Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr)
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Clptimization As A Tool In Finance

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618913 ◽

2005 ◽

Author(s):

R. Dembo ◽

D. Rosen

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Forecasting the economic cycles based on an extension of the Holt-Winters model. A genetic algorithms approach

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618920 ◽

2002 ◽

Author(s):

A. Agapie ◽

A. Agapie

Keyword(s):

Genetic Algorithms ◽

Economic Cycles

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New models for irregularly spaced time series analysis with applications to high frequency financial data

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618927 ◽

2002 ◽

Author(s):

W. Vecchiato

Keyword(s):

Time Series ◽

Time Series Analysis ◽

High Frequency ◽

Financial Data ◽

Series Analysis ◽

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Modeling the persistent volatility of asset returns

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618947 ◽

2002 ◽

Author(s):

F.J. Breidt ◽

N. Crato ◽

P.J.F. de Lima

Keyword(s):

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Modelling volatility derivatives using neural networks

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618949 ◽

2002 ◽

Author(s):

O. Karaali ◽

W. Edelberg ◽

J. Higgins

Keyword(s):

Neural Networks ◽

Volatility Derivatives

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Mortgage data mining

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618942 ◽

2002 ◽

Author(s):

G.H. John ◽

Yin Zhao

Keyword(s):

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What is the "true price"? state space models for high frequency FX data

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618928 ◽

2002 ◽

Author(s):

J. Moody ◽

Lizhong Wu

Keyword(s):

State Space ◽

High Frequency ◽

State Space Models

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Neural networks compared to statistical techniques

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618919 ◽

2002 ◽

Author(s):

R. Richardson

Keyword(s):

Neural Networks ◽

Statistical Techniques

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CARDWATCH: a neural network based database mining system for credit card fraud detection

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618940 ◽

2002 ◽

Author(s):

E. Aleskerov ◽

B. Freisleben ◽

B. Rao

Keyword(s):

Neural Network ◽

Credit Card ◽

Fraud Detection ◽

Database Mining ◽

Mining System ◽

Credit Card Fraud

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Ranked market information as a stock return indicator

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1997.618937 ◽

2002 ◽

Author(s):

F.G. Miranda ◽

J. Knif ◽

K. Hogholm

Keyword(s):

Stock Return ◽

Market Information

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