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ORCIDCIFEr 1995: New York City, NY, USA
- Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, CIFEr 1995, New York City, USA, April 9-11, 1995. IEEE 1995, ISBN 0-7803-2145-6
- R. Douglas Martin:
Robust neural networks. 1 - Yacine Aït-Sahalia, Andrew W. Lo:
Nonparametric estimation of state-price densities implicit in financial asset prices. 2-5 - John E. Moody, Lizhong Wu:
Price behavior and Hurst exponents of tick-by-tick interbank foreign exchange rates. 26-30 - Fernando González Miranda, A. Neil Burgess:
Intraday volatility forecasting for option pricing using a neural network approach. 31 - Robert Golan, Wojciech Ziarko:
A methodology for stock market analysis utilizing rough set theory. 32-40 - Vladimir Vapnik:
Estimation of dependencies based on small number of observations. 41 - Ronald R. Yager:
Multicriteria decision making using fuzzy quantifiers. 42-46 - George C. Mouzouris, Jerry M. Mendel:
Nonlinear time-series analysis with non-singleton fuzzy logic systems. 47-56 - Yoram Baram, Ze'ew Roth:
Forecasting by density shaping using neural networks. 57-71 - Ganesh Mani, Kung-Khoon Quah, Sam Mahfoud, Dean Barr:
An analysis of neural-network forecasts from a large-scale, real-world stock selection system. 72-78 - Bruce N. Lehmann:
A multinomial characterization of feedforward neural networks. 79-86 - Ichiro Kobayashi, Michio Sugeno:
An approach to social system simulation based on information fusion. 87-90 - R. J. Van Eyden, P. W. C. De Wit, J. C. Arron:
Predicting company failure-a comparison between neural networks and established statistical techniques by applying the McNemar test. 91-96 - V. Bjorn:
Multiresolution methods for financial time series prediction. 97 - Kah Hwa Ng, Woon-Seng Gan:
Neural networks and multivariate currency forecasting. 98-102 - Tao Li, Luyuan Fang, D. Guo, Stan Klasa:
Predicting exchange rates using a fuzzy learning system. 103-107 - Mark Staley, Peter Kim:
Predicting the Canadian spot exchange rate with neural networks. 108-112 - Hong Tan, Danil V. Prokhorov, Donald C. Wunsch:
Conservative thirty calendar day stock prediction using a probabilistic neural network. 113-117 - Joachim Utans, John E. Moody, Steven Rehfuss, Hava T. Siegelmann:
Input variable selection for neural networks: application to predicting the U.S. business cycle. 118-122 - Antonio Ballarin, Simona Gervasi, V. Cannata, S. Liudaki:
Company financial strategic analysis using neural classifiers. 123-127 - Christian Haefke, Christian Helmenstein:
A neural network model to exploit the econometric properties of Austrian IPOs. 128-135 - Foort Hamelink, Thieny Vessereau:
Can a multivariate QTARCH combined with technical indicators estimate returns in the commodity futures markets? 136-140 - Philippe Henrotte, Hervé Lebret:
Portfolio choice through convex optimization. 141-145 - Steve W. Piche:
Trend visualization. 146-150 - Oscar Castillo, Patricia Melin:
An intelligent system for financial time series prediction combining dynamical systems theory, fractal theory, and statistical methods. 151-155 - Harald Englisch, Stewart Mayhew:
Artificial market making with neural nets: an application to options. 156-159 - Allen Hobbs, Nikolaos G. Bourbakis:
A neurofuzzy arbitrage simulator for stock investing. 160-177 - Günther A. Hoffmann:
Function approximation with learning networks in the financial field and its application to the interest rate sector. 178-182 - R. N. Kahn, Anupam K. Basu:
Neural networks in finance: an information analysis. 183-191
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