Robert Golan

According to our database, Robert Golan authored at least 6 papers between 1993 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

Computational Intelligence in Finance and Economics [Guest Editorial].

Okan Duru, Robert Golan, David Quintana

IEEE Comput. Intell. Mag., 2018

2017

Intraday value-at-risk estimation for directional change events and investment strategies.

Rui Jorge Almeida, Nalan Bastürk, Robert Golan

Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

2016

Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems.

Nalan Bastürk, Rui Jorge Almeida, Robert Golan, Uzay Kaymak

Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

2012

General and program chair welcome message.

Ronald R. Yager, Robert Golan

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

1995

A methodology for stock market analysis utilizing rough set theory.

Robert Golan, Wojciech Ziarko

Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, 1995

1993

Temporal Rules Discovery Using Datalogic/R+ with Stock Market Data.

Robert Golan, Donald Edwards

Proceedings of the Rough Sets, 1993