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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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
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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