default search action
Search dblp for Publications
export results for "toc:db/conf/cifer/cifer1999.bht:"
@inproceedings{DBLP:conf/cifer/AzzouziN99, author = {Mehdi Azzouzi and Ian T. Nabney}, title = {Modelling financial time series with switching state space models}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {240--249}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771123}, doi = {10.1109/CIFER.1999.771123}, timestamp = {Wed, 16 Oct 2019 14:14:52 +0200}, biburl = {https://dblp.org/rec/conf/cifer/AzzouziN99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/CastilloM99, author = {Oscar Castillo and Patricia Melin}, title = {A new method for adaptive model-based control of economic systems using a neuro-fuzzy-genetic approach: the case of international trade dynamics}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {17--26}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771104}, doi = {10.1109/CIFER.1999.771104}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/conf/cifer/CastilloM99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/ChangW99, author = {Isaac J. Chang and Andreas S. Weigend}, title = {Nonlinear prediction of conditional percentiles for value-at-risk}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {118--134}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771110}, doi = {10.1109/CIFER.1999.771110}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/ChangW99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/ChinWZ99, author = {Elion Chin and Andreas S. Weigend and Heinz Zimmermann}, title = {Computing portfolio risk using Gaussian mixtures and independent component analysis}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {74--117}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771108}, doi = {10.1109/CIFER.1999.771108}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/ChinWZ99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/DVariS99, author = {Ron D'Vari and Juan C. Sosa}, title = {A new method for estimating value-at-risk of Brady bond portfolios}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {1--5}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771102}, doi = {10.1109/CIFER.1999.771102}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/DVariS99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/DoffouH99, author = {Ako Doffou and Jimmy E. Hilliard}, title = {Testing a jump-diffusion stochastic interest rates model in currency options markets}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {27--63}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771105}, doi = {10.1109/CIFER.1999.771105}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/DoffouH99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/Ghoshray99, author = {Sabyasachi Ghoshray}, title = {Reducing arbitrage risk by fuzzy regression based prediction of exchange rates for composite currencies}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {6--16}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771103}, doi = {10.1109/CIFER.1999.771103}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/Ghoshray99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/KenyonT99, author = {Chris M. Kenyon and Stathis Tompaidis}, title = {Real options in leasing semi-submersible rigs in the North Sea}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {218--239}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771122}, doi = {10.1109/CIFER.1999.771122}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/KenyonT99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/KurucLW99, author = {Alvin Kuruc and Bernard Lee and Alastair Wilkins}, title = {On hedge effectiveness and risk decomposition}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {297--321}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771132}, doi = {10.1109/CIFER.1999.771132}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/KurucLW99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/LeschCL99, author = {Ragnar H. Lesch and Yannick Caill{\'{e}} and David Lowe}, title = {Component analysis in financial time series}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {183--190}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771118}, doi = {10.1109/CIFER.1999.771118}, timestamp = {Tue, 29 Jan 2019 00:00:00 +0100}, biburl = {https://dblp.org/rec/conf/cifer/LeschCL99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/LezosT99, author = {Georgios Lezos and Monte P. Tull}, title = {Neural network and fuzzy logic techniques for time series forecasting}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {191--197}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771119}, doi = {10.1109/CIFER.1999.771119}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/LezosT99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/LimW99, author = {Meng{-}Hiot Lim and Donald C. Wunsch II}, title = {A fuzzy perspective towards technical analysis-case study of trend prediction using moving averages}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {179--182}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771117}, doi = {10.1109/CIFER.1999.771117}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/LimW99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/LiuKL99, author = {Derong Liu and Yan Kong and Edward G. Luxford}, title = {An adaptive critic approach for self-learning stock trading}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {271--280}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771128}, doi = {10.1109/CIFER.1999.771128}, timestamp = {Thu, 06 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/LiuKL99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/MausserR99, author = {Helmut Mausser and Dan Rosen}, title = {Beyond VaR: parametric and simulation-based risk management tools}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {159--162}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771114}, doi = {10.1109/CIFER.1999.771114}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/MausserR99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/MausserR99a, author = {Helmut Mausser and Dan Rosen}, title = {Beyond VaR: from measuring risk to managing risk}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {163--178}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771115}, doi = {10.1109/CIFER.1999.771115}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/MausserR99a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/Navin99, author = {Robert L. Navin}, title = {Convertible bond valuation: 20 out of 30 day soft-call}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {198--217}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771120}, doi = {10.1109/CIFER.1999.771120}, timestamp = {Sat, 19 Oct 2019 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/Navin99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/PirknerWZ99, author = {Christian D. Pirkner and Andreas S. Weigend and Heinz Zimmermann}, title = {Extracting risk-neutral densities from option prices using mixture binomial trees}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {135--158}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771112}, doi = {10.1109/CIFER.1999.771112}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/PirknerWZ99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/SchittenkopfDD99, author = {Christian Schittenkopf and Georg Dorffner and Engelbert J. Dockner}, title = {Fat tails and non-linearity in volatility models: what is more important?}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {259--266}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771126}, doi = {10.1109/CIFER.1999.771126}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/SchittenkopfDD99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/SetnesD99, author = {Magne Setnes and O. J. H. van Drempt}, title = {Fuzzy modeling in stock-market analysis}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {250--258}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771124}, doi = {10.1109/CIFER.1999.771124}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/SetnesD99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/Srikanth99, author = {V. Srikanth}, title = {Intelligent trading systems: a multi-agent hybrid architecture}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {64--73}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771107}, doi = {10.1109/CIFER.1999.771107}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/Srikanth99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/Trigueros99, author = {Joaquin R. Trigueros}, title = {Extracting earnings information from financial statements via genetic algorithms}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {281--296}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771130}, doi = {10.1109/CIFER.1999.771130}, timestamp = {Fri, 19 May 2017 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/Trigueros99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/ZhangK99, author = {Jianwei Zhang and Alois C. Knoll}, title = {Modelling multivariate data by neuro-fuzzy systems}, booktitle = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, pages = {267--270}, publisher = {{IEEE}}, year = {1999}, url = {https://doi.org/10.1109/CIFER.1999.771127}, doi = {10.1109/CIFER.1999.771127}, timestamp = {Fri, 24 Jul 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/ZhangK99.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@proceedings{DBLP:conf/cifer/1999, title = {Proceedings of the {IEEE/IAFE} 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999}, publisher = {{IEEE}}, year = {1999}, url = {https://ieeexplore.ieee.org/xpl/conhome/6229/proceeding}, isbn = {0-7803-5663-2}, timestamp = {Wed, 16 Oct 2019 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/1999.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.