Title :
2002 IEEE International Conference on Computational Intelligence for Financial Engineering. Proceedings (Cat. No.03TH8653)
Abstract :
The following topics are dealt with: bankruptcy prediction; three-factor structural model; credit risk analysis using neural network; support vector machines; portfolio of derivatives; hedging under discrete trading; genetic programming; convertible bonds; option pricing; generalized arbitrage pricing theory; economic growth problems; stock market; hybrid auction mechanisms; inflation forecasting; microeconomic modeling; foreign exchange markets; investment risk; high frequency financial data; financial time series forecasting; reinforcement learning; self-organizing maps; and stock prediction.
Keywords :
artificial intelligence; economics; financial data processing; genetic algorithms; investment; neural nets; risk management; stock markets; time series; bankruptcy prediction; computational intelligence; convertible bonds; credit risk analysis; discrete trading; economic growth problems; financial engineering; financial time series forecasting; foreign exchange markets; generalized arbitrage pricing theory; genetic programming; hedging; high frequency financial data; hybrid auction mechanisms; inflation forecasting; investment risk; microeconomic modeling; neural network; option pricing; portfolio of derivatives; reinforcement learning; self-organizing maps; stock market; stock prediction; support vector machine; three-factor structural model;
Conference_Titel :
Computational Intelligence for Financial Engineering, 2003. Proceedings. 2003 IEEE International Conference on
Conference_Location :
Hong Kong, China
Print_ISBN :
0-7803-7654-4
DOI :
10.1109/CIFER.2003.1196233
