Submitted Papers under Review:

  1. Kilicay, N., D. Enke, and C. Dagli, "Models of Trader Behavior and Analysis of Financial Market Dynamics", submitted to The Journal of Artificial Societies and Social Simulation, 2007.
  2. Kilicay, N., D. Enke, and C. Dagli, "Analysis of System Behavior Through Cognitive Architectures", submitted to the 2007 International Conference on Artificial Intelligence: Extending Computational Cognitive Modeling to Issues of Multi-Agent Interaction, Las Vegas, Nevada, 2007.
  3. Hailin, L, C. Dagli, and D. Enke, "Short-term Stock Market Timing Prediction under Reinforcement Learning Schemes", accepted to the IEEE International Symposium on Approximate Dynamic Programming and Reinforcement Learning, conference, Honolulu, Hawaii, 2007.
  4. Simpson, J., C. Dagli, A. Miller, S. Grasman, and D. Enke, "Development and Application of Abstract Relations Types for Use in Systems and Systems-of-Systems Design and Evolution", submitted to the 2007 INCOSE Conference, 2007, San Diego, California.
  5. Hailin, L, C. Dagli, and D. Enke, "A Comparison Study of Reinforcement Schemes on a Series-based Stock Price Forecasting Task", submitted to IEEE Transactions on Neural Networks, 2006.
  6. Hailin, L, C. Dagli, and D. Enke, "Forecasting Short-term Stock Price Movements using a Supervised Learning Assisted Reinforcement Learning Architecture", submitted to the journal Intelligent Systems in Accounting, Finance, and Management, 2007.

Working Papers:

  1. Liao, H., D. Enke, and H. Wiebe, "The Development of an Automated Quality Self-Assessment System using the ISO 9001 Quality Standards and Baldrige Criteria", working paper.
  2. Enke, D., and S. Thawornwong, "Contemporary Methodologies for Forecasting Stock Returns with Artificial Neural Networks", working paper.
  3. Disorntetiwat, P., C. Dagli, D. Enke, and S. Thawornwong, “Global Stock Index Forecasting Using Multiple Generalized Regression Neural Networks with a Gating Network,” working paper.
  4. Enke, D., V. Bogullu, and S. Thawornwong, “Intelligent Fuzzy-Neuro Committee System for Technical Analysis", working paper.

Edited Books:

  1. Intelligent Engineering Systems through Artificial Neural Networks, Vol. 18, Edited by C. Dagli, D. Enke, K.M. Bryden, H. Ceylan, and M. Gen, ASME Press, 2008.
  2. Intelligent Engineering Systems through Artificial Neural Networks, Vol. 17, Edited by C. Dagli, A. Buczak, M. Embrechts, D. Enke, and O. Ersoy, ASME Press, 2007.
  3. Intelligent Engineering Systems through Artificial Neural Networks, Vol. 16, Edited by C. Dagli, A. Buczak, M. Embrechts, D. Enke, and O. Ersoy, ASME Press, 2006.
  4. Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15, Edited by C. Dagli, A. Buczak, M. Embrechts, D. Enke, and O. Ersoy, ASME Press, 2005.
  5. Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14, Edited by C. Dagli, A. Buczak, M. Embrechts, D. Enke, and O. Ersoy, ASME Press, 2004.

Journal Articles:

  1. Chavarnakul, T., and D. Enke, “A Hybrid Stock Trading System For Intelligent Technical Analysis-based Equivolume Charting,” Neurocomputing, Vol. 72 (2009): 3517-3528.
  2. Ovlia, V., D. Enke, and M. Davis, "The Effects of Congressional Elections on Future Equity Market Returns", Global Journal of Business Research, Vol. 2, No. 1 (2008): 1-15.
  3. Chavarnakul, T., and D. Enke, "Intelligent Technical Analysis Based Equivolume Charting for Stock Trading using Neural Networks", accepted to the journal Expert Systems with Applications, in-press, 2008.
  4. Morrison, G., J.C. Little, Y. Xu, M. Rao, and D. Enke, "Gas Exposure History Derived from Material-phase Concentration Profiles", accepted to the journal Atmospheric Environment, in-press, 2007.
  5. Amornwattana, S., D. Enke, and C. Dagli, "A Hybrid Options Pricing Model Using a Neural Network for Estimating Volatility", accepted to the International Journal of General Systems, in-press, 2007.
  6. Enke, D., C. Tirasirichai, and R. Luna, "Estimation of Earthquake Loss due to Highway Damage in the St. Louis Metropolitan Area: Part II - Indirect Loss", accepted to ASCE Natural Hazards Review, in-press, 2007.
  7. Enke, D., B. Chowdhury, G. Gelles, and E.K. Stanek, "Concepts on Market-Oriented Transmission Investment", Journal of Power and Energy Systems, in-press, 2007.
  8. Lewis, N., D. Enke, and D. Spurlock, "The Staging Option and Drug Development", International Society of Pharmaceutical Engineering, Vol. 25, No. 6 (2005): 58-66,76-78.
  9. Enke, D., and S. Thawornwong, "The Use of Data Mining and Neural Networks for Forecasting Stock Market Returns", accepted to the journal Expert Systems with Applications, Volume 29 (2005): 927-940.
  10. Lewis, N., D. Enke, and D. Spurlock, "Valuation for the Strategic Management of Research and Development Projects: The Deferrel Option", Engineering Management Journal, Vol. 16, No. 4 (2004): 36-48.
  11. Liao, S., H. Wiebe, and D. Enke, "An Expert Advisory System for the ISO 9001 Quality System", Expert Systems with Applications, Vol. 27, No. 2 (2004): 313-322.
  12. Thawornwong, S., and D. Enke, “The adaptive selection of financial and economic variables for use with artificial neural networks”, Neurocomputing, Vol. 56 (2004): 205-232.
  13. Thawornwong, S., D. Enke, and C. Dagli “Neural Networks as a Decision Maker for Stock Trading: A Technical Analysis Approach,” Journal of Smart Engineering Systems Design, Vol. 5, No. 4 (2003): 313-325.
  14. Enke, D., K. Ratanapan and C. Dagli, "Large machine-part family formation utilizing a parallel ART1 neural network,” Journal of Intelligent Manufacturing, Vol. 11, No. 6 (2000): 591-604.
  15. Enke, D., K. Ratanapan, and C. Dagli, "Machine-Part Family Formation Utilizing an ART1 Neural Network Implemented on a Parallel Neuro-Computer," International Journal of Computers and Industrial Engineering, Vol. 34, No. 1 (1998): 189- 205.
  16. Enke, D., and C. Dagli, "Automated Misplaced Component Inspection For Printed Circuit Boards," Computers and Industrial Engineering, Vol. 33, No. 1-2 (1997): 373-376.

Book Chapters:

  1. Enke, D., "Neural Network based Stock Market Return Forecasting using Data Mining for Variable Reduction", accepted as a book chapter to the forthcoming edited volume Artificial Neural Networks in Finance, Health and Manufacturing: Potential and Challenges, 2005.
  2. Thawornwong, S., and D. Enke, "Forecasting Stock Returns with Artificial Neural Networks", Chapter 3 in Neural Networks in Business Forecasting, edited by Peter Zhang (2003): 47-79.
  3. Enke, D., K. Ratanapan, and C. Dagli, "Machine-Part Family Formation Implemented on a Parallel Neuro-Computer Utilizing an ART1 Neural Network," Chapter 9 in Group Technology & Cellular Manufacturing: Methodologies and Applications. Edited by A. K. Kamrani and R. Logendran, Gordon & Breach Publishers, Inc., 1999.

Conference Proceedings (Refereed by Paper):

  1. Hartman, J., and D. Enke, " Financial Engineering: The Savior or End of Engineering Economy?", 2007 ASEE Annual Conference and Exposition, CD-ROM Proceedings, 2007.
  2. Hailin, L, C. Dagli, and D. Enke, " Short-term Stock Market Timing Prediction under Reinforcement Learning Schemes", accepted to the 2007 IEEE Symposium on Approximate Dynamic Programming and Reinforcement Learning, 2007.
  3. Tirasirichai, C., and D. Enke, "Indirect Earthquake Loss Estimation Methodology for the St. Louis Metropolitan Highway Network", 2006 American Society of Engineering Management Conference, CD-ROM Proceedings, 2006.
  4. Chavarnakul, T., and D. Enke, "A Neuro-fuzzy System of Volume Adjusted Moving Averages for Intelligent Trading Decisions", 2006 American Society of Engineering Management Conference, CD-ROM Proceedings, 2006.
  5. Gokhale, M., D. Myers, and D. Enke, "Decision Making and Valuation Tools for Understanding Uncertainty in New Product Development", 2006 American Society of Engineering Management Conference, CD-ROM Proceedings, 2006.
  6. Kilicay, N., D. Enke, S. Ramakrishnan, and C. Dagli, "Behavior of Technical Trading Agents in a Simulated Stock Market", 2006 IERC Conference, CD-Rom Proceedings, 2006.
  7. Chavarnakul, T., and D. Enke, S. Ramakrishnan, and C. Dagli, "Stock Trading using Neural Networks and the Ease of Movement Technical Indicator", 2006 IERC Conference, CD-Rom Proceedings, 2006.
  8. Kilicay, N., C. Dagli, and D. Enke, " Multi-Agent Architectures for Analysis of Complex Adaptive Systems", Seventh International Conference on Adaptive Computing in Design and Manufacture, The Institute for People-centered Computation, IP-CC (2006):185-190.
  9. Shil, P., D. Enke, and S. Ramakrishnan, "Forecasting Out-of-the-Money Call Option Strike Prices for Bull Option Spreading Strategies", 2005 American Society of Engineering Management Conference, CD-ROM.
  10. Amornwattana, S., and D. Enke, "Neural Network Based Return Forecasting with Volatility Estimation for Derivative Trading," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 681-690.
  11. Chavarnakul, T., and D. Enke, "Stock Trading using Neural Networks and Volume Adjusted Moving Averages," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 635-643.
  12. Li, H., C. Dagli, and D. Enke, "Optimal Asset Allocation using Reinforcement Learning: A Case Study," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 645-650.,
  13. Kilicay, N., C. Dagli, and D. Enke, "A Study of Artificial Financial Markets," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 625-634.
  14. Tirasirichai, T., and D. Enke, "Using Neural Networks to Identify the Type of Market Trend for Choosing the Proper Technical Analysis Indicator," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 651-659.
  15. Dong, Y., D. Enke, and C. Dagli, "A Modified Trading Strategy Model Combining Neural Networks with the Bollinger Band Technical Indicator," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 661-669.
  16. Shil, P., D. Enke, S. Ramakrishnan, "Forecasting the Sell Option Strike Price for a Bull Spread Stock Option Trading Strategy," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 15 (2005): 671-680.
  17. Tirasirichai, C., S. Amornwattana, and D. Enke, " The Economic Aspects of Power System Design", 2005 IERC Conference Proceedings on CD-ROM, Alanta, GA, 2005.
  18. Thurau, R., D. Enke, and C. Dagli, " Development of an Integrated Facilities Management Baseline at a Federal Agency Using a Systems Engineering Approach", 2005 INCOSE International Symposium, CD-ROM Proceedings, 2005.
  19. Sampath Kumar, S.K., D. Myers, and D. Enke, "Valuation Approaches for Technology Transfer: A Review," 2004 American Society of Engineering Management (ASEM) Conference, Conference Proceedings (2004): 613-620.
  20. Mepokee, J., D. Enke, and B. Chowdhury, "Cost Allocation for Transmission Investment Using Agent-based Game Theory", 8th International Conference on Probability Methods Applied to Power Systems, 2004.
  21. Amornwattana, S., and D. Enke, "A Comparison of Methods for Derivative Trading using Stock Return Forecasting", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 741-746.
  22. Chavarnakul, T., D. Enke, and R. Chafin, "An Application of Neural Networks with the Bollinger Band Technical Indicator for Stock Trading", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 723-728.
  23. Mepokee, J., D. Enke, and B. Chowdhury, "Using Coalition Formation and Game Theory for Allocating Capital to New Transmission Investment", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 729-734.
  24. Mepokee, J., D. Enke, and C. Dagli, "Fuzzy Neural Network Models for Electrical Load Forecasting", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 955-960.
  25. Tirasirichai, C., D. Enke, and R. Chafin, "A Neural Network for Inflation Forecasting", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 717-722.
  26. Trinkle, D., and D. Enke, "Beating the House: A Study on Improving Bollinger Bands using Neural Networks", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 699-704.
  27. Ovlia, V., and D. Enke, "Financial Forecasting using a Neural Network Trained with the MACD Technical Indicator", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 14 (2004): 693-698.
  28. Li, H., C. Dagli, and D. Enke, "Forecasting Series-based Stock Price Data using Direct Reinforcement Learning", Proceedings of the IEEE International Joint Conference on Neural Networks,, Budapest, Hungary, Vol. 2 (2004): 1103-1108.
  29. Murray, S., D. Enke, and S. Ramakrishnan, "Successfully Blending Distance Students into the On-Campus Classroom", 2004 ASEE Annual Conference & Exposition, Salt Lake City, June 20-23, CD-ROM Proceedings.
  30. Amornwattana, S., and D. Enke, "A Hybrid Option Pricing Model Using a Neural Network for Forecasting Volatility", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 13 (2003): 725-730.
  31. Varma, P., and D. Enke, "Modeling Foveal Human Image Processing for Enhanced Contrast and Edge Detection of Images used in Artificial Vision Systems", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 13 (2003): 579-584.
  32. Enke, D., "Real Options for Deregulated Electricity Markets", 2003 American Society of Engineering Management (ASEM) Conference, Conference Proceedings (2003): 505-514.
  33. Thawornwong, S., and D. Enke, "A Computational Approach for Selecting the Performing Stocks of the Dow", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 12 (2002): 695-700.
  34. Bogullu, V.K., D. Enke, and C. Dagli, "Using Neural Networks and Technical Indicators for Generating Stock Trading Signals", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 12 (2002): 721-726.
  35. Thawornwong, S., D. Enke, and C. Dagli, "Genetic Algorithms and Neural Networks for Stock Trading Prediction and Technical Signal Optimization", 33rd Annual Meeting of the Decision Sciences Institute in San Diego (2002): 776-781.
  36. Thawornwong, S., D. Enke, and C.H. Dagli, "Using Neural Networks and Technical Analysis Indicators for Predicting Stock Trends", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 11 (2001): 739-744.
  37. Bogullu, V.K., D. Enke, and C. Dagli, "Intelligent Technical Stock Analysis Using Fuzzy Logic and Trading Heuristics", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 11 (2001): 313-318.
  38. Vaithianathasamy, S., and D. Enke, "Comparison of Hourly and Daily Neural Network Models For Forecasting Hourly Electric Load", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 11 (2001): 715-720.
  39. Hemsathapat, K., C. Dagli, D. Enke, "Neuro-Fuzzy-Genetic Architecture for Data Mining", Intelligent Engineering Systems through Artificial Neural Networks, Vol. 11 (2001): 375-380.
  40. Hemsathapat, K., C. Dagli, D. Enke, "Using a Neuro-Fuzzy-Genetic Data Mining Architecture to Determine a Marketing Strategy in a Charitable Organization's Donor Database", 2001 IEEE International Engineering Management Conference, Albany, NY, October 2001.
  41. Thawornwong, S., D. Enke, C.H. Dagli, "Neural Network Models for Classifying the Direction of Excess Stock Return", 32nd Annual Meeting of the Decision Sciences Institute in San Francisco, November, 2001.
  42. Thawornwong, S., D. Enke, "The Use of Data Mining, Neural Network Models, and Validation Techniques for Predicting Excess Stock Returns" Second International ICSC Symposium on Advanced Computing in Financial Markets in Bangor, Wales, U.K., May, 2001
  43. Disorntetiwat, P., C.H. Dagli, D. Enke, "Multiple Generalized Regression Neural Networks with a Gating Network for Global Stock Index Forecasting " Second International ICSC Symposium on Advanced Computing in Financial Markets in Bangor, Wales, U.K., May, 2001
  44. Enke, D. and S. Vaitianathasamy, "Electric Load Forecasting Using Trend Data and a Feed Forward Neural Network," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 10 (2000): 1019-1024.
  45. Enke, D., S. Vaitianathasamy, and P. Diwe, "Factorial Design for Developing Feed Forward Neural Network Architectures," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 10 (2000): 109-114.
  46. Enke, D., "A Connectionist Architecture of the Pulvinar Nucleus for Focusing Visual Attention on Salient Features," Intelligent Engineering Systems Through Artificial Neural Networks, Vol. 7 (1997): 29-35.
  47. Enke, D.L., and C.H. Dagli, "Modeling the Amacrine Cells in the Primate Retina for Edge Detection and Contrast Enhancement of Images Provided to Artificial Vision Systems," Intelligent Engineering Systems Through Artificial Neural Networks, Vol. 6 (1996): 77-82.
  48. Enke, D.L., H.C. Lee, A.M. Ozbayoglu, and A. Thammano, "An Application to Speaker Identification Using SimNet," Intelligent Engineering Systems through Artificial Neural Networks, Vol. 5 (1995): 69-76.

Conference Proceedings (Refereed by Abstract):

  1. Mepokee, J., D. Enke, and B. Chowdhury, "Cost Allocation using Intelligent Agents for New Transmission Investment under Electricity Restructuring", 2003 North American Power Conference conference, CD-ROM proceedings, Rolla, October 2003.
  2. Enke, D., "Experiences Teaching Engineering Economy through Distance Education", presented at the 2003 Midwest American Society of Engineering Education (ASEE) conference, Rolla, September 2003, CD-ROM.
  3. Mepokee, J., D. Enke, and S. Thawornwong, "Applying Portfolio Management during Electricity Deregulation", ICPR Americas Conference, November 2002, CD-ROM.
  4. Amornwattana, S., and D. Enke, "Using Real Options for Determining Scheduling Priority under Uncertainty", ICPR Americas Conference, November 2002, CD-ROM.
  5. Somanchi, S., C. Dagli, and D. Enke, "Machine Part Family Formation Utilizing the Hausdorff-Voronoi Neural Network (HAVNET)", ICPR Americas Conference, November 2002, CD-ROM.
  6. Enke, D., "A Biologically Inspired Connectionist Architecture for Directing Attention to Salient Visual Field Objects," IEEE International Conference on Systems, Man, and Cybernetics, Vol. 2 (1997): 999-1004.
  7. Enke, D., and C. Dagli, "Image Noise Reduction and Segment Completion by Modeling the Neural Interactions within and Between Area V1 and the LGN," presented at the 2nd International Conference on Computational Intelligence and Neuroscience, North Carolina, March 1997.
  8. Enke, D., and C. Dagli, "Modeling the Lateral Cortical Connections and Area V1 to LGN Feedback for Producing Segment Completion, Noise Reduction, and Attentional Effects," SPIE Conference, Human Vision and Electronic Imaging II (1997):203-214.
  9. Enke, D.L., and C.H. Dagli, "Modeling Biological Visual Processes for Improved Contrast Enhancement and Edge Detection of Artificial Vision Systems," Applications and Science of Artificial Neural Networks II, SPIE Conference, Vol. 2760 (1996): 346-357.
  10. Enke, D.L., and C.H. Dagli, "Using a viewing window and the HAVNET neural network for the recognition of words within a document," Applications and Science of Artificial Neural Networks, SPIE Conference, Vol. 2 (1995): 841-848.
  11. Ozbayoglu, M.A., H.C Lee, D.L. Enke, C.H. Dagli, and F. Ercal, "SimNet: An Unsupervised Neural Network Model for Clustering," XVII National Conference on Operational Research and Industrial Engineering, Ankara, Turkey, 1995.

Presentations (no proceeding):

  1. Enke, D., "A Biologically Inspired Connectionist Architecture of the Retina and Thalamocortical System," presented at Toward a Science of Consciousness 1998 - Tucson III, The University of Arizona, Tucson, AZ, April, 1998.
  2. Enke, D., and C. Dagli, "Modeling the Bidirectional Interactions within and Between the LGN and Area V1 Cells," presented at the International Conference on Vision, Recognition, and Action, Boston, MA, May 1997.
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Last Updated 09/06/07