2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.最新文献

Evolved hybrid auction mechanisms in non-ZIP trader marketplaces 在非zip交易市场中发展混合拍卖机制

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196257

D. Cliff, Vibhu Walia, A. Byde

引用次数: 13

A characterization of long-short trading strategies based on cointegration 基于协整的多空交易策略表征

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196289

Y. Kawasaki, S. Tachiki, H. Udaka, T. Hirano

引用次数: 13

Trend time series modeling and forecasting with neural networks 趋势时间序列的神经网络建模与预测

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196279

M. Qi, G. Zhang

引用次数: 44

Microeconomic modeling of financial time series with long term memory 具有长期记忆的金融时间序列的微观经济建模

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196260

R. Cerqueti, G. Rotundo

引用次数: 6

Bankruptcy prediction with least squares support vector machine classifiers 基于最小二乘支持向量机分类器的破产预测

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196234

T. V. Gestel, B. Baesens, J. Suykens, M. Espinoza, Dirk-Emma Baestaens, J. Vanthienen, B. Moor

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引用次数: 54

Analytics and algorithms for geometric average trigger reset options 几何平均触发复位选项的分析和算法

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196242

Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Y. Lyuu

引用次数: 0

The maximum drawdown of the Brownian motion 布朗运动的最大收缩

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196267

M. Magdon-Ismail, A. Atiya, Amrit Pratap, Y. Abu-Mostafa

引用次数: 111

Trend detection using auto-associative neural networks: Intraday KOSPI 200 futures 使用自关联神经网络的趋势检测:KOSPI 200期货

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196290

Jun-Myung Lee, Sungzoon Cho, Jinwoo Baek

引用次数: 10

Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using wavelets 基于小波的高频季节性金融数据中Hurst参数的有效估计

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196276

Erhan Bayraktar, H. Poor, R. Sircar

引用次数: 9

Optimal calling policies in convertible bonds 可转换债券的最优赎回政策

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. Pub Date : 2003-03-20 DOI: 10.1109/CIFER.2003.1196249

K. Lau, Y. Kwok

引用次数: 8