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ORCIDCIFEr 2022: Helsinki, Finland
- IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022. IEEE 2022, ISBN 978-1-6654-4234-3
- Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali:
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. 1-8 - Sander Noels
, Benjamin Vandermarliere, Ken Bastiaensen, Tijl De Bie:
An Earth Mover's Distance Based Graph Distance Metric For Financial Statements. 1-8 - Riu Naito, Toshihiro Yamada:
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation. 1-8 - Farshid Balaneji, Dietmar Maringer:
Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility. 1-8 - HaoHang Li, Steve Y. Yang:
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics. 1-10 - Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie:
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. 1-10 - Eva Christodoulaki, Michael Kampouridis, Panagiotis Kanellopoulos:
Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming. 1-8 - Isla Almeida Oliveira, Pâmela Rugoni Belin, Carlos José Alves Santos, Mathias Arno Ludwig, Júlia Da Rosa H. Rodrigues, Cesare Quinteiro Pica:
Long-Term Energy Consumption Forecast for a Commercial Virtual Power Plant Using a Hybrid K-means and Linear Regression Algorithm. 1-7 - Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala:
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes. 1-8 - Uta Pigorsch, Sebastian Schäfer:
High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning. 1-8 - Jiacheng Yang, Denis De Montigny, Philip C. Treleaven:
ANN, LSTM, and SVR for Gold Price Forecasting. 1-7 - Gregor Lenhard, Dietmar Maringer:
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling. 1-8 - Nicholas Baard, Terence L. van Zyl:
Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio Selection. 1-8 - Rui Ying Goh, Galina Andreeva, Yi Cao:
Predicting Financial Volatility from Personal Transactional Data. 1-8 - Fatim Z. Habbab, Michael Kampouridis, Alexandros A. Voudouris:
Optimizing Mixed-Asset Portfolios Involving REITs. 1-8 - Takanobu Mizuta, Isao Yagi, Kosei Takashima:
Instability of financial markets by optimizing investment strategies investigated by an agent-based model. 1-8 - Christopher Felder, Stefan Mayer:
Customized Stock Return Prediction with Deep Learning. 1-8 - Charl Maree, Christian W. Omlin:
Balancing Profit, Risk, and Sustainability for Portfolio Management. 1-8 - Kheng Kua, Aleksandar Ignjatovic:
Iterative Filtering Algorithms for Computing Consensus Analyst Estimates. 1-8 - Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi:
Concept and Practice of Artificial Market Data Mining Platform. 1-10 - Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal:
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies. 1-8 - Yoshiyuki Suimon, Hiroto Tanabe:
Construction of real-time manufacturing industry production activity estimation models using high-frequency electricity demand data. 1-7 - Amin Assareh:
Information Retrieval from Alternative Data using Zero-Shot Self-Supervised Learning. 1-5 - Taiga Saito, Akihiko Takahashi:
Portfolio optimization with choice of a probability measure. 1-10 - Charl Maree, Christian W. Omlin:
Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation. 1-7 - Ismail Mohamed, Fernando E. B. Otero:
A Performance Study of Multiobjective Particle Swarm Optimization Algorithms for Market Timing. 1-10
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last updated on 2025-02-20 19:50 CET by the dblp team
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