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Computational Intelligence for Financial Engineering (CIFEr), 1997., Proceedings of the IEEE/IAFE 1997
  Date: 23-25 Mar 1997 
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Proceedings Of The IEEE/IAFE 1997 Computational Intelligence For Financial Engineering (CIFEr)

Page(s): i-xiv
Abstract  | Full Text: PDF (764 KB)
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Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr)

Page(s): 
Digital Object Identifier 10.1109/CIFER.1997.618897
Abstract  | Full Text: PDF (464 KB)
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High performance algorithms for lattice-based derivative pricing models

Wei Li; Dinju Chen
Page(s): 8-14
Digital Object Identifier 10.1109/CIFER.1997.618898
Abstract  | Full Text: PDF (348 KB)
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Numerical options models without programming

Randall, C.; Kant, E.
Page(s): 15-21
Digital Object Identifier 10.1109/CIFER.1997.618899
Abstract  | Full Text: PDF (576 KB)
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DERMA: a distributed enterprise risk management architecture

Schaller, M.P.; Vaz, A.F.
Page(s): 22-28
Digital Object Identifier 10.1109/CIFER.1997.618900
Abstract  | Full Text: PDF (904 KB)
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Managing options risk with genetic algorithms

Vacca, L.
Page(s): 29-35
Digital Object Identifier 10.1109/CIFER.1997.618901
Abstract  | Full Text: PDF (404 KB)
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Asset and liability management: a stochastic model for portfolio selection

Puelz, A.V.
Page(s): 36-42
Digital Object Identifier 10.1109/CIFER.1997.618902
Abstract  | Full Text: PDF (260 KB)
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A neural network that explains as well as predicts financial market behavior

Ornes, C.; Sklansky, J.
Page(s): 43-49
Digital Object Identifier 10.1109/CIFER.1997.618903
Abstract  | Full Text: PDF (500 KB)
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Neurofuzzy characterization of financial time series in an anticipatory framework

Pantazopoulos, K.N.; Tsoukalas, L.H.; Houstis, E.N.
Page(s): 50-56
Digital Object Identifier 10.1109/CIFER.1997.618904
Abstract  | Full Text: PDF (480 KB)
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Neural network training techniques for a gold trading model

Brauner, E.O.; Dayhoff, J.E.; Xiaoyun Sun; Hormby, S.
Page(s): 57-63
Digital Object Identifier 10.1109/CIFER.1997.618905
Abstract  | Full Text: PDF (528 KB)
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Clptimization As A Tool In Finance

Dembo, R.; Rosen, D.
Page(s): 64-70-64-70
Abstract  | Full Text: PDF (64 KB)
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INFFC data analysis: lower bounds and testbed design recommendations

Drossu, R.; Obradovic, Z.
Page(s): 71-74
Digital Object Identifier 10.1109/CIFER.1997.618915
Abstract  | Full Text: PDF (344 KB)
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Measuring predictability using multiresolution embedding

McCabe, T.M.; Weigend, A.S.
Page(s): 75-81
Digital Object Identifier 10.1109/CIFER.1997.618916
Abstract  | Full Text: PDF (456 KB)
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Neural networks and forecasting: `orthodox' methods and new research

Curry, B.; Morgan, P.; Beynon, M.
Page(s): 82-88
Digital Object Identifier 10.1109/CIFER.1997.618918
Abstract  | Full Text: PDF (436 KB)
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Neural networks compared to statistical techniques

Richardson, R.
Page(s): 89-95
Digital Object Identifier 10.1109/CIFER.1997.618919
Abstract  | Full Text: PDF (472 KB)
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Forecasting the economic cycles based on an extension of the Holt-Winters model. A genetic algorithms approach

Agapie, A.
Page(s): 96-99
Digital Object Identifier 10.1109/CIFER.1997.618920
Abstract  | Full Text: PDF (256 KB)
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Simulation and forecasting of international trade dynamics using non-linear mathematical models and fuzzy logic techniques

Castillo, O.; Melin, P.
Page(s): 100-106
Digital Object Identifier 10.1109/CIFER.1997.618921
Abstract  | Full Text: PDF (468 KB)
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Computational modeling of 1994 A.M. Best life/health insurer ratings

Sabot, G.
Page(s): 107-115
Digital Object Identifier 10.1109/CIFER.1997.618922
Abstract  | Full Text: PDF (872 KB)
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Natural language processing and information extraction: qualitative analysis of financial news articles

Costantino, M.; Morgan, R.G.; Collingham, R.J.; Carigliano, R.
Page(s): 116-122
Digital Object Identifier 10.1109/CIFER.1997.618923
Abstract  | Full Text: PDF (468 KB)
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Speculative trades and financial regulations: simulations based on genetic programming

Shu-Heng Chen; Chia-Hsuan Yeh
Page(s): 123-129
Digital Object Identifier 10.1109/CIFER.1997.618924
Abstract  | Full Text: PDF (432 KB)
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A new approach to counting Nash equilibria

Rojas, J.M.
Page(s): 130-136
Digital Object Identifier 10.1109/CIFER.1997.618925
Abstract  | Full Text: PDF (484 KB)
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Fuzzy weighted local approximation for financial time series modelling and forecasting

Pellizzari, P.; Pizzi, C.
Page(s): 137-143
Digital Object Identifier 10.1109/CIFER.1997.618926
Abstract  | Full Text: PDF (412 KB)
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New models for irregularly spaced time series analysis with applications to high frequency financial data

Vecchiato, W.
Page(s): 144-149
Digital Object Identifier 10.1109/CIFER.1997.618927
Abstract  | Full Text: PDF (220 KB)
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What is the “true price”? state space models for high frequency FX data

Moody, J.; Lizhong Wu
Page(s): 150-156
Digital Object Identifier 10.1109/CIFER.1997.618928
Abstract  | Full Text: PDF (648 KB)
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A tax-adjusted algorithm for pricing derivative securities using the symbolic computational language MAPLE

Milevsky, M.A.; Prisman, E.Z.
Page(s): 157-163
Digital Object Identifier 10.1109/CIFER.1997.618929
Abstract  | Full Text: PDF (624 KB)
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