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Your search returned 24 records. Click on the hyperlinks to view further details of Titles.. |
Magazine Name : Ieee Transactions On Neural Networks
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Year : 2001 Volume number : 12 Issue: 04 |
Introduction To The Special Issue On Neural Networks In Financial Engineering
(Article)
Subject:
Neural Network
,
Financial Engineering
Author:
Y.S.
Abu-Mostafa
page:
653
-
656
Statistical Inference, The Bootstrap, And Neural-Network Modeling With Application To Foreign Exchange Rates(Invited Paper)
(Article)
Subject:
Bootstrap
,
Neural Network Application
Author:
H
White
page:
657
-
673
Semiparametric Arx Neural-Network Models With An Application To Forecasting Inflation
(Article)
Subject:
Neural Network Application
,
Forecasting-Aided State Estimation
Author:
J
Racine
X
Chen
page:
674
-
683
The Equvalent Martingale Measure: An Introduction To Pricing Using Expectations
(Article)
Subject:
Equivalent Circuit
,
Pricing Theory
Author:
M
Magdon-Ismail
page:
684
-
693
Regression Methods For Pricing Complex American-Style Options
(Article)
Subject:
Regression Analysis
,
Pricing
Author:
J.N.
Tsitsiklis
page:
694
-
703
Evolutionary Computation And The Vega Risk Of American Put Options
(Article)
Subject:
Evolutionary Programming
,
Risk Assessment
Author:
C
Keber
page:
704
-
715
Risk-Neutral Density Extraction From Option Prices: Improved Pricing With Mixture Density Networks
(Article)
Subject:
Risk-Neutral Density Extration
,
Mixture Density Networks
Author:
C
Schittenkopf
page:
716
-
725
Pricing And Hedging Derivative Securities With Neural Networks: Bayesian Regularization, Early Stopping, And Bagging
(Article)
Subject:
Neural Network
,
Bayesian Neural Networks
Author:
R
Gencay
page:
726
-
734
Multiagent Modeling Of Multiple Fx-Markets By Neural Networks
(Article)
Subject:
Multiagent Control
,
Neural Network
Author:
H.G.
Zimmermann
page:
735
-
743
Computational Learning Techniques For Intraday Fx-Trading Using Popular Technical Indicators
(Article)
Subject:
Computational
,
Intraday Fx Trading
Author:
M.A.H.
Dempster
page:
744
-
754
Modeling Exchange Rates: Smooth Transitions, Neural Networks, And Liner Models
(Article)
Subject:
Modeling
,
Neural Network
Author:
M.C.
Medeiros
page:
755
-
766
Multiresolution Forecasting For Futures Trading Using Wavelet Decompositions
(Article)
Subject:
Multiresolution
,
Future
Author:
B.L.
Zhang
page:
765
-
775
Optimization Of Trading Physics Models Of Markets
(Article)
Subject:
Optimization
,
Physical Modeling
Author:
L
Ingber
page:
776
-
790
Financial Model Calibration Using Consistency Hints
(Article)
Subject:
Calibration
,
Consistency Limits
Author:
Y.S.
Abu-Sostafa
page:
791
-
808
Financial Time Series Prediction Using Least Squares Support Vector Machines Within The Evidence Framwork
(Article)
Subject:
Prediction
,
Evidence Framework
Author:
T
Van Gestel
page:
809
-
821
Byy Harmony Learning, Independent State Space, And Generalized Apt Financial Analysis
(Article)
Subject:
Byy Harmony Learning
Author:
L.
Xu
page:
822
-
849
Forecasting Volatility With Neural Regression: A Contribution To Model Adequency
(Article)
Subject:
Volatility
,
Adequately Model
Author:
A.P.N.
Refenes
page:
850
-
864
Financial Volatility Trading Using Recurrent Neural Networks
(Article)
Subject:
Recurrent Neural Networks
Author:
P
Tino
C
Schittenkopf
page:
865
-
874
Learning To Trade Via Direct Reinforcement
(Article)
Subject:
Via Direct Reinforcement
Author:
J
Moody
page:
875
-
889
Cost Functions And Model Combination For Var-Based Asset Allocation Using Neural Networks
(Article)
Subject:
Cost Function
,
Neural Network
Author:
N
Chapados
page:
890
-
906
Comparison Of Nonlinear Methods For Predicting Earnings Surprises And Returns
(Article)
Subject:
Nonlinear Model
,
Prediction
Author:
V
Dhar
page:
907
-
921
A Comparison Of Linear And Nonlinear Statistical Techniques In Performance Attribution
(Article)
Subject:
Statistical Techniques
Author:
N.H.
Chan
page:
922
-
928
Bankruptcy Prediction For Credit Risk Using Neural Networks: A Survey And New Results
(Article)
Subject:
Prediction Relations.
,
Survey And New Result
,
Neural Network
Author:
A.F.
Atiya
page:
929
-
935
Bankruptcy Analysis With Self-Organizing Maps In Learning Metrics
(Article)
Subject:
Self Organizing Map
,
Metrics
Author:
S
Kaski
page:
936
-
947
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