Table of Contents

• Introduction to VC learning theory with applications to Financial Engineering - TutorialVladimir Cherkassky. 1-2 [doi]
• Funds exchange: an approach for risk and portfolio managementVladimir Cherkassky, Filip Mulier, Anna B. Sheng. 3-7 [doi]
• The profitability of trading volatility using real-valued and symbolic modelsChristian Schittenkopf, Peter Tino, Georg Dorffner. 8-11 [doi]
• Implied volatility functions: a repriseJoshua V. Rosenberg. 12-14 [doi]
• Imprecise information and financial environments: an interval probability approachKurt J. Engemann, Holmes E. Miller, Ronald R. Yager. 15-18 [doi]
• Fuzzy logic based stock trading systemRimvydas Simutis. 19-21 [doi]
• Trading the stock markets using genetic fuzzy modelingDennis Ettes. 22-25 [doi]
• FeNAs: a fuzzy e-negotiation agents systemRyszard Kowalczyk, Van Bui. 26-29 [doi]
• Automatic on-line signature verification based on multiple modelsMingming Ma, W. Sardha Wijesoma. 30-33 [doi]
• New Sharpe-ratio-related methods for portfolio selectionKei Keung Hung, Chi Chiu Cheung, Lei Xu 0001. 34-37 [doi]
• Optimal portfolio construction/rebalancing under nonconvex transaction costHiroshi Konno, Annista Wijayanayake. 38-41 [doi]
• An evolutionary programming methodology for portfolio selectionMeng-Hiot Lim, Donald C. Wunsch, K. W. Ho. 42-46 [doi]
• Classes of preferences of portfolio investors for multi-period case and their asymptotic propertiesG. A. Agasandian. 47-48 [doi]
• Conditional value-at-risk: optimization algorithms and applicationsStanislav Uryasev. 49-57 [doi]
• Value-at-risk with heavy-tailed risk factorsPaul Glasserman, Philip Heidelberger, Perwez Shahabuddin. 58-61 [doi]
• Multi-level risk-controlled sector optimization of domestic and international fixed-income portfolios including conditional VaRRon D'Vari, Juan C. Sosa, Kishore K. Yalamanchili. 62-64 [doi]
• Exploring risk management toolsKah-Hoe Ng, Gerald B. Sheblé. 65-68 [doi]
• Term structure of interest rates and implied market frictionsIoulia D. Loe, Eliezer Z. Prisman. 71-73 [doi]
• A short-term interest rate model with nonlinear mean reversionZhaoyun Shi, Yusho Kagraoka, Yoshiyasu Tamura, Tohru Ozaki. 74-77 [doi]
• Numerical methods for pricing callable bondsYann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn. 78-81 [doi]
• Efficient risk/return frontiers for credit riskHelmut Mausser, Dan Rosen. 82-85 [doi]
• Predicting corporate bankruptcy using modular neural networksMohammed Nasir, Robert I. John, Simon C. Bennett, David M. Russell. 86-91 [doi]
• Efficiency, performance and value-at-risk of Latin American banks in a process of economic integrationGermán Creamer, T. Noe, P. Spindt. 92-96 [doi]
• Intelligent simulation and forecasting of competing dynamic companies with a fuzzy-genetic approachOscar Castillo, Patricia Melin. 97-100 [doi]
• Deriving derivatives of derivative securitiesPeter Carr. 101-128 [doi]
• A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractabilitySteven G. Kou. 129-131 [doi]
• From skews to a skewed-t: modelling option-implied returns by a skewed Student-tCyriel de Jong, Ronald Huisman. 132-142 [doi]
• Apples to oranges: reconciling "vegas" from inconsistent valuation models by a stochastic change of coordinatesAlvin Kuruc. 143-146 [doi]
• An analytic framework for pricing energy derivativesIlia Bouchouev. 147-150 [doi]
• Sixteenths or pennies? Observations from a simulation of the Nasdaq stock marketVince Darley, Alexander Outkin, Tony Plate, Frank Gao. 151-154 [doi]
• Stock market trend prediction based on neural networks, multiresolution analysis and dynamical reconstructionYiwen Yang, Guizhong Liu, Zongping Zhang. 155-156 [doi]
• Predicting stock markets in boundary conditions with local modelsGianluca Bontempi, Edy Bertolissi, Mauro Birattari. 158-161 [doi]
• Vector-valued multiple regression model with time varying coefficients and its application to predict excess stock returnsYoshinori Kawasaki, Seisho Sato, Shigeru Tachiki. 162-165 [doi]
• Financial time series forecasts using fuzzy and long memory pattern recognition systemsSameer Singh, Jonathan E. Fieldsend. 166-169 [doi]
• Time series prediction using crisp and fuzzy neural networks: a comparative studyBouchra Bouqata, Amine Bensaid, Ralph Palliam, Antonio Gómez Skarmeta. 170-173 [doi]
• Error estimation and model consolidation for time series dataEric B. Bartlett, Robert Abboud. 174-177 [doi]
• Financial time series modeling with evolutionary trained random iterated neural networksFernando Niño, German Hernandez, Andrés Parra. 178-181 [doi]
• Interactions between finance and technologyMagne Setnes, O. J. H. van Drempt, H. R. van Nauta Lemke. 182-185 [doi]
• The methods of operations research on Russian financial marketsG. A. Agasandian, F. I. Ereshko, A. F. Ereshko, I. I. Gasanov. 186-189 [doi]
• Analysis of risk allocation principle in project financingHaiyan Wang, Qinghong Zhang. 190-192 [doi]
• Time series for currency exchange rate of the Brazilian RealMarcelo A. Bittencourt, Frank C. Lin. 193-196 [doi]
• Antipersistent trading rangesPaul E. Lynch, Nigel M. Allinson. 197-208 [doi]
• Law discovery from financial data using neural networksKazumi Saito, Naonori Ueda, Shigeru Katagiri, Yutaka Fukai, Hiroshi Fujimaru, Masayuki Fujinawa. 209-212 [doi]