Publications

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2007
Fayed, H. A., S. R. Hashem, and A. F. Atiya, "Self-generating prototypes for pattern classification", Pattern Recognition, vol. 40, pp. 1498–1509, 2007. Abstract
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2006
Atiya, A. F., "Analysis and Insights into the Variable Selection Problem", International Conference on Neural Information Processing, pp. 764–775, 2006. Abstract
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Talkhan, I., A. Atiya, H. Sallam, M. Ashour, A. E. A. M. Salam, and C. Regazzoni, "Comparing the Performance of Learnable Evolution Model LEM and Pattern Search as a Function Optimizer", ITI International Conference on Information and Communications Technology, 2006. Abstract
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Kandil, M., S. Shahin, A. Atiya, and M. Fayek, "Evolutionary Optimization of Neural Networks for Fire Recognition", International Conference on Computer Engineering and Systems, 2006. Abstract
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Atiya, A. F., S. Hashem, and H. A. Fayed, "Pattern Classification Using a Set of Compact Hyperspheres", International Conference on Neural Information Processing, pp. 116–123, 2006. Abstract
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2005
Atiya, A. F., and S. A. K. Metwally, "Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes", Siam Journal on Scientific Computing, vol. 26, pp. 1760–1775, 2005. Abstract
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Atiya, A. F., "Estimating the Posterior Probabilities Using the K-Nearest Neighbor Rule", Neural Computation, vol. 17, pp. 731–740, 2005. Abstract
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Parlos, A. G., C. Ji, T. Parisini, M. Baglietto, A. F. Atiya, and K. Claffy, "Guest Editorial Introduction to the Special Issue on Adaptive Learning Systems in Communication Networks", IEEE Transactions on Neural Networks, vol. 16, pp. 1013–1018, 2005. Abstract
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Atiya, A. F., M. A. Aly, and A. G. Parlos, "Sparse basis selection: new results and application to adaptive prediction of video source traffic", IEEE Transactions on Neural Networks, vol. 16, pp. 1136–1146, 2005. Abstract
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2004
Atiya, A. F., and S. A. K. Metwally, "EFFICIENT ESTIMATION OF FIRST PASSAGE TIME DENSITY FUNCTION FOR JUMP DIFFUSION PROCESSES", Siam Journal on Scientific Computing, 2004. Abstract
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Magdon-Ismail, M., A. F. Atiya, A. Pratap, and Y. S. Abu-Mostafa, "On the maximum drawdown of a Brownian motion", Journal of Applied Probability, vol. 41, pp. 147–161, 2004. Abstract
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2003
Metwally, S. A. K., and A. F. Atiya, "Fast Monte Carlo valuation of barrier options for jump diffusion processes", Computational Intelligence for Financial Engineering Proceedings of the IEEE/IAFE, 2003. Abstract
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Magdon-Ismail, M., A. F. Atiya, A. Pratap, and Y. S. Abu-Mostafa, "The maximum drawdown of the Brownian motion", Computational Intelligence for Financial Engineering Proceedings of the IEEE/IAFE, 2003. Abstract
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Magdon-Ismail, M., and A. F. Atiya, "A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data", Quantitative Finance, vol. 3, pp. 376–384, 2003. Abstract
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Bhattacharya, A., A. G. Parlos, and A. F. Atiya, "Prediction of MPEG-coded video source traffic using recurrent neural networks", IEEE Transactions on Signal Processing, vol. 51, pp. 2177–2190, 2003. Abstract
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Bhattacharya, A., A. G. Parlos, and A. F. Atiya, "Prediction of MPEG-coded video source traffic using recurrent neural networks", IEEE Transactions on Signal Processing, vol. 51, pp. 2177–2190, 2003. Abstract
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Atiya, A. F., A. G. Parlos, and L. Ingber, "A reinforcement learning method based on adaptive simulated annealing", Midwest Symposium on Circuits and Systems, vol. 1, 2003. Abstract
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Bhattacharya, A., A. G. Parlos, and A. F. Atiya, "Video source traffic flow prediction using neural networks", Midwest Symposium on Circuits and Systems, vol. 1, 2003. Abstract
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2002
Parlos, A. G., S. K. Menon, and A. F. Atiya, "An Adaptive State Filtering Algorithm for Systems With Partially Known Dynamics", Journal of Dynamic Systems Measurement and Control-transactions of The Asme, vol. 124, 2002. Abstract
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Magdon-Ismail, M., and A. Atiya, "Density estimation and random variate generation using multilayer networks", IEEE Transactions on Neural Networks, vol. 13, pp. 497–520, 2002. Abstract
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Magdon-ismail, M., A. F. Atiya, A. Pratap, and Y. S. Abu-mostafa, Range and Maximal Drawdown of a Brownian Motion, , 2002. Abstract
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Magdon-Ismail, M., and A. F. Atiya, The Sharpe Ratio, Range and Maximal Drawdown of a Brownian Motion, , 2002. Abstract
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Metwally, S., and A. Atiya, Using brownian bridge for fast simulation of jump-di usion processes and barrier options, , 2002. Abstract
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Metwally, S. A. K., and A. F. Atiya, "Using Brownian Bridge for Fast Simulation of Jump-Diffusion Processes and Barrier Options", Journal of Derivatives, vol. 10, pp. 43–54, 2002. Abstract
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2001
Parlos, A. G., S. K. Menon, and A. F. Atiya, "An algorithmic approach to adaptive state filtering using recurrent neural networks", IEEE Transactions on Neural Networks, vol. 12, pp. 1411–1432, 2001. Abstract
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