Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408)

Extracting earnings information from financial statements via genetic algorithms

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771130 ◽

2003 ◽

Cited By ~ 2

Author(s):

J.R. Trigueros

Keyword(s):

Genetic Algorithms ◽

Financial Statements ◽

Earnings Information

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Extracting risk-neutral densities from option prices using mixture binomial trees

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771112 ◽

2003 ◽

Cited By ~ 8

Author(s):

C.D. Pirkner ◽

A.S. Weigend ◽

H. Zimmermann

Keyword(s):

Option Prices ◽

Binomial Trees ◽

Risk Neutral

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An adaptive critic approach for self-learning stock trading

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771128 ◽

2003 ◽

Author(s):

Derong Liu ◽

Yan Kong ◽

E.G. Luxford

Keyword(s):

Stock Trading ◽

Adaptive Critic ◽

Self Learning

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On hedge effectiveness and risk decomposition

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771132 ◽

2003 ◽

Author(s):

A. Kuruc ◽

B. Lee ◽

A. Wilkins

Keyword(s):

Risk Decomposition

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Fat tails and non-linearity in volatility models: what is more important?

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771126 ◽

2003 ◽

Cited By ~ 1

Author(s):

C. Schittenkopf ◽

G. Dorffner ◽

E.J. Dockner

Keyword(s):

Fat Tails ◽

Volatility Models

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Nonlinear prediction of conditional percentiles for value-at-risk

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771110 ◽

2003 ◽

Author(s):

I.J. Chang ◽

A.S. Weigend

Keyword(s):

At Risk ◽

Value At Risk ◽

Nonlinear Prediction

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Modelling financial time series with switching state space models

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771123 ◽

2003 ◽

Cited By ~ 1

Author(s):

M. Azzouzi ◽

I.T. Nabney

Keyword(s):

Time Series ◽

State Space ◽

Financial Time Series ◽

State Space Models ◽

Financial Time ◽

Switching State

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A new method for adaptive model-based control of economic systems using a neuro-fuzzy-genetic approach: the case of international trade dynamics

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771104 ◽

2003 ◽

Author(s):

O. Castillo ◽

P. Melin

Keyword(s):

International Trade ◽

New Method ◽

Economic Systems ◽

Adaptive Model ◽

Genetic Approach ◽

Model Based Control ◽

Model Based ◽

Neuro Fuzzy ◽

Trade Dynamics ◽

Fuzzy Genetic

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A new method for estimating value-at-risk of Brady bond portfolios

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771102 ◽

2003 ◽

Author(s):

R. D'Vari ◽

J.C. Sosa

Keyword(s):

At Risk ◽

Value At Risk ◽

New Method ◽

Bond Portfolios

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Reducing arbitrage risk by fuzzy regression based prediction of exchange rates for composite currencies

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771103 ◽

2003 ◽

Author(s):

S. Ghoshray

Keyword(s):

Exchange Rates ◽

Fuzzy Regression ◽

Arbitrage Risk

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Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408)
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IEEE

Extracting earnings information from financial statements via genetic algorithms

Extracting risk-neutral densities from option prices using mixture binomial trees

An adaptive critic approach for self-learning stock trading

On hedge effectiveness and risk decomposition

Fat tails and non-linearity in volatility models: what is more important?

Nonlinear prediction of conditional percentiles for value-at-risk

Modelling financial time series with switching state space models

A new method for adaptive model-based control of economic systems using a neuro-fuzzy-genetic approach: the case of international trade dynamics

A new method for estimating value-at-risk of Brady bond portfolios

Reducing arbitrage risk by fuzzy regression based prediction of exchange rates for composite currencies

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Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408)Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IEEE

Extracting earnings information from financial statements via genetic algorithms

Extracting risk-neutral densities from option prices using mixture binomial trees

An adaptive critic approach for self-learning stock trading

On hedge effectiveness and risk decomposition

Fat tails and non-linearity in volatility models: what is more important?

Nonlinear prediction of conditional percentiles for value-at-risk

Modelling financial time series with switching state space models

A new method for adaptive model-based control of economic systems using a neuro-fuzzy-genetic approach: the case of international trade dynamics

A new method for estimating value-at-risk of Brady bond portfolios

Reducing arbitrage risk by fuzzy regression based prediction of exchange rates for composite currencies

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408)
Latest Publications