Abstract is missing.
- Price variation limits and financial market bubbles: Artificial market simulations with agents' learning processTakanobu Mizuta, Kiyoshi Izumi, S. Yoshimura. 1-7 [doi]
- Analysis on the number of XCS agents in agent-based computational financeTomohiro Nakada, Keiki Takadama. 8-13 [doi]
- Empirical anaylsis of liquidity provision of an order driven marketW. Cheung. 14-18 [doi]
- A study of dark pool trading using an agent-based modelS. Y. K. Mo, M. Paddrik, S. Y. Yang. 19-26 [doi]
- How (in)efficient is after-hours trading?A. Raudys, E. Mohr, G. Schmidt. 27-33 [doi]
- Forecasting foreign exchange rates using Support Vector RegressionF. Bahramy, S. F. Crone. 34-41 [doi]
- Optimal portfolio for a robust financial systemYoshiharu Maeno, Satoshi Morinaga, K. Nishiguchi, Hirokazu Matsushima. 42-47 [doi]
- DynOpt: Incorporating dynamics into mean-variance portfolio optimizationMarco Signoretto, Johan A. K. Suykens. 48-54 [doi]
- Multi-objective evolutionary algorithm for multi-project and multi-term portfolio problemYuan Zhou, Hailim Liu, Wenqin Chen. 55-59 [doi]
- Portfolio optimization using improved artificial bee colony approachAngela Hsiang-Ling Chen, Yun-Chia Liang, Chia-Chien Liu. 60-67 [doi]
- A new approach for time series prediction using ensembles of ANFIS models with interval type-2 and type-1 fuzzy integratorsJesus Soto, Patricia Melin, Oscar Castillo. 68-73 [doi]
- Cluster analysis of high-dimensional high-frequency financial time seriesSyed Ahmed Pasha, Philip Heng Wai Leong. 74-81 [doi]
- Simplified evolving rule-based fuzzy modeling of realized volatility forecasting with jumpsLeandro Maciel, Fernando Gomide, Rosangela Ballini, Ronald R. Yager. 82-89 [doi]
- Empirical analysis of model selection criteria for genetic programming in modeling of time series systemA. Garg, S. Sriram, K. Tai. 90-94 [doi]
- Optimum quantizing of monotonic nondecreasing arraysWilliam W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Jan-Ming Ho. 95-101 [doi]
- A probabilistic risk-to-reward measure for evaluating the performance of financial securitiesPhil Maguire, Philippe Moser, J. McDonnell, R. Kelly, Simon Fuller, Rebecca Maguire. 102-109 [doi]
- Crowdsourced stock clustering through equity analyst hypergraph partitioningJohn Robert Yaros, Tomasz Imielinski. 110-117 [doi]
- Intraday forex bid/ask spread patterns - Analysis and forecastingAndrius Paukste, Aistis Raudys. 118-121 [doi]
- Explicit formulas for optimal hedging stratergies for European contingent claimsVijaySekhar Chellaboina, Anil Bhatia, Sanjay P. Bhat. 122-127 [doi]
- Monte Carlo methods in spatio-temporal regression modeling of migration in the EUMaurizio Manuguerra, Georgy Sofronov, Massimiliano Tani, Gillian Heller. 128-134 [doi]
- Balance sheet outlier detection using a graph similarity algorithmSteve Yang, Randy Cogill. 135-142 [doi]