DEPARTMENT OF ENGINEERING MANAGEMENT AND SYSTEMS ENGINEERING
Computational Intelligence for Price and Volatility Forecasting, Economic Modeling, and Risk Management Intelligent Volatility and Price Forecasting
• Forecasting Volatility and Stock Option Strike Prices for Hedging and Financial Risk Management
• Intelligent Technical Trading and Investing Rules Financial Decision Support Systems
• Adaptive Stock Index Trading Decision Support Systems • Intelligent Portfolio Management
Economic Loss Estimation; Cost-Benefit Analysis • Estimation of Direct and Indirect Economic Loss from
Earthquake Damaged Bridges; Cost-Benefit Comparison Energy Investment Analysis
• Market-Oriented Models for Transmission Investment • Economics of Alternative Energy Investments & Biofuels
PoC: David Enke, Curators’ Distinguished Teaching Professor, EMSE, Missouri S&T, 221 Engineering Management, Rolla, MO, 65409-0370, 573-341-4749, [email protected], http://web.mst.edu/~enke/
Past Funding Sources • The Boeing Company • New York State Gas and Electric; Ameren • King Saud University
Intelligent Systems and Economic Models for Financial Decision Making, Investment, and Risk Management
Keywords • #Computational Intelligence, #Forecasting, #Price Estimation,
#Volatility Modeling, #Economic Modeling, #Risk Management, #Neural Networks, #Evolutionary Computation, #Energy
Recognition • Eight best paper awards for research (journal & proceedings) • Twelve teaching awards (on-campus and distance) • Advisor for three students who have won outstanding graduate
student research awards
CEC Research
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Inputs
OutputForecast
Total Loss
RelatedFactors
Cost per timeunit
TimeDifference
Loss fromtime
difference
Loss fromdistance
difference
Cost perdistance unit
DistanceDifference
RelatedFactors