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CIFEr 2013: Singapore
- Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore. IEEE 2013, ISBN 978-1-4673-5921-4
- Takanobu Mizuta
, Kiyoshi Izumi
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process. 1-7 - Tomohiro Nakada
Analysis on the number of XCS agents in agent-based computational finance. 8-13 - William Cheung:
Empirical anaylsis of liquidity provision of an order driven market. 14-18 - Sheung Yin Kevin Mo, Mark E. Paddrik, Steve Y. Yang:
A study of dark pool trading using an agent-based model. 19-26 - Aistis Raudys, Esther Mohr, Günter Schmidt
How (in)efficient is after-hours trading? 27-33 - F. Bahramy, Sven F. Crone
Forecasting foreign exchange rates using Support Vector Regression. 34-41 - Yoshiharu Maeno, Satoshi Morinaga, Kenji Nishiguchi, Hirokazu Matsushima:
Optimal portfolio for a robust financial system. 42-47 - Marco Signoretto, Johan A. K. Suykens
DynOpt: Incorporating dynamics into mean-variance portfolio optimization. 48-54 - Yuan Zhou, Hailim Liu, Wenqin Chen:
Multi-objective evolutionary algorithm for multi-project and multi-term portfolio problem. 55-59 - Angela Hsiang-Ling Chen, Yun-Chia Liang, Chia-Chien Liu:
Portfolio optimization using improved artificial bee colony approach. 60-67 - Jesus Soto, Patricia Melin
A new approach for time series prediction using ensembles of ANFIS models with interval type-2 and type-1 fuzzy integrators. 68-73 - Syed Ahmed Pasha, Philip Heng Wai Leong
Cluster analysis of high-dimensional high-frequency financial time series. 74-81 - Leandro Maciel
Simplified evolving rule-based fuzzy modeling of realized volatility forecasting with jumps. 82-89 - Akhil Garg
Empirical analysis of model selection criteria for genetic programming in modeling of time series system. 90-94 - William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Jan-Ming Ho:
Optimum quantizing of monotonic nondecreasing arrays. 95-101 - Phil Maguire, Philippe Moser, J. McDonnell, Robert Kelly, Simon Fuller, Rebecca Maguire
A probabilistic risk-to-reward measure for evaluating the performance of financial securities. 102-109 - John Robert Yaros, Tomasz Imielinski:
Crowdsourced stock clustering through equity analyst hypergraph partitioning. 110-117 - Andrius Paukste, Aistis Raudys:
Intraday forex bid/ask spread patterns - Analysis and forecasting. 118-121 - VijaySekhar Chellaboina, Anil Bhatia, Sanjay P. Bhat
Explicit formulas for optimal hedging stratergies for European contingent claims. 122-127 - Maurizio Manuguerra, Georgy Sofronov
Monte Carlo methods in spatio-temporal regression modeling of migration in the EU. 128-134 - Steve Yang, Randy Cogill:
Balance sheet outlier detection using a graph similarity algorithm. 135-142
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