yusuke1997/dblp-id-title huggingface dataset:
Financial Risk Disclosure Return Premium: A Topic Modeling Approach
Limit order placement across multiple exchanges
A multinomial characterization of feedforward neural networks
Predicting exchange rates with sentiment indicators: An empirical evaluation using text mining and multilayer perceptrons
Closed-form mortgage pricing formula with outstanding principal as prepayment value
Portfolio optimization using fundamental indicators based on multi-objective EA
Data-analytic approaches to the estimation of Value-at-Risk
α-dominance two-objective Optimization Genetic Programming for Algorithmic Trading under a Directional Changes Environment
Antipersistent trading ranges
Stocks scanner evaluator for stocks or options
Mixed precision multilevel Monte Carlo on hybrid computing systems
Algorithms for filtering of market price data
Pricing S&P 500 index options with Heston's model
Efficient risk/return frontiers for credit risk
Nonlinear analysis of retail performance
Optimizing reserve prices for publishers in online ad auctions
How (in)efficient is after-hours trading?
Bio-inspired optimization of Fuzzy Cognitive Maps for their use as a means in the pricing of complex assets
Order selection of continuous time models: Applications to estimation of risk premiums
Pricing window barrier options with a hybrid stochastic-local volatility model
High performance algorithms for lattice-based derivative pricing models
The methods of operations research on Russian financial markets
The valuation of a Euro-Convertible Bond
Deep Learning Algorithm to solve Portfolio Management with Proportional Transaction Cost
Causal inference from financial factors: Continuous variable based local structure learning algorithm
An agent based model of the E-Mini S&P 500 applied to flash crash analysis
Leveraging Large Language Models and Retrieval-Augmented Generation for Enhanced Multi-Asset Portfolio Construction
Evolving hybrid neural fuzzy network for realized volatility forecasting with jumps
Max-min optimal investing
Function approximation with learning networks in the financial field and its application to the interest rate sector
Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation
Time series prediction with a non-causal neural network
Portfolio optimization with choice of a probability measure
Error estimation and model consolidation for time series data
Fuzzy linguistic summaries: Where are we, where can we go?
Conservative thirty calendar day stock prediction using a probabilistic neural network
Adaptive Rival Penalized Competitive Learning and Combined Linear Predictor with application to financial investment
Modelling the dynamics of the "Smarter Region"
Forecast combination with optimized SVM based on quantum-inspired hybrid evolutionary method for complex systems prediction
Twin-Delayed Deep Deterministic Policy Gradient Algorithm for Portfolio Selection
Statistical models for time sequences data mining
Evidence for deterministic nonlinear dynamics in financial time series data
Numerical methods for pricing callable bonds
Frequency effects on predictability of stock returns
Enhancing Recurrent Neural Networks for Stock Market Forecasts Through Pec-W Framework
Stressed Value-at-Risk
On cash flow mapping in VAR estimations
A probabilistic risk-to-reward measure for evaluating the performance of financial securities
Modelling financial time series with switching state space models
Model identification and parameter estimation of ARMA models by means of evolutionary algorithms
Trend visualization
A comparison of forecasting approaches for capital markets
A Deep Ensemble Learning Approach for Imbalanced Data in Bankruptcy Prediction
Flows of information have changed: Do financial markets remain efficient ?
Financial simulation system using a higher order trigonometric polynomial neural network group model
Company Similarity Using Large Language Models
Computational modeling of 1994 A.M. Best life/health insurer ratings
Statistical properties of African FX rates: An application of the Stable Paretian Hypothesis
Event-based historical Value-at-Risk
Volatility estimation with a neural network
Managing options risk with genetic algorithms
Constructing smart portfolios from data driven quantitative investment models
Customized Stock Return Prediction with Deep Learning
Investment strategies based on supervised learning
Long-Term Energy Consumption Forecast for a Commercial Virtual Power Plant Using a Hybrid K-means and Linear Regression Algorithm
An analytic framework for pricing energy derivatives
Analysis of Important Phrases in Bidding Documents Using Table Encoder Joint Extraction
Modeling intelligence of learning agents in an artificial double auction market
Optimization As A Tool In Finance
Learning to be risk averse?
Hierarchical Temporal Memory-based algorithmic trading of financial markets
Stock Price Range Forecast via a Recurrent Neural Network Based on the Zero-Crossing Rate Approach
Classification system for mortgage arrear management
Neural networks and multivariate currency forecasting
Attribution Methods in Asset Pricing: Do They Account for Risk?
Stock market prediction using different neural network classification architectures
2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011
Optimal calling policies in convertible bonds
Volatility estimators for FOREX futures using standardized time series
Risk-averse reinforcement learning for algorithmic trading
Attrition and preemption in credit/debit cards incentives: models and experiments
Generalized ant programming in option pricing: determining implied volatilities based on American put options
Extracting earnings information from financial statements via genetic algorithms
Outliers, influence functions, and robust portfolio optimization
The applicability of information criteria for neural network architecture selection
Innovative Pattern Extraction and Synthetic High-Frequency Data Generation in European Carbon Emmision Markets Using GAN Networks
Online estimation of stochastic volatility for asset returns
Prediction of individual JG bond prices via the TDM model
Solving robust optimization models in finance
Trading mechanisms and return volatility: empirical investigation on Shanghai Stock Exchange based on a neural network model
Improving portfolio risk profile with threshold accepting
IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019
Minimal agent-based model for the origin of trading activity in Foreign exchange market
Three decision making levels in portfolio management
IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014
INFFC data analysis: lower bounds and testbed design recommendations
A new approach to the fusion of expert information
Vector-valued multiple regression model with time varying coefficients and its application to predict excess stock returns
Component analysis in financial time series
A calibration method for structural models of credit risk with reporting bias
Stock Volatility Prediction Based on Self-attention Networks with Social Information
Conditional value-at-risk: optimization algorithms and applications
Mean-variance optimization and pair-wise strategies
An evolutionary programming methodology for portfolio selection
Analytical factor stochastic volatility modeling for portfolio allocation
Taking time seriously: hidden Markov experts applied to financial engineering
Multi-objective evolutionary algorithm for multi-project and multi-term portfolio problem
An adaptive critic approach for self-learning stock trading
Stock prediction: Integrating text mining approach using real-time news
Bridging the gap between nonlinearity tests and the efficient market hypothesis by genetic programming
A fuzzy perspective towards technical analysis-case study of trend prediction using moving averages
Apples to oranges: reconciling "vegas" from inconsistent valuation models by a stochastic change of coordinates
Analysis on the number of XCS agents in agent-based computational finance
Technological progress and effects of (Supra) regional innovation and production collaboration. An agent-based model simulation study
Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series
What is the "true price"? state space models for high frequency FX data
Estimation of dependencies based on small number of observations
Comparison of trade decision strategies in an equity market GA trader
A new fuzzy-genetic approach for the simulation and forecasting of international trade non-linear dynamics
A tax-adjusted algorithm for pricing derivative securities using the symbolic computational language MAPLE
Nonlinear phillips curves in the Euro area and USA? Evidence from linear and neural network models
A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractability
Problems with Monte Carlo simulation in the pricing of contingent claims
Smart Wealth Management System for Robo-Advisory
An experimental study of Multi-Objective Evolutionary Algorithms for balancing interpretability and accuracy in fuzzy rulebase classifiers for financial prediction
Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering, CIFEr 1998, New York City, USA, June 25, 1998
A new method for estimating value-at-risk of Brady bond portfolios
Modelling stock return sensitivities to economic factors with the Kalman filter and neural networks
Identifying Aspect-Regimes for Enhanced ESG-Investing Through News Data
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process
Transition variable selection for regime switching recurrent reinforcement learning
Crowdsourced stock clustering through equity analyst hypergraph partitioning
Fuzzy target selection in direct marketing
Dynamic Orthogonal Lower Dimensional Projections for Improving Hierarchical Risk Allocation and Out of Sample Portfolio Returns
Including life-time and options in residual income indicators
Analysis of risk allocation principle in project financing
CAFE': a Complex Adaptive Financial Environment
The maximum drawdown of the Brownian motion
Artificial market making with neural nets: an application to options
Simplified evolving rule-based fuzzy modeling of realized volatility forecasting with jumps
Optimization of trading systems and portfolios
Diversification improvements through news article co-occurrences
MIMO evolving functional fuzzy models for interest rate forecasting
Predicting exchange rates using a fuzzy learning system
Modelling the relationship between developed equity markets and emerging equity markets
Simple decision making criterion as real options
Implied volatility functions: a reprise
A hidden Markov reduced-form risk model
Decision making in complex environments with generalized aggregation operators
Pricing the American put using a new class of tight lower bounds
Instability of financial markets by optimizing investment strategies investigated by an agent-based model
A Risk-Based AML Framework: Finding Associates Through Ultimate Beneficial Owners
Japanese long-term interest rate forecast considering the connection between the Japanese and US yield curve
A new solution method for customer grading problem with multi-factor constraint
A comparison of feed-forward and recurrent neural networks in time series forecasting
Common Data and Controlling General Ledger paradigm of banking data services
Classes of preferences of portfolio investors for multi-period case and their asymptotic properties
FedPNN: One-Shot Federated Classifier to Predict Credit Card Fraud and Bankruptcy in Banks
Process learning of network interactions in market microstructures
Measuring predictability using multiresolution embedding
Forecasting stock price directional movements using technical indicators: Investigating window size effects on one-step-ahead forecasting
2009 IEEE Symposium on Computational Intelligence for Financial Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009
Can a multivariate QTARCH combined with technical indicators estimate returns in the commodity futures markets?
Intelligent financial warning model using Fuzzy Neural Network and case-based reasoning
Extraction of investment strategies based on moving averages: A genetic algorithm approach
Unsupervised learning for financial forecasting
Learning Embedded Representation of the Stock Correlation Matrix Using Graph Machine Learning
Price behavior and Hurst exponents of tick-by-tick interbank foreign exchange rates
Guided Fast Local Search for speeding up a financial forecasting algorithm
Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
Time series prediction using crisp and fuzzy neural networks: a comparative study
A rule-based neural stock trading decision support system
From text to bank interrelation maps
Iterative Filtering Algorithms for Computing Consensus Analyst Estimates
Input output table updating based on Agent-Responses Equilibrium model
Implied volatility functions: empirical tests
Co-evolving online high-frequency trading strategies using grammatical evolution
Nonlinear prediction of conditional percentiles for value-at-risk
Efficiency, performance and value-at-risk of Latin American banks in a process of economic integration
Natural language processing and information extraction: qualitative analysis of financial news articles
Non-Linear Data Representation with Machine Learning for Dynamic Covariance Based Financial Portfolio Optimization
Exchange rate forecasting using echo state networks for trading strategies
Heuristic techniques in tax structuring for multinationals
An analysis of price impact functions of individual trades on the London Stock Exchange
Predicting company failure-a comparison between neural networks and established statistical techniques by applying the McNemar test
KANOP: A Data-Efficient Option Pricing Model Using Kolmogorov-Arnold Networks
Neural network and fuzzy logic techniques for time series forecasting
Microeconomic modeling of financial time series with long term memory
On pricing and hedging basket credit derivatives with dependent structure
An empirical study of the financial community network on Twitter
Stock returns: momentum, volatility and interest rates
Adaptive Fuzzy Modeling and Forecasting of Financial Time Series
Sixteenths or pennies? Observations from a simulation of the Nasdaq stock market
Identifying Representation Bias in Large Language Models Used in Financial Sentiment Analysis
c-ascending support vector machines for financial time series forecasting
An analytic environment for systemic risk - Risk modeling support for financial policy makers
Skewness and kurtosis in pricing European and American options
Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997
Neurofuzzy characterization of financial time series in an anticipatory framework
A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility
A neural network model to exploit the econometric properties of Austrian IPOs
Explicit solutions of discrete-time quadratic optimal hedging strategies for European contingent claims
RGB-D tracker under Hierarchical structure
Auto-encoder based Graph Convolutional Networks for Online Financial Anti-fraud
Optimal search for parameters in Monte Carlo simulation for derivative pricing
Fuzzy modeling in stock-market analysis
Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility
A process control approach to investment risk
Combining KPCA with support vector machine for time series forecasting
Optimal negative weight moving average for stock price series smoothing
Interest rate futures: estimation of volatility parameters in an arbitrage-free framework
Neural networks compared to statistical techniques
High frequency trading an analysis regarding volatility and liquidity starting from a base case of algorithms and a dedicated software architecture
Intelligent hybrid system for data mining
Evidential Reasoning in the Calculation of Individual Injury Claims Reserve
FX trading via recurrent reinforcement learning
LLM - Based Code Generation for Querying Temporal Tabular Financial Data
Optimal portfolio for a robust financial system
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods
Portfolio optimization using improved artificial bee colony approach
Twitter financial community modeling using agent based simulation
Time Series Generation with GANs for Momentum Effect Simulation on Moscow Stock Exchange
Detecting non-linear dynamics in financial time series
Derivative portfolio risk management using a value-at-risk framework
Deriving derivatives of derivative securities
Term structure of interest rates and implied market frictions
Financial time series modeling with evolutionary trained random iterated neural networks
General and program chair welcome message
Speculative trades and financial regulations: simulations based on genetic programming
A computational agent-based simulation of an artificial monetary union for dynamic comparative institutional analysis
The behavior of large changes in Asian exchange rates
Predicting equity market price impact with performance weighted ensembles of random forests
Co-evolutionary multi-agent-based modeling of artificial stock market by using the GP approach
Unified knowledge economy competitiveness index using fuzzy clustering model
Using equity analyst coverage to determine stock similarity
Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
Support vector machines for company failure prediction
Predicting stock markets in boundary conditions with local models
A fuzzy model of a European index based on automatically extracted content information
Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm
Simulation and forecasting of international trade dynamics using non-linear mathematical models and fuzzy logic techniques
Quality and consistency assurance of quote data for algorithmic trading strategies
Fed-RD: Privacy-Preserving Federated Learning for Financial Crime Detection
Financial and economic data management using Semantic Web technologies
Application of fuzzy regression models to predict exchange rates for composite currencies
A knowledge based system for evaluation of option pricing algorithms
Neural network training techniques for a gold trading model
The Superiority of Direct Neuro Volatility Forecasts Over GARCH and Machine Learning Forecasts for Financial Assets
On hedge effectiveness and risk decomposition
Predicting the Canadian spot exchange rate with neural networks
Deep Reinforcement Learning in Labor Market Simulations
Models of market behavior: bringing realistic games to market
Analytics and algorithms for geometric average trigger reset options
Probabilistic fuzzy systems for seasonality analysis and multiple horizon forecasts
Statistical arbitrage trading with wavelets and artificial neural networks
2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003
Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation
Balance sheet outlier detection using a graph similarity algorithm
Stock market trend prediction based on neural networks, multiresolution analysis and dynamical reconstruction
Portfolio choice through convex optimization
On Stock Market Movement Prediction Via Stacking Ensemble Learning Method
Testing implications of the Adaptive Market Hypothesis via computational intelligence
Optimizing Mixed-Asset Portfolios Involving REITs
The effect of inconsistent differences in financial ratio trends on model reliability
Path integral Monte Carlo method and maximum entropy: a complete solution for the derivative valuation problem
Finding time series among the chaos: stochastics, deseasonalization, and texture-detection using neural nets
Foreign exchange rate prediction by fuzzy inferencing on deterministic chaos
Optimal Timing for Portfolio Adjustment Using Aggregated Time Series Data
Better portfolios with options
Modeling moneyness volatility in measuring exchange rate volatility
Robust stock trading using fuzzy decision trees
Nonparametric estimation of state-price densities implicit in financial asset prices
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes
A study of dark pool trading using an agent-based model
Forecasting expectations of insured depository default and catastrophic losses
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics
A measure of uncertainty for stock performance
Automated mathematical modelling for financial time series prediction using fuzzy logic, dynamical systems and fractal theory
Complex stock trading strategy based on Particle Swarm Optimization
Experiments in predicting the German stock index DAX with density estimating neural networks
Volatility homogenisation decomposition for forecasting
A semi-naive Bayes model to forecast the probability distribution of excess returns in the U.S. stock market
A Methodology for Developing Deep Reinforcement Learning Trading Strategies: A Case Study in the Futures Market
Forecasting the economic cycles based on an extension of the Holt-Winters model. A genetic algorithms approach
Trading Algorithms Built with Directional Changes
Financial Semantic Textual Similarity: A New Dataset and Model
A Self-Organizing Neural Fuzzy System to forecast the price of Ecopetrol shares
Generalized Groves of Neural Additive Models: Pursuing Transparent Machine Learning Models in Finance
Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations
Smart Contracts, Smarter Payments: Innovating Cross Border Payments and Reporting Transactions
Explicit formulas for optimal hedging stratergies for European contingent claims
Funds exchange: an approach for risk and portfolio management
A methodology for stock market analysis utilizing rough set theory
Bankruptcy prediction with least squares support vector machine classifiers
A moment based analysis of hedging under discrete trading
A study on the reversal mechanism for large stock price declines using artificial markets
Multicriteria decision making using fuzzy quantifiers
Input variable selection for neural networks: application to predicting the U.S. business cycle
Cointegration by MCA and modular MCA
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation
Explainable Artificial Intelligence and Causal Inference Based ATM Fraud Detection
Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using wavelets
Optimal portfolio construction/rebalancing under nonconvex transaction cost
A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution
Leveraging Stochastic Optimization in Asset Allocation for Enhanced Index Tracking
Convertible bond valuation: 20 out of 30 day soft-call
An analysis of neural-network forecasts from a large-scale, real-world stock selection system
Forecasting foreign exchange rates using Support Vector Regression
Mortgage data mining
Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012
Multiresolution methods for financial time series prediction
DERMA: a distributed enterprise risk management architecture