| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection
|
Michel Valladão, Davi
|
|
2017
|
51 |
4 |
p. 1021-1032
|
article
|
| 2 |
A New Predictive Measure Using Agent-Based Behavioral Finance
|
Feldman, Todd
|
|
2017
|
51 |
4 |
p. 941-959
|
article
|
| 3 |
DEA-Based Piecewise Linear Discriminant Analysis
|
Ji, Ai-bing
|
|
2016
|
51 |
4 |
p. 809-820
|
article
|
| 4 |
Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data
|
Huang, Ya-Chi
|
|
2017
|
51 |
4 |
p. 821-846
|
article
|
| 5 |
Dynamics Evolution of Trading Strategies of Investors in Financial Market
|
Wu, Binghui
|
|
2016
|
51 |
4 |
p. 743-760
|
article
|
| 6 |
Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
|
Fuh, Cheng-Der
|
|
2017
|
51 |
4 |
p. 973-990
|
article
|
| 7 |
Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data
|
Aminu, Nasir
|
|
2017
|
51 |
4 |
p. 1033-1068
|
article
|
| 8 |
Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions
|
Jeong, Darae
|
|
2017
|
51 |
4 |
p. 961-972
|
article
|
| 9 |
Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach
|
Kostarakos, Ilias
|
|
2017
|
51 |
4 |
p. 893-911
|
article
|
| 10 |
Information and Efficiency in Thin Buyer–Seller Markets over Random Networks
|
Leur, Michiel van de
|
|
2017
|
51 |
4 |
p. 1069-1095
|
article
|
| 11 |
Network Topology and Systemically Important Firms in the Interfirm Credit Network
|
Kwon, Ohsung
|
|
2017
|
51 |
4 |
p. 847-864
|
article
|
| 12 |
Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting
|
Vezeris, D. Th.
|
|
2016
|
51 |
4 |
p. 761-807
|
article
|
| 13 |
Short-Term Price Overreactions: Identification, Testing, Exploitation
|
Caporale, Guglielmo Maria
|
|
2017
|
51 |
4 |
p. 913-940
|
article
|
| 14 |
Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors
|
Aijun, Yang
|
|
2017
|
51 |
4 |
p. 1123-1138
|
article
|
| 15 |
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
|
Stanek, Filip
|
|
2017
|
51 |
4 |
p. 865-892
|
article
|
| 16 |
Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals
|
Lespagnol, Vivien
|
|
2017
|
51 |
4 |
p. 991-1020
|
article
|
| 17 |
Visual Economic Modelling System (VEMS) for Computable General Equilibrium Models
|
Vellinga, Nico
|
|
2017
|
51 |
4 |
p. 1097-1121
|
article
|
Journal description