitrage chances and the non-Gaussian features of financial data},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {237--242},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196266},
doi = {10.1109/CIFER.2003.1196266},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Tanaka-YamawakiKI03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TingNRH03,
author = {Jessica K. Ting and
Michael K. Ng and
Hongqiang Rong and
Joshua Zhexue Huang},
title = {Statistical models for time sequences data mining},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {347--354},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196281},
doi = {10.1109/CIFER.2003.1196281},
timestamp = {Wed, 03 Aug 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TingNRH03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TsaoC03,
author = {Chueh{-}Yung Tsao and
Shu{-}Heng Chen},
title = {Self-organizing maps as a foundation for charting or geometric pattern
recognition in financial time series},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {387--394},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196286},
doi = {10.1109/CIFER.2003.1196286},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TsaoC03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Walde03,
author = {Janette F. Walde},
title = {The predictive power of dividend yields analyzed by methods preserving
time-dependent structures},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {39--45},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196239},
doi = {10.1109/CIFER.2003.1196239},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Walde03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YamadaP03,
author = {Yuji Yamada and
James A. Primbs},
title = {Mean square optimal hedges using higher order moments},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {131--137},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196252},
doi = {10.1109/CIFER.2003.1196252},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YamadaP03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Yang03,
author = {Zheng Rong Yang},
title = {Support vector machines for company failure prediction},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {47--54},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196241},
doi = {10.1109/CIFER.2003.1196241},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Yang03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Zapart03,
author = {Christopher Zapart},
title = {Statistical arbitrage trading with wavelets and artificial neural
networks},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {429--435},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196339},
doi = {10.1109/CIFER.2003.1196339},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Zapart03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhangS03,
author = {Jin E. Zhang and
Jinghong Shu},
title = {Pricing S{\&}P 500 index options with Heston's model},
booktitle = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
pages = {85--92},
publisher = {{IEEE}},
year = {2003},
url = {https://doi.org/10.1109/CIFER.2003.1196246},
doi = {10.1109/CIFER.2003.1196246},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhangS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2003,
title = {2003 {IEEE} International Conference on Computational Intelligence
for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {{IEEE}},
year = {2003},
url = {https://ieeexplore.ieee.org/xpl/conhome/8512/proceeding},
isbn = {0-7803-7654-4},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2003.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Agasandian00,
author = {G. A. Agasandian},
title = {Classes of preferences of portfolio investors for multi-period case
and their asymptotic properties},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {47--48},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844597},
doi = {10.1109/CIFER.2000.844597},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Agasandian00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AgasandianEEG00,
author = {G. A. Agasandian and
F. I. Ereshko and
Artem F. Ereshko and
I. I. Gasanov},
title = {The methods of operations research on Russian financial markets},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {186--189},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844623},
doi = {10.1109/CIFER.2000.844623},
timestamp = {Fri, 05 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AgasandianEEG00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BartlettA00,
author = {Eric B. Bartlett and
Robert Abboud},
title = {Error estimation and model consolidation for time series data},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {174--177},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844620},
doi = {10.1109/CIFER.2000.844620},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BartlettA00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BittencourtL00,
author = {Marcelo A. Bittencourt and
Frank C. Lin},
title = {Time series for currency exchange rate of the Brazilian Real},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {193--196},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844625},
doi = {10.1109/CIFER.2000.844625},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BittencourtL00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BontempiBB00,
author = {Gianluca Bontempi and
Edy Bertolissi and
Mauro Birattari},
title = {Predicting stock markets in boundary conditions with local models},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {158--161},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844616},
doi = {10.1109/CIFER.2000.844616},
timestamp = {Sat, 29 Apr 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BontempiBB00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Bouchouev00,
author = {Ilia Bouchouev},
title = {An analytic framework for pricing energy derivatives},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {147--150},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844613},
doi = {10.1109/CIFER.2000.844613},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Bouchouev00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BouqataBPS00,
author = {Bouchra Bouqata and
Amine Bensaid and
Ralph Palliam and
Antonio Fernandez G{\'{o}}mez{-}Skarmeta},
title = {Time series prediction using crisp and fuzzy neural networks: a comparative
study},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {170--173},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844619},
doi = {10.1109/CIFER.2000.844619},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BouqataBPS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Carr00,
author = {Peter Carr},
title = {Deriving derivatives of derivative securities},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {101--128},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844609},
doi = {10.1109/CIFER.2000.844609},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Carr00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CastilloM00,
author = {Oscar Castillo and
Patricia Melin},
title = {Intelligent simulation and forecasting of competing dynamic companies
with a fuzzy-genetic approach},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {97--100},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844608},
doi = {10.1109/CIFER.2000.844608},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CastilloM00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Cherkassky00,
author = {Vladimir Cherkassky},
title = {Introduction to {VC} learning theory with applications to Financial
Engineering - Tutorial},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {1--2},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844584},
doi = {10.1109/CIFER.2000.844584},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Cherkassky00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CherkasskyMS00,
author = {Vladimir Cherkassky and
Filip Mulier and
Anna B. Sheng},
title = {Funds exchange: an approach for risk and portfolio management},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {3--7},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844585},
doi = {10.1109/CIFER.2000.844585},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CherkasskyMS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CreamerNS00,
author = {Germ{\'{a}}n Creamer and
T. Noe and
P. Spindt},
title = {Efficiency, performance and value-at-risk of Latin American banks
in a process of economic integration},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {92--96},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844607},
doi = {10.1109/CIFER.2000.844607},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CreamerNS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DVariSY00,
author = {Ron D'Vari and
Juan C. Sosa and
Kishore K. Yalamanchili},
title = {Multi-level risk-controlled sector optimization of domestic and international
fixed-income portfolios including conditional VaR},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {62--64},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844600},
doi = {10.1109/CIFER.2000.844600},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DVariSY00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DarleyOPG00,
author = {Vince Darley and
Alexander Outkin and
Tony Plate and
Frank Gao},
title = {Sixteenths or pennies? Observations from a simulation of the Nasdaq
stock market},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {151--154},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844614},
doi = {10.1109/CIFER.2000.844614},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DarleyOPG00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/EngemannMY00,
author = {Kurt J. Engemann and
Holmes E. Miller and
Ronald R. Yager},
title = {Imprecise information and financial environments: an interval probability
approach},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {15--18},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844588},
doi = {10.1109/CIFER.2000.844588},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/EngemannMY00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Ettes00,
author = {Dennis Ettes},
title = {Trading the stock markets using genetic fuzzy modeling},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {22--25},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844591},
doi = {10.1109/CIFER.2000.844591},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Ettes00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GlassermanHS00,
author = {Paul Glasserman and
Philip Heidelberger and
Perwez Shahabuddin},
title = {Value-at-risk with heavy-tailed risk factors},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {58--61},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844599},
doi = {10.1109/CIFER.2000.844599},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GlassermanHS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HungC000,
author = {Kei{-}Keung Hung and
Chi Chiu Cheung and
Lei Xu},
title = {New Sharpe-ratio-related methods for portfolio selection},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {34--37},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844594},
doi = {10.1109/CIFER.2000.844594},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HungC000.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/JongH00,
author = {Cyriel de Jong and
Ronald Huisman},
title = {From skews to a skewed-t: modelling option-implied returns by a skewed
Student-t},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {132--142},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844611},
doi = {10.1109/CIFER.2000.844611},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/JongH00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KawasakiST00,
author = {Yoshinori Kawasaki and
Seisho Sato and
Shigeru Tachiki},
title = {Vector-valued multiple regression model with time varying coefficients
and its application to predict excess stock returns},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {162--165},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844617},
doi = {10.1109/CIFER.2000.844617},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KawasakiST00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KonnoW00,
author = {Hiroshi Konno and
Annista Wijayanayake},
title = {Optimal portfolio construction/rebalancing under nonconvex transaction
cost},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {38--41},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844595},
doi = {10.1109/CIFER.2000.844595},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KonnoW00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Kou00,
author = {Steven G. Kou},
title = {A jump diffusion model for option pricing with three properties: leptokurtic
feature, volatility smile, and analytical tractability},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {129--131},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844610},
doi = {10.1109/CIFER.2000.844610},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Kou00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KowalczykB00,
author = {Ryszard Kowalczyk and
Van Bui},
title = {FeNAs: a fuzzy e-negotiation agents system},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {26--29},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844592},
doi = {10.1109/CIFER.2000.844592},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KowalczykB00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Kuruc00,
author = {Alvin Kuruc},
title = {Apples to oranges: reconciling "vegas" from inconsistent valuation
models by a stochastic change of coordinates},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {143--146},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844612},
doi = {10.1109/CIFER.2000.844612},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Kuruc00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LimWH00,
author = {Meng{-}Hiot Lim and
Donald C. Wunsch and
K. W. Ho},
title = {An evolutionary programming methodology for portfolio selection},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {42--46},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844596},
doi = {10.1109/CIFER.2000.844596},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LimWH00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LoeP00,
author = {Ioulia D. Loe and
Eliezer Z. Prisman},
title = {Term structure of interest rates and implied market frictions},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {71--73},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844602},
doi = {10.1109/CIFER.2000.844602},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LoeP00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LynchA00,
author = {Paul E. Lynch and
Nigel M. Allinson},
title = {Antipersistent trading ranges},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {197--208},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844626},
doi = {10.1109/CIFER.2000.844626},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LynchA00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaW00,
author = {Mingming Ma and
W. Sardha Wijesoma},
title = {Automatic on-line signature verification based on multiple models},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {30--33},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844593},
doi = {10.1109/CIFER.2000.844593},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaW00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MausserR00,
author = {Helmut Mausser and
Dan Rosen},
title = {Efficient risk/return frontiers for credit risk},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {82--85},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844605},
doi = {10.1109/CIFER.2000.844605},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MausserR00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NasirJBR00,
author = {Mohammed Nasir and
Robert I. John and
Simon C. Bennett and
David M. Russell},
title = {Predicting corporate bankruptcy using modular neural networks},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {86--91},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844606},
doi = {10.1109/CIFER.2000.844606},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NasirJBR00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NgS00,
author = {Kah{-}Hoe Ng and
Gerald B. Shebl{\'{e}}},
title = {Exploring risk management tools},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {65--68},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844601},
doi = {10.1109/CIFER.2000.844601},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NgS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NinoHP00,
author = {Fernando Ni{\~{n}}o and
Germ{\'{a}}n Jairo Hern{\'{a}}ndez and
Andr{\'{e}}s Parra},
title = {Financial time series modeling with evolutionary trained random iterated
neural networks},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {178--181},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844621},
doi = {10.1109/CIFER.2000.844621},
timestamp = {Tue, 18 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NinoHP00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Rosenberg00,
author = {Joshua V. Rosenberg},
title = {Implied volatility functions: a reprise},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {12--14},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844587},
doi = {10.1109/CIFER.2000.844587},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Rosenberg00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SaitoUKFFF00,
author = {Kazumi Saito and
Naonori Ueda and
Shigeru Katagiri and
Yutaka Fukai and
Hiroshi Fujimaru and
Masayuki Fujinawa},
title = {Law discovery from financial data using neural networks},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {209--212},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844627},
doi = {10.1109/CIFER.2000.844627},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SaitoUKFFF00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SchittenkopfTD00,
author = {Christian Schittenkopf and
Peter Ti{\~{n}}o and
Georg Dorffner},
title = {The profitability of trading volatility using real-valued and symbolic
models},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {8--11},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844586},
doi = {10.1109/CIFER.2000.844586},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SchittenkopfTD00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SetnesDL00,
author = {Magne Setnes and
O. J. H. van Drempt and
H. R. van Nauta Lemke},
title = {Interactions between finance and technology},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {182--185},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844622},
doi = {10.1109/CIFER.2000.844622},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SetnesDL00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShiKTO00,
author = {Zhaoyun Shi and
Yusho Kagraoka and
Yoshiyasu Tamura and
Tohru Ozaki},
title = {A short-term interest rate model with nonlinear mean reversion},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {74--77},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844603},
doi = {10.1109/CIFER.2000.844603},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShiKTO00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Simutis00,
author = {Rimvydas Simutis},
title = {Fuzzy logic based stock trading system},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {19--21},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844590},
doi = {10.1109/CIFER.2000.844590},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Simutis00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SinghF00,
author = {Sameer Singh and
Jonathan E. Fieldsend},
title = {Financial time series forecasts using fuzzy and long memory pattern
recognition systems},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {166--169},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844618},
doi = {10.1109/CIFER.2000.844618},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SinghF00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Uryasev00,
author = {Stanislav Uryasev},
title = {Conditional value-at-risk: optimization algorithms and applications},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {49--57},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844598},
doi = {10.1109/CIFER.2000.844598},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Uryasev00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WangZ00,
author = {Haiyan Wang and
Qinghong Zhang},
title = {Analysis of risk allocation principle in project financing},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {190--192},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844624},
doi = {10.1109/CIFER.2000.844624},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WangZ00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangLZ00,
author = {Yiwen Yang and
Guizhong Liu and
Zongping Zhang},
title = {Stock market trend prediction based on neural networks, multiresolution
analysis and dynamical reconstruction},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {155--156},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844615},
doi = {10.1109/CIFER.2000.844615},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangLZ00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/dHalluinFVL00,
author = {Yann d'Halluin and
Peter A. Forsyth and
Kenneth R. Vetzal and
George Labahn},
title = {Numerical methods for pricing callable bonds},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {78--81},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844604},
doi = {10.1109/CIFER.2000.844604},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/dHalluinFVL00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2000,
title = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
publisher = {{IEEE}},
year = {2000},
url = {https://ieeexplore.ieee.org/xpl/conhome/6797/proceeding},
isbn = {0-7803-6429-5},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2000.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AzzouziN99,
author = {Mehdi Azzouzi and
Ian T. Nabney},
title = {Modelling financial time series with switching state space models},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {240--249},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771123},
doi = {10.1109/CIFER.1999.771123},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AzzouziN99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CastilloM99,
author = {Oscar Castillo and
Patricia Melin},
title = {A new method for adaptive model-based control of economic systems
using a neuro-fuzzy-genetic approach: the case of international trade
dynamics},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {17--26},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771104},
doi = {10.1109/CIFER.1999.771104},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CastilloM99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChangW99,
author = {Isaac J. Chang and
Andreas S. Weigend},
title = {Nonlinear prediction of conditional percentiles for value-at-risk},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {118--134},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771110},
doi = {10.1109/CIFER.1999.771110},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChangW99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChinWZ99,
author = {Elion Chin and
Andreas S. Weigend and
Heinz Zimmermann},
title = {Computing portfolio risk using Gaussian mixtures and independent component
analysis},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {74--117},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771108},
doi = {10.1109/CIFER.1999.771108},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChinWZ99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DVariS99,
author = {Ron D'Vari and
Juan C. Sosa},
title = {A new method for estimating value-at-risk of Brady bond portfolios},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {1--5},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771102},
doi = {10.1109/CIFER.1999.771102},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DVariS99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DoffouH99,
author = {Ako Doffou and
Jimmy E. Hilliard},
title = {Testing a jump-diffusion stochastic interest rates model in currency
options markets},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {27--63},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771105},
doi = {10.1109/CIFER.1999.771105},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DoffouH99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Ghoshray99,
author = {Sabyasachi Ghoshray},
title = {Reducing arbitrage risk by fuzzy regression based prediction of exchange
rates for composite currencies},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {6--16},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771103},
doi = {10.1109/CIFER.1999.771103},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Ghoshray99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KenyonT99,
author = {Chris M. Kenyon and
Stathis Tompaidis},
title = {Real options in leasing semi-submersible rigs in the North Sea},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {218--239},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771122},
doi = {10.1109/CIFER.1999.771122},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KenyonT99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KurucLW99,
author = {Alvin Kuruc and
Bernard Lee and
Alastair Wilkins},
title = {On hedge effectiveness and risk decomposition},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {297--321},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771132},
doi = {10.1109/CIFER.1999.771132},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KurucLW99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LeschCL99,
author = {Ragnar H. Lesch and
Yannick Caill{\'{e}} and
David Lowe},
title = {Component analysis in financial time series},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {183--190},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771118},
doi = {10.1109/CIFER.1999.771118},
timestamp = {Tue, 29 Jan 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/LeschCL99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LezosT99,
author = {Georgios Lezos and
Monte P. Tull},
title = {Neural network and fuzzy logic techniques for time series forecasting},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {191--197},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771119},
doi = {10.1109/CIFER.1999.771119},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LezosT99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LimW99,
author = {Meng{-}Hiot Lim and
Donald C. Wunsch II},
title = {A fuzzy perspective towards technical analysis-case study of trend
prediction using moving averages},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {179--182},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771117},
doi = {10.1109/CIFER.1999.771117},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LimW99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiuKL99,
author = {Derong Liu and
Yan Kong and
Edward G. Luxford},
title = {An adaptive critic approach for self-learning stock trading},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {271--280},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771128},
doi = {10.1109/CIFER.1999.771128},
timestamp = {Thu, 06 Jun 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LiuKL99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MausserR99,
author = {Helmut Mausser and
Dan Rosen},
title = {Beyond VaR: parametric and simulation-based risk management tools},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {159--162},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771114},
doi = {10.1109/CIFER.1999.771114},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MausserR99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MausserR99a,
author = {Helmut Mausser and
Dan Rosen},
title = {Beyond VaR: from measuring risk to managing risk},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {163--178},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771115},
doi = {10.1109/CIFER.1999.771115},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MausserR99a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Navin99,
author = {Robert L. Navin},
title = {Convertible bond valuation: 20 out of 30 day soft-call},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {198--217},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771120},
doi = {10.1109/CIFER.1999.771120},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Navin99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PirknerWZ99,
author = {Christian D. Pirkner and
Andreas S. Weigend and
Heinz Zimmermann},
title = {Extracting risk-neutral densities from option prices using mixture
binomial trees},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {135--158},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771112},
doi = {10.1109/CIFER.1999.771112},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PirknerWZ99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SchittenkopfDD99,
author = {Christian Schittenkopf and
Georg Dorffner and
Engelbert J. Dockner},
title = {Fat tails and non-linearity in volatility models: what is more important?},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {259--266},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771126},
doi = {10.1109/CIFER.1999.771126},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SchittenkopfDD99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SetnesD99,
author = {Magne Setnes and
O. J. H. van Drempt},
title = {Fuzzy modeling in stock-market analysis},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {250--258},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771124},
doi = {10.1109/CIFER.1999.771124},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SetnesD99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Srikanth99,
author = {V. Srikanth},
title = {Intelligent trading systems: a multi-agent hybrid architecture},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {64--73},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771107},
doi = {10.1109/CIFER.1999.771107},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Srikanth99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Trigueros99,
author = {Joaquin R. Trigueros},
title = {Extracting earnings information from financial statements via genetic
algorithms},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {281--296},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771130},
doi = {10.1109/CIFER.1999.771130},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Trigueros99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhangK99,
author = {Jianwei Zhang and
Alois C. Knoll},
title = {Modelling multivariate data by neuro-fuzzy systems},
booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
pages = {267--270},
publisher = {{IEEE}},
year = {1999},
url = {https://doi.org/10.1109/CIFER.1999.771127},
doi = {10.1109/CIFER.1999.771127},
timestamp = {Fri, 24 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhangK99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/1999,
title = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1999, New York City, USA, April 27,
1999},
publisher = {{IEEE}},
year = {1999},
url = {https://ieeexplore.ieee.org/xpl/conhome/6229/proceeding},
isbn = {0-7803-5663-2},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/1999.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/0001L98,
author = {Lei Xu and
Wai{-}Man Leung},
title = {Cointegration by {MCA} and modular {MCA}},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {157--160},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690071},
doi = {10.1109/CIFER.1998.690071},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/0001L98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BackW98,
author = {Andrew D. Back and
Andreas S. Weigend},
title = {What drives stock returns?-an independent component analysis},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {141--156},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690056},
doi = {10.1109/CIFER.1998.690056},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BackW98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Bauer98,
author = {Hans{-}Ulrich Bauer},
title = {Exploiting topography of neural maps: a case study on investment strategies
for emerging markets},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {216--219},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690120},
doi = {10.1109/CIFER.1998.690120},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Bauer98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Boston98,
author = {J. Robert Boston},
title = {A measure of uncertainty for stock performance},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {161--164},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690072},
doi = {10.1109/CIFER.1998.690072},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Boston98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CastilloM98,
author = {Oscar Castillo and
Patricia Melin},
title = {A new fuzzy-genetic approach for the simulation and forecasting of
international trade non-linear dynamics},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {189--196},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690097},
doi = {10.1109/CIFER.1998.690097},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CastilloM98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChidambaranLT98,
author = {N. K. Chidambaran and
C. W. Jevons Lee and
Joaquin R. Trigueros},
title = {Adapting Black-Scholes to a non-Black-Scholes environment via genetic
programming},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {197--211},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690105},
doi = {10.1109/CIFER.1998.690105},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChidambaranLT98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Cliff98,
author = {Dave Cliff},
title = {Genetic optimization of adaptive trading agents for double-auction
markets},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {252--258},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690152},
doi = {10.1109/CIFER.1998.690152},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Cliff98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CorchadoFL98,
author = {Juan M. Corchado and
Colin Fyfe and
Brian Lees},
title = {Unsupervised learning for financial forecasting},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {259--263},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690316},
doi = {10.1109/CIFER.1998.690316},
timestamp = {Sun, 02 Jun 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CorchadoFL98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DZmura98,
author = {David Andrew D'Zmura},
title = {Forecasting expectations of insured depository default and catastrophic
losses},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {66--91},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690003},
doi = {10.1109/CIFER.1998.690003},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DZmura98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Guo98,
author = {Dajiang Guo},
title = {The risk premium of volatility implicit in currency options},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {224--251},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690130},
doi = {10.1109/CIFER.1998.690130},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Guo98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HoontrakulRKP98,
author = {Pongsak Hoontrakul and
Peter J. Ryan and
Anya Khanthavit and
Stylianos Perrakis},
title = {A theory of price formation in a market with short sale prohibition},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {15--65},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.689966},
doi = {10.1109/CIFER.1998.689966},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HoontrakulRKP98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HovanovK98,
author = {Nikolai V. Hovanov and
James W. Kolari},
title = {Estimating the overall financial performance of Mexican banks using
a new method for quantifying subjective information},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {98--122},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690034},
doi = {10.1109/CIFER.1998.690034},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HovanovK98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KremerM98,
author = {Michael B. Kremer and
R. Douglas Martin},
title = {Outliers, influence functions, and robust portfolio optimization},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {1--14},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.689932},
doi = {10.1109/CIFER.1998.689932},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KremerM98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KremerM98a,
author = {Michael B. Kremer and
R. Douglas Martin},
title = {Outliers, influence functions, and robust portfolio optimization},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {212--215},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690115},
doi = {10.1109/CIFER.1998.690115},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KremerM98a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PantazopoulosVH98,
author = {Konstantinos N. Pantazopoulos and
Vassilios S. Verykios and
Elias N. Houstis},
title = {A knowledge based system for evaluation of option pricing algorithms},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {123--140},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690047},
doi = {10.1109/CIFER.1998.690047},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PantazopoulosVH98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Papageorgiou98,
author = {Constantine Papageorgiou},
title = {Mixed memory Markov models for time series analysis},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {165--170},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690077},
doi = {10.1109/CIFER.1998.690077},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Papageorgiou98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Schaller98,
author = {Peter Schaller},
title = {On cash flow mapping in {VAR} estimations},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {180--188},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690089},
doi = {10.1109/CIFER.1998.690089},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Schaller98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SetnesKL98,
author = {Magne Setnes and
Uzay Kaymak and
H. R. van Nauta Lemke},
title = {Fuzzy target selection in direct marketing},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {92--97},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690027},
doi = {10.1109/CIFER.1998.690027},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SetnesKL98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SteinB98,
author = {Roger M. Stein and
Robert N. Bernard},
title = {Data mining the future: genetic discovery of good trading rules in
agent-based financial market simulations},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {171--179},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690081},
doi = {10.1109/CIFER.1998.690081},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SteinB98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YagerL98,
author = {Ronald R. Yager and
Rachel Lau},
title = {A new approach to the fusion of expert information},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
pages = {220--223},
publisher = {{IEEE}},
year = {1998},
url = {https://doi.org/10.1109/CIFER.1998.690125},
doi = {10.1109/CIFER.1998.690125},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YagerL98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/1998,
title = {Proceedings of the {IEEE/IAFE/INFORMS} 1998 Conference on Computational
Intelligence for Financial Engineering, CIFEr 1998, New York City,
USA, June 25, 1998},
publisher = {{IEEE}},
year = {1998},
url = {https://ieeexplore.ieee.org/xpl/conhome/5664/proceeding},
isbn = {0-7803-4930-X},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/1998.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/0001C97,
author = {Lei Xu and
Yiu{-}ming Cheung},
title = {Adaptive supervised learning decision networks for traders and portfolios},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {206--212},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618938},
doi = {10.1109/CIFER.1997.618938},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/0001C97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/0015C97,
author = {Wei Li and
Dinju Chen},
title = {High performance algorithms for lattice-based derivative pricing models},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {8--14},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618898},
doi = {10.1109/CIFER.1997.618898},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/0015C97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AgapieA97,
author = {Adriana Agapie and
Alexandru Agapie},
title = {Forecasting the economic cycles based on an extension of the Holt-Winters
model. {A} genetic algorithms approach},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {96--99},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618920},
doi = {10.1109/CIFER.1997.618920},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AgapieA97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AleskerovFR97,
author = {Emin Aleskerov and
Bernd Freisleben and
Bharat Rao},
title = {{CARDWATCH:} a neural network based database mining system for credit
card fraud detection},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {220--226},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618940},
doi = {10.1109/CIFER.1997.618940},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AleskerovFR97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BraunerDSH97,
author = {Erik O. Brauner and
Judith E. Dayhoff and
Xiaoyun Sun and
Sharon Hormby},
title = {Neural network training techniques for a gold trading model},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {57--63},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618905},
doi = {10.1109/CIFER.1997.618905},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BraunerDSH97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BreidtCL97,
author = {F. Jay Breidt and
Nuno Crato and
Pedro J. F. de Lima},
title = {Modeling the persistent volatility of asset returns},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {266--272},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618947},
doi = {10.1109/CIFER.1997.618947},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BreidtCL97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Carandang97,
author = {Renato Carandang},
title = {Derivative portfolio risk management using a value-at-risk framework},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {260--265},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618946},
doi = {10.1109/CIFER.1997.618946},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Carandang97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CastilloM97,
author = {Oscar Castillo and
Patricia Melin},
title = {Simulation and forecasting of international trade dynamics using non-linear
mathematical models and fuzzy logic techniques},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {100--106},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618921},
doi = {10.1109/CIFER.1997.618921},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CastilloM97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChenY97,
author = {Shu{-}Heng Chen and
Chia{-}Hsuan Yeh},
title = {Speculative trades and financial regulations: simulations based on
genetic programming},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {123--129},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618924},
doi = {10.1109/CIFER.1997.618924},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChenY97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CostantinoMCG97,
author = {Marco Costantino and
Richard G. Morgan and
Russell James Collingham and
Roberto Garigliano},
title = {Natural language processing and information extraction: qualitative
analysis of financial news articles},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {116--122},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618923},
doi = {10.1109/CIFER.1997.618923},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CostantinoMCG97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CurryMB97,
author = {Bruce Curry and
Peter H. Morgan and
Malcolm Beynon},
title = {Neural networks and forecasting: 'orthodox' methods and new research},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {82--88},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618918},
doi = {10.1109/CIFER.1997.618918},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CurryMB97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DemboR97,
author = {Ron Dembo and
Dan Rosen},
title = {Optimization As {A} Tool In Finance},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {64--70},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618913},
doi = {10.1109/CIFER.1997.618913},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DemboR97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DrossuO97,
author = {Radu Drossu and
Zoran Obradovic},
title = {{INFFC} data analysis: lower bounds and testbed design recommendations},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {71--74},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618915},
doi = {10.1109/CIFER.1997.618915},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DrossuO97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FreislebenR97,
author = {Bernd Freisleben and
Klaus Ripper},
title = {Volatility estimation with a neural network},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {177--181},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618932},
doi = {10.1109/CIFER.1997.618932},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FreislebenR97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GilesLT97,
author = {C. Lee Giles and
Steve Lawrence and
Ah Chung Tsoi},
title = {Rule inference for financial prediction using recurrent neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {253--259},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618945},
doi = {10.1109/CIFER.1997.618945},
timestamp = {Sun, 25 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GilesLT97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GreenSR97,
author = {Henry G. Green and
Bernd Schmidt and
Kirsten Reher},
title = {Algorithms for filtering of market price data},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {227--231},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618941},
doi = {10.1109/CIFER.1997.618941},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GreenSR97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/JohnZ97,
author = {George H. John and
Yin Zhao},
title = {Mortgage data mining},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {232--236},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618942},
doi = {10.1109/CIFER.1997.618942},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/JohnZ97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KaraaliEH97,
author = {Orhan Karaali and
Wendy Edelberg and
John Higgins},
title = {Modelling volatility derivatives using neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {280--286},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618949},
doi = {10.1109/CIFER.1997.618949},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KaraaliEH97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KholodnyiP97,
author = {Valery A. Kholodnyi and
John F. Price},
title = {Foreign exchange option symmetry based on domestic-foreign payoff
invariance},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {164--170},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618930},
doi = {10.1109/CIFER.1997.618930},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KholodnyiP97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/McCabeW97,
author = {Thomas McCabe and
Andreas S. Weigend},
title = {Measuring predictability using multiresolution embedding},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {75--81},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618916},
doi = {10.1109/CIFER.1997.618916},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/McCabeW97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MilevskyP97,
author = {Moshe Arye Milevsky and
Eliezer Z. Prisman},
title = {A tax-adjusted algorithm for pricing derivative securities using the
symbolic computational language {MAPLE}},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {157--163},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618929},
doi = {10.1109/CIFER.1997.618929},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MilevskyP97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MirandaKH97,
author = {Fernando Gonz{\'{a}}lez Miranda and
Johan Knif and
Kenneth H{\"{o}}gholm},
title = {Ranked market information as a stock return indicator},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {195--201},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618937},
doi = {10.1109/CIFER.1997.618937},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MirandaKH97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Molle97,
author = {John W. Dalle Molle},
title = {Volatility estimators for {FOREX} futures using standardized time
series},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {293--299},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618951},
doi = {10.1109/CIFER.1997.618951},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Molle97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MoodyW97,
author = {John E. Moody and
Lizhong Wu},
title = {What is the "true price"? state space models for high frequency {FX}
data},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {150--156},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618928},
doi = {10.1109/CIFER.1997.618928},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MoodyW97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MoodyW97a,
author = {John E. Moody and
Lizhong Wu},
title = {Optimization of trading systems and portfolios},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {300--307},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618952},
doi = {10.1109/CIFER.1997.618952},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MoodyW97a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MuhammadK97,
author = {Ali Muhammad and
Graham A. King},
title = {Foreign exchange market forecasting using evolutionary fuzzy networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {213--219},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618939},
doi = {10.1109/CIFER.1997.618939},
timestamp = {Tue, 23 Feb 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/MuhammadK97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OrnesS97,
author = {Chester Ornes and
Jack Sklansky},
title = {A neural network that explains as well as predicts financial market
behavior},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {43--49},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618903},
doi = {10.1109/CIFER.1997.618903},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OrnesS97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PantazopoulosTH97,
author = {Konstantinos N. Pantazopoulos and
Lefteri H. Tsoukalas and
Elias N. Houstis},
title = {Neurofuzzy characterization of financial time series in an anticipatory
framework},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {50--56},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618904},
doi = {10.1109/CIFER.1997.618904},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PantazopoulosTH97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Papageorgiou97,
author = {Constantine Papageorgiou},
title = {High frequency time series analysis and prediction using Markov models},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {182--188},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618933},
doi = {10.1109/CIFER.1997.618933},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Papageorgiou97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PaulsonSG97,
author = {A. S. Paulson and
J. H. Scacchia and
D. H. Goldenberg},
title = {Skewness and kurtosis in pricing European and American options},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {171--176},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618931},
doi = {10.1109/CIFER.1997.618931},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PaulsonSG97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PellizzariP97,
author = {Paolo Pellizzari and
Claudio Pizzi},
title = {Fuzzy weighted local approximation for financial time series modelling
and forecasting},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {137--143},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618926},
doi = {10.1109/CIFER.1997.618926},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/PellizzariP97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Puelz97,
author = {Amy V. Puelz},
title = {Asset and liability management: a stochastic model for portfolio selection},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {36--42},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618902},
doi = {10.1109/CIFER.1997.618902},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Puelz97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RandallK97,
author = {Curt Randall and
Elaine Kant},
title = {Numerical options models without programming},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {15--21},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618899},
doi = {10.1109/CIFER.1997.618899},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RandallK97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Richardson97,
author = {R. Richardson},
title = {Neural networks compared to statistical techniques},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {89--95},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618919},
doi = {10.1109/CIFER.1997.618919},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Richardson97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Rojas97,
author = {J. Maurice Rojas},
title = {A new approach to counting Nash equilibria},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {130--136},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618925},
doi = {10.1109/CIFER.1997.618925},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Rojas97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RolfSU97,
author = {Susanne Rolf and
Joachim Sprave and
Wolfgang Urfer},
title = {Model identification and parameter estimation of {ARMA} models by
means of evolutionary algorithms},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {237--243},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618943},
doi = {10.1109/CIFER.1997.618943},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RolfSU97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Sabot97,
author = {Gary Sabot},
title = {Computational modeling of 1994 {A.M.} Best life/health insurer ratings},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {107--115},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618922},
doi = {10.1109/CIFER.1997.618922},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Sabot97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SchallerV97,
author = {M. P. Schaller and
A. F. Vaz},
title = {{DERMA:} a distributed enterprise risk management architecture},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {22--28},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618900},
doi = {10.1109/CIFER.1997.618900},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SchallerV97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SchittenkopfD97,
author = {Christian Schittenkopf and
Gustavo Deco},
title = {Detecting non-linear dynamics in financial time series},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {287--292},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618950},
doi = {10.1109/CIFER.1997.618950},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SchittenkopfD97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShiW97,
author = {Shanming Shi and
Andreas S. Weigend},
title = {Taking time seriously: hidden Markov experts applied to financial
engineering},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {244--252},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618944},
doi = {10.1109/CIFER.1997.618944},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShiW97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Vacca97,
author = {Luigi Vacca},
title = {Managing options risk with genetic algorithms},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {29--35},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618901},
doi = {10.1109/CIFER.1997.618901},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Vacca97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Vecchiato97,
author = {Walter Vecchiato},
title = {New models for irregularly spaced time series analysis with applications
to high frequency financial data},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {144--149},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618927},
doi = {10.1109/CIFER.1997.618927},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Vecchiato97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangJP97,
author = {Z. R. Yang and
H. James and
A. Packer},
title = {The effect of inconsistent differences in financial ratio trends on
model reliability},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {273--279},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618948},
doi = {10.1109/CIFER.1997.618948},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangJP97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhangZF97,
author = {Jing Chun Zhang and
Ming Zhang and
John Fulcher},
title = {Financial simulation system using a higher order trigonometric polynomial
neural network group model},
booktitle = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
pages = {189--194},
publisher = {{IEEE}},
year = {1997},
url = {https://doi.org/10.1109/CIFER.1997.618934},
doi = {10.1109/CIFER.1997.618934},
timestamp = {Sun, 04 Aug 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhangZF97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/1997,
title = {Proceedings of the {IEEE/IAFE} 1997 Computational Intelligence for
Financial Engineering, CIFEr 1997, New York City, USA, March 24-25,
1997},
publisher = {{IEEE}},
year = {1997},
url = {https://ieeexplore.ieee.org/xpl/conhome/4886/proceeding},
isbn = {0-7803-4133-3},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/1997.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Alici96,
author = {Yurt Alici},
title = {A corporate solvency map through self-organising neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {286--292},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501854},
doi = {10.1109/CIFER.1996.501854},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Alici96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AnkenbrandT96,
author = {Thomas Ankenbrand and
Marco Tomassini},
title = {Predicting multivariate financial time series using neural networks:
the Swiss bond case},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {27--33},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501819},
doi = {10.1109/CIFER.1996.501819},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AnkenbrandT96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BentzBC96,
author = {Yves Bentz and
Laurence Boone and
Jerome Connor},
title = {Modelling stock return sensitivities to economic factors with the
Kalman filter and neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {79--82},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501827},
doi = {10.1109/CIFER.1996.501827},
timestamp = {Tue, 25 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BentzBC96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BharC96,
author = {Ramaprasad Bhar and
Carl Chiarella},
title = {Interest rate futures: estimation of volatility parameters in an arbitrage-free
framework},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {168--182},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501842},
doi = {10.1109/CIFER.1996.501842},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BharC96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CastilloM96,
author = {Oscar Castillo and
Patricia Melin},
title = {Automated mathematical modelling for financial time series prediction
using fuzzy logic, dynamical systems and fractal theory},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {120--126},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501835},
doi = {10.1109/CIFER.1996.501835},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/CastilloM96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChenY96,
author = {Shu{-}Heng Chen and
Chia{-}Hsuan Yeh},
title = {Bridging the gap between nonlinearity tests and the efficient market
hypothesis by genetic programming},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {34--40},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501820},
doi = {10.1109/CIFER.1996.501820},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChenY96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CheungL096,
author = {Yiu{-}ming Cheung and
Helen Z. H. Lai and
Lei Xu},
title = {Adaptive Rival Penalized Competitive Learning and Combined Linear
Predictor with application to financial investment},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {141--147},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501838},
doi = {10.1109/CIFER.1996.501838},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CheungL096.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChouYCL96,
author = {Seng{-}cho Timothy Chou and
Chau{-}Chen Yang and
Chi{-}Huang Chan and
Feipei Lai},
title = {A rule-based neural stock trading decision support system},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {148--154},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501839},
doi = {10.1109/CIFER.1996.501839},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChouYCL96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CottrellBG96,
author = {Marie Cottrell and
Eric de Bodt and
Philippe Gr{\'{e}}goire},
title = {Analyzing shocks on the interest rate structure with Kohonen map},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {162--167},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501841},
doi = {10.1109/CIFER.1996.501841},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CottrellBG96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DumasFW96,
author = {Bernard Dumas and
Jeff Fleming and
Robert Whaley},
title = {Implied volatility functions: empirical tests},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {199--233},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501845},
doi = {10.1109/CIFER.1996.501845},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DumasFW96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/EvenM96,
author = {Roil Even and
Bud Mishra},
title = {CAFE': a Complex Adaptive Financial Environment},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {20--25},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501818},
doi = {10.1109/CIFER.1996.501818},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/EvenM96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FatourosSC96,
author = {D. Fatouros and
Gerry Salkin and
Nicos Christofides},
title = {Heuristic techniques in tax structuring for multinationals},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {271--278},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501852},
doi = {10.1109/CIFER.1996.501852},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FatourosSC96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FerozK96,
author = {Ehsan Habib Feroz and
Taek Mu Kwon},
title = {Self-organizing fuzzy and {MLP} approaches to detecting fraudulent
financial reporting},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {279--285},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501853},
doi = {10.1109/CIFER.1996.501853},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FerozK96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/FreedmanD96,
author = {Roy S. Freedman and
Rinaldo Digiorgio},
title = {New computational architectures for pricing derivatives},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {14--19},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501817},
doi = {10.1109/CIFER.1996.501817},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/FreedmanD96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Ghoshray96,
author = {Sabyasachi Ghoshray},
title = {Foreign exchange rate prediction by fuzzy inferencing on deterministic
chaos},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {96--102},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501830},
doi = {10.1109/CIFER.1996.501830},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Ghoshray96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Ghoshray96a,
author = {Sabyasachi Ghoshray},
title = {Application of fuzzy regression models to predict exchange rates for
composite currencies},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {264--270},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501851},
doi = {10.1109/CIFER.1996.501851},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Ghoshray96a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GreenMP96,
author = {Henry G. Green and
R. Douglas Martin and
Michael A. Pearson},
title = {Robust estimation analytics for financial risk management},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {190--198},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501844},
doi = {10.1109/CIFER.1996.501844},
timestamp = {Fri, 23 Aug 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GreenMP96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GrossmanP96,
author = {Robert L. Grossman and
H. Vincent Poor},
title = {Optimization driven data mining and credit scoring},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {104--110},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501831},
doi = {10.1109/CIFER.1996.501831},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GrossmanP96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HaefkeH96,
author = {Christian Haefke and
Christian Helmenstein},
title = {The applicability of information criteria for neural network architecture
selection},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {293--301},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501855},
doi = {10.1109/CIFER.1996.501855},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HaefkeH96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Hambaba96,
author = {Mohamed L. Hambaba},
title = {Intelligent hybrid system for data mining},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {111},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501832},
doi = {10.1109/CIFER.1996.501832},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Hambaba96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HanagandiDB96,
author = {Vijay Hanagandi and
Amitava Dhar and
Kevin Buescher},
title = {Density-based clustering and radial basis function modeling to generate
credit card fraud scores},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {247--251},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501848},
doi = {10.1109/CIFER.1996.501848},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HanagandiDB96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Hoque96,
author = {Monzurul Hoque},
title = {Impetus for future growth in the globalization of stock investments:
an evidence from joint time series and chaos analyses},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {49--57},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501822},
doi = {10.1109/CIFER.1996.501822},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Hoque96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/JohnM96,
author = {George H. John and
Peter Miller},
title = {Building long/short portfolios using rule induction},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {134--140},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501837},
doi = {10.1109/CIFER.1996.501837},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/JohnM96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KarguptaB96,
author = {Hillol Kargupta and
Kevin Buescher},
title = {The gene expression messy genetic algorithm for financial applications},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {155--161},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501840},
doi = {10.1109/CIFER.1996.501840},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KarguptaB96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KariyaT96,
author = {Takeaki Kariya and
Hiroshi Tsuda},
title = {Prediction of individual {JG} bond prices via the {TDM} model},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {183--189},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501843},
doi = {10.1109/CIFER.1996.501843},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KariyaT96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LaiC096,
author = {Helen Z. H. Lai and
Yiu{-}ming Cheung and
Lei Xu},
title = {Trading mechanisms and return volatility: empirical investigation
on Shanghai Stock Exchange based on a neural network model},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {259--263},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501850},
doi = {10.1109/CIFER.1996.501850},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LaiC096.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Leven96,
author = {Samuel J. Leven},
title = {Models of market behavior: bringing realistic games to market},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {41--48},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501821},
doi = {10.1109/CIFER.1996.501821},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Leven96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Makivic96,
author = {Miloje S. Makivic},
title = {Path integral Monte Carlo method and maximum entropy: a complete solution
for the derivative valuation problem},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {112--113},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501833},
doi = {10.1109/CIFER.1996.501833},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Makivic96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Minkov96,
author = {D. Minkov},
title = {Optimisation of an investment in South East Asian country funds investment
company},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {302--306},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501856},
doi = {10.1109/CIFER.1996.501856},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Minkov96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Molle96,
author = {John W. Dalle Molle},
title = {Evaluation of common models used in the estimation of the historical
volatility applied to trade-by-trade stock returns data from the {U.S.}
and Mexico},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {234--240},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501846},
doi = {10.1109/CIFER.1996.501846},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Molle96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MolleZ96,
author = {John W. Dalle Molle and
Fernando Zapatero},
title = {Problems with Monte Carlo simulation in the pricing of contingent
claims},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {114--119},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501834},
doi = {10.1109/CIFER.1996.501834},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MolleZ96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Mulvey96,
author = {John M. Mulvey},
title = {Solving robust optimization models in finance},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {1--13},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501816},
doi = {10.1109/CIFER.1996.501816},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Mulvey96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OrdentlichC96,
author = {Erik Ordentlich and
Thomas M. Cover},
title = {Max-min optimal investing},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {127--133},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501836},
doi = {10.1109/CIFER.1996.501836},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OrdentlichC96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OrmoneitN96,
author = {Dirk Ormoneit and
Ralph Neuneier},
title = {Experiments in predicting the German stock index {DAX} with density
estimating neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {66--71},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501825},
doi = {10.1109/CIFER.1996.501825},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OrmoneitN96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RubinsonY96,
author = {Teresa Rubinson and
Ronald R. Yager},
title = {Fuzzy logic and genetic algorithms for financial risk management},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {90--95},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501829},
doi = {10.1109/CIFER.1996.501829},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RubinsonY96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SchierholtD96,
author = {Karsten Schierholt and
Cihan H. Dagli},
title = {Stock market prediction using different neural network classification
architectures},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {72--78},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501826},
doi = {10.1109/CIFER.1996.501826},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SchierholtD96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SchwarzeLJ96,
author = {Stephan Schwarze and
Matthias Lechner and
Michael Jensen},
title = {Computer supported determination of bank credit conditions},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {83--89},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501828},
doi = {10.1109/CIFER.1996.501828},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SchwarzeLJ96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SutterMSKG96,
author = {Thomas Sutter and
Guy S. Mollet and
Markus Schr{\"{o}}der and
Rudolf Kruse and
J{\"{o}}rg Gebhardt},
title = {Fuzzy queries for top-management succession planning},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {241--246},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501847},
doi = {10.1109/CIFER.1996.501847},
timestamp = {Thu, 10 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SutterMSKG96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Vaccari96,
author = {David A. Vaccari},
title = {Nonlinear analysis of retail performance},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {252--258},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501849},
doi = {10.1109/CIFER.1996.501849},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Vaccari96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Werbos96,
author = {Paul J. Werbos},
title = {Finding time series among the chaos: stochastics, deseasonalization,
and texture-detection using neural nets},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {58},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501823},
doi = {10.1109/CIFER.1996.501823},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Werbos96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Yager96,
author = {Ronald R. Yager},
title = {Fuzzy set methods for uncertainty representation in risky financial
decisions},
booktitle = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
pages = {59--65},
publisher = {{IEEE}},
year = {1996},
url = {https://doi.org/10.1109/CIFER.1996.501824},
doi = {10.1109/CIFER.1996.501824},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Yager96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/1996,
title = {Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence
for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26,
1996},
publisher = {{IEEE}},
year = {1996},
url = {https://ieeexplore.ieee.org/xpl/conhome/3547/proceeding},
isbn = {0-7803-3236-9},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/1996.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Ait-SahaliaL95,
author = {Yacine A{\"{\i}}t{-}Sahalia and
Andrew W. Lo},
title = {Nonparametric estimation of state-price densities implicit in financial
asset prices},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {2--5},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495227},
doi = {10.1109/CIFER.1995.495227},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Ait-SahaliaL95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BallarinGCL95,
author = {Antonio Ballarin and
Simona Gervasi and
V. Cannata and
S. Liudaki},
title = {Company financial strategic analysis using neural classifiers},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {123--127},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495264},
doi = {10.1109/CIFER.1995.495264},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BallarinGCL95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BaramR95,
author = {Yoram Baram and
Ze'ew Roth},
title = {Forecasting by density shaping using neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {57--71},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495253},
doi = {10.1109/CIFER.1995.495253},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BaramR95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Bjorn95,
author = {V. Bjorn},
title = {Multiresolution methods for financial time series prediction},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {97},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495258},
doi = {10.1109/CIFER.1995.495258},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Bjorn95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CastilloM95,
author = {Oscar Castillo and
Patricia Melin},
title = {An intelligent system for financial time series prediction combining
dynamical systems theory, fractal theory, and statistical methods},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {151--155},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495269},
doi = {10.1109/CIFER.1995.495269},
timestamp = {Wed, 12 Sep 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CastilloM95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/EnglischM95,
author = {Harald Englisch and
Stewart Mayhew},
title = {Artificial market making with neural nets: an application to options},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {156--159},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495270},
doi = {10.1109/CIFER.1995.495270},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/EnglischM95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/EydenWA95,
author = {R. J. Van Eyden and
P. W. C. De Wit and
J. C. Arron},
title = {Predicting company failure-a comparison between neural networks and
established statistical techniques by applying the McNemar test},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {91--96},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495257},
doi = {10.1109/CIFER.1995.495257},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/EydenWA95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GolanZ95,
author = {Robert Golan and
Wojciech Ziarko},
title = {A methodology for stock market analysis utilizing rough set theory},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {32--40},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495230},
doi = {10.1109/CIFER.1995.495230},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GolanZ95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HaefkeH95,
author = {Christian Haefke and
Christian Helmenstein},
title = {A neural network model to exploit the econometric properties of Austrian
IPOs},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {128--135},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495265},
doi = {10.1109/CIFER.1995.495265},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HaefkeH95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HamelinkV95,
author = {Foort Hamelink and
Thieny Vessereau},
title = {Can a multivariate {QTARCH} combined with technical indicators estimate
returns in the commodity futures markets?},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {136--140},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495266},
doi = {10.1109/CIFER.1995.495266},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HamelinkV95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HenrotteL95,
author = {Philippe Henrotte and
Herv{\'{e}} Lebret},
title = {Portfolio choice through convex optimization},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {141--145},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495267},
doi = {10.1109/CIFER.1995.495267},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HenrotteL95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HobbsB95,
author = {Allen Hobbs and
Nikolaos G. Bourbakis},
title = {A neurofuzzy arbitrage simulator for stock investing},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {160--177},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495271},
doi = {10.1109/CIFER.1995.495271},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HobbsB95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Hoffmann95,
author = {G{\"{u}}nther A. Hoffmann},
title = {Function approximation with learning networks in the financial field
and its application to the interest rate sector},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {178--182},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495272},
doi = {10.1109/CIFER.1995.495272},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Hoffmann95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KahnB95,
author = {R. N. Kahn and
Anupam K. Basu},
title = {Neural networks in finance: an information analysis},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {183--191},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495273},
doi = {10.1109/CIFER.1995.495273},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KahnB95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KobayashiS95,
author = {Ichiro Kobayashi and
Michio Sugeno},
title = {An approach to social system simulation based on information fusion},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {87--90},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495256},
doi = {10.1109/CIFER.1995.495256},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KobayashiS95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Lehmann95,
author = {Bruce N. Lehmann},
title = {A multinomial characterization of feedforward neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {79--86},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495255},
doi = {10.1109/CIFER.1995.495255},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Lehmann95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/LiFGK95,
author = {Tao Li and
Luyuan Fang and
D. Guo and
Stan Klasa},
title = {Predicting exchange rates using a fuzzy learning system},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {103--107},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495260},
doi = {10.1109/CIFER.1995.495260},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/LiFGK95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ManiQMB95,
author = {Ganesh Mani and
Kung{-}Khoon Quah and
Sam Mahfoud and
Dean Barr},
title = {An analysis of neural-network forecasts from a large-scale, real-world
stock selection system},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {72--78},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495254},
doi = {10.1109/CIFER.1995.495254},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ManiQMB95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Martin95,
author = {R. Douglas Martin},
title = {Robust neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {1},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495226},
doi = {10.1109/CIFER.1995.495226},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Martin95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MirandaB95,
author = {Fernando Gonz{\'{a}}lez Miranda and
A. Neil Burgess},
title = {Intraday volatility forecasting for option pricing using a neural
network approach},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {31},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495229},
doi = {10.1109/CIFER.1995.495229},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MirandaB95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MoodyW95,
author = {John E. Moody and
Lizhong Wu},
title = {Price behavior and Hurst exponents of tick-by-tick interbank foreign
exchange rates},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {26--30},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495228},
doi = {10.1109/CIFER.1995.495228},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MoodyW95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MouzourisM95,
author = {George C. Mouzouris and
Jerry M. Mendel},
title = {Nonlinear time-series analysis with non-singleton fuzzy logic systems},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {47--56},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495252},
doi = {10.1109/CIFER.1995.495252},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MouzourisM95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NgG95,
author = {Kah Hwa Ng and
Woon{-}Seng Gan},
title = {Neural networks and multivariate currency forecasting},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {98--102},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495259},
doi = {10.1109/CIFER.1995.495259},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/NgG95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Piche95,
author = {Steve W. Piche},
title = {Trend visualization},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {146--150},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495268},
doi = {10.1109/CIFER.1995.495268},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Piche95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/StaleyK95,
author = {Mark Staley and
Peter Kim},
title = {Predicting the Canadian spot exchange rate with neural networks},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {108--112},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495261},
doi = {10.1109/CIFER.1995.495261},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/StaleyK95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TanPW95,
author = {Hong Tan and
Danil V. Prokhorov and
Donald C. Wunsch},
title = {Conservative thirty calendar day stock prediction using a probabilistic
neural network},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {113--117},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495262},
doi = {10.1109/CIFER.1995.495262},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TanPW95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/UtansMRS95,
author = {Joachim Utans and
John E. Moody and
Steven Rehfuss and
Hava T. Siegelmann},
title = {Input variable selection for neural networks: application to predicting
the {U.S.} business cycle},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {118--122},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495263},
doi = {10.1109/CIFER.1995.495263},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/UtansMRS95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Vapnik95,
author = {Vladimir Vapnik},
title = {Estimation of dependencies based on small number of observations},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {41},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495231},
doi = {10.1109/CIFER.1995.495231},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Vapnik95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Yager95,
author = {Ronald R. Yager},
title = {Multicriteria decision making using fuzzy quantifiers},
booktitle = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
pages = {42--46},
publisher = {{IEEE}},
year = {1995},
url = {https://doi.org/10.1109/CIFER.1995.495251},
doi = {10.1109/CIFER.1995.495251},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Yager95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/1995,
title = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
1995},
publisher = {{IEEE}},
year = {1995},
url = {https://ieeexplore.ieee.org/xpl/conhome/3572/proceeding},
isbn = {0-7803-2145-6},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/1995.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
retrieved on 2024-11-15 21:35 CET from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
