2009 IEEE Symposium on Computational Intelligence for Financial Engineering
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

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Published By IEEE

9781424427741

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A calibration method for structural models of credit risk with reporting bias

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937495 ◽

2009 ◽

Author(s):

Agostino Capponi

Keyword(s):

Credit Risk ◽

Structural Models ◽

Calibration Method ◽

Reporting Bias

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Stocks scanner evaluator for stocks or options

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937499 ◽

2009 ◽

Author(s):

Daniel Paraschiv ◽

Srinivas Raghavendra

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Overconfident investors in the LLS agent-based artificial financial market

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937503 ◽

2009 ◽

Cited By ~ 3

Author(s):

Milan Lovric ◽

Uzay Kaymak ◽

Jaap Spronk

Keyword(s):

Financial Market ◽

Agent Based

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Assessing organizational stability via network analysis

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937501 ◽

2009 ◽

Cited By ~ 4

Author(s):

Ben Collingsworth ◽

Ronaldo Menezes ◽

Paulo Martins

Keyword(s):

Network Analysis ◽

Organizational Stability

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Tutorial CIFER-T2 Boeing's method for valuing high-risk high-return technology projects using real options

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937494 ◽

2009 ◽

Author(s):

Scott H. Mathews

Keyword(s):

High Risk ◽

Real Options ◽

High Return

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Modeling intelligence of learning agents in an artificial double auction market

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937500 ◽

2009 ◽

Author(s):

Shu-Heng Chen ◽

Chung-Ching Tai

Keyword(s):

Double Auction ◽

Auction Market ◽

Learning Agents

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Energy forward price prediction with a hybrid adaptive model

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937504 ◽

2009 ◽

Cited By ~ 3

Author(s):

Hang T. Nguyen ◽

Ian T. Nabney

Keyword(s):

Adaptive Model ◽

Price Prediction ◽

Forward Price

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Tutorial CIFER-T1 Frontiers of computational engineering and finance: Modeling and calibrating credit risk

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937493 ◽

2009 ◽

Author(s):

Agostino Capponi

Keyword(s):

Credit Risk ◽

Computational Engineering

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[Front cover]

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937489 ◽

2009 ◽

Keyword(s):

Front Cover

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Inference of the structural credit risk model using MLE

2009 IEEE Symposium on Computational Intelligence for Financial Engineering ◽

10.1109/cifer.2009.4937496 ◽

2009 ◽

Author(s):

Yuxi Li ◽

Li Cheng ◽

Dale Schuurmans

Keyword(s):

Credit Risk ◽

Risk Model ◽

Credit Risk Model

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2009 IEEE Symposium on Computational Intelligence for Financial EngineeringLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IEEE

A calibration method for structural models of credit risk with reporting bias

Stocks scanner evaluator for stocks or options

Overconfident investors in the LLS agent-based artificial financial market

Assessing organizational stability via network analysis

Tutorial CIFER-T2 Boeing's method for valuing high-risk high-return technology projects using real options

Modeling intelligence of learning agents in an artificial double auction market

Energy forward price prediction with a hybrid adaptive model

Tutorial CIFER-T1 Frontiers of computational engineering and finance: Modeling and calibrating credit risk

[Front cover]

Inference of the structural credit risk model using MLE

2009 IEEE Symposium on Computational Intelligence for Financial Engineering
Latest Publications