2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.

2003 ◽

Cited By ~ 4

Author(s):

C. Zapart

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Statistical Arbitrage ◽

Artificial Neural ◽

Arbitrage Trading

Download Full-text

Incremental genetic fuzzy expert trading system for derivatives market timing

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196291 ◽

2003 ◽

Cited By ~ 6

Author(s):

H.S. Ng ◽

K.P. Lam ◽

S.S. Lam

Keyword(s):

Market Timing ◽

Trading System

Download Full-text

Pricing the American put using a new class of tight lower bounds

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196247 ◽

2003 ◽

Cited By ~ 1

Author(s):

M. Magdon-Ismail

Keyword(s):

Lower Bounds ◽

New Class ◽

American Put

Download Full-text

Stock prediction: Integrating text mining approach using real-time news

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196287 ◽

2003 ◽

Cited By ~ 14

Author(s):

G. Pui Cheong Fung ◽

J. Xu Yu ◽

Wai Lam

Keyword(s):

Text Mining ◽

Real Time ◽

Stock Prediction ◽

Time News

Download Full-text

Risk related non linearities in exchange rates: A comparison of parametric and semiparametric estimates

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196261 ◽

2003 ◽

Author(s):

B. Chizzolini ◽

B. Sitzia

Keyword(s):

Exchange Rates

Download Full-text

Mean-variance optimization and pair-wise strategies

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196268 ◽

2003 ◽

Cited By ~ 1

Author(s):

E. Qian

Keyword(s):

Mean Variance

Download Full-text

Genetic learning as an explanation of stylized facts of foreign exchange markets

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196262 ◽

2003 ◽

Author(s):

T. Lux ◽

S. Schornstein

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Stylized Facts ◽

Exchange Markets

Download Full-text

Bankruptcy prediction with least squares support vector machine classifiers

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196234 ◽

2003 ◽

Cited By ~ 14

Author(s):

T. Van Gestel ◽

B. Baesens ◽

J. Suykens ◽

M. Espinoza ◽

D.-E. Baestaens ◽

...

Keyword(s):

Support Vector Machine ◽

Least Squares ◽

Bankruptcy Prediction ◽

Support Vector

Download Full-text

Order selection of continuous time models: Applications to estimation of risk premiums

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196274 ◽

2003 ◽

Cited By ~ 1

Author(s):

G. Basak ◽

Ngai Hang Chan ◽

P.P.K. Lee

Keyword(s):

Continuous Time ◽

Order Selection ◽

Risk Premiums ◽

Estimation Of Risk ◽

Selection Of ◽

Continuous Time Models

Download Full-text

Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firms

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196237 ◽

2003 ◽

Cited By ~ 2

Author(s):

Jinwoo Baek ◽

Sungzoon Cho

Keyword(s):

Neural Network ◽

Credit Risk ◽

Bankruptcy Prediction ◽

Auto Associative Neural Network

Download Full-text

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IEEE

Statistical arbitrage trading with wavelets and artificial neural networks

Incremental genetic fuzzy expert trading system for derivatives market timing

Pricing the American put using a new class of tight lower bounds

Stock prediction: Integrating text mining approach using real-time news

Risk related non linearities in exchange rates: A comparison of parametric and semiparametric estimates

Mean-variance optimization and pair-wise strategies

Genetic learning as an explanation of stylized facts of foreign exchange markets

Bankruptcy prediction with least squares support vector machine classifiers

Order selection of continuous time models: Applications to estimation of risk premiums

Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firms

Export Citation Format

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IEEE

Statistical arbitrage trading with wavelets and artificial neural networks

Incremental genetic fuzzy expert trading system for derivatives market timing

Pricing the American put using a new class of tight lower bounds

Stock prediction: Integrating text mining approach using real-time news

Risk related non linearities in exchange rates: A comparison of parametric and semiparametric estimates

Mean-variance optimization and pair-wise strategies

Genetic learning as an explanation of stylized facts of foreign exchange markets

Bankruptcy prediction with least squares support vector machine classifiers

Order selection of continuous time models: Applications to estimation of risk premiums

Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firms

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.
Latest Publications