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@inproceedings{DBLP:conf/cifer/AkopovB14,
author = {Andranik S. Akopov and
Gayane L. Beklaryan},
title = {Modelling the dynamics of the "Smarter Region"},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {203--209},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924074},
doi = {10.1109/CIFER.2014.6924074},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AkopovB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlmeidaBK14,
author = {Rui Jorge Almeida and
Nalan Bast{\"{u}}rk and
Uzay Kaymak},
title = {Probabilistic fuzzy systems for seasonality analysis and multiple
horizon forecasts},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {497--504},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924114},
doi = {10.1109/CIFER.2014.6924114},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlmeidaBK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/AlukoSKT14,
author = {Babatunde Aluko and
Dafni Smonou and
Michael Kampouridis and
Edward P. K. Tsang},
title = {Combining different meta-heuristics to improve the predictability
of a Financial Forecasting algorithm},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {333--340},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924092},
doi = {10.1109/CIFER.2014.6924092},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/AlukoSKT14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Boetticher14,
author = {Gary D. Boetticher},
title = {Engineering Financial Engineering},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {231--238},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924078},
doi = {10.1109/CIFER.2014.6924078},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Boetticher14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BoothGM14,
author = {Ash Booth and
Enrico H. Gerding and
Frank McGroarty},
title = {Predicting equity market price impact with performance weighted ensembles
of random forests},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {286--293},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924085},
doi = {10.1109/CIFER.2014.6924085},
timestamp = {Thu, 07 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BoothGM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/BruggerSWOHRKK14,
author = {Christian Brugger and
Christian de Schryver and
Norbert Wehn and
Steffen Omland and
Mario Hefter and
Klaus Ritter and
Anton Kostiuk and
Ralf Korn},
title = {Mixed precision multilevel Monte Carlo on hybrid computing systems},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {215--222},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924076},
doi = {10.1109/CIFER.2014.6924076},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/BruggerSWOHRKK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CabejGS14,
author = {Gerda Cabej and
Manfred Gilli and
Enrico Schumann},
title = {Better portfolios with options},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {107--113},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924061},
doi = {10.1109/CIFER.2014.6924061},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CabejGS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CalafioreK14,
author = {Giuseppe Carlo Calafiore and
Fatemeh Kharaman},
title = {Multi-period asset allocation with lower partial moments criteria
and affine policies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {100--106},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924060},
doi = {10.1109/CIFER.2014.6924060},
timestamp = {Wed, 25 Sep 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CalafioreK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CaoLCBM14,
author = {Yi Cao and
Yuhua Li and
Sonya A. Coleman and
Ammar Belatreche and
Thomas Martin McGinnity},
title = {Detecting price manipulation in the financial market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {77--84},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924057},
doi = {10.1109/CIFER.2014.6924057},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CaoLCBM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CaoLCBM14a,
author = {Yi Cao and
Yuhua Li and
Sonya A. Coleman and
Ammar Belatreche and
Thomas Martin McGinnity},
title = {Detecting wash trade in the financial market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {85--91},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924058},
doi = {10.1109/CIFER.2014.6924058},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CaoLCBM14a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Carlone14,
author = {Giulio Carlone},
title = {High frequency trading an analysis regarding volatility and liquidity
starting from a base case of algorithms and a dedicated software architecture},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {210--214},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924075},
doi = {10.1109/CIFER.2014.6924075},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Carlone14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ChieC14,
author = {Bin{-}Tzong Chie and
Shu{-}Heng Chen},
title = {Role of Price in industry dynamics: {A} modular perspective},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {298--302},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924087},
doi = {10.1109/CIFER.2014.6924087},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ChieC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/CroneK14,
author = {Sven F. Crone and
Christian Koeppel},
title = {Predicting exchange rates with sentiment indicators: An empirical
evaluation using text mining and multilayer perceptrons},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {114--121},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924062},
doi = {10.1109/CIFER.2014.6924062},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/CroneK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/EssenMF14,
author = {Robert Max van Essen and
Viorel Milea and
Flavius Frasincar},
title = {A framework for Web news items analysis in relation to share prices},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {197--202},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924073},
doi = {10.1109/CIFER.2014.6924073},
timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/EssenMF14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Fiedor14,
author = {Pawel Fiedor},
title = {Frequency effects on predictability of stock returns},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {247--254},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924080},
doi = {10.1109/CIFER.2014.6924080},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Fiedor14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GabrielssonJK14,
author = {Patrick Gabrielsson and
Ulf Johansson and
Rikard K{\"{o}}nig},
title = {Co-evolving online high-frequency trading strategies using grammatical
evolution},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {473--480},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924111},
doi = {10.1109/CIFER.2014.6924111},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GabrielssonJK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GerleinMBCL14,
author = {Eduardo A. Gerlein and
T. Martin McGinnity and
Ammar Belatreche and
Sonya A. Coleman and
Yuhua Li},
title = {Multi-agent pre-trade analysis acceleration in {FPGA}},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {262--269},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924082},
doi = {10.1109/CIFER.2014.6924082},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GerleinMBCL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Grabner14,
author = {Claudius Gr{\"{a}}bner},
title = {How agent-based modeling and simulation relates to {CGE} and {DSGE}
modeling},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {349--356},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924094},
doi = {10.1109/CIFER.2014.6924094},
timestamp = {Fri, 14 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/Grabner14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GuCZ14,
author = {Jia{-}Wen Gu and
Wai{-}Ki Ching and
Harry Zheng},
title = {A hidden Markov reduced-form risk model},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {190--196},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924072},
doi = {10.1109/CIFER.2014.6924072},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GuCZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HendricksW14,
author = {Dieter Hendricks and
Diane Wilcox},
title = {A reinforcement learning extension to the Almgren-Chriss framework
for optimal trade execution},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {457--464},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924109},
doi = {10.1109/CIFER.2014.6924109},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HendricksW14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/HuangZ14,
author = {Weihong Huang and
Yu Zhang},
title = {Wealth inequality and wealth effect},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {422--426},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924104},
doi = {10.1109/CIFER.2014.6924104},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/HuangZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/IdeZN14,
author = {Kiyotaka Ide and
Ryota Zamami and
Akira Namatame},
title = {A mesoscopic approach to modeling and simulation of systemic risks},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {144--151},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924066},
doi = {10.1109/CIFER.2014.6924066},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/IdeZN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KleinknechtN14,
author = {Manuel Kleinknecht and
Wing Lon Ng},
title = {Improving portfolio risk profile with threshold accepting},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {92--99},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924059},
doi = {10.1109/CIFER.2014.6924059},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KleinknechtN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KoschnickeGSS14,
author = {Sven Koschnicke and
Vasco Grossmann and
Christoph Starke and
Manfred Schimmler},
title = {Quality and consistency assurance of quote data for algorithmic trading
strategies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {255--261},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924081},
doi = {10.1109/CIFER.2014.6924081},
timestamp = {Fri, 05 Jan 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/KoschnickeGSS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KostanjcarJJ14,
author = {Zvonko Kostanjcar and
Branko Jeren and
Zeljan Juretic},
title = {Modelling the relationship between developed equity markets and emerging
equity markets},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {270--277},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924083},
doi = {10.1109/CIFER.2014.6924083},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KostanjcarJJ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KowalewskiJR14,
author = {Adam W. Kowalewski and
Owen D. Jones and
Kotagiri Ramamohanarao},
title = {Volatility homogenisation decomposition for forecasting},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {182--189},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924071},
doi = {10.1109/CIFER.2014.6924071},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KowalewskiJR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MacielGSB14,
author = {Leandro Maciel and
Fernando A. C. Gomide and
David Santos and
Rosangela Ballini},
title = {Exchange rate forecasting using echo state networks for trading strategies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {40--47},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924052},
doi = {10.1109/CIFER.2014.6924052},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MacielGSB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaenoMNM14,
author = {Yoshiharu Maeno and
Satoshi Morinaga and
Kenji Nishiguchi and
Hirokazu Matsushima},
title = {Impact of credit default swaps on financial contagion},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {152--157},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924067},
doi = {10.1109/CIFER.2014.6924067},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaenoMNM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaguireMOMKM14,
author = {Phil Maguire and
Philippe Moser and
Kieran O'Reilly and
Conor McMenamin and
Robert Kelly and
Rebecca Maguire},
title = {Maximizing positive porfolio diversification},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {174--181},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924070},
doi = {10.1109/CIFER.2014.6924070},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/MaguireMOMKM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MaringerZ14,
author = {Dietmar Maringer and
Jin Zhang},
title = {Transition variable selection for regime switching recurrent reinforcement
learning},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {407--413},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924102},
doi = {10.1109/CIFER.2014.6924102},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MaringerZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Marks14,
author = {Robert E. Marks},
title = {Learning to be risk averse?},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {365--369},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924096},
doi = {10.1109/CIFER.2014.6924096},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Marks14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/McDonaldCMLB14,
author = {Scott McDonald and
Sonya A. Coleman and
T. Martin McGinnity and
Yuhua Li and
Ammar Belatreche},
title = {A comparison of forecasting approaches for capital markets},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {32--39},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924051},
doi = {10.1109/CIFER.2014.6924051},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/McDonaldCMLB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MehraPGR14,
author = {Chetan Saran Mehra and
Adam Pr{\"{u}}gel{-}Bennett and
Enrico H. Gerding and
Valentin Robu},
title = {Constructing smart portfolios from data driven quantitative investment
models},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {166--173},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924069},
doi = {10.1109/CIFER.2014.6924069},
timestamp = {Thu, 07 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MehraPGR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MerigoY14,
author = {Jos{\'{e}} M. Merig{\'{o}} and
Jian{-}Bo Yang},
title = {Bibliometric analysis in financial research},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {223--230},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924077},
doi = {10.1109/CIFER.2014.6924077},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MerigoY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MizutaIYY14,
author = {Takanobu Mizuta and
Kiyoshi Izumi and
Isao Yagi and
Shinobu Yoshimura},
title = {Regulations' effectiveness for market turbulence by large erroneous
orders using multi agent simulation},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {138--143},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924065},
doi = {10.1109/CIFER.2014.6924065},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MizutaIYY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/MizutaMKIKY14,
author = {Takanobu Mizuta and
Wataru Matsumoto and
Shintaro Kosugi and
Kiyoshi Izumi and
Takuya Kusumoto and
Shinobu Yoshimura},
title = {Do dark pools stabilize markets and reduce market impacts? Investigations
using multi-agent simulations},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {71--76},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924056},
doi = {10.1109/CIFER.2014.6924056},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/MizutaMKIKY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NaqviR14,
author = {Ali Asjad Naqvi and
Miriam Rehm},
title = {Simulating natural disasters - {A} complex systems framework},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {414--421},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924103},
doi = {10.1109/CIFER.2014.6924103},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NaqviR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NikolaevMS14,
author = {Nikolay Y. Nikolaev and
Lilian M. de Menezes and
Evgueni N. Smirnov},
title = {Nonlinear filtering of asymmetric stochastic volatility models and
Value-at-Risk estimation},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {310--317},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924089},
doi = {10.1109/CIFER.2014.6924089},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NikolaevMS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/NoorianL14,
author = {Farzad Noorian and
Philip Heng Wai Leong},
title = {Dynamic hedging of foreign exchange risk using stochastic model predictive
control},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {441--448},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924107},
doi = {10.1109/CIFER.2014.6924107},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/NoorianL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Oesch14,
author = {Christian Oesch},
title = {An agent-based model for market impact},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {17--24},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924049},
doi = {10.1109/CIFER.2014.6924049},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Oesch14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/OuyangY14,
author = {Yicun Ouyang and
Hujun Yin},
title = {Time series prediction with a non-causal neural network},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {25--31},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924050},
doi = {10.1109/CIFER.2014.6924050},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/OuyangY14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/PanayiP14,
author = {Efstathios Panayi and
Gareth W. Peters},
title = {Survival models for the duration of bid-ask spread deviations},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {9--16},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924048},
doi = {10.1109/CIFER.2014.6924048},
timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/PanayiP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Raudys14,
author = {Aistis Raudys},
title = {Optimal negative weight moving average for stock price series smoothing},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {239--246},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924079},
doi = {10.1109/CIFER.2014.6924079},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Raudys14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RengsW14,
author = {Bernhard Rengs and
Manuel W{\"{a}}ckerle},
title = {A computational agent-based simulation of an artificial monetary union
for dynamic comparative institutional analysis},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {427--434},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924105},
doi = {10.1109/CIFER.2014.6924105},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RengsW14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/Rigatos14,
author = {Gerasimos G. Rigatos},
title = {A Kalman filtering approach for detection of option mispricing in
the Black-Scholes {PDE} model},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {378--383},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924098},
doi = {10.1109/CIFER.2014.6924098},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/Rigatos14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RonnqvistS14,
author = {Samuel R{\"{o}}nnqvist and
Peter Sarlin},
title = {From text to bank interrelation maps},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {48--54},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924053},
doi = {10.1109/CIFER.2014.6924053},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RonnqvistS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/RosaMGB14,
author = {Raul Rosa and
Leandro Maciel and
Fernando A. C. Gomide and
Rosangela Ballini},
title = {Evolving hybrid neural fuzzy network for realized volatility forecasting
with jumps},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {481--488},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924112},
doi = {10.1109/CIFER.2014.6924112},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/RosaMGB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShaoSKT14,
author = {Ming Shao and
Dafni Smonou and
Michael Kampouridis and
Edward P. K. Tsang},
title = {Guided Fast Local Search for speeding up a financial forecasting algorithm},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {325--332},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924091},
doi = {10.1109/CIFER.2014.6924091},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShaoSKT14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShenHYO14,
author = {Yun Shen and
Ruihong Huang and
Chang Yan and
Klaus Obermayer},
title = {Risk-averse reinforcement learning for algorithmic trading},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {391--398},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924100},
doi = {10.1109/CIFER.2014.6924100},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShenHYO14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShynkevichMCLB14,
author = {Yauheniya Shynkevich and
T. Martin McGinnity and
Sonya A. Coleman and
Yuhua Li and
Ammar Belatreche},
title = {Forecasting stock price directional movements using technical indicators:
Investigating window size effects on one-step-ahead forecasting},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {341--348},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924093},
doi = {10.1109/CIFER.2014.6924093},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShynkevichMCLB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SilvaNH14,
author = {Ant{\'{o}}nio Silva and
Rui Ferreira Neves and
Nuno Horta},
title = {Portfolio optimization using fundamental indicators based on multi-objective
{EA}},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {158--165},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924068},
doi = {10.1109/CIFER.2014.6924068},
timestamp = {Fri, 02 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SilvaNH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SubramanianC14,
author = {Easwar Subramanian and
VijaySekhar Chellaboina},
title = {Explicit solutions of discrete-time quadratic optimal hedging strategies
for European contingent claims},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {449--456},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924108},
doi = {10.1109/CIFER.2014.6924108},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SubramanianC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SunBCML14,
author = {Fan Sun and
Ammar Belatreche and
Sonya A. Coleman and
T. Martin McGinnity and
Yuhua Li},
title = {Pre-processing online financial text for sentiment classification:
{A} natural language processing approach},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {122--129},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924063},
doi = {10.1109/CIFER.2014.6924063},
timestamp = {Thu, 02 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SunBCML14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/SunWP14,
author = {Zhe Sun and
Marco A. Wiering and
Nicolai Petkov},
title = {Classification system for mortgage arrear management},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {489--496},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924113},
doi = {10.1109/CIFER.2014.6924113},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/SunWP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TianZLLKH14,
author = {Yu Tian and
Zili Zhu and
Geoffrey Lee and
Thomas Lo and
Fima C. Klebaner and
Kais Hamza},
title = {Pricing window barrier options with a hybrid stochastic-local volatility
model},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {370--377},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924097},
doi = {10.1109/CIFER.2014.6924097},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TianZLLKH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/TobarOMC14,
author = {Felipe A. Tobar and
Marcos E. Orchard and
Danilo P. Mandic and
Anthony G. Constantinides},
title = {Estimation of financial indices volatility using a model with time-varying
parameters},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {318--324},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924090},
doi = {10.1109/CIFER.2014.6924090},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/TobarOMC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ToddHBS14,
author = {Andrew Todd and
Roy Hayes and
Peter A. Beling and
William T. Scherer},
title = {Micro-price trading in an order-driven market},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {294--297},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924086},
doi = {10.1109/CIFER.2014.6924086},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ToddHBS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/VellaN14,
author = {Vince Vella and
Wing Lon Ng},
title = {Enhancing intraday trading performance of Neural Network using dynamic
volatility clustering fuzzy filter},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {465--472},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924110},
doi = {10.1109/CIFER.2014.6924110},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/VellaN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/VermeulenP14,
author = {Ben Vermeulen and
Andreas Pyka},
title = {Technological progress and effects of (Supra) regional innovation
and production collaboration. An agent-based model simulation study},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {357--364},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924095},
doi = {10.1109/CIFER.2014.6924095},
timestamp = {Sun, 25 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/VermeulenP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WangK14,
author = {Chuan{-}Ju Wang and
Ming{-}Yang Kao},
title = {Optimal search for parameters in Monte Carlo simulation for derivative
pricing},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {384--390},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924099},
doi = {10.1109/CIFER.2014.6924099},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WangK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/WilinskiCB14,
author = {Mateusz Wilinski and
Wei Cui and
Anthony Brabazon},
title = {An analysis of price impact functions of individual trades on the
London Stock Exchange},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {1--8},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924047},
doi = {10.1109/CIFER.2014.6924047},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/WilinskiCB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangLM14,
author = {Steve Y. Yang and
Anqi Liu and
Sheung Yin Kevin Mo},
title = {Twitter financial community modeling using agent based simulation},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {63--70},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924055},
doi = {10.1109/CIFER.2014.6924055},
timestamp = {Wed, 07 Dec 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/YangLM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangMZ14,
author = {Steve Y. Yang and
Sheung Yin Kevin Mo and
Xiaodi Zhu},
title = {An empirical study of the financial community network on Twitter},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {55--62},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924054},
doi = {10.1109/CIFER.2014.6924054},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangMZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YangTLT14,
author = {Jianjun Yang and
Yunhai Tong and
Xinhai Liu and
Shaohua Tan},
title = {Causal inference from financial factors: Continuous variable based
local structure learning algorithm},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {278--285},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924084},
doi = {10.1109/CIFER.2014.6924084},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YangTLT14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YarosI14,
author = {John Robert Yaros and
Tomasz Imielinski},
title = {Diversification improvements through news article co-occurrences},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {130--137},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924064},
doi = {10.1109/CIFER.2014.6924064},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YarosI14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/YarosI14a,
author = {John Robert Yaros and
Tomasz Imielinski},
title = {Using equity analyst coverage to determine stock similarity},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {399--406},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924101},
doi = {10.1109/CIFER.2014.6924101},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/YarosI14a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhaiC14,
author = {Jia Zhai and
Yi Cao},
title = {On the calibration of stochastic volatility models: {A} comparison
study},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {303--309},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924088},
doi = {10.1109/CIFER.2014.6924088},
timestamp = {Mon, 16 Dec 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cifer/ZhaiC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ZhuXCZ14,
author = {Dong{-}Mei Zhu and
Yue Xie and
Wai{-}Ki Ching and
Harry Zheng},
title = {On pricing and hedging basket credit derivatives with dependent structure},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {435--440},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924106},
doi = {10.1109/CIFER.2014.6924106},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ZhuXCZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cifer/2014,
title = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {{IEEE}},
year = {2014},
url = {https://ieeexplore.ieee.org/xpl/conhome/6901616/proceeding},
timestamp = {Wed, 16 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/2014.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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