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Decision analytics and machine learning in economic and financial systems

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  • Qifeng Qiao

    (NetApp)

  • Peter A. Beling

    (University of Virginia)

Abstract

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  • Qifeng Qiao & Peter A. Beling, 2016. "Decision analytics and machine learning in economic and financial systems," Environment Systems and Decisions, Springer, vol. 36(2), pages 109-113, June.
    • Handle: RePEc:spr:envsyd:v:36:y:2016:i:2:d:10.1007_s10669-016-9601-x
    DOI: 10.1007/s10669-016-9601-x
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    4. Gestel, Tony Van & Baesens, Bart & Suykens, Johan A.K. & Van den Poel, Dirk & Baestaens, Dirk-Emma & Willekens, Marleen, 2006. "Bayesian kernel based classification for financial distress detection," European Journal of Operational Research, Elsevier, vol. 172(3), pages 979-1003, August.
    5. Frances Shaw & Finbarr Murphy & Fergal G. O’Brien, 2016. "Jumps in Euribor and the effect of ECB monetary policy announcements," Environment Systems and Decisions, Springer, vol. 36(2), pages 142-157, June.
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    8. James Laird-Smith & Kevin Meyer & Kanshukan Rajaratnam, 2016. "A study of total beta specification through symmetric regression: the case of the Johannesburg Stock Exchange," Environment Systems and Decisions, Springer, vol. 36(2), pages 114-125, June.
    9. Krista Danielle S. Yu & Kathleen B. Aviso & Michael Angelo B. Promentilla & Joost R. Santos & Raymond R. Tan, 2016. "A weighted fuzzy linear programming model in economic input–output analysis: an application to risk management of energy system disruptions," Environment Systems and Decisions, Springer, vol. 36(2), pages 183-195, June.
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    17. Mark E. Paddrik & Richard Haynes & Andrew E. Todd & William T. Scherer & Peter A. Beling, 2016. "Visual analysis to support regulators in electronic order book markets," Environment Systems and Decisions, Springer, vol. 36(2), pages 167-182, June.
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    20. Christopher Baker & Kanshukan Rajaratnam & Emlyn James Flint, 2016. "Beta estimates of shares on the JSE Top 40 in the context of reference-day risk," Environment Systems and Decisions, Springer, vol. 36(2), pages 126-141, June.
    21. Roy L. Hayes & Peter A. Beling & William T. Scherer, 2013. "Action-based feature representation for reverse engineering trading strategies," Environment Systems and Decisions, Springer, vol. 33(3), pages 413-426, September.
    22. Sheung Yin Kevin Mo & Anqi Liu & Steve Y. Yang, 2016. "News sentiment to market impact and its feedback effect," Environment Systems and Decisions, Springer, vol. 36(2), pages 158-166, June.
    23. Setiono, Rudy & Baesens, Bart & Mues, Christophe, 2009. "A note on knowledge discovery using neural networks and its application to credit card screening," European Journal of Operational Research, Elsevier, vol. 192(1), pages 326-332, January.
    24. Steve Y. Yang & Qifeng Qiao & Peter A. Beling & William T. Scherer & Andrei A. Kirilenko, 2015. "Gaussian process-based algorithmic trading strategy identification," Quantitative Finance, Taylor & Francis Journals, vol. 15(10), pages 1683-1703, October.
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    Cited by:

    1. Xuekui Zhang & Yuying Huang & Ke Xu & Li Xing, 2023. "Novel modelling strategies for high-frequency stock trading data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
    2. Rasoul Amirzadeh & Asef Nazari & Dhananjay Thiruvady & Mong Shan Ee, 2023. "Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks," Papers 2306.08157, arXiv.org, revised Apr 2024.

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