Intelligent finance - An emerging direction

Quantitative Finance

Volumn 6, Issue 4, 2006, Pages 273-277

  Pan, Heping ^a,b   Sornette, Didier ^c   Kortanek, Kenneth ^d  

^a SOUTHWESTERN UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b UNIVERSITY OF BALLARAT   (Australia)

^c ETH ZURICH   (Switzerland)

^d UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Active portfolio and total risk management; Financial information fusion; Financial strategic analysis; Intelligent finance; Multilevel stochastic dynamic process models

Indexed keywords

EID: 33747593886     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680600760753     Document Type: Review

References (9)

1. Grossman, S. and Stiglitz, J., On the impossibility of informationally efficient markets. Am. Econ. Rev., 1980, 70, 393-408.
2. Malevergne, Y. and Sornette, D., Extreme Financial Risks-From Dependence to Risk Management, 2005 (Springer: Berlin).
3. McNeil, A.J., Frey, R. and Embrechts, P., Quantitative Risk Management: Concepts, Techniques and Tools, Princeton Series in Finance, 2005 (Princeton University Press: Princeton, NJ).
4. Pan, H.P., Multilevel stochastic dynamic process models and possible applications in global financial market analysis and surveillance. Technical Report IIFP-TR-2005-1, International Institute for Financial Prediction (IIFP, www.iifp.net), 2005;
5. CIAO Working Paper 2005/11, School of ITMS, University of Ballarat, 2005;
6. invited for the International Conference on Computational Intelligence in Finance and Economics, October 2006, Taiwan.
7. Pan, H.P., Sornette, D. and Kortanek, K., Intelligent finance-an introduction. In Intelligent Finance-A Convergence of Mathematical Finance with Technical and Fundamental Analysis, Proceedings of the First International Workshop on Intelligent Finance, edited by H.P. Pan, D. Sornette and K. Kortanek, 2004 (University of Ballarat: Australia).
8. A translation appears in Chin. J. Finan., 2005, 3(2), 182-203.
9. Paulos, J.A., A Mathematician Plays the Stock Market, 2003 (Basic Books: New York).