Computational Finance and its Applications II
Latest Publications

TOTAL DOCUMENTS

40

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By WIT Press

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Heuristic approaches to realistic portfolio optimisation

Computational Finance and its Applications II ◽

10.2495/cf060351 ◽

2006 ◽

Author(s):

F. Busetti

Keyword(s):

Portfolio Optimisation ◽

Heuristic Approaches

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Simulating a digital business ecosystem

Computational Finance and its Applications II ◽

10.2495/cf060271 ◽

2006 ◽

Author(s):

M. Petrou ◽

S. Gautam ◽

K. N. Giannoutakis

Keyword(s):

Business Ecosystem ◽

Digital Business Ecosystem

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Geometric tools for the valuation of performance-dependent options

Computational Finance and its Applications II ◽

10.2495/cf060161 ◽

2006 ◽

Author(s):

T. Gerstner ◽

M. Holtz

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The simulation of news and insiders’ influence on stock-market price dynamics in a non-linear model

Computational Finance and its Applications II ◽

10.2495/cf060301 ◽

2006 ◽

Author(s):

V. Romanov ◽

O. Naletova ◽

E. Pantileeva ◽

A. Federyakov

Keyword(s):

Stock Market ◽

Linear Model ◽

Market Price ◽

Price Dynamics ◽

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Timing inconsistencies in the calculation of funds of funds net asset value

Computational Finance and its Applications II ◽

10.2495/cf060331 ◽

2006 ◽

Author(s):

C. Louargant ◽

L. Neuberg ◽

V. Terraza

Keyword(s):

Asset Value ◽

Net Asset Value ◽

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Monte Carlo risk management

Computational Finance and its Applications II ◽

10.2495/cf060371 ◽

2006 ◽

Author(s):

M. Di Pierro ◽

A. Nandy

Keyword(s):

Risk Management ◽

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T-outlier and a novel dimensionality reduction framework for high dimensional financial time series

Computational Finance and its Applications II ◽

10.2495/cf060311 ◽

2006 ◽

Author(s):

D. Wang ◽

P. J. Fortier ◽

H. E. Michel ◽

T. Mitsa

Keyword(s):

Time Series ◽

Dimensionality Reduction ◽

Financial Time Series ◽

High Dimensional ◽

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Herd behaviour as a source of volatility in agent expectations

Computational Finance and its Applications II ◽

10.2495/cf060131 ◽

2006 ◽

Author(s):

M. Bowden ◽

S. McDonald

Keyword(s):

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Integrating elements in an i-DSS for portfolio management in the Mexican market

Computational Finance and its Applications II ◽

10.2495/cf060321 ◽

2006 ◽

Author(s):

M. A. Osorio ◽

A. Sánchez ◽

M. A. Gómez

Keyword(s):

Portfolio Management

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Management of the productivity of information and communications technology (ICT) in the financial services industry

Computational Finance and its Applications II ◽

10.2495/cf060021 ◽

2006 ◽

Author(s):

J. W. Gabberty

Keyword(s):

Financial Services ◽

Information And Communications Technology ◽

Financial Services Industry ◽

Communications Technology ◽

Services Industry

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