IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)
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Published By IEEE

0780332369

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

CAFEˊ: a Complex Adaptive Financial Environment

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501818 ◽

2002 ◽

Cited By ~ 1

Author(s):

R. Even ◽

B. Mishra

Keyword(s):

Complex Adaptive ◽

Financial Environment

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Stock market prediction using different neural network classification architectures

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501826 ◽

2002 ◽

Cited By ~ 14

Author(s):

K. Schierholt ◽

C.H. Dagli

Keyword(s):

Neural Network ◽

Stock Market ◽

Stock Market Prediction ◽

Neural Network Classification

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Computer supported determination of bank credit conditions

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501828 ◽

2002 ◽

Author(s):

S. Schwarze ◽

M. Lechner ◽

M. Jensen

Keyword(s):

Bank Credit

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Models of market behavior: bringing realistic games to market

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501821 ◽

2002 ◽

Cited By ~ 1

Author(s):

S. Leven

Keyword(s):

Market Behavior

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Fuzzy queries for top-management succession planning

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501847 ◽

2002 ◽

Author(s):

T. Sutter ◽

G.S. Mollet ◽

M. Schroder ◽

R. Kruse ◽

J. Gebhardt

Keyword(s):

Succession Planning ◽

Top Management ◽

Management Succession

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New computational architectures for pricing derivatives

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501817 ◽

2002 ◽

Cited By ~ 2

Author(s):

R.S. Freedman ◽

R. Di Giorgio

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Trading mechanisms and return volatility: empirical investigation on Shanghai Stock Exchange based on a neural network model

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501850 ◽

2002 ◽

Cited By ~ 1

Author(s):

H.Z.H. Lai ◽

Yiu-Ming Cheung ◽

Lei Xu

Keyword(s):

Neural Network ◽

Network Model ◽

Neural Network Model ◽

Empirical Investigation ◽

Stock Exchange ◽

Return Volatility ◽

Trading Mechanisms

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Modelling stock return sensitivities to economic factors with the Kalman filter and neural networks

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501827 ◽

2002 ◽

Cited By ~ 1

Author(s):

Y. Bentz ◽

L. Boone ◽

J. Connor

Keyword(s):

Neural Networks ◽

Kalman Filter ◽

Stock Return ◽

Economic Factors

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Predicting multivariate financial time series using neural networks: the Swiss bond case

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501819 ◽

2002 ◽

Cited By ~ 1

Author(s):

T. Ankenbrand ◽

M. Tomassini

Keyword(s):

Neural Networks ◽

Time Series ◽

Financial Time Series ◽

Financial Time ◽

Multivariate Financial Time Series

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Nonlinear analysis of retail performance

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) ◽

10.1109/cifer.1996.501849 ◽

2002 ◽

Author(s):

D.A. Vaccari

Keyword(s):

Nonlinear Analysis

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IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IEEE

CAFEˊ: a Complex Adaptive Financial Environment

Stock market prediction using different neural network classification architectures

Computer supported determination of bank credit conditions

Models of market behavior: bringing realistic games to market

Fuzzy queries for top-management succession planning

New computational architectures for pricing derivatives

Trading mechanisms and return volatility: empirical investigation on Shanghai Stock Exchange based on a neural network model

Modelling stock return sensitivities to economic factors with the Kalman filter and neural networks

Predicting multivariate financial time series using neural networks: the Swiss bond case

Nonlinear analysis of retail performance

IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)
Latest Publications