Home
Welcome
Papers
Search Proceedings
Author Index
Information Science Award
About Us
CD Tech Support
4th International Conference on Computational Intelligence in Economics and Finance (CEF)
CEF-1: Agent-Based Modeling of Financial Markets
Learning Foreign Exchange Intervention Policies with an Artificial Market Hiroki Matsui, Kiyoshi Izumi, Satoshi Tojo
Interactive Estimation of Agent-Based Financial Markets Models Ihsan Ecemis, Eric Bonabeau, Trent Ashburn
Market Efficiency and Rational Expectation under Asymmetric Information and Uncertainty in Price Prediction Takuya Kato, Hideyuki Tanaka, Yu Chen, Hirotada Ohashi
What Causes Persistence of Stock Return Volatility? One Possible Explanation with an Artificial Stock Market Ryuichi Yamamoto
A multi-period CAPM with heterogeneous beliefs Hendri Adriaens, Bas Donkers, Bertrand Melenberg
Avalanche Dynamics of the Financial Market Pei-Ling Zhou, Chun-Xia Yang, Tao Zhou, Min Xu, Jun Liu, Bing-Hong Wang

CEF-2: Neural Networks (I)
Examining the Internal Complexity of a Neural Network Trained with Divisia Component Data Vincent A. Schmidt, Jane M. Binner
Evaluating the Performance of a EuroDivisia Index Using Artificial Intelligence Techniques J.M. Binner, A.M. Gazely, G. Kendall
An Exploratory Study for Neural Net Forecasting of Retail Sales Trends Using Economic Indicators Mike Orra, Gursel Serpen
Forecasting Exchange Rates with Nonlinear Models André Alves Portela Santos, Leandro dos Santos Coelho, Newton C. A. da Costa Jr
Predicting Exchange Rate Direction with Leading Indicators via Neural Network Model Fu-Ming Lee, Li-Hua Li, Chia-Yang Lin
The Self-Referential Construction for Computational Intelligence Processing in Economics and Finance Jishou Ruan, Yalou Huang

CEF-3: Wavelet Analysis
The Fractal Behaviour of CAC 40 Returns Examined in the Time-Frequency Domain Serge Hayward
Second Generation Wavelet Transforms of Yield Curve Shifts Joel R. Barber, Mark L. Copper
Multiscale Time Series Analysis of the Taiwan Stock Market: A Wavelet-Based Approach Chueh-Yung Tsao, Chun-Ru Lin
Computational Forecasting of Two Exchange Rates Mak Kaboudan
Time-Series Data Analysis with Rough Sets Joseph Herbert, JingTao Yao

CEF-5: Neural Networks (II)
Radial Basis Function Techniques for Regression Analysis of Economic Trends Marcus L. Roberts, Steven C. Gustafson
Investment Analysis of Real Estate by Using Radial Basis Probabilistic Neural Networks X.-G. Wang, Y.-S. Ding, X.-F. Zhang, Y.-Q. You, S.-H. Shao
Neural Networks for Extracting Implied Risk-Neutral Probability Density Surface of Stock Index Options Ing-Chyuan Wu
Correlation Prediction between Foreign Stock Exchanges Chiu-Che Tseng, Han-Chiu Huang, I-Wan Wang
Bayesian Analysis of Neural Network Models for Conditional Return Distribution Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner

CEF-6: Fuzzy Logic
Analysis on Reciprocal Community Currency Using Fuzzy Measure Theory Masayuki Kokabu, Takafumi Ikeda, Osamu Katai, Takayuki Shiose, Hiroshi Kawakami
Ranking Stocks Using FMCDM Chung-Tsen Tsao
An Overview of Insurance Uses of Fuzzy Logic Arnold F. Shapiro

CEF-7: Neural Networks (III)
The Consistency of Self-Declared Hedge Fund Styles: A Return-Based Analysis with Self-Organizing Maps Ramin Baghai-Wadji , Rami El-Berry, Stefan Klocker, Markus Schwaiger
An Application of Kohonen's SOM for the Management of Benchmarking Policies Raquel Florez-Lopez
Estimating Female Labor Force Participation through Statistical and Machine Learning Methods: A Comparison Omar Zambranoa, Claudio M. Rocco S., Marco Musellic
An Application of One-Class Support Vector Machine for Currency Crises Discrimination Claudio M. Rocco S.
Detection and Prediction of Relative Clustered Volatility in Financial Markets Karen Hovsepian, Peter C. Anselmo, Subhasish Mazumdar

CEF-8: Agent-Based Modeling: Learning & Games
On Variant Evolution of Party Competition Jie-Shin Lin
Efficiency and Traps of Social Learning: Some Computational Experiments Yuya Sasaki
Achieving Cooperation Using Artificial Immune Systems Tzai-Der Wang, Colin Fyfe
Choosing Multi-Issue Negotiating Object Based on K-Armed Bandit Problem Liming Wang, Yumei Chai, Houkuan Huang

CEF:9 Evolutionary Methods
A Genetic Algorithm for the Structural Estimation of Games: A First Report Victor Aguirregabiria, Pedro Mira
Using Fractal's Addition and GP for N-Steps Ahead Forecasting Chao-Fu Hong, Chi-Liang Yang
Using GAs to Minimise the Bullwhip Effect in a Supply Chain T. O'Donnell, L. Maguire, R. McIvor, P. Humphreys
Volatility Forecast by Discrete Stochastic Optimization and Genetic Algorithms Irwin Ma, Tony Wong, Thiagas Sankar, Lisa Li

CEF-10: Economic Systems: Theoretical Approach
Properties of a Renewal Process Approximation for a Spin Market Model Muffasir Badshah, Robert Boyer, Theodore Theodosopoulos
Dynamic Pricing on Commercial Websites: A Computationally Intensive Approach Patrick Mullen, Kevin Seppi, Sean Warnick
Predicting Uncertain Outcomes Using Information Markets Yiling Chen, Tracy Mullen, Chao-Hsien Chu
Escape Dynamics: A Continuous Time Approach Dmitri Kolyuzhnov, Anna Bogomolova, Sergey Slobodyan
Implications of the Small Gain Theorem in the Design of an Economic Laboratory N. Tran, C. Giraud-Carrier, K. Seppi, S. Warnick
The Value of Cooperation Within a Profit-Maximizing Organization N. Tran, West, C. Giraud-Carrier, K. Seppi, S. Warnick, Johnson

CEF-11: Financial Date Mining: Multi odel Approach
Forecasting Agricultural Commodity Prices Using Hybrid Neural Networks Tamer Shahwan, Martin Odening
Evolutionary Method for Real-Word Times Series Prediction Tiago A. E. Ferreira, Germano C. Vasoncelos, Paulo J. L. Adeodato
Forecasting High-Frequency Financial Data Volatility via Nonparametric Algorithms: Evidence from Taiwan Financial Market Wo-Chiang Lee
Time Series Financial Data Mining Chiu-Che Tseng, Ching-Tsai Kang

CEF-12: Forecasting Volatility in Financial Market (I)
A New Model in Forecasting Dynamic Correlations Ray Y. Chou, Nathan Liu, Chun-Chou Wu
Measuring the Connection Strengths between Markets Using Artificial Neural Networks Mona R. El Shazly
An Empirical Approach toward Realistic Modeling of Capital Market Volatility Nan-Jye Wang, Kelu Wang
Boosting Frameworks in Financial Applications: From Volatility Forecasting to Portfolio Strategy Optimization Valeriy V. Gavrishchaka
Trading Strategy Based on Grey Clustering in Financial Bear Market Yen-Tseng Hsu, Hui-Fen Hung, Ming-Chung Liu, Chin-Tu Huang, Po-Tsang Yu

CEF-14: Financial Markets: Theoretical Approach
Financial Modelling of Customer Value David Collings, Nicola Baxter
Prospect Theory and the Irrational Herding in Stock Markets Len-Kuo Hu, Ching-Mann Huang, Yu-Shiu Lin
Options with Underlying Asset Driven by a Fractional Brownian Motion: Crossing Barriers Estimates Roy Cerqueti, Giulia Rotundo
Financial Risk Assessment: A Property Investment Case Study Enda J. Cummins

CEF-15: Integrating Human and Computational Intelligence in Commercial Product Designs
Entrusting Users in Interactive Evolutionary Computation Directly Select Chromosomes for Evolving: A Case Study of Designing Mineral Water Bottles Fang-Cheng Hsu, Ming-Hsiang Hung
Creative Design by Social Affiliation Based Interactive Evolutionary Computation Hsiao-Fang Yang, Mu-Hua Lin, Chao-Fu Hong
A Comparison of Three Fitness Prediction Strategies for Interactive Genetic Algorithms Leuo-hong Wang, Jun-de Liao
Evolutionary Interactive Genetic Algorithms: A Special Breed of Interactive Genetic Algorithms Chien-Jen Huang, Chao-Fu Hong
Using Interactive Genetic Algorithm for Bundle Design Wen-Shiu Lin, Hsin-Yi Wang
The Study of Idea Generation and New Product Design Based on Human-Based Genetic Algorithm Wen-Shiu Lin, Lan-Ying Chan

CEF-16: Classifer Systems
Hybrid-agent Organization Modeling: A Logical-heuristic Approach Ana Marostica, Cesar Briano, Ernesto Chinkes
Application of an Instance Based Learning Algorithm for Predicting Stock Market Index Ruppa K. Thulasiram, Adenike Y. Bamgbade
The Application of EBO Model to Forecast Financial Distressed Companies Kunhuang Huarng, Hui-Kuang Yu, Chong-Jiang Chen
FD prediction using the Bayes classifier with MFA Jigang Xie, Zhengding Qiu, Yanjun Han

CEF-17: Forecasting Volatility in Financial Market (II)
Portfolio Value-at-Risk Forecasting with GA-based Extreme Value Theory Ping-Chen Lin
Pricing and Hedging Derivative Securities Based on Neural Network Coefficient Model Po-Chang Ko

CEF-18: Financial Markets: Econometric Approach
Investor Sentiment and Excess Returns-Empirical Evidences from Taiwan Stock Market Wen-Chen Lo, Ku-Jun Lin
Market Microstructure: Time Series Analysis Yuriy Nevmyvaka, Katia Sycara
Using Data Mining Techniques for Detecting Noises and Pre-Processing Financial Time Series Carson K.-S. Leung, Ruppa K. Thulasiram, Dmitri A. Bondarenko

CEF-19: Forecasting Volatility in Financial Market (III)
Consolidation Strategies Based on Fuzzy Clustering Yen-Tseng Hsu, Ming-Chung Liu, Hui-Fen Hung, Chin-Tu Huang, Dian-Lin Wu
Use the £n-Steps Ahead Predicting to Discover the Trading Signal Chao-Fu Hong, Chi-Liang Yang
Volatility Forecasting with Sparse Bayesian Kernel Models P. Tino, N. Nikolaev, X. Yao
Evaluating Efficiency of Index Fund Selections over the Fund's Future Yukiko Orito

CEF-20: Agent-Based Modeling: Policies & Industrial Economics
On Normative and Liberal Pension Policy in Model Economy with Genetic Learning Lukas Pichl
New Mexico Tech Currency Markets Modeling Project Peter C. Anselmo, Karen Hovsepian, Carlos Ulibarri, Mauro X. Trabatti
Co-Evolving Business Models: A Case Study with the Internet Service Provider (ISP) Industry Ian Fenty, Eric Bonabeau, Juergen Branke
Lottery Markets--Design, Micro-Structure, and Macro-Behavior: An Agent-Based Computational Approach Shu-Heng Chen, Bin-Tzong Chie, Chia-Wei Lee
Lottery Sales and Income Distribution Shu-Heng Chen, Bin-Tzong Chie, Huei-Feng Fan

| CD-ROM Produced by X-CD Technologies