Applied Optimization - Computational Methods in Decision-Making, Economics and Finance
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Published By Springer US

9781441952301, 9781475736137

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A Review of Stock Market Prediction Using Computational Methods

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_20 ◽

2002 ◽

pp. 379-403 ◽

Cited By ~ 1

Author(s):

I. E. Diakoulakis ◽

D. E. Koulouriotis ◽

D. M. Emiris

Keyword(s):

Stock Market ◽

Computational Methods ◽

Stock Market Prediction

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Multistage Stochastic Programming in Computational Finance

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_3 ◽

2002 ◽

pp. 35-47 ◽

Cited By ~ 7

Author(s):

Nalan Gulpinar ◽

Berc Rustem ◽

Reuben Settergren

Keyword(s):

Stochastic Programming ◽

Computational Finance ◽

Multistage Stochastic Programming

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Genetic Programming with Syntactic Restrictions Applied to Financial Volatility Forecasting

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_28 ◽

2002 ◽

pp. 557-581 ◽

Cited By ~ 2

Author(s):

Gilles Zumbach ◽

Olivier V. Pictet ◽

Oliver Masutti

Keyword(s):

Genetic Programming ◽

Volatility Forecasting ◽

Financial Volatility ◽

Syntactic Restrictions

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Rebalancing Strategies for Long-Term Investors

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_2 ◽

2002 ◽

pp. 15-33 ◽

Cited By ~ 11

Author(s):

John M. Mulvey ◽

Koray D. Simsek

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Pricing American Put Options by Fast Solutions of the Linear Complementarity Problem

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_17 ◽

2002 ◽

pp. 325-338 ◽

Cited By ~ 4

Author(s):

Artan Borici ◽

Hans-Jakob Lüthi

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Put Options ◽

American Put Options ◽

American Put

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Simulations for Hedging Financial Contracts with Optimal Decisions

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_14 ◽

2002 ◽

pp. 271-296

Author(s):

H. Windcliff ◽

P. A. Forsyth ◽

K. R. Vetzal ◽

W. J. Morland

Keyword(s):

Financial Contracts ◽

Optimal Decisions

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A Scenario-Based Heuristic for a Capacitated Transportation-Inventory Problem with Stochastic Demands

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_12 ◽

2002 ◽

pp. 231-248

Author(s):

Paveena Chaovalitwongse ◽

H. Edwin Romeijn ◽

Panos M. Pardalos

Keyword(s):

Inventory Problem ◽

Stochastic Demands

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Multi-Period Optimal Asset Allocation for a Multi-Currency Hedged Portfolio

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_1 ◽

2002 ◽

pp. 3-14

Author(s):

Domenico Mignacca ◽

Attilio Meucci

Keyword(s):

Asset Allocation

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Interest Rate Barrier Options

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_16 ◽

2002 ◽

pp. 313-324

Author(s):

Giovanni Barone-Adesi ◽

Ghulam Sorwar

Keyword(s):

Interest Rate ◽

Barrier Options

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A Global Optimization Heuristic for Portfolio Choice with VaR and Expected Shortfall

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_9 ◽

2002 ◽

pp. 167-183 ◽

Cited By ~ 29

Author(s):

Manfred Gilli ◽

Evis Këllezi

Keyword(s):

Global Optimization ◽

Portfolio Choice ◽

Expected Shortfall

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Applied Optimization - Computational Methods in Decision-Making, Economics and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

A Review of Stock Market Prediction Using Computational Methods

Multistage Stochastic Programming in Computational Finance

Genetic Programming with Syntactic Restrictions Applied to Financial Volatility Forecasting

Rebalancing Strategies for Long-Term Investors

Pricing American Put Options by Fast Solutions of the Linear Complementarity Problem

Simulations for Hedging Financial Contracts with Optimal Decisions

A Scenario-Based Heuristic for a Capacitated Transportation-Inventory Problem with Stochastic Demands

Multi-Period Optimal Asset Allocation for a Multi-Currency Hedged Portfolio

Interest Rate Barrier Options

A Global Optimization Heuristic for Portfolio Choice with VaR and Expected Shortfall

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance
Latest Publications