ISF/en
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Intelligent Systems in Finance |
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Contact: n.a. |
It is the goal of this project to investigate complex problems in the area of finance, to study their structure with respect to parameterized complexity and to investigate possibilities to develop intelligent systems for their solution. Especially we study risk management (credit risk, market risk, value-at-risk, cash-flow-at risk, operational risk), support of the development of hedge fund strategies, artificial stock markets, automatic generation of trading strategies, software agents for information retrieval, and the structure of electronic markets (auctions and electricity market).
n.a.
Funding: DKiplyZb5
Partially supported by cirquent GmbH, Partially supported by GILLARDON AG financial software, DFG, Partially supported by BMW AG
Machine Learning, Softcomputing, Genetic Algorithms, Computational Finance, Agent Systems, Generation Of Trading Strategies, Decision Support Systems, Extraction Of Financial Data From Www, Portfolio Management, Stockexchange Simulation, Electronic Markets, Data Mining, Stock Value Analysis, Risk Management, Fuzzy Logic
Inhaltsverzeichnis
article
A. Mathias, F. Grond, R. Guardans, M. Canela, H.H. Diebner, Detlef Seese
Algorithms for spectral analysis of irregularly sampled time series
Journal for Statistical Software, Volume 11, (Issue 2), pages 1 - 26, 2004
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Frank Schlottmann, Detlef Seese
A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
Computational Statistics Data Analysis, 47, pages 373 - 399, 2004
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inproceedings
Frank Schlottmann, Detlef Seese
Discovery of risk-return efficient structures in middle-market portfolios
In D. Baier, K. Wernecke, Innovations in Classification, Data Science, and Information Systems. Proc. 27th. Annual GfKI Conference, University of cottbus, March 12 - 14, 2003, pages: 506 - 514, Springer-Verlag, Heidelberg
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Thomas Stümpert, Detlef Seese, Malte Sunderkötter
Time Series Properties from an Artificial Stock Market with a Walrasian Auctioneer
In Philippe Mathieu, Bruno Beaufils, Olivier Brandouy, Artificial Economics, Agent-Based Methods in Finance, Game Theory and Their Applications, pages: 3--14, Springer, Lecture Notes in Economics and Mathematical Systems, 564
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book
Detlef Seese, Christof Weinhardt, Frank Schlottmann
Handbook on Information Technology in Finance
Springer-Verlag, Berlin, Heidelberg, 2008
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Detlef Seese, Christof Weinhardt, Frank Schlottmann
Handbook on Information Technology in Finance
Springer, August, 2008
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incollection
Frank Schlottmann, Detlef Seese
Financial applications of multi-objective evolutionary algorithms: recent development and future research directions
In C. Coello-Coello, G. Lamont, Applications of Multi-Objective Evolutionary Algorithms, pages 627 - 652, World Scientific Singapore, 2004
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Frank Schlottmann, Detlef Seese
Finding constrained downside risk-return efficient credit portfolio structures using hybrid multi-objective evolutionary computation
In G. Bol; G. Nakhaeizadeh; S. Rachev; T. Ridder; K.-H. Vollmer, Credit risk: measurement, evaluation and management, pages 231-266, Physica, Heidelberg, 2003
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Christian Max Ullrich, J. Henkel
Process-Oriented Systems in Corporate Treasuries: A Case Study from BMW Group
In D. Seese, Ch. Weinhardt, F. Schlottmann, Handbook on Information Technology in Finance, pages 95-122, Springer, Berlin, International Handbooks on Information Systems, August, 2008
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misc
Thomas Stümpert, Detlef Seese, Malte Sunderkötter, Jörn Janning
Wealth Dynamics and Price Fluctuations under Taxation
10th Annual Workshop on Economic Heterogeneous Interacting Agents (WEHIA 2005), Juni, 2005
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