| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Ismail Mohamed, Fernando E. B. Otero |
A Performance Study of Multiobjective Particle Swarm Optimization Algorithms for Market Timing.  |
CIFEr  |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Nicholas Baard, Terence L. van Zyl |
Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio Selection. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Uta Pigorsch, Sebastian Schäfer |
High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | 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. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Taiga Saito, Akihiko Takahashi |
Portfolio optimization with choice of a probability measure. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali |
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala |
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Gregor Lenhard, Dietmar Maringer |
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Charl Maree, Christian W. Omlin |
Balancing Profit, Risk, and Sustainability for Portfolio Management. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Charl Maree, Christian W. Omlin |
Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Farshid Balaneji, Dietmar Maringer |
Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Masanori Hirano 0001, Hiroki Sakaji, Kiyoshi Izumi |
Concept and Practice of Artificial Market Data Mining Platform. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal |
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie |
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Christopher Felder, Stefan Mayer |
Customized Stock Return Prediction with Deep Learning. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Fatim Z. Habbab, Michael Kampouridis, Alexandros A. Voudouris |
Optimizing Mixed-Asset Portfolios Involving REITs. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Jiacheng Yang, Denis De Montigny, Philip C. Treleaven |
ANN, LSTM, and SVR for Gold Price Forecasting. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Sander Noels, Benjamin Vandermarliere, Ken Bastiaensen, Tijl De Bie |
An Earth Mover's Distance Based Graph Distance Metric For Financial Statements. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Takanobu Mizuta, Isao Yagi, Kosei Takashima |
Instability of financial markets by optimizing investment strategies investigated by an agent-based model. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | 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. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | HaoHang Li, Steve Y. Yang |
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Yoshiyuki Suimon, Hiroto Tanabe |
Construction of real-time manufacturing industry production activity estimation models using high-frequency electricity demand data. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | |
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022 |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Rui Ying Goh, Galina Andreeva, Yi Cao 0001 |
Predicting Financial Volatility from Personal Transactional Data. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Eva Christodoulaki, Michael Kampouridis, Panagiotis Kanellopoulos |
Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Kheng Kua, Aleksandar Ignjatovic |
Iterative Filtering Algorithms for Computing Consensus Analyst Estimates. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Amin Assareh |
Information Retrieval from Alternative Data using Zero-Shot Self-Supervised Learning. |
CIFEr |
2022 |
DBLP DOI BibTeX RDF |
|
| 1 | Saly Keo, Soky Kak, Yoshinori Shiga, Hiroaki Kato, Hisashi Kawai |
HMM-based TTS System Framework. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yu-Fei Lin, Yeong-Luh Ueng, Wei-Ho Chung, Tzu-Ming Huang |
Stock Price Range Forecast via a Recurrent Neural Network Based on the Zero-Crossing Rate Approach. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | David Batista Soares, Alain Bretto, Joel Priolon |
Flows of information have changed: Do financial markets remain efficient ? |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | |
IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019 |
CIFEr |
2019 |
DBLP BibTeX RDF |
|
| 1 | Weiwei Zhang, Chao Zhou |
Deep Learning Algorithm to solve Portfolio Management with Proportional Transaction Cost. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Jason Rhuggenaath, Alp Akcay, Yingqian Zhang 0001, Uzay Kaymak |
Optimizing reserve prices for publishers in online ad auctions. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Le Lv, Jianbo Cheng, Nanbo Peng, Min Fan, Dongbin Zhao, Jianhong Zhang |
Auto-encoder based Graph Convolutional Networks for Online Financial Anti-fraud. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Shuixiu Lu, Sebastian Oberst, Guoqiang Zhang 0003, Zongwei Luo |
Period adding bifurcations in dynamic pricing processes. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Kyoto Yono, Kiyoshi Izumi, Hiroki Sakaji, Hiroyasu Matsushima, Takashi Shimada |
Extraction of Focused Topic and Sentiment of Financial Market by using Supervised Topic Model for Price Movement Prediction. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Michael Zhang, Shenglin Lu, Yu Lu, Jiao Chen |
Risk-Managed Strategy Index. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Haizhou Qu, Dimitar Kazakov |
Detecting Causal Links between Financial News and Stocks. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Atsuki Nakayama, Kiyoshi Izumi, Hiroki Sakaji, Hiroyasu Matsushima, Takashi Shimada, Kenta Yamada |
Short-term Stock Price Prediction by Analysis of Order Pattern Images. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Samuel Asante Gyamerah, Philip Ngare, Dennis Ikpe |
On Stock Market Movement Prediction Via Stacking Ensemble Learning Method. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Jia-Hao Syu, Mu-En Wu, Shin-Huah Lee, Jan-Ming Ho |
Modified ORB Strategies with Threshold Adjusting on Taiwan Futures Market. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Han Ao, Edward Tsang |
Trading Algorithms Built with Directional Changes. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yue Liu, Adam Ghandar, Georgios Theodoropoulos 0001 |
A Metaheuristic Strategy for Feature Selection Problems: Application to Credit Risk Evaluation in Emerging Markets. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yi Xiang, Zhixi Li, Tsz-Ho Lee, Du Tang, Kent Wu, Zhibin Lei, Yali Wang |
Smart Wealth Management System for Robo-Advisory. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yoshiyuki Suimon, Hiroki Sakaji, Takashi Shimada, Kiyoshi Izumi, Hiroyasu Matsushima |
Japanese long-term interest rate forecast considering the connection between the Japanese and US yield curve. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yanzhe Kang, Runbang Cui, Jiang Deng, Ning Jia |
A novel credit scoring framework for auto loan using an imbalanced-learning-based reject inference. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Tatsuo Yamashita, Kiyoshi Izumi |
Word-level Sentiment Visualizer for Financial Documents. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Qitao Xie, Dayuan Tan, Ting Zhu 0001, Qingquan Zhang, Sheng Xiao, Junyu Wang, Beibei Li, Lei Sun, Ping Yi |
Chatbot Application on Cryptocurrency. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Jun Chen 0014, Edward P. K. Tsang |
Tacking Regime Changes in the Markets. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yan Wang, Tsz Ho Lee, Run Fang Yu, Yi Xiang, Yang Liu, Zhibin Lei, Ka Yin Chau |
Trading Strategies Evaluation Platform with Extensive Simulations. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Reza Refaei Afshar, Yingqian Zhang 0001, Murat Firat, Uzay Kaymak |
A Decision Support Method to Increase the Revenue of Ad Publishers in Waterfall Strategy. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Yifan Li, Xuan Wang 0002, Zoe Lin Jiang, Shuhan Qi, Xinhui Liu, Qian Chen 0028 |
RGB-D tracker under Hierarchical structure. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Jie Zheng, Andi Xia, Lin Shao, Tao Wan 0001, Zengchang Qin |
Stock Volatility Prediction Based on Self-attention Networks with Social Information. |
CIFEr |
2019 |
DBLP DOI BibTeX RDF |
|
| 1 | Gary D. Boetticher |
Engineering Financial Engineering. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Ali Asjad Naqvi, Miriam Rehm |
Simulating natural disasters - A complex systems framework. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Bin-Tzong Chie, Shu-Heng Chen |
Role of Price in industry dynamics: A modular perspective. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yoshiharu Maeno, Satoshi Morinaga, Kenji Nishiguchi, Hirokazu Matsushima |
Impact of credit default swaps on financial contagion. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Nikolay Y. Nikolaev, Lilian M. de Menezes, Evgueni N. Smirnov |
Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Mateusz Wilinski, Wei Cui, Anthony Brabazon |
An analysis of price impact functions of individual trades on the London Stock Exchange. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yi Cao 0001, Yuhua Li 0001, Sonya A. Coleman, Ammar Belatreche, Thomas Martin McGinnity |
Detecting price manipulation in the financial market. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak |
Probabilistic fuzzy systems for seasonality analysis and multiple horizon forecasts. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Easwar Subramanian, VijaySekhar Chellaboina |
Explicit solutions of discrete-time quadratic optimal hedging strategies for European contingent claims. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Sven Koschnicke, Vasco Grossmann, Christoph Starke 0001, Manfred Schimmler |
Quality and consistency assurance of quote data for algorithmic trading strategies. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Felipe A. Tobar, Marcos E. Orchard, Danilo P. Mandic, Anthony G. Constantinides |
Estimation of financial indices volatility using a model with time-varying parameters. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Leandro Maciel, Fernando A. C. Gomide, David Santos, Rosangela Ballini |
Exchange rate forecasting using echo state networks for trading strategies. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Scott McDonald, Sonya A. Coleman, T. Martin McGinnity, Yuhua Li 0001, Ammar Belatreche |
A comparison of forecasting approaches for capital markets. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | António Silva, Rui Ferreira Neves, Nuno Horta |
Portfolio optimization using fundamental indicators based on multi-objective EA. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Manuel Kleinknecht, Wing Lon Ng |
Improving portfolio risk profile with threshold accepting. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Dietmar Maringer, Jin Zhang |
Transition variable selection for regime switching recurrent reinforcement learning. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Sven F. Crone, Christian Koeppel |
Predicting exchange rates with sentiment indicators: An empirical evaluation using text mining and multilayer perceptrons. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Jianjun Yang, Yunhai Tong, Xinhai Liu, Shaohua Tan |
Causal inference from financial factors: Continuous variable based local structure learning algorithm. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Eduardo A. Gerlein, T. Martin McGinnity, Ammar Belatreche, Sonya A. Coleman, Yuhua Li 0001 |
Multi-agent pre-trade analysis acceleration in FPGA. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yun Shen, Ruihong Huang, Chang Yan, Klaus Obermayer |
Risk-averse reinforcement learning for algorithmic trading. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yauheniya Shynkevich, T. Martin McGinnity, Sonya A. Coleman, Yuhua Li 0001, Ammar Belatreche |
Forecasting stock price directional movements using technical indicators: Investigating window size effects on one-step-ahead forecasting. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yicun Ouyang, Hujun Yin |
Time series prediction with a non-causal neural network. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Chetan Saran Mehra, Adam Prügel-Bennett, Enrico H. Gerding, Valentin Robu |
Constructing smart portfolios from data driven quantitative investment models. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Raul Rosa, Leandro Maciel, Fernando A. C. Gomide, Rosangela Ballini |
Evolving hybrid neural fuzzy network for realized volatility forecasting with jumps. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura |
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Chuan-Ju Wang, Ming-Yang Kao |
Optimal search for parameters in Monte Carlo simulation for derivative pricing. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Robert Max van Essen, Viorel Milea, Flavius Frasincar |
A framework for Web news items analysis in relation to share prices. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi, Kiyoshi Izumi, Takuya Kusumoto, Shinobu Yoshimura |
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Samuel Rönnqvist, Peter Sarlin |
From text to bank interrelation maps. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Ming Shao, Dafni Smonou, Michael Kampouridis, Edward P. K. Tsang |
Guided Fast Local Search for speeding up a financial forecasting algorithm. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Christian Oesch |
An agent-based model for market impact. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yu Tian, Zili Zhu, Geoffrey Lee, Thomas Lo, Fima C. Klebaner, Kais Hamza |
Pricing window barrier options with a hybrid stochastic-local volatility model. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Robert E. Marks |
Learning to be risk averse? |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Steve Y. Yang, Sheung Yin Kevin Mo, Xiaodi Zhu |
An empirical study of the financial community network on Twitter. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Zvonko Kostanjcar, Branko Jeren, Zeljan Juretic |
Modelling the relationship between developed equity markets and emerging equity markets. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Jia Zhai, Yi Cao 0001 |
On the calibration of stochastic volatility models: A comparison study. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Aistis Raudys |
Optimal negative weight moving average for stock price series smoothing. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Gerasimos G. Rigatos |
A Kalman filtering approach for detection of option mispricing in the Black-Scholes PDE model. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Ben Vermeulen, Andreas Pyka |
Technological progress and effects of (Supra) regional innovation and production collaboration. An agent-based model simulation study. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Bernhard Rengs, Manuel Wäckerle |
A computational agent-based simulation of an artificial monetary union for dynamic comparative institutional analysis. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | John Robert Yaros, Tomasz Imielinski |
Diversification improvements through news article co-occurrences. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | |
IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014 |
CIFEr |
2014 |
DBLP BibTeX RDF |
|
| 1 | Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter 0001, Anton Kostiuk, Ralf Korn |
Mixed precision multilevel Monte Carlo on hybrid computing systems. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Yi Cao 0001, Yuhua Li 0001, Sonya A. Coleman, Ammar Belatreche, Thomas Martin McGinnity |
Detecting wash trade in the financial market. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Claudius Gräbner |
How agent-based modeling and simulation relates to CGE and DSGE modeling. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Zhe Sun, Marco A. Wiering, Nicolai Petkov |
Classification system for mortgage arrear management. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Phil Maguire, Philippe Moser, Kieran O'Reilly, Conor McMenamin, Robert Kelly, Rebecca Maguire |
Maximizing positive porfolio diversification. |
CIFEr |
2014 |
DBLP DOI BibTeX RDF |
|
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