Dr. David Enke
Professor
Engineering Management & Systems Engineering
Missouri University of Science and Technology
United States of America
Biography
Ph.D. Engineering Management, 1997, University of Missouri-Rolla M.S. Engineering Management, 1994, University of Missouri-Rolla B.S. Electrical Engineering, 1990, University of Missouri- Rolla
Research Interest
Financial Engineering, Investments, Stocks, Derivatives, Portfolio Management, Financial Risk Management, Enterprise Risk Management, Financial Forecasting, Volatility Forecasting, Trading, Hedge Fund Replication, Computational Intelligence, and Artificial Intelligence
Publications
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Mehdiyev, N., and D. Enke, “Interest Rate Prediction: A Neuro-Hybrid Approach with Data Preprocessing,†International Journal of General Systems, Vol. 43, No. 5 (2014): 535-550.
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Kim, Y.M., and D. Enke, “Developing a Rule Change Trading System for the Futures Market using Rough Set Analysis,†Expert Systems with Applications, Vol. 59 (2016): 165-173.
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Chiang, W.C., D. Enke, T. Wu, and R. Wang, “An Adaptive Stock Index Trading Decision Support System,†Expert Systems with Applications, Vol. 59 (2016): 195-207.
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Kim, Y.M., W. Ahn, K.J. Oh, and D. Enke, “An Intelligent Hybrid Trading System for Discovering Trading Rules for the Futures Market using Rough Sets and Genetic Algorithms,†Applied Soft Computing, Vol. 55 (2017): 127-140.
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Zhong, X., and D. Enke, “Forecasting Daily Stock Market Return Using Dimensionality Reduction,†Expert Systems with Applications, Vol. 67 (2017): 126-139.
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Lee, S., D. Enke, and Y. Kim, “A Relative Value Trading System based on a Correlation and Rough Set Analysis for the Foreign Exchange Futures Market,†Engineering Applications of Artificial Intelligence, Vol. 61 (2017): 47-56.
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Zhong, X., and D. Enke, “A Comprehensive Cluster and Classification Mining Procedure for Daily Stock Market Return Forecasting,†Neurocomputing, Vol. 267 (2017): 152-168.
