Abstract is missing.
- Tutorial: Boeing's method for valuing high-risk high-return technology projects using real optionsScott H. Mathews. [doi]
- Tutorial: Frontiers of computational engineering and finance: Modeling and calibrating credit riskAgostino Capponi. [doi]
- A calibration method for structural models of credit risk with reporting biasAgostino Capponi. 1-7 [doi]
- Inference of the structural credit risk model using MLEYuxi Li, Li Cheng, Dale Schuurmans. 8-13 [doi]
- The fuzzy term structure of interest rates of the National Debt Market in ChinaFan-yong Liu. 14-19 [doi]
- Agent-based computational economics: Studying the effect of different levels of rationality on inflation and unemploymentAhmed Okasha, Colin G. Johnson. 20-27 [doi]
- Stocks scanner evaluator for stocks or optionsDaniel Paraschiv, Srinivas Raghavendra, Laurentiu Vasiliu. 28-35 [doi]
- Modeling intelligence of learning agents in an artificial double auction marketShu-Heng Chen, Chung-Ching Tai. 36-42 [doi]
- Assessing organizational stability via network analysisBen Collingsworth, Ronaldo Menezes, Paulo Martins. 43-50 [doi]
- Process learning of network interactions in market microstructuresDave Twardowski, Robert Savell, George Cybenko. 51-57 [doi]
- Overconfident investors in the LLS agent-based artificial financial marketMilan Lovric, Uzay Kaymak, Jaap Spronk. 58-65 [doi]
- Energy forward price prediction with a hybrid adaptive modelHang T. Nguyen, Ian T. Nabney. 66-71 [doi]
- Accumulator pricingKin Lam, Philip L. H. Yu, Ling Xin. 72-79 [doi]
- Applying induced aggregation operator in designing intelligent monitoring system for financial marketBenjamin Fonooni, Seied Javad Mousavi Moghadam. 80-84 [doi]
- Dynamic combination of forecasts generated by diversification procedures applied to forecasting of airline cancellationsChristiane Lemke, Silvia Riedel, Bogdan Gabrys. 85-91 [doi]