Abstract is missing.
- High performance algorithms for lattice-based derivative pricing modelsWei Li 0015, Dinju Chen. 8-14 [doi]
- Numerical options models without programmingCurt Randall, Elaine Kant. 15-21 [doi]
- DERMA: a distributed enterprise risk management architectureM. P. Schaller, A. F. Vaz. 22-28 [doi]
- Managing options risk with genetic algorithmsLuigi Vacca. 29-35 [doi]
- Asset and liability management: a stochastic model for portfolio selectionAmy V. Puelz. 36-42 [doi]
- A neural network that explains as well as predicts financial market behaviorChester Ornes, Jack Sklansky. 43-49 [doi]
- Neurofuzzy characterization of financial time series in an anticipatory frameworkKonstantinos N. Pantazopoulos, Lefteri H. Tsoukalas, Elias N. Houstis. 50-56 [doi]
- Neural network training techniques for a gold trading modelErik O. Brauner, Judith E. Dayhoff, Xiaoyun Sun, Sharon Hormby. 57-63 [doi]
- Clptimization As A Tool In FinanceRon Dembo, Dan Rosen. 64-70 [doi]
- INFFC data analysis: lower bounds and testbed design recommendationsRadu Drossu, Zoran Obradovic. 71-74 [doi]
- Measuring predictability using multiresolution embeddingThomas McCabe, Andreas S. Weigend. 75-81 [doi]
- Neural networks and forecasting: `orthodox' methods and new researchBruce Curry, Peter H. Morgan, Malcolm Beynon. 82-88 [doi]
- Neural networks compared to statistical techniquesR. Richardson. 89-95 [doi]
- Forecasting the economic cycles based on an extension of the Holt-Winters model. A genetic algorithms approachAdriana Agapie, Alexandru Agapie. 96-99 [doi]
- Simulation and forecasting of international trade dynamics using non-linear mathematical models and fuzzy logic techniquesOscar Castillo, Patricia Melin. 100-106 [doi]
- Computational modeling of 1994 A.M. Best life/health insurer ratingsGary Sabot. 107-115 [doi]
- Natural language processing and information extraction: qualitative analysis of financial news articlesMarco Costantino, Richard G. Morgan, Russell J. Collingham, Roberto Garigliano. 116-122 [doi]
- Speculative trades and financial regulations: simulations based on genetic programmingShu-Heng Chen, Chia-Hsuan Yeh. 123-129 [doi]
- A new approach to counting Nash equilibriaJ. Maurice Rojas. 130-136 [doi]
- Fuzzy weighted local approximation for financial time series modelling and forecastingPaolo Pellizzari, Claudio Pizzi. 137-143 [doi]
- New models for irregularly spaced time series analysis with applications to high frequency financial dataWalter Vecchiato. 144-149 [doi]
- What is the "true price"? state space models for high frequency FX dataJohn E. Moody, Lizhong Wu. 150-156 [doi]
- A tax-adjusted algorithm for pricing derivative securities using the symbolic computational language MAPLEMoshe Arye Milevsky, Eliezer Z. Prisman. 157-163 [doi]
- Foreign exchange option symmetry based on domestic-foreign payoff invarianceValery A. Kholodnyi, John F. Price. 164-170 [doi]
- Skewness and kurtosis in pricing European and American optionsA. S. Paulson, J. H. Scacchia, D. H. Goldenberg. 171-176 [doi]
- Volatility estimation with a neural networkBernd Freisleben, Klaus Ripper. 177-181 [doi]
- High frequency time series analysis and prediction using Markov modelsConstantine Papageorgiou. 182-188 [doi]
- Financial simulation system using a higher order trigonometric polynomial neural network group modelJing Chun Zhang, Ming Zhang, John Fulcher. 189-194 [doi]
- Ranked market information as a stock return indicatorFernando González Miranda, Johan Knif, Kenneth Högholm. 195-201 [doi]
- Adaptive supervised learning decision networks for traders and portfoliosLei Xu 0001, Yiu-ming Cheung. 206-212 [doi]
- Foreign exchange market forecasting using evolutionary fuzzy networksA. Muhammad, G. A. King. 213-219 [doi]
- CARDWATCH: a neural network based database mining system for credit card fraud detectionEmin Aleskerov, Bernd Freisleben, Bharat Rao. 220-226 [doi]
- Algorithms for filtering of market price dataHenry G. Green, Bernd Schmidt, Kirsten Reher. 227-231 [doi]
- Mortgage data miningGeorge H. John, Yin Zhao. 232-236 [doi]
- Model identification and parameter estimation of ARMA models by means of evolutionary algorithmsSusanne Rolf, Joachim Sprave, Wolfgang Urfer. 237-243 [doi]
- Taking time seriously: hidden Markov experts applied to financial engineeringShanming Shi, Andreas S. Weigend. 244-252 [doi]
- Rule inference for financial prediction using recurrent neural networksC. Lee Giles, Steve Lawrence, Ah Chung Tsoi. 253-259 [doi]
- Derivative portfolio risk management using a value-at-risk frameworkRenato Carandang. 260-265 [doi]
- Modeling the persistent volatility of asset returnsF. Jay Breidt, Nuno Crato, Pedro J. F. de Lima. 266-272 [doi]
- The effect of inconsistent differences in financial ratio trends on model reliabilityZ. R. Yang, H. James, A. Packer. 273-279 [doi]
- Modelling volatility derivatives using neural networksOrhan Karaali, Wendy Edelberg, John Higgins. 280-286 [doi]
- Detecting non-linear dynamics in financial time seriesChristian Schittenkopf, Gustavo Deco. 287-292 [doi]
- Volatility estimators for FOREX futures using standardized time seriesJohn W. Dalle Molle. 293-299 [doi]
- Optimization of trading systems and portfoliosJohn E. Moody, Lizhong Wu. 300-307 [doi]