Abstract is missing.
- Optimal trade execution of equities in a limit order marketRichard Coggins, Adam Blazejewski, Michael Aitken. [doi]
- Bankruptcy prediction with least squares support vector machine classifiersTony Van Gestel, Bart Baesens, Johan A. K. Suykens, Marcelo Espinoza, Dirk-Emma Baestaens, Jan Vanthienen, Bart De Moor. 1-8 [doi]
- Estimation of default probability by three-factor structural modelCho-Hoi Hui, Edward Chi-Fai Lo, Nicole Ming-Xi Huang. 9-15 [doi]
- Simple decision making criterion as real optionsHirofumi Suto, James Alleman, Paul Rappoport. 17-24 [doi]
- Bankruptcy prediction for credit risk using an auto-associative neural network in Korean firmsJinwoo Baek, Sungzoon Cho. 25-29 [doi]
- Including life-time and options in residual income indicatorsFilippo Neri, Massimo G. Noro, Ettore Piccirillo. 31-37 [doi]
- The predictive power of dividend yields analyzed by methods preserving time-dependent structuresJanette F. Walde. 39-45 [doi]
- Support vector machines for company failure predictionZheng Rong Yang. 47-54 [doi]
- Analytics and algorithms for geometric average trigger reset optionsTian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu. 55-62 [doi]
- Hedging a portfolio of derivatives by modeling costKatharyn A. Boyle, Thomas F. Coleman, Yuying Li. 63-70 [doi]
- A moment based analysis of hedging under discrete tradingJames A. Primbs, Yuji Yamada. 71-76 [doi]
- A multiobjective genetic programming approach for pricing and hedging derivative securitiesMatthias G. Schuster. 77-84 [doi]
- Pricing S&P 500 index options with Heston's modelJin E. Zhang, Jinghong Shu. 85-92 [doi]
- Pricing the American put using a new class of tight lower boundsMalik Magdon-Ismail. 93-100 [doi]
- Fast Monte Carlo valuation of barrier options for jump diffusion processesSteve A. K. Metwally, Amir F. Atiya. 101-107 [doi]
- Optimal calling policies in convertible bondsKa Wo Lau, Yue Kuen Kwok. 109-114 [doi]
- The valuation of a Euro-Convertible BondChung-Gee Lin, Chuang-Chang Chang, Min-Teh Yu. 115-122 [doi]
- Generalized ant programming in option pricing: determining implied volatilities based on American put optionsChristian Keber, Matthias G. Schuster. 123-130 [doi]
- Mean square optimal hedges using higher order momentsYuji Yamada, James A. Primbs. 131-137 [doi]
- On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space modelKai Chun Chiu, Lei Xu 0001. 139-144 [doi]
- Nonlinear phillips curves in the Euro area and USA? Evidence from linear and neural network modelsPaul McNelis. 145-149 [doi]
- Application of neural control to economic growth problemsAngelo Alessandri, Cristiano Cervellera, Filippo Aldo Grassia. 151-157 [doi]
- Co-evolutionary multi-agent-based modeling of artificial stock market by using the GP approachXiaorong Chen. 159-165 [doi]
- Evolved hybrid auction mechanisms in non-ZIP trader marketplacesDave Cliff, Vibhu Walia, Andrew Byde. 167-174 [doi]
- Attrition and preemption in credit/debit cards incentives: models and experimentsEdward Jimenez. 175-182 [doi]
- Inflation forecasting - a comparison between econometric methods and a computational approach based on genetic-neural fuzzy rule-basesStefan Kooths, Timo Mitze, Eric Ringhut. 183-190 [doi]
- Microeconomic modeling of financial time series with long term memoryRoy Cerqueti, Giulia Rotundo. 191-198 [doi]
- Risk related non linearities in exchange rates: A comparison of parametric and semiparametric estimatesBarbara Chizzolini, Bruno Sitzia. 199-206 [doi]
- Genetic learning as an explanation of stylized facts of foreign exchange marketsThomas Lux, Sascha Schornstein. 207-214 [doi]
- The behavior of large changes in Asian exchange ratesRaj Aggarwal, Min Qi. 215-222 [doi]
- Statistical properties of African FX rates: An application of the Stable Paretian HypothesisDavid Basterfield, Thomas Bundt, Grattan Murphy. 223-229 [doi]
- An artificial neural network framework for dual interest rate parityMona R. El Shazly. 231-235 [doi]
- Arbitrage chances and the non-Gaussian features of financial dataMieko Tanaka-Yamawaki, Shinya Komaki, Tsuyoshi Itabashi. 237-242 [doi]
- The maximum drawdown of the Brownian motionMalik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa. 243-247 [doi]
- Mean-variance optimization and pair-wise strategiesEdward Qian. 249-255 [doi]
- A Monte-Carlo method for portfolio optimization under partially observed stochastic volatilityRahul Desai, Tanmay Lele, Frederi Viens. 257-263 [doi]
- A process control approach to investment riskLeonard MacLean, Yonggan Zhao, William T. Ziemba. 265-270 [doi]
- Data-analytic approaches to the estimation of Value-at-RiskJianqing Fan, Juan Gu. 271-277 [doi]
- Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statisticPaul Lajbcygier, Mei Yong Ong. 279-284 [doi]
- Hypothesis testing in mixtures-of-experts of generalized linear time seriesAlexandre X. Carvalho, Martin A. Tanner. 285-292 [doi]
- Order selection of continuous time models: Applications to estimation of risk premiumsGopal K. Basak, Ngai Hang Chan, Philip P. K. Lee. 293-300 [doi]
- Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive abilityPeter Reinhard Hansen, Asger Lunde. 301-307 [doi]
- Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using waveletsErhan Bayraktar, H. Vincent Poor, Ronnie Sircar. 309-316 [doi]
- c-ascending support vector machines for financial time series forecastingLijuan Cao, Kok Seng Chua, Lim Kian Guan. 317-323 [doi]
- Combining KPCA with support vector machine for time series forecastingLijuan Cao, Kok Seng Chua, Lim Kian Guan. 325-329 [doi]
- Trend time series modeling and forecasting with neural networksMin Qi, G. Peter Zhang. 331-337 [doi]
- Evidence for deterministic nonlinear dynamics in financial time series dataMichael Small, Chi Kong Tse. 339-346 [doi]
- Statistical models for time sequences data miningJessica K. Ting, Michael K. Ng, Hongqiang Rong, Joshua Zhexue Huang. 347-354 [doi]
- Evolutionary reinforcement learning in FX order book and order flow analysisR. Graham Bates, Michael A. H. Dempster, Yazann S. Romahi. 355-362 [doi]
- FX trading via recurrent reinforcement learningCarl Gold. 363-370 [doi]
- Stock returns: momentum, volatility and interest ratesYue Fang, Sakae Wada, John Moody. 379-385 [doi]
- Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time seriesChueh-Yung Tsao, Shu-Heng Chen. 387-394 [doi]
- Stock prediction: Integrating text mining approach using real-time newsGabriel Pui Cheong Fung, Jeffrey Xu Yu, Wai Lam. 395-402 [doi]
- Extraction of investment strategies based on moving averages: A genetic algorithm approachRui Jiang, Kwok Yip Szeto. 403-410 [doi]
- A characterization of long-short trading strategies based on cointegrationYoshinori Kawasaki, Shigeru Tachiki, Hideo Udaka, Tomoaki Hirano. 411-416 [doi]
- Trend detection using auto-associative neural networks: Intraday KOSPI 200 futuresJun-Myung Lee, Sungzoon Cho, Jinwoo Baek. 417-420 [doi]
- Incremental genetic fuzzy expert trading system for derivatives market timingH. S. Ng, K. P. Lam, S. S. Lam. 421-427 [doi]
- Statistical arbitrage trading with wavelets and artificial neural networksChristopher Zapart. 429-435 [doi]