|
|
 |
|
|
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
|
| |
| |
