Paul Lajbcygier - researchr alias

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Viewing Publication 1 - 10 from 10

2005

Comparing Conventional and Non-Parametric Option PricingPaul Lajbcygier. In Mehdi Khosrow-Pour, editor, Encyclopedia of Information Science and Technology (5 Volumes). pages 472-474, Idea Group, 2005.

Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural NetworkPaul Lajbcygier, Seng Lee. wec 2005: 36-39

2004

Using Visual Exploratory Data Analysis to Find Bias in Option Pricing ModelsPaul Lajbcygier. IV 2004: 29-34 [doi]

A Framework For Modeling Financial Instruments Using Object-Oriented TechnologyPaul Lajbcygier, Ke Cong. iasse 2004: 302-305

Improving option pricing with the product constrained hybrid neural networkPaul Lajbcygier. tnn, 15(2):465-476, 2004. [doi]

2003

Option Pricing with the Product Constrained Hybrid Neural NetworkPaul Lajbcygier. icann 2003: 615-621 [doi]

Trading Futures with the Largest Equity Drawdown MethodPaul Lajbcygier, Eugene Lim. ideal 2003: 929-933 [doi]

Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statisticPaul Lajbcygier, Mei Yong Ong. cifer 2003: 279-284 [doi]

1997

Improved Option Pricing Using Artificial Neural Networks and Bootstrap MethodsPaul Lajbcygier, Jerome T. Connor. IJNS, 8(4):457-471, 1997. [doi]

1995

A hybrid neural network approach to the pricing of optionsChristopher Boek, Paul Lajbcygier, Marimuthu Palaniswami, Andrew Flitman. icnn 1995: 813-817 [doi]

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