Bankruptcy prediction with least squares support vector machine classifiers
Van Gestel, T.; Baesens, B.; Suykens, J.; Espinoza, M.; Baestaens, D.-E.; Vanthienen, J.; De Moor, B.
Page(s): 1- 8
Digital Object Identifier 10.1109/CIFER.2003.1196234 Abstract
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Estimation of default probability by three-factor structural model
Hui, C.H.; Lo, C.F.; Huang, M.
Page(s): 9- 15
Digital Object Identifier 10.1109/CIFER.2003.1196235 Abstract
| Full Text: PDF (692 KB)
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Simple decision making criterion as real options
Suto, H.; Alleman, J.; Rappoport, P.
Page(s): 17- 24
Digital Object Identifier 10.1109/CIFER.2003.1196236 Abstract
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Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firms
Jinwoo Baek; Sungzoon Cho
Page(s): 25- 29
Digital Object Identifier 10.1109/CIFER.2003.1196237 Abstract
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Including life-time and options in residual income indicators
Neri, F.; Noro, M.G.; Piccirillo, E.
Page(s): 31- 37
Digital Object Identifier 10.1109/CIFER.2003.1196238 Abstract
| Full Text: PDF (660 KB)
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The predictive power of dividend yields analyzed by methods preserving time-dependent structures
Walde, J.F.
Page(s): 39- 45
Digital Object Identifier 10.1109/CIFER.2003.1196239 Abstract
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Support vector machines for company failure prediction
Zheng Rong Yang
Page(s): 47- 54
Digital Object Identifier 10.1109/CIFER.2003.1196241 Abstract
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Analytics and algorithms for geometric average trigger reset options
Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; Yuh-Dauh Lyuu
Page(s): 55- 62
Digital Object Identifier 10.1109/CIFER.2003.1196242 Abstract
| Full Text: PDF (762 KB)
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Hedging a portfolio of derivatives by modeling cost
Boyle, K.A.; Coleman, T.R.; Yuying Li
Page(s): 63- 70
Digital Object Identifier 10.1109/CIFER.2003.1196243 Abstract
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A moment based analysis of hedging under discrete trading
Primbs, J.A.; Yamada, Y.
Page(s): 71- 76
Digital Object Identifier 10.1109/CIFER.2003.1196244 Abstract
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A multiobjective genetic programming approach for pricing and hedging derivative securities
Schuster, M.G.
Page(s): 77- 84
Digital Object Identifier 10.1109/CIFER.2003.1196245 Abstract
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Pricing S&P 500 index options with Heston's model
Zhang, J.E.; Jinghong Shu
Page(s): 85- 92
Digital Object Identifier 10.1109/CIFER.2003.1196246 Abstract
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Pricing the American put using a new class of tight lower bounds
Magdon-Ismail, M.
Page(s): 93- 100
Digital Object Identifier 10.1109/CIFER.2003.1196247 Abstract
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Fast Monte Carlo valuation of barrier options for jump diffusion processes
Metwally, S.A.K.; Atiya, A.F.
Page(s): 101- 107
Digital Object Identifier 10.1109/CIFER.2003.1196248 Abstract
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Optimal calling policies in convertible bonds
Ka Wo Lau; Yue Kuen Kwok
Page(s): 109- 114
Digital Object Identifier 10.1109/CIFER.2003.1196249 Abstract
| Full Text: PDF (606 KB)
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The valuation of a Euro-Convertible Bond
Chung-Gee Lin; Chuang-Chang Chang; Min-Teh Yu
Page(s): 115- 122
Digital Object Identifier 10.1109/CIFER.2003.1196250 Abstract
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Generalized ant programming in option pricing: determining implied volatilities based on American put options
Keber, C.; Schuster, M.G.
Page(s): 123- 130
Digital Object Identifier 10.1109/CIFER.2003.1196251 Abstract
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Mean square optimal hedges using higher order moments
Yamada, Y.; Primbs, J.A.
Page(s): 131- 137
Digital Object Identifier 10.1109/CIFER.2003.1196252 Abstract
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On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model
Kai-Chun Chiu; Lei Xu
Page(s): 139- 144
Digital Object Identifier 10.1109/CIFER.2003.1196253 Abstract
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Nonlinear phillips curves in the Euro area and USA? Evidence from linear and neural network models
McNelis, P.D.
Page(s): 145- 149
Digital Object Identifier 10.1109/CIFER.2003.1196254 Abstract
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Application of neural control to economic growth problems
Alessandri, A.; Cervellera, C.; Grassia, F.
Page(s): 151- 157
Digital Object Identifier 10.1109/CIFER.2003.1196255 Abstract
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Co-evolutionary multi-agent-based modeling of artificial stock market by using the GP approach
Xiaorong Chen
Page(s): 159- 165
Digital Object Identifier 10.1109/CIFER.2003.1196256 Abstract
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Evolved hybrid auction mechanisms in non-ZIP trader marketplaces
Cliff, D.; Walia, V.; Byde, A.
Page(s): 167- 174
Digital Object Identifier 10.1109/CIFER.2003.1196257 Abstract
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Attrition and preemption in credit/debit cards incentives: models and experiments
Jimenez, E.
Page(s): 175- 182
Digital Object Identifier 10.1109/CIFER.2003.1196258 Abstract
| Full Text: PDF (950 KB)
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