Table of Contents

• General and program chair welcome messageRonald R. Yager, Robert Golan. [doi]
• Testing implications of the Adaptive Market Hypothesis via computational intelligenceMatthew Butler, Dimitar Kazakov. 1-8 [doi]
• A learning adaptive Bollinger band systemMatthew Butler, Dimitar Kazakov. 1-8 [doi]
• Stressed Value-at-RiskJan Dash. 1 [doi]
• Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transformRenato A. Aguiar. 1-5 [doi]
• Decision making in complex environments with generalized aggregation operatorsJosé M. Merigó. 1-7 [doi]
• Input output table updating based on Agent-Responses Equilibrium modelWei Duan, Zhaoguang Hu, Yuhui Zhou, Xiao Xiao. 1-4 [doi]
• Solving the Winner Determination Problem by a distributed genetic algorithmTerje Kristensen, Mauricio Enrique Mena Rojas. 1-8 [doi]
• A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variablesChuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu. 1-8 [doi]
• The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR marketsE. Dante Suarez, Farzan Aminian, Mehran Aminian. 1-8 [doi]
• FX trading: An empirical studyGerda Cabej, Manfred Gilli, Jonela Lula, Enrico Schumann. 1-7 [doi]
• Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk managementGuillermo Franco. 1-7 [doi]
• An agent-based modeling approach to study price impactWei Cui, Anthony Brabazon. 1-8 [doi]
• Risk-adjusted portfolio optimisation using a parallel multi-objective evolutionary algorithmPhil Maguire, Donal O'Sullivan, Philippe Moser, Gavin Dunne. 1-8 [doi]
• Group decision making in fuzzy environmentMahima Gupta. 1-5 [doi]
• Modeling principles in fuzzy time series forecastingOkan Duru, Shigeru Yoshida. 1-7 [doi]
• MIMO evolving functional fuzzy models for interest rate forecastingLeandro Maciel, Fernando Gomide, Rosangela Ballini. 1-8 [doi]
• Discrete-time log-optimal portfolio rebalancing: A scalable efficient algorithmSujit Das, Mukul Goyal. 1-7 [doi]
• A study on the reversal mechanism for large stock price declines using artificial marketsIsao Yagi, Takanobu Mizuta, Kiyoshi Izumi. 1-7 [doi]
• Comparison of data classification methods for predictive ranking of banks exposed to risk of failureCharles A. Worrell, Shaun M. Brady, Jerzy W. Bala. 1-6 [doi]
• A semi-naive Bayes model to forecast the probability distribution of excess returns in the U.S. stock marketReza Khosravani. 1-5 [doi]
• Closed-form mortgage pricing formula with outstanding principal as prepayment valueYi-Cheng Tsai, Zheng-Hui Chen, Jan-Ming Ho, Ming-Yang Kao, Chin-Laung Lei, Szu-Lang Liao. 1-7 [doi]
• Bio-inspired optimization of Fuzzy Cognitive Maps for their use as a means in the pricing of complex assetsRalf Salomon, Peter Heydebreck, Lars R. Krueger. 1-8 [doi]
• A mean-reverting strategy based on fuzzy transform residualsLuigi Troiano, Pravesh Kriplani. 1-7 [doi]
• A new solution method for customer grading problem with multi-factor constraintJie Yang, Yimin Chen. 1-5 [doi]
• A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systemsRui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, Viorel Milea. 1-8 [doi]
• Rebalancing a two-asset Markowitz portfolio: A fundamental analysisSujit Das, Mukul Goyal. 1-8 [doi]
• Financial and economic data management using Semantic Web technologiesXian Li. 1 [doi]
• A new approach to risk management using soft informationRonald R. Yager, Rachel L. Yager. 1-7 [doi]
• A comparison of feed-forward and recurrent neural networks in time series forecastingDanko Brezak, Tomislav Bacek, Dubravko Majetic, Josip Kasac, Branko Novakovic. 1-6 [doi]
• An agent based model of the E-Mini S&P 500 applied to flash crash analysisMark E. Paddrik, Roy Hayes, Andrew Todd, Steve Yang, Peter Beling, William Scherer. 1-8 [doi]
• Improving non-parametric option pricing during the financial crisisDragan Kukolj, Nikola Gradojevic, Camillo Lento. 1-7 [doi]
• Stock trading system based on portfolio beta and evolutionary algorithmsYan Chen. 1-8 [doi]
• A Self-Organizing Neural Fuzzy System to forecast the price of Ecopetrol sharesJose Alejandro Avellaneda Gonzalez, Cynthia Maria Ochoa Rey, Juan Carlos Figueroa García. 1-6 [doi]
• Financing for rural electrificationNajib Altawell. 1-8 [doi]
• Liquidity risk spillover: Evidence from cross-country analysisWilliam M. Cheung, Si U. Lo. 1-7 [doi]
• Parallelization of artificial neural network training algorithms: A financial forecasting applicationC. Augusto Casas. 1-6 [doi]
• Analytical factor stochastic volatility modeling for portfolio allocationNikolay Y. Nikolaev, Evgueni N. Smirnov. 1-8 [doi]
• Continuous variable based Bayesian network structure learning from financial factorsJianjun Yang, Zitian Wang, Bingwu Liu, Shaohua Tan. 1-6 [doi]
• Exponential length of intervals for fuzzy time series forecastingEmrah Bulut, Okan Duru, Shigeru Yoshida. 1-6 [doi]
• Complex stock trading strategy based on Particle Swarm OptimizationFei Wang, Philip L. H. Yu, David W. Cheung. 1-6 [doi]
• Behavior based learning in identifying High Frequency Trading strategiesSteve Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei Kirilenko, Peter Beling, William Scherer. 1-8 [doi]
• Fuzzy linguistic summaries: Where are we, where can we go?Bernadette Bouchon-Meunier, Gilles Moyse. 1-8 [doi]
• Incorporating statistical distribution in loss and gain functions in CVaR robust mean-variance portfoliosMahnaz Manteqipour. 1-5 [doi]
• Online estimation of stochastic volatility for asset returnsIvette Luna, Rosangela Ballini. 1-7 [doi]
• Intermarket divergence - A robust method for generating robust signals for a wide range of marketsMurray A. Ruggiero. 1-7 [doi]
• An analytic environment for systemic risk - Risk modeling support for financial policy makersCharles A. Worrell. 1-5 [doi]
• A Pattern Recognition approach to automated XBRL extractionHassan Alam, Aman Kumar, Cheryl Lee, Yuliya Tarnikova. 1-8 [doi]
• Linguistic decision making with probabilistic information and induced aggregation operatorsJosé M. Merigó, Montserrat Casanovas. 1-7 [doi]
• Order aggressiveness of option market: Evidence from the 2008 credit crisisWilliam M. Cheung, Conrad L. Cheng. 1-5 [doi]
• Pricing discrete Asian barrier options on latticesWilliam W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho. 1-8 [doi]
• Common Data and Controlling General Ledger paradigm of banking data servicesJosef Langmayer, Pavel Pesout. 1-6 [doi]
• Volatility forecast in FX markets using evolutionary computing and heuristic techniquesV. L. Raju Chinthalapati. 1-8 [doi]
• Comparative results of heuristics for portfolio selection problemAderemi Adewumi, Annaliza Moodley. 1-6 [doi]
• Hierarchical Temporal Memory-based algorithmic trading of financial marketsPatrick Gabrielsson, Rikard König, Ulf Johansson. 1-8 [doi]
• A new approach to asset pricing with rational agents behaving strategicallyAlain Bretto, Joel Priolon. 1-7 [doi]
• Robust stock trading using fuzzy decision treesCarlo Noel Ochotorena, Cecille Adrianne Yap, Elmer P. Dadios, Edwin Sybingco. 1-8 [doi]
• On behavior of Malaysian equities through fractal analysisFarhad Pourkalbassi, Alireza Bahiraie, Aishah Hamzah. 1-7 [doi]
• Knowledge-guided genetic algorithm for financial forecastingJie Du, Roy Rada. 1-8 [doi]
• The development of a real-time valuation service of financial derivativesHsin-Tsung Peng, Chi-Fang Chang, Szu-Lang Liao, Ming-Yang Kao, Feipei Lai, Jan-Ming Ho. 1-8 [doi]
• Event-based historical Value-at-RiskFrederik Hogenboom, Michael de Winter, Milan Jansen, Alexander Hogenboom, Flavius Frasincar, Uzay Kaymak. 1-7 [doi]
• An integrated system approach for cash management system internal controlKuan-Chou Chen, Carin Chuang. 1-7 [doi]
• Modeling the term structure of government bond yields with a differential evolution algorithmLeandro Maciel, Fernando Gomide, Rosangela Ballini. 1-8 [doi]
• Limit order placement across multiple exchangesRaymond Yim, Andrew Brzezinski. 1-8 [doi]
• Three decision making levels in portfolio managementSarunas Raudys, Aistis Raudys. 1-8 [doi]