yusuke1997/dblp-id-title huggingface dataset:
Scatter Protocol: An Incentivized and Trustless Protocol for Decentralized Federated Learning
Understanding the Cryptocurrency Free Giveaway Scam Disseminated on Twitter Lists
EtherProv: Provenance-Aware Detection, Analysis, and Mitigation of Ethereum Smart Contract Security Issues
Advanced Ledger: Supply Chain Management with Contribution Trails and Fair Reward Distribution
Diffusion: Analysis of Many-to-Many Transactions in Bitcoin
EduCoin: a Secure and Efficient Payment Solution for MOOC Environment
Effective Scheme against 51% Attack on Proof-of-Work Blockchain with History Weighted Information
BlockRobot: Increasing Privacy in Human Robot Interaction by Using Blockchain
Performance Analysis of a Hyperledger Iroha Blockchain Framework Used in the UK Livestock Industry
SegWit Extension and Improvement of the BlockSim Bitcoin Simulator
Data Integrity Verification in Network Slicing using Oracles and Smart Contracts
Designing Inclusive Technology Solutions for Global Communities
Public Blockchain-based Lightweight Anonymous Authentication Platform Using Zk-SNARKs for Low-power IoT Devices
On Search Friction of Route Discovery in Offchain Networks
A Hybrid Blockchain Implementation to Ensure Data Integrity and Interoperability for Public Service Organisations
BlockVac: A Universally Acceptable and Ideal Vaccination System on Blockchain
DevLeChain - An Open Blockchain Development Platform for Decentralized Applications
Mitigating Centralization in Access Control System with Blockchain and Distributed Storage
Joint Crypto-Blockchain Scheme for Trust-Enabled CCTV Videos Sharing
Proof of Evolution: leveraging blockchain mining for a cooperative execution of Genetic Algorithms
U-spaceChain: A Decentralized Approach to Unmanned Traffic Management Services Provision
A Performance Study of Block Proposing Mechanism in Ethereum 2.0
Trusted Data Notifications from Private Blockchains #
iBCTrans: A Practical Blockchain-Based Framework for Cellular Vehicular-To-Everything Networks
VAULT: A Scalable Blockchain-Based Protocol for Secure Data Access and Collaboration
Permissionless Blockchain-Based Sybil-Resistant Self-Sovereign Identity Utilizing Attested Execution Secure Processors
CoinWatch: A Clone-Based Approach For Detecting Vulnerabilities in Cryptocurrencies
Quantitatively Analyzing Relay Networks in Bitcoin
Time-efficient Decentralized Exchange of Everlasting Options with Exotic Payoff Functions
Blockchain-related identity and access management challenges: (de)centralized digital identities regulation
SrNFT: Simple Restricted Non-Fungible Token Framework for Transactions With Risk Detection
Scalable Privacy-Preserving Query Processing over Ethereum Blockchain
ArtChain: Blockchain-Enabled Platform for Art Marketplace
Towards Scalable Cross-Chain Messaging
Blockchain-Based Supply Chain System for Traceability, Regulation and Anti-Counterfeiting
Pricing Mechanism of Non-fungible Token (NFT) Driven by Rarity Design
Profiling of Malicious Users Targeting Ethereum's RPC Port Using Simple Honeypots
A Blockchain-based Contactless Delivery System for Addressing COVID-19 and Other Pandemics
A Blockchain Solution for Enhancing Cybersecurity Defence of IoT
TAIRA-BSC - Trusting AI in Recruitment Applications through Blockchain Smart Contracts
InterTrust: Towards an Efficient Blockchain Interoperability Architecture with Trusted Services
A Blockchain Implementation for Configurable Multi-Factor Challenge-Set Self-Sovereign Identity Authentication
Breeding Unicorns: Developing Trustworthy and Scalable Randomness Beacons
Local Pooling of Connected Supernodes in Lightning Networks for Blockchains
Analysis of Polkadot: Architecture, Internals, and Contradictions
A Blockchain-Based Approach to Improving Smart Home Security With Situation-Aware Access Control
Enrichment of Blockchain Transaction Management with Semantic Triples
Constant-Time Updates Using Token Mechanics
PrivChain: Provenance and Privacy Preservation in Blockchain enabled Supply Chains
Mitigating Undercutting Attacks: Fee-Redistribution Smart Contracts for Transaction-Fee-Based Regime of Blockchains with the Longest Chain Rule
Interwoven Hash of Vicious Circle Free Graph
User-Empowered Federated Learning in the Automotive Domain
An Evaluation Framework for Assessing IPFS Performance within a Blockchain-Based Healthcare System
Scalable Blockchain Anomaly Detection with Sketches
Private Dispute Resolution on Ethereum
A Theoretical Model for Fork Analysis in the Bitcoin Network
A Sealed-bid Auction with Fund Binding: Preventing Maximum Bidding Price Leakage
Prevoke: Privacy-Preserving Configurable Method for Revoking Verifiable Credentials
A Blockchain-enabled and Transparent Evaluation of ML Models in the Decentralised Marketplace
BlockIPFS - Blockchain-Enabled Interplanetary File System for Forensic and Trusted Data Traceability
ETH Relay: A Cost-efficient Relay for Ethereum-based Blockchains
Secured Inter-Healthcare Patient Health Records Exchange Architecture
FELLMVP: An Ensemble LLM Framework for Classifying Smart Contract Vulnerabilities
Message from the Program Chairs: Blockchain 2024
Smart Contract Defense through Bytecode Rewriting
A cross-chain identity authentication scheme based on DID
Maximizing Blockchain Performance: Mitigating Conflicting Transactions through Parallelism and Dependency Management
Scalable Multi-Chain Coordination via the Hierarchical Longest Chain Rule
Blockchain-based Scalable Ubiquitous Code Allocation Method Resilient to Congestion
Options and Futures Imperil Bitcoin's Security
Securely Boosting Chain Growth and Confirmation Speed in PoW Blockchains
Blockchain-Enabled Accountability in Data Supply Chain: A Data Bill of Materials Approach
Detecting Blockchain Security Threats
Agent-based Modelling of Bitcoin Consensus without Block Rewards
Mining Pool Selection Problem in the Presence of Block Withholding Attack
Blockchain-Based Zero Knowledge Proof Platform With Secure Common Reference String
Setchain: Improving Blockchain Scalability with Byzantine Distributed Sets and Barriers
Endorsement in Hyperledger Fabric
Blockchain's role in supporting circular supply chains in the built environment
EDISON: A Blockchain-based Secure and Auditable Orchestration Framework for Multi-domain Software Defined Networks
A Decision Support Method to Increase the Revenue of Ad Publishers in Waterfall Strategy
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, CIFEr 1995, New York City, USA, April 9-11, 1995
Computing portfolio risk using Gaussian mixtures and independent component analysis
Period adding bifurcations in dynamic pricing processes
Pricing discrete Asian barrier options on lattices
A Metaheuristic Strategy for Feature Selection Problems: Application to Credit Risk Evaluation in Emerging Markets
A mesoscopic approach to modeling and simulation of systemic risks
Modified ORB Strategies with Threshold Adjusting on Taiwan Futures Market
Real options in leasing semi-submersible rigs in the North Sea
Application of neural control to economic growth problems
Law discovery from financial data using neural networks
An agent-based modeling approach to study price impact
Fuzzy set methods for uncertainty representation in risky financial decisions
Fat tails and non-linearity in volatility models: what is more important?
Fuzzy weighted local approximation for financial time series modelling and forecasting
Analyzing shocks on the interest rate structure with Kohonen map
Role of Price in industry dynamics: A modular perspective
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling
Empirical anaylsis of liquidity provision of an order driven market
A new approach for time series prediction using ensembles of ANFIS models with interval type-2 and type-1 fuzzy integrators
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CiFer 2025 - Companion, Trondheim, Norway, March 17-20, 2025
Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management
FeNAs: a fuzzy e-negotiation agents system
Time series for currency exchange rate of the Brazilian Real
Comparison of data classification methods for predictive ranking of banks exposed to risk of failure
A Kalman filtering approach for detection of option mispricing in the Black-Scholes PDE model
Whack-a-mole Learning: Physics- Informed Deep Calibration for Implied Volatility Surface
Modelling multivariate data by neuro-fuzzy systems
Multi-period asset allocation with lower partial moments criteria and affine policies
Energy forward price prediction with a hybrid adaptive model
Incremental genetic fuzzy expert trading system for derivatives market timing
Optimal trade execution of equities in a limit order market
Intermarket divergence - A robust method for generating robust signals for a wide range of markets
Optimum quantizing of monotonic nondecreasing arrays
Continuous variable based Bayesian network structure learning from financial factors
Hedging a portfolio of derivatives by modeling cost
The effects of variable stationarity in a financial time-series on Artificial Neural Networks
Hypothesis testing in mixtures-of-experts of generalized linear time series
On behavior of Malaysian equities through fractal analysis
Engineering Financial Engineering
A new approach to asset pricing with rational agents behaving strategically
Inflation forecasting - a comparison between econometric methods and a computational approach based on genetic-neural fuzzy rule-bases
Improving non-parametric option pricing during the financial crisis
Novel Financial Network Models Using Neuro Correlations and Applications
Modeling the term structure of government bond yields with a differential evolution algorithm
Fast Monte Carlo valuation of barrier options for jump diffusion processes
Evaluation of common models used in the estimation of the historical volatility applied to trade-by-trade stock returns data from the U.S. and Mexico
Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter
Intelligent simulation and forecasting of competing dynamic companies with a fuzzy-genetic approach
Evolutionary optimization of Risk Budgeted long-short portfolios
Risk related non linearities in exchange rates: A comparison of parametric and semiparametric estimates
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024, Hoboken, NJ, USA, October 22-23, 2024
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies
Impact of credit default swaps on financial contagion
Intelligent trading systems: a multi-agent hybrid architecture
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022
How agent-based modeling and simulation relates to CGE and DSGE modeling
Building long/short portfolios using rule induction
Accumulator pricing
Adaptive supervised learning decision networks for traders and portfolios
Impetus for future growth in the globalization of stock investments: an evidence from joint time series and chaos analyses
Financing for rural electrification
Imprecise information and financial environments: an interval probability approach
Predicting multivariate financial time series using neural networks: the Swiss bond case
Liquidity risk spillover: Evidence from cross-country analysis
Financial decision making with distance measures and induced probabilistic generalized aggregation operators
Genetic optimization of adaptive trading agents for double-auction markets
GP-based rebalancing triggers for the CPPI
Agent-based computational economics: Studying the effect of different levels of rationality on inflation and unemployment
Beyond VaR: from measuring risk to managing risk
Robust neural networks
Overconfident investors in the LLS agent-based artificial financial market
Automatic on-line signature verification based on multiple models
An Earth Mover's Distance Based Graph Distance Metric For Financial Statements
Maximizing positive porfolio diversification
Mixed memory Markov models for time series analysis
The profitability of trading volatility using real-valued and symbolic models
A new approach to counting Nash equilibria
Extraction of Focused Topic and Sentiment of Financial Market by using Supervised Topic Model for Price Movement Prediction
Value-at-risk with heavy-tailed risk factors
Stock trading system based on portfolio beta and evolutionary algorithms
Volatility forecast in FX markets using evolutionary computing and heuristic techniques
Interactions between finance and technology
Enhancing Cryptocurrency Trading Strategies: A Deep Reinforcement Learning Approach Integrating Multi-Source LLM Sentiment Analysis
Cluster analysis of high-dimensional high-frequency financial time series
ANN, LSTM, and SVR for Gold Price Forecasting
A neural network that explains as well as predicts financial market behavior
Estimation of financial indices volatility using a model with time-varying parameters
Tacking Regime Changes in the Markets
Optimization driven data mining and credit scoring
An agent-based model for market impact
Trading the stock markets using genetic fuzzy modeling
Simulating Illiquid Markets: Insights from Fractional Ownership Trading and Agent-Based Models
Financial time series forecasts using fuzzy and long memory pattern recognition systems
Fuzzy present value
DynOpt: Incorporating dynamics into mean-variance portfolio optimization
Data mining the future: genetic discovery of good trading rules in agent-based financial market simulations
A Pattern Recognition approach to automated XBRL extraction
Estimating the overall financial performance of Mexican banks using a new method for quantifying subjective information
Evolutionary reinforcement learning in FX order book and order flow analysis
Trend time series modeling and forecasting with neural networks
Adapting Black-Scholes to a non-Black-Scholes environment via genetic programming
Tutorial: Frontiers of computational engineering and finance: Modeling and calibrating credit risk
Intraday forex bid/ask spread patterns - Analysis and forecasting
Detecting Causal Links between Financial News and Stocks
Short-term Stock Price Prediction by Analysis of Order Pattern Images
Arbitrage chances and the non-Gaussian features of financial data
Predicting Financial Volatility from Personal Transactional Data
Knowledge-guided genetic algorithm for financial forecasting
Model Based Simulation vs Generative Modeling in Limit Order Books
Detecting price manipulation in the financial market
FX trading: An empirical study
The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR markets
Rule inference for financial prediction using recurrent neural networks
Introduction to VC learning theory with applications to Financial Engineering - Tutorial
A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems
Pre-processing online financial text for sentiment classification: A natural language processing approach
Enhancing Forecasting with a 2D Time Series Approach for Cohort-Based Data
Financial Fine-Tuning a Large Time Series Model
Large Language Model in Financial Regulatory Interpretation
On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model
A learning adaptive Bollinger band system
Robust European Call Option Pricing via Linear Regression
Concept and Practice of Artificial Market Data Mining Platform
Solving the Winner Determination Problem by a distributed genetic algorithm
New Sharpe-ratio-related methods for portfolio selection
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
Bibliometric analysis in financial research
Modelling volatility derivatives using neural networks
Rebalancing a two-asset Markowitz portfolio: A fundamental analysis
Exploiting topography of neural maps: a case study on investment strategies for emerging markets
Modeling Investor Sentiment Jumps Using Deep Reinforcement Learning with a Hawkes Cross-Excitation Modeling Approach
Out-of-equilibrium price dynamics and the inflationary process
Estimation of default probability by three-factor structural model
Multi-level risk-controlled sector optimization of domestic and international fixed-income portfolios including conditional VaR
Reducing arbitrage risk by fuzzy regression based prediction of exchange rates for composite currencies
Monte Carlo methods in spatio-temporal regression modeling of migration in the EU
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection
Trend detection using auto-associative neural networks: Intraday KOSPI 200 futures
Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages
A novel credit scoring framework for auto loan using an imbalanced-learning-based reject inference
Foreign exchange option symmetry based on domestic-foreign payoff invariance
A theory of price formation in a market with short sale prohibition
A multiobjective genetic programming approach for pricing and hedging derivative securities
Dynamic hedging of foreign exchange risk using stochastic model predictive control
Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming
A Mean-Field Conventional Asset Penalizing Game: A Study of Green Premium
Fuzzy queries for top-management succession planning
A corporate solvency map through self-organising neural networks
Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfolios
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation
Density-based clustering and radial basis function modeling to generate credit card fraud scores
Fundamental analysis powered by Semantic Web
Company financial strategic analysis using neural classifiers
Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore
CARDWATCH: a neural network based database mining system for credit card fraud detection
A framework for Web news items analysis in relation to share prices
An integrated system approach for cash management system internal control
Comparative results of heuristics for portfolio selection problem
On the calibration of stochastic volatility models: A comparison study
Group decision making in fuzzy environment
JaFIn: Japanese Financial Instruction Dataset
Asset and liability management: a stochastic model for portfolio selection
What drives stock returns?-an independent component analysis
Multi-agent pre-trade analysis acceleration in FPGA
Nonlinear time-series analysis with non-singleton fuzzy logic systems
Quantitative Market Situation Embeddings: Utilizing Doc2Vec Strategies for Stock Data
Optimisation of an investment in South East Asian country funds investment company
Neural networks and forecasting: 'orthodox' methods and new research
Risk-Managed Strategy Index
A new approach to risk management using soft information
Towards Enhanced Information Access in Finance: A Dataset for Table Structure Understanding in Annual Securities Reports
Applying induced aggregation operator in designing intelligent monitoring system for financial market
The gene expression messy genetic algorithm for financial applications
Neural networks in finance: an information analysis
Dynamic combination of forecasts generated by diversification procedures applied to forecasting of airline cancellations
Empirical analysis of model selection criteria for genetic programming in modeling of time series system
High frequency time series analysis and prediction using Markov models
From skews to a skewed-t: modelling option-implied returns by a skewed Student-t
Detecting wash trade in the financial market
Chatbot Application on Cryptocurrency
Simulating natural disasters - A complex systems framework
Evolved hybrid auction mechanisms in non-ZIP trader marketplaces
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CiFer 2025, Trondheim, Norway, March 17-20, 2025
Self-organizing fuzzy and MLP approaches to detecting fraudulent financial reporting
Intraday volatility forecasting for option pricing using a neural network approach
Linguistic decision making with probabilistic information and induced aggregation operators
New computational architectures for pricing derivatives
Sovereign debt monitor: A visual Self-organizing maps approach
Parallelization of artificial neural network training algorithms: A financial forecasting application
Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26, 1996
The risk premium of volatility implicit in currency options
Tutorial: Boeing's method for valuing high-risk high-return technology projects using real options
The fuzzy term structure of interest rates of the National Debt Market in China
Risk-adjusted portfolio optimisation using a parallel multi-objective evolutionary algorithm
Balancing Profit, Risk, and Sustainability for Portfolio Management
Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firms
A new method for adaptive model-based control of economic systems using a neuro-fuzzy-genetic approach: the case of international trade dynamics
Word-level Sentiment Visualizer for Financial Documents
Beyond VaR: parametric and simulation-based risk management tools
Genetic learning as an explanation of stylized facts of foreign exchange markets
Wealth inequality and wealth effect
Exploring risk management tools
A Performance Study of Multiobjective Particle Swarm Optimization Algorithms for Market Timing
An artificial neural network framework for dual interest rate parity
HMM-based TTS System Framework
Forecasting by density shaping using neural networks
The Impact of Transaction Costs on Forecast-Based Trading Strategy Performance
Ranked market information as a stock return indicator
A short-term interest rate model with nonlinear mean reversion
Predicting corporate bankruptcy using modular neural networks
Micro-price trading in an order-driven market
An Interaction Between a Leveraged ETF and Futures in a Crash Investigated by an Agent-Based Model
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000
New models for irregularly spaced time series analysis with applications to high frequency financial data
Trading Strategies Evaluation Platform with Extensive Simulations
Testing a jump-diffusion stochastic interest rates model in currency options markets
Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999
Behavior based learning in identifying High Frequency Trading strategies
A characterization of long-short trading strategies based on cointegration
Stock Prediction by Signal Decomposition-Driven Multivariate Feature Extractor and Executor-Based Mixture of Experts
An approach to social system simulation based on information fusion
Modeling the persistent volatility of asset returns
Construction of real-time manufacturing industry production activity estimation models using high-frequency electricity demand data
Extracting risk-neutral densities from option prices using mixture binomial trees
Discrete-time log-optimal portfolio rebalancing: A scalable efficient algorithm
Information Retrieval from Alternative Data using Zero-Shot Self-Supervised Learning
Fuzzy logic and genetic algorithms for financial risk management
Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive ability
Foreign exchange market forecasting using evolutionary fuzzy networks
Order aggressiveness of option market: Evidence from the 2008 credit crisis
Semantic Graph Learning for Trend Prediction from Long Financial Documents
Inference of the structural credit risk model using MLE
Numerical options models without programming