DocumentCode
3239269
Title
Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367)
fYear
1998
fDate
25-25 June 1998
Abstract
The following topics were dealt with: computational intelligence for financial engineering; robust portfolio optimization; price formation in short sale prohibition market; forecasting expectations of insured depository default and catastrophic losses; fuzzy target selection in direct marketing; Mexican banks; knowledge based system for option pricing algorithms; stock returns; cointegration by MCA and modular MCA; uncertainty for stock performance; mixed memory Markov models for time series analysis; agent-based financial market simulations; cash flow mapping in VAR estimations; international trade nonlinear dynamics; Black-Scholes environment genetic programming; investment strategies for emerging markets; expert information fusion; volatility in currency options; adaptive trading agents for double-auction markets; and unsupervised learning for financial forecasting
Keywords
financial data processing; genetic algorithms; investment; knowledge based systems; neural nets; stock markets; Black-Scholes environment genetic programming; MCA; Mexican banks; VAR estimations; adaptive trading agents; agent-based financial market simulations; cash flow mapping; cointegration; computational intelligence; currency options; direct marketing; double-auction markets; emerging markets; expert information fusion; financial engineering; financial forecasting; forecasting expectations; fuzzy target selection; genetic programming; insured depository catastrophic losses; insured depository default; international trade nonlinear dynamics; investment strategies; knowledge based system; mixed memory Markov models; modular MCA; option pricing algorithms; price formation; robust portfolio optimization; short sale prohibition market; stock performance; stock returns; time series analysis; uncertainty; unsupervised learning; volatility;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence for Financial Engineering (CIFEr), 1998. Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on
Conference_Location
New York, NY, USA
Print_ISBN
0-7803-4930-X
Type
conf
DOI
10.1109/CIFER.1998.689924
Filename
689924
Link To Document