Search Results - "2019 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)"

Modified ORB Strategies with Threshold Adjusting on Taiwan Futures Market by Syu, Jia-Hao, Wu, Mu-En, Lee, Shin-Huah, Ho, Jan-Ming

“…Opening Range Breakout (ORB) is a fairly intraday trading strategy. We set the resistance and the support levels by the price in opening interval to follow the…”
Get full text

Stock Volatility Prediction Based on Self-attention Networks with Social Information by Zheng, Jie, Xia, Andi, Shao, Lin, Wan, Tao, Qin, Zengchang

“…Stock volatility prediction is a challenging task in time-series prediction according to the Efficient Market Hypothesis which supposes all the investors are…”
Get full text

Optimizing reserve prices for publishers in online ad auctions by Rhuggenaath, Jason, Akcay, Alp, Zhang, Yingqian, Kaymak, Uzay

“…In this paper we consider an online publisher that sells advertisement space and propose a method for learning optimal reserve prices in second-price auctions…”
Get full text

Smart Wealth Management System for Robo-Advisory by XIANG, Yi, LI, Zhixi, LEE, Tsz-Ho, TANG, Du, WU, Kent, LEI, Zhibin, WANG, Yali

“…The Smart Wealth Management Platform (SWMP) is an intelligent cloud-based system that aims to provide a unified wealth management service with smart…”
Get full text

Chatbot Application on Cryptocurrency by Xie, Qitao, Tan, Dayuan, Zhu, Ting, Zhang, Qingquan, Xiao, Sheng, Wang, Junyu, Li, Beibei, Sun, Lei, Yi, Ping

“…Many chatbots have been developed that provide a multitude of services through a wide range of methods. A chatbot is a brand-new conversational agent in the…”
Get full text

A Decision Support Method to Increase the Revenue of Ad Publishers in Waterfall Strategy by Afshar, Reza Refaei, Zhang, Yingqian, Firat, Murat, Kaymak, Uzay

“…Online advertising is one of the most important sources of income for many online publishers. The process is as easy as placing slots in the website and…”
Get full text

Trading Strategies Evaluation Platform with Extensive Simulations by Wang, Yan, Lee, Tsz Ho, Yu, Run Fang, Xiang, Yi, Liu, Yang, Lei, Zhi Bin, CHAU, Ka Yin

“…This work has presented a simulation platform to examine trading strategies and assess their profitability and risk exposure. The methodologies consist of…”
Get full text

Auto-encoder based Graph Convolutional Networks for Online Financial Anti-fraud by Lv, Le, Cheng, Jianbo, Peng, Nanbo, Fan, Min, Zhao, Dongbin, Zhang, Jianhong

“…Many practical problems can be formulated as graph-based semi-supervised classification problems. For example, online finance anti-fraud. Recently, many…”
Get full text

A novel credit scoring framework for auto loan using an imbalanced-learning-based reject inference by Kang, Yanzhe, Cui, Runbang, Deng, Jiang, Jia, Ning

“…Along with the booming consumer credit market, credit scoring has received an increasing concern in auto financial companies. However, the modeling without…”
Get full text

Short-term Stock Price Prediction by Analysis of Order Pattern Images by Nakayama, Atsuki, Izumi, Kiyoshi, Sakaji, Hiroki, Matsushima, Hiroyasu, Shimada, Takashi, Yamada, Kenta

“…Predicting the price movements of stocks based on deep learning and high-frequency data has been studied intensively in recent years. Especially, limit order…”
Get full text

Stock Price Range Forecast via a Recurrent Neural Network Based on the Zero-Crossing Rate Approach by Lin, Yu-Fei, Ueng, Yeong-Luh, Chung, Wei-Ho, Huang, Tzu-Ming

“…By knowing the future price range, which is the difference between the closing price and the opening price, we can calculate the long or short positions in…”
Get full text

Trading Algorithms Built with Directional Changes by Ao, Han, Tsang, Edward

“…Algorithm trading has become more and more important to financial markets. Most existing algorithms use time series as input. Instead of relying on physical…”
Get full text

HMM-based TTS System Framework by Keo, Saly, Kak, Soky, Shiga, Yoshinori, Kato, Hiroaki, Kawai, Hisashi

“…The research focuses on the use of Hidden Markov Model (HMM) to build Khmer text-to-speech (TTS) system. Although the system is based on HMM statistic model,…”
Get full text

Flows of information have changed: Do financial markets remain efficient ? by Soares, David Batista, Bretto, Alain, Priolon, Joel

“…This paper develops a dynamic model of a financial market, using some properties of the formalism of quantum physics. The model aims to take into account…”
Get full text

Risk-Managed Strategy Index by Zhang, Michael, Lu, Shenglin, Lu, Yu, Chen, Jiao

“…In this index investing research, we studied the relationship between general market index and its historic volatility. As a result, we constructed a new type…”
Get full text

A Metaheuristic Strategy for Feature Selection Problems: Application to Credit Risk Evaluation in Emerging Markets by Liu, Yue, Ghandar, Adam, Theodoropoulos, Georgios

“…As countries develop digital financial infrastructure, a wide range of economic activities expand and grow in importance: from personal loans, to the rapidly…”
Get full text

Deep Learning Algorithm to solve Portfolio Management with Proportional Transaction Cost by Zhang, Weiwei, Zhou, Chao

“…Portfolio selection with proportional transaction cost is a singular stochastic control problem that has been widely discussed. In this paper, we propose a…”
Get full text

Detecting Causal Links between Financial News and Stocks by Qu, Haizhou, Kazakov, Dimitar

“…This article describes a novel framework for the detection of causal links between financial news and the subsequent movements of the stock market. The…”
Get full text

Extraction of Focused Topic and Sentiment of Financial Market by using Supervised Topic Model for Price Movement Prediction by Yono, Kyoto, Izumi, Kiyoshi, Sakaji, Hiroki, Matsushima, Hiroyasu, Shimada, Takashi

“…For financial market participants, the current focused topic (Brexit, Federal Reserve Interest-Rate, U.S. and China trade war, etc.) and its sentiments…”
Get full text

On Stock Market Movement Prediction Via Stacking Ensemble Learning Method by Gyamerah, Samuel Asante, Ngare, Philip, Ikpe, Dennis

“…The capital market act as an intermediary between capital providers (investors) and capital seekers. Investors are able to distribute their money to demand…”
Get full text