Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367)
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What drives stock returns?-an independent component analysis

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690056 ◽

2002 ◽

Author(s):

A.D. Back ◽

A.S. Weigend

Keyword(s):

Independent Component Analysis ◽

Stock Returns ◽

Component Analysis ◽

Independent Component

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Forecasting expectations of insured depository default and catastrophic losses

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690003 ◽

2002 ◽

Author(s):

D.A. D'Zmura

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A knowledge based system for evaluation of option pricing algorithms

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690047 ◽

2002 ◽

Author(s):

K.N. Pantazopoulos ◽

V.S. Verykios ◽

E.N. Houstis

Keyword(s):

Option Pricing ◽

Knowledge Based System ◽

Knowledge Based

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Cointegration by MCA and modular MCA

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690071 ◽

2002 ◽

Author(s):

Lei Xu ◽

Wai Man Leung

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Fuzzy target selection in direct marketing

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690027 ◽

2002 ◽

Author(s):

M. Setnes ◽

U. Kaymak ◽

H.R. van Nauta Lemke

Keyword(s):

Target Selection ◽

Direct Marketing ◽

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Outliers, influence functions, and robust portfolio optimization

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690115 ◽

2002 ◽

Author(s):

M.B. Kremer ◽

R.D. Martin

Keyword(s):

Portfolio Optimization ◽

Influence Functions ◽

Robust Portfolio Optimization ◽

Robust Portfolio

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Mixed memory Markov models for time series analysis

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690077 ◽

2002 ◽

Author(s):

C.P. Papageorgiou

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Markov Models ◽

Series Analysis

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A theory of price formation in a market with short sale prohibition

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.689966 ◽

2002 ◽

Author(s):

P. Hoontrakul ◽

P.J. Ryan ◽

A. Khanthavit ◽

S. Perrakis

Keyword(s):

Price Formation ◽

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Adapting Black-Scholes to a non-Black-Scholes environment via genetic programming

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690105 ◽

2002 ◽

Author(s):

N.K. Chidambaran ◽

C.W.J. Lee ◽

J.R. Trigueros

Keyword(s):

Genetic Programming ◽

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On cash flow mapping in VAR estimations

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367) ◽

10.1109/cifer.1998.690089 ◽

2002 ◽

Author(s):

P. Schaller

Keyword(s):

Cash Flow ◽

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