Proceedings of 1995 Conference on Computational Intelligence for Financial Engineering (CIFEr)

Nonparametric estimation of state-price densities implicit in financial asset prices

Pub Date : 1995-11-01 DOI: 10.1109/CIFER.1995.495227 Yacine Aït-Sahalia, A. Lo

Price behavior and Hurst exponents of tick-by-tick interbank foreign exchange rates

Pub Date : 1995-04-09 DOI: 10.1109/CIFER.1995.495228 J. Moody, Lizhong Wu

Robust neural networks

Pub Date : 1995-04-09 DOI: 10.1109/CIFER.1995.495226 R. Martin