CIFEr

Publications

2022

Isla Almeida Oliveira, Pâmela Rugoni Belin, Carlos José Alves Santos, Mathias Arno Ludwig, Júlia Da Rosa H. Rodrigues, Cesare Quinteiro Pica
Long-Term Energy Consumption Forecast for a Commercial Virtual Power Plant Using a Hybrid K-means and Linear Regression Algorithm. CIFEr (2022)
Ismail Mohamed, Fernando E. B. Otero
A Performance Study of Multiobjective Particle Swarm Optimization Algorithms for Market Timing. CIFEr (2022)
Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
Concept and Practice of Artificial Market Data Mining Platform. CIFEr (2022)
Sander Noels, Benjamin Vandermarliere, Ken Bastiaensen, Tijl De Bie
An Earth Mover's Distance Based Graph Distance Metric For Financial Statements. CIFEr (2022)
Riu Naito, Toshihiro Yamada
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation. CIFEr (2022)
Jiacheng Yang, Denis De Montigny, Philip C. Treleaven
ANN, LSTM, and SVR for Gold Price Forecasting. CIFEr (2022)
Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes. CIFEr (2022)
Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. CIFEr (2022)
Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. CIFEr (2022)
Farshid Balaneji, Dietmar Maringer
Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility. CIFEr (2022)
Takanobu Mizuta, Isao Yagi, Kosei Takashima
Instability of financial markets by optimizing investment strategies investigated by an agent-based model. CIFEr (2022)
Kheng Kua, Aleksandar Ignjatovic
Iterative Filtering Algorithms for Computing Consensus Analyst Estimates. CIFEr (2022)
HaoHang Li, Steve Y. Yang
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics. CIFEr (2022)
Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies. CIFEr (2022)
Rui Ying Goh, Galina Andreeva, Yi Cao
Predicting Financial Volatility from Personal Transactional Data. CIFEr (2022)
Gregor Lenhard, Dietmar Maringer
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling. CIFEr (2022)
Christopher Felder, Stefan Mayer
Customized Stock Return Prediction with Deep Learning. CIFEr (2022)
Nicholas Baard, Terence L. van Zyl
Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio Selection. CIFEr (2022)
Yoshiyuki Suimon, Hiroto Tanabe
Construction of real-time manufacturing industry production activity estimation models using high-frequency electricity demand data. CIFEr (2022)
Charl Maree, Christian W. Omlin
Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation. CIFEr (2022)
Charl Maree, Christian W. Omlin
Balancing Profit, Risk, and Sustainability for Portfolio Management. CIFEr (2022)
Uta Pigorsch, Sebastian Schäfer
High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning. CIFEr (2022)
Fatim Z. Habbab, Michael Kampouridis, Alexandros A. Voudouris
Optimizing Mixed-Asset Portfolios Involving REITs. CIFEr (2022)
Amin Assareh
Information Retrieval from Alternative Data using Zero-Shot Self-Supervised Learning. CIFEr (2022)
Taiga Saito, Akihiko Takahashi
Portfolio optimization with choice of a probability measure. CIFEr (2022)
Eva Christodoulaki, Michael Kampouridis, Panagiotis Kanellopoulos
Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming. CIFEr (2022)
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022 CIFEr (2022)

2019