資産運用計画
をテンプレートにして作成
開始行:
[[関連論文サーベイ]]
#contents
*書籍 [#y0f35a39]
- Excelで学ぶファイナンス 2: 証券投資分析 01 ([[Amazon.co...
- 証券投資論 98 ([[Amazon.co.jp:http://www.amazon.co.jp/%...
*解説,チュートリアル [#ifc0720d]
**資産配分,ポートフォリオ管理 [#k8b18e57]
- Martin B. Haugh, Andrew W. Lo: [[Computational Challeng...
- Benjamin Van Roy: [[Temporal-Difference Learning and Ap...
**倒産予測,信用リスク評価 [#ke17a5e3]
- Atiya, A.F.: [[Bankruptcy prediction for credit risk us...
- Lyn C. Thomas: [[A survey of credit and behavioural sco...
*論文 [#p0afbbcc]
**資産配分,ポートフォリオ管理 [#jb7fdf47]
***強化学習 [#ab3d5bc1]
- Jian Li, Kun Zhang, and Laiwan Chan: [[Independent Fac...
- Jae Won Lee, Jonghun Park, Jangmin O, Jongwoo Lee, Euys...
- Li, H., C. Dagli, and D. Enke: Optimal Asset Allocation...
- Thorsten Hens, Peter Wöhrmann: [[Strategic asset a...
- Moody, J.; Saffell, M.: [[Learning to trade via direct ...
- Jian Li, Kun Zhang, [[Laiwan Chan:http://www.cse.cuhk.e...
- Dirk Ormoneit and Peter Glynn: [[Kernel-Based Reinforce...
- Dempster, M.A.H.; Payne, T.W.; Romahi, Y.; Thompson, G....
- X. Gao, [[Laiwan Chan:http://www.cse.cuhk.edu.hk/~lwcha...
- John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell:...
- Moody, J.; Lizhong Wu: [[Optimization of trading system...
***ニューラル・ネットワーク (NN) [#y50abac9]
- B. Vanstone, G. Finnie, C. Tan: [[Evaluating the Applic...
- Monica Lam: [[Neural network techniques for financial p...
- B. Vanstone, G. Finnie, C. Tan: [[Applying Fundamental ...
- B. Vanstone, G. Finnie, C. Tan: [[Enhancing Security Se...
- Chapados, N. and Bengio, Y.: [[Cost functions and mode...
- Ngai Hang Chan and Genovese, C.R.: [[A comparison of l...
- Dempster, M.A.H.; Payne, T.W.; Romahi, Y.; Thompson, G....
- John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell:...
***GA (Genetic Algorithm) [#ec94da26]
- Shozo Tokinaga and Andrew B. Whinston: [[Applying Adapt...
***GP (Genetic Programming) [#bd6b479e]
- Yan Chen, Shingo Mabu, and Kotaro Hirasawa: [[A model o...
- Yan Chen, Etsushi Ohkawa, Shingo Mabu, Kaoru Shimada, a...
***学習クラシファイアー・システム (LCS) [#tbaafe62]
- Mei-Chih Chen, Chang-Li Lin and An-Pin Chen: [[Applicat...
- Wen-Chih Tsai and An-Pin Chen: [[Global Asset Allocatio...
- Mei-Chih Chen, Chang-Li Lin and An-Pin Chen: [[Construc...
- An-Pin Chen and Mu-Yen Chen: [[Integrating extended cla...
- An-Pin Chen, Yi-Chang Chen, and Yu-Hua Huang: [[Applyin...
- Shozo Tokinaga and Andrew B. Whinston: [[Applying Adapt...
***アンサンブル学習 [#rc7f6ea7]
- Valeriy V. Gavrishchaka: [[Boosting-based framework for...
***その他,不明 [#nb340d51]
- Kai-Chun Chiu, Lei Xu: [[Arbitrage pricing theory-based...
- Ngai Hang Chan and Genovese, C.R.: [[A comparison of l...
**資産評価 [#dd1c21cb]
- Lei Xu: [[BYY harmony learning, independent state space...
**倒産予測,信用リスク評価 [#f0745664]
***決定木 [#y7bcf542]
- Jie Sun, Hui Li: [[Data mining method for listed compan...
- Efstathios Kirkos, Charalambos Spathis, Yannis Manolopo...
***ニューラル・ネットワーク (NN) [#s08c225d]
- Wei-Sen Chen, Yin-Kuan Du: [[Using neural networks and ...
- Efstathios Kirkos, Charalambos Spathis, Yannis Manolopo...
- Chi-Bin Cheng, Ching-Lung Chen, Chung-Jen Fu: [[Financi...
- Victor M. Becerra, Roberto K. H. Galvão, Magda Abo...
- Atiya, A.F.: [[Bankruptcy prediction for credit risk us...
- Kaski, S., Sinkkonen, J., and Peltonen, J.: [[Bankru...
- Ehsan Habib Feroz, Taek Mu Kwon, Victor S. Pastena, Kyu...
- Carsten Lanquillon: [[Dynamic aspects in neural classif...
***EMアルゴリズム [#ec08d21f]
- A.J. Feelders: [[Credit scoring and reject inference wi...
***アンサンブル学習 [#q005c3f8]
- Bhekisipho Twala: [[Multiple classifier application to ...
- Sung Woo Shin, Kun Chang Lee, Suleyman Bilgin Kilic: [[...
***ノンパラメトリック [#g9cedd2d]
- Hui Li, Jie Sun: [[Ranking-order case-based reasoning f...
- Efstathios Kirkos, Charalambos Spathis, Yannis Manolopo...
***その他・不明 [#h1dfb59b]
- Dirk-Emma Baestaens: [[Credit risk modeling strategies:...
終了行:
[[関連論文サーベイ]]
#contents
*書籍 [#y0f35a39]
- Excelで学ぶファイナンス 2: 証券投資分析 01 ([[Amazon.co...
- 証券投資論 98 ([[Amazon.co.jp:http://www.amazon.co.jp/%...
*解説,チュートリアル [#ifc0720d]
**資産配分,ポートフォリオ管理 [#k8b18e57]
- Martin B. Haugh, Andrew W. Lo: [[Computational Challeng...
- Benjamin Van Roy: [[Temporal-Difference Learning and Ap...
**倒産予測,信用リスク評価 [#ke17a5e3]
- Atiya, A.F.: [[Bankruptcy prediction for credit risk us...
- Lyn C. Thomas: [[A survey of credit and behavioural sco...
*論文 [#p0afbbcc]
**資産配分,ポートフォリオ管理 [#jb7fdf47]
***強化学習 [#ab3d5bc1]
- Jian Li, Kun Zhang, and Laiwan Chan: [[Independent Fac...
- Jae Won Lee, Jonghun Park, Jangmin O, Jongwoo Lee, Euys...
- Li, H., C. Dagli, and D. Enke: Optimal Asset Allocation...
- Thorsten Hens, Peter Wöhrmann: [[Strategic asset a...
- Moody, J.; Saffell, M.: [[Learning to trade via direct ...
- Jian Li, Kun Zhang, [[Laiwan Chan:http://www.cse.cuhk.e...
- Dirk Ormoneit and Peter Glynn: [[Kernel-Based Reinforce...
- Dempster, M.A.H.; Payne, T.W.; Romahi, Y.; Thompson, G....
- X. Gao, [[Laiwan Chan:http://www.cse.cuhk.edu.hk/~lwcha...
- John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell:...
- Moody, J.; Lizhong Wu: [[Optimization of trading system...
***ニューラル・ネットワーク (NN) [#y50abac9]
- B. Vanstone, G. Finnie, C. Tan: [[Evaluating the Applic...
- Monica Lam: [[Neural network techniques for financial p...
- B. Vanstone, G. Finnie, C. Tan: [[Applying Fundamental ...
- B. Vanstone, G. Finnie, C. Tan: [[Enhancing Security Se...
- Chapados, N. and Bengio, Y.: [[Cost functions and mode...
- Ngai Hang Chan and Genovese, C.R.: [[A comparison of l...
- Dempster, M.A.H.; Payne, T.W.; Romahi, Y.; Thompson, G....
- John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell:...
***GA (Genetic Algorithm) [#ec94da26]
- Shozo Tokinaga and Andrew B. Whinston: [[Applying Adapt...
***GP (Genetic Programming) [#bd6b479e]
- Yan Chen, Shingo Mabu, and Kotaro Hirasawa: [[A model o...
- Yan Chen, Etsushi Ohkawa, Shingo Mabu, Kaoru Shimada, a...
***学習クラシファイアー・システム (LCS) [#tbaafe62]
- Mei-Chih Chen, Chang-Li Lin and An-Pin Chen: [[Applicat...
- Wen-Chih Tsai and An-Pin Chen: [[Global Asset Allocatio...
- Mei-Chih Chen, Chang-Li Lin and An-Pin Chen: [[Construc...
- An-Pin Chen and Mu-Yen Chen: [[Integrating extended cla...
- An-Pin Chen, Yi-Chang Chen, and Yu-Hua Huang: [[Applyin...
- Shozo Tokinaga and Andrew B. Whinston: [[Applying Adapt...
***アンサンブル学習 [#rc7f6ea7]
- Valeriy V. Gavrishchaka: [[Boosting-based framework for...
***その他,不明 [#nb340d51]
- Kai-Chun Chiu, Lei Xu: [[Arbitrage pricing theory-based...
- Ngai Hang Chan and Genovese, C.R.: [[A comparison of l...
**資産評価 [#dd1c21cb]
- Lei Xu: [[BYY harmony learning, independent state space...
**倒産予測,信用リスク評価 [#f0745664]
***決定木 [#y7bcf542]
- Jie Sun, Hui Li: [[Data mining method for listed compan...
- Efstathios Kirkos, Charalambos Spathis, Yannis Manolopo...
***ニューラル・ネットワーク (NN) [#s08c225d]
- Wei-Sen Chen, Yin-Kuan Du: [[Using neural networks and ...
- Efstathios Kirkos, Charalambos Spathis, Yannis Manolopo...
- Chi-Bin Cheng, Ching-Lung Chen, Chung-Jen Fu: [[Financi...
- Victor M. Becerra, Roberto K. H. Galvão, Magda Abo...
- Atiya, A.F.: [[Bankruptcy prediction for credit risk us...
- Kaski, S., Sinkkonen, J., and Peltonen, J.: [[Bankru...
- Ehsan Habib Feroz, Taek Mu Kwon, Victor S. Pastena, Kyu...
- Carsten Lanquillon: [[Dynamic aspects in neural classif...
***EMアルゴリズム [#ec08d21f]
- A.J. Feelders: [[Credit scoring and reject inference wi...
***アンサンブル学習 [#q005c3f8]
- Bhekisipho Twala: [[Multiple classifier application to ...
- Sung Woo Shin, Kun Chang Lee, Suleyman Bilgin Kilic: [[...
***ノンパラメトリック [#g9cedd2d]
- Hui Li, Jie Sun: [[Ranking-order case-based reasoning f...
- Efstathios Kirkos, Charalambos Spathis, Yannis Manolopo...
***その他・不明 [#h1dfb59b]
- Dirk-Emma Baestaens: [[Credit risk modeling strategies:...
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