Issue 12/2007
Special issue on intelligent systems for financial engineering and computational finance
Content (12 Articles)
Editorial
Special issue on intelligent systems for financial engineering and computational finance
Mu-Yen Chen
Focus
Using computational methodology to price European options with actual payoff distributions
Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen
Focus
Pricing real abandonment options on several R&D investment projects
Ming-Cheng Wu, Simon H. Yen, Kuo-Ren Lou
Focus
Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 Index constituents as an example
Mei-Chih Chen, Chang-Li Lin, An-Pin Chen
Focus
Applying genetic programming technique in classification trees
Chan-Sheng Kuo, Tzung-Pei Hong, Chuen-Lung Chen
Focus
Comparing extended classifier system and genetic programming for financial forecasting: an empirical study
Mu-Yen Chen, Kuang-Ku Chen, Heien-Kun Chiang, Hwa-Shan Huang, Mu-Jung Huang
Focus
An approach to efficient business intelligent system for financial prediction
Dragan Simić, Svetlana Simić
Focus
An empirical study of AI-based multiple domain models for selecting attributes that drive company wealth
Mark B. Barnes, Vincent C. S. Lee
Focus
Integration of artificial market simulation and text mining for market analysis
Kiyoshi Izumi, Hiroki Matsui, Yutaka Matsuo