David Enke - Publications

Affiliations: 
University of Missouri-Rolla, Rolla, MO, United States 
Area:
Finance, Computer Science, Operations Research

42 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2017 Zhong X, Enke D. Forecasting daily stock market return using dimensionality reduction Expert Systems With Applications. 67: 126-139. DOI: 10.1016/J.Eswa.2016.09.027  0.516
2017 Lee S, Enke D, Kim Y. A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market Engineering Applications of Artificial Intelligence. 61: 47-56. DOI: 10.1016/J.Engappai.2017.02.014  0.462
2017 Kim Y, Ahn W, Oh KJ, Enke D. An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms Applied Soft Computing. 55: 127-140. DOI: 10.1016/J.Asoc.2017.02.006  0.474
2016 Kim Y, Enke D. Using Neural Networks to Forecast Volatility for an Asset Allocation Strategy Based on the Target Volatility Procedia Computer Science. 95: 281-286. DOI: 10.1016/J.Procs.2016.09.335  0.54
2016 Kim Y, Enke D. Developing a rule change trading system for the futures market using rough set analysis Expert Systems With Applications. 59: 165-173. DOI: 10.1016/J.Eswa.2016.04.031  0.5
2016 Chiang WC, Enke D, Wu T, Wang R. An adaptive stock index trading decision support system Expert Systems With Applications. 59: 195-207. DOI: 10.1016/J.Eswa.2016.04.025  0.544
2015 Wiles PS, Enke D. Optimizing MACD Parameters via Genetic Algorithms for Soybean Futures Procedia Computer Science. 61: 85-91. DOI: 10.1016/j.procs.2015.09.157  0.353
2015 Wiles P, Enke D. A hybrid neuro-fuzzy model to forecast the Soybean complex International Annual Conference of the American Society For Engineering Management 2015, Asem 2015. 1-5.  0.415
2014 Mehdiyev N, Enke D. Interest rate prediction: A neuro-hybrid approach with data preprocessing International Journal of General Systems. 43: 535-550. DOI: 10.1080/03081079.2014.883386  0.407
2014 Enke D, Mehdiyev N. A hybrid neuro-fuzzy model to forecast inflation Procedia Computer Science. 36: 254-260. DOI: 10.1016/J.Procs.2014.09.088  0.534
2014 Monfared SA, Enke D. Volatility forecasting using a hybrid GJR-GARCH neural network model Procedia Computer Science. 36: 246-253. DOI: 10.1016/J.Procs.2014.09.087  0.608
2014 Wiles PS, Enke D. Nonlinear modeling using neural networks for trading the soybean complex Procedia Computer Science. 36: 234-239. DOI: 10.1016/J.Procs.2014.09.085  0.492
2013 Enke D, Mehdiyev N. Stock Market Prediction Using a Combination of Stepwise Regression Analysis, Differential Evolution-based Fuzzy Clustering, and a Fuzzy Inference Neural Network Intelligent Automation and Soft Computing. 19: 636-648. DOI: 10.1080/10798587.2013.839287  0.496
2013 Enke D, Mehdiyev N. Type-2 fuzzy clustering and a type-2 fuzzy inference neural network for the prediction of short-term interest rates Procedia Computer Science. 20: 115-120. DOI: 10.1016/J.Procs.2013.09.248  0.415
2012 Kilicay-Ergin N, Enke D, Dagli C. Biased trader model and analysis of financial market dynamics International Journal of Knowledge-Based and Intelligent Engineering Systems. 16: 99-116. DOI: 10.3233/Kes-2011-0235  0.452
2012 Enke D, Mehdiyev N. A new hybrid approach for forecasting interest rates Procedia Computer Science. 12: 259-264. DOI: 10.1016/J.Procs.2012.09.066  0.476
2011 Enke D, Grauer M, Mehdiyev N. Stock market prediction with Multiple Regression, Fuzzy type-2 clustering and neural networks Procedia Computer Science. 6: 201-206. DOI: 10.1016/J.Procs.2011.08.038  0.583
2009 Chavarnakul T, Enke D. A hybrid stock trading system for intelligent technical analysis-based equivolume charting Neurocomputing. 72: 3517-3528. DOI: 10.1016/J.Neucom.2008.11.030  0.799
2008 Enke D, Amornwattana S. A hybrid derivative trading system based on volatility and return forecasting Engineering Economist. 53: 259-292. DOI: 10.1080/00137910802263174  0.785
2008 Chavarnakul T, Enke D. Intelligent technical analysis based equivolume charting for stock trading using neural networks Expert Systems With Applications. 34: 1004-1017. DOI: 10.1016/J.Eswa.2006.10.028  0.847
2007 Amornwattana S, Enke D, Dagli CH. A hybrid option pricing model using a neural network for estimating volatility International Journal of General Systems. 36: 558-573. DOI: 10.1080/03081070701210303  0.823
2007 Tirasirichai C, Enke D. Case study: Applying a regional Cge model for estimation of indirect economic losses due to damaged highway bridges Engineering Economist. 52: 367-401. DOI: 10.1080/00137910701686996  0.328
2007 Kilicay NH, Enke D, Dagli C. Analysis of system behavior through cognitive architectures Proceedings of the 2007 International Conference On Artificial Intelligence, Icai 2007. 1: 50-55.  0.318
2007 Enke D, Chowdhury B, Gelles G, Stanek K. Concepts on market-oriented transmission investment International Journal of Power and Energy Systems. 27: 330-339.  0.31
2006 Enke D. Neural network-based stock market return forecasting using data mining for variable reduction Artificial Neural Networks in Finance and Manufacturing. 43-63. DOI: 10.4018/978-1-59140-670-9.ch003  0.559
2006 Chavarnakul T, Enke D. Neuro-Fuzzy volume adjusted moving averages for intelligent trading decisions 27th Annual National Conference of the American Society For Engineering Management 2006 - Managing Change: Managing People and Technology in a Rapidly Changing World, Asem 2006. 279-288.  0.823
2006 Chavarnakul T, Enke D. Stock trading using neural networks and the ease of movement technical indicator 2006 Iie Annual Conference and Exhibition 0.836
2005 Enke D, Thawornwong S. The use of data mining and neural networks for forecasting stock market returns Expert Systems With Applications. 29: 927-940. DOI: 10.1016/J.Eswa.2005.06.024  0.831
2005 Tirasirichai C, Amornwattana S, Enke D. The economic aspects of power system design Iie Annual Conference and Exposition 2005 0.732
2005 Shil P, Enke D, Ramakrishnan S. Forecasting out-of-the-money call option strike prices for bull option spreading strategies 26th Annual National Conference of the American Society For Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, Asem 2005. 42-50.  0.37
2004 Thawornwong S, Enke D. The adaptive selection of financial and economic variables for use with artificial neural networks Neurocomputing. 56: 205-232. DOI: 10.1016/J.Neucom.2003.05.001  0.822
2004 Liao HT, Enke D, Wiebe H. An expert advisory system for the ISO 9001 quality system Expert Systems With Applications. 27: 313-322. DOI: 10.1016/J.Eswa.2004.02.006  0.447
2004 Mepokee J, Enke D, Chowdhury B. Cost allocation for transmission investment using agent-based game theory 2004 International Conference On Probabilistic Methods Applied to Power Systems. 545-550.  0.708
2003 Thawornwong S, Enke D, Dagli C. Neural networks as a decision maker for stock trading: A technical analysis approach International Journal of Smart Engineering System Design. 5: 313-325. DOI: 10.1080/10255810390245627  0.827
2003 Amornwattana S, Enke D, Dagli C. A hybrid option pricing model using a neural network for forecasting volatility Intelligent Engineering Systems Through Artificial Neural Networks. 13: 725-730.  0.823
2002 Thawornwong S, Enke D. A computational approach for selecting the performing stocks of the dow Intelligent Engineering Systems Through Artificial Neural Networks. 12: 695-700.  0.787
2002 Thawornwong S, Enke D, Dagli C. Genetic Algorithms and Neural Networks for Stock Trading Prediction and Technical Signal Optimization Proceedings - Annual Meeting of the Decision Sciences Institute. 776-781.  0.834
2002 Bogullu VK, Enke D, Dagli C. Using neural networks and technical indicators for generating stock trading signals Intelligent Engineering Systems Through Artificial Neural Networks. 12: 721-726.  0.489
2001 Hemsathapat K, Dagli CH, Enke D. Using a neuro-fuzzy-genetic data mining architecture to determine a marketing strategy in a charitable organization's donor database Ieee International Engineering Management Conference. 64-69.  0.322
2000 Enke D, Ratanapan K, Dagli C. Large machine-part family formation utilizing a parallel ART1 neural network Journal of Intelligent Manufacturing. 11: 591-604. DOI: 10.1023/A:1026508623947  0.372
1998 Enke D, Ratanapan K, Dagli C. Machine-part family formation utilizing an art1 neural network implemented on a parallel neuro-computer Computers and Industrial Engineering. 34: 189-205. DOI: 10.1016/S0360-8352(97)00160-5  0.412
1995 Enke D, Lee HC, Ozbayoglu AM, Thammano A, Dagli CH. SimNet neural network: An application to speaker identification Intelligent Engineering Systems Through Artificial Neural Networks. 5: 69-76.  0.359
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