2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)
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9781467318037, 9781467318020, 9781467318013

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A new approach to risk management using soft information

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327792 ◽

2012 ◽

Author(s):

Ronald R. Yager ◽

Rachel L. Yager

Keyword(s):

Risk Management ◽

Soft Information ◽

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Discrete-time log-optimal portfolio rebalancing: A scalable efficient algorithm

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327806 ◽

2012 ◽

Author(s):

Sujit Das ◽

Mukul Goyal

Keyword(s):

Discrete Time ◽

Efficient Algorithm ◽

Optimal Portfolio ◽

Portfolio Rebalancing

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Analytical factor stochastic volatility modeling for portfolio allocation

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327808 ◽

2012 ◽

Author(s):

Nikolay Y. Nikolaev ◽

Evgueni Smirnov

Keyword(s):

Stochastic Volatility ◽

Portfolio Allocation ◽

Volatility Modeling

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Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327824 ◽

2012 ◽

Author(s):

Renato A. Aguiar

Keyword(s):

Fuzzy Transform ◽

Fuzzy C Means ◽

Fuzzy C Means Algorithm

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Limit order placement across multiple exchanges

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327772 ◽

2012 ◽

Author(s):

Raymond Yim ◽

Andrew Brzezinski

Keyword(s):

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The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR markets

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327769 ◽

2012 ◽

Author(s):

E. Dante Suarez ◽

Farzan Aminian ◽

Mehran Aminian

Keyword(s):

Neural Networks ◽

Mean Reversion ◽

Measuring Efficiency ◽

Nonlinear Mean Reversion

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A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327765 ◽

2012 ◽

Author(s):

Rui Jorge Almeida ◽

Nalan Basturk ◽

Uzay Kaymak ◽

Viorel Milea

Keyword(s):

Fuzzy Systems ◽

Conditional Volatility ◽

Volatility Model

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Online estimation of stochastic volatility for asset returns

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327788 ◽

2012 ◽

Author(s):

Ivette Luna ◽

Rosangela Ballini

Keyword(s):

Stochastic Volatility ◽

Asset Returns ◽

Online Estimation

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Modeling the term structure of government bond yields with a differential evolution algorithm

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327794 ◽

2012 ◽

Author(s):

Leandro Maciel ◽

Fernando Gomide ◽

Rosangela Ballini

Keyword(s):

Differential Evolution ◽

Term Structure ◽

Differential Evolution Algorithm ◽

Government Bond ◽

Bond Yields ◽

Evolution Algorithm

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2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) [Copyright notice]

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327828 ◽

2012 ◽

Keyword(s):

Computational Intelligence ◽

Financial Engineering ◽

Copyright Notice

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