Decision Technologies for Computational Finance - Advances in Computational Management Science
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer US

9780792383093, 9781461556251

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Using Illiquid Option Prices to Recover Probability Distributions

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_17 ◽

1998 ◽

pp. 219-232

Author(s):

F. González Miranda ◽

A. N. Burgess

Keyword(s):

Probability Distributions ◽

Option Prices

Selecting Relative-Value Stocks with Non Linear Cointegration

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_14 ◽

1998 ◽

pp. 181-191

Author(s):

Christos Kollias ◽

Kostas Metaxas

Keyword(s):

Value Stocks ◽

Relative Value ◽

Non Linear

Reinforcement Learning for Trading Systems and Portfolios: Immediate vs Future Rewards

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_10 ◽

1998 ◽

pp. 129-140 ◽

Cited By ~ 1

Author(s):

John Moody ◽

Matthew Saffell ◽

Yuansong Liao ◽

Lizhong Wu

Keyword(s):

Reinforcement Learning ◽

Trading Systems

Predicting Time Series with a Committee of Independent Experts Based on Fuzzy Rules

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_35 ◽

1998 ◽

pp. 433-437 ◽

Cited By ~ 2

Author(s):

Martin Rast

Keyword(s):

Time Series ◽

Fuzzy Rules

Forecasting Non-Stationary Financial Data with OIIR-Filters and Composed Threshold Models

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_31 ◽

1998 ◽

pp. 391-402

Author(s):

Marc Wildi

Keyword(s):

Financial Data ◽

Threshold Models

The Ex-ante Classification of Takeover Targets Using Neural Networks

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_30 ◽

1998 ◽

pp. 381-388 ◽

Cited By ~ 3

Author(s):

David Fairclough ◽

John Hunter

Keyword(s):

Neural Networks ◽

Ex Ante

Credit Assessment Using Evolutionary MLP Networks

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_28 ◽

1998 ◽

pp. 365-371 ◽

Cited By ~ 2

Author(s):

E. F. F. Mendes ◽

A. C. P. L. F. Carvalho ◽

A. B. Matias

Interest Rates Structure Dynamics: A Non Parametric Approach

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_20 ◽

1998 ◽

pp. 259-266 ◽

Cited By ~ 1

Author(s):

Marie Cottrell ◽

Eric de Bodt ◽

Philippe Grégoire

Keyword(s):

Interest Rates ◽

Parametric Approach ◽

Structure Dynamics ◽

Non Parametric

Stability Analysis and Forecasting Implications

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_2 ◽

1998 ◽

pp. 13-24

Author(s):

J. del Hoyo ◽

J. Guillermo Llorente

Keyword(s):

Stability Analysis

Forecasting Properties of Neural Network Generated Volatility Estimates

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_19 ◽

1998 ◽

pp. 247-258 ◽

Cited By ~ 1

Author(s):

Parvez Ahmed ◽

Steve Swidler

Keyword(s):

Neural Network

Decision Technologies for Computational Finance - Advances in Computational Management ScienceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Using Illiquid Option Prices to Recover Probability Distributions

Selecting Relative-Value Stocks with Non Linear Cointegration

Reinforcement Learning for Trading Systems and Portfolios: Immediate vs Future Rewards

Predicting Time Series with a Committee of Independent Experts Based on Fuzzy Rules

Forecasting Non-Stationary Financial Data with OIIR-Filters and Composed Threshold Models

The Ex-ante Classification of Takeover Targets Using Neural Networks

Credit Assessment Using Evolutionary MLP Networks

Interest Rates Structure Dynamics: A Non Parametric Approach

Stability Analysis and Forecasting Implications

Forecasting Properties of Neural Network Generated Volatility Estimates

Decision Technologies for Computational Finance - Advances in Computational Management Science
Latest Publications