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CIFEr 2009: Nashville, TN, USA
- 2009 IEEE Symposium on Computational Intelligence for Financial Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009. IEEE 2009, ISBN 978-1-4244-2774-1
Financial Engineering Applications: Risk Management & Time Series Analysis
- Agostino Capponi:
A calibration method for structural models of credit risk with reporting bias. 1-7 - Yuxi Li, Li Cheng, Dale Schuurmans:
Inference of the structural credit risk model using MLE. 8-13 - Fan-Yong Liu:
The fuzzy term structure of interest rates of the National Debt Market in China. 14-19
Financial Engineering Applications: Algol Trading & Computational Economics
- Ahmed Okasha, Colin G. Johnson:
Agent-based computational economics: Studying the effect of different levels of rationality on inflation and unemployment. 20-27 - Daniel Paraschiv, Srinivas Raghavendra, Laurentiu Vasiliu:
Stocks scanner evaluator for stocks or options. 28-35 - Shu-Heng Chen, Chung-Ching Tai:
Modeling intelligence of learning agents in an artificial double auction market. 36-42
Applications & Models: Data Mining & Behavioral Finance & Energy Markets
- Ben Collingsworth, Ronaldo Menezes, Paulo Martins:
Assessing organizational stability via network analysis. 43-50 - Dave Twardowski, Robert Savell, George Cybenko:
Process learning of network interactions in market microstructures. 51-57 - Milan Lovric, Uzay Kaymak, Jaap Spronk:
Overconfident investors in the LLS agent-based artificial financial market. 58-65 - Hang T. Nguyen, Ian T. Nabney:
Energy forward price prediction with a hybrid adaptive model. 66-71
Applications & Models: Intelligent Trading Agents & Pricing & Forecasting
- Kin Lam, Philip L. H. Yu, Ling Xin:
Accumulator pricing. 72-79 - Benjamin Fonooni, Seied Javad Mousavi Moghadam:
Applying induced aggregation operator in designing intelligent monitoring system for financial market. 80-84 - Christiane Lemke, Silvia Riedel, Bogdan Gabrys:
Dynamic combination of forecasts generated by diversification procedures applied to forecasting of airline cancellations. 85-91
Tutorials
- Agostino Capponi:
Tutorial: Frontiers of computational engineering and finance: Modeling and calibrating credit risk. - Scott H. Mathews:
Tutorial: Boeing's method for valuing high-risk high-return technology projects using real options.
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