Journal: International Journal of Information Technology and Decision Making

Volume 5, Issue 3

419 -- 420Kin Keung Lai, Shouyang Wang, Lean Yu. Guest Editors Introduction: Progress in Risk Management
421 -- 436Shi-Jie Deng, Zhendong Xia. A Real Options Approach for Pricing Electricity Tolling Agreements
437 -- 454Lean Yu, Kin Keung Lai, Shouyang Wang. Currency Crisis Forecasting with General Regression Neural Networks
455 -- 466Wei Zhang, Yongjie Zhang, Xiong Xiong, Xi Jin. Bsv Investors versus Rational Investors: an Agent-based Computational Finance Model
467 -- 482Chi Xie, Hui Chen, Xiang Yu. Yield Curve Estimation in the Illiquid Market: Framework, Models and Empirical Study
483 -- 494Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang. On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions
495 -- 502Chaoqun Ma, Hongquan Li, Lin Zou, Zhijian Wu. Long-term Memory in Emerging Markets: Evidence from the Chinese Stock Market
503 -- 512Jing Yao, Zhongfei Li, Kai W. Ng. Model Risk in Var Estimation: an Empirical Study
513 -- 530Xiaodong Ji, Xiujuan Zhao, Xiuli Chao. A Novel Method for Multistage Scenario Generation Based on Cluster Analysis
531 -- 544Fengmei Yang, Guowei Hua, Hiroshi Inoue, Jianming Shi. Two Bi-objective Optimization Models for Competitive Location Problems
545 -- 556Shuqin Liu, Kin Keung Lai, Jichang Dong, Shouyang Wang. A Stochastic Approach to Hotel Revenue Management Considering Multiple-day Stays
557 -- 581Hai Yu, Chuangyin Dang, Shouyang Wang. Game Theoretical Analysis of Buy-it-now Price Auctions