nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models
|
Uribe, Lourdes |
|
2017 |
52 |
1 |
p. 145-166 |
artikel |
2 |
An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming
|
Pimenta, Alexandre |
|
2017 |
52 |
1 |
p. 125-144 |
artikel |
3 |
An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory
|
Gong, Chao |
|
2017 |
52 |
1 |
p. 227-252 |
artikel |
4 |
A Unique and Stable $$\hbox {Se}{\mathcal {C}}\hbox {ure}$$SeCure Reversion Protocol Improving Efficiency: A Computational Bayesian Approach for Empirical Analysis
|
Wanko, Cédric |
|
2017 |
52 |
1 |
p. 1-23 |
artikel |
5 |
Can Efficiency of Returns Be Considered as a Pricing Factor?
|
Rubio, J. Francisco |
|
2017 |
52 |
1 |
p. 25-54 |
artikel |
6 |
Decision Theory Matters for Financial Advice
|
Hens, Thorsten |
|
2017 |
52 |
1 |
p. 195-226 |
artikel |
7 |
Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market
|
Zhu, Bangzhu |
|
2017 |
52 |
1 |
p. 123 |
artikel |
8 |
Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market
|
Huang, Ya-Chi |
|
2017 |
52 |
1 |
p. 79-104 |
artikel |
9 |
Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks
|
Fernández-Arias, D. |
|
2017 |
52 |
1 |
p. 275-297 |
artikel |
10 |
Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market
|
Zhu, Bangzhu |
|
2017 |
52 |
1 |
p. 105-121 |
artikel |
11 |
On the Allocation of Multiple Divisible Assets to Players with Different Utilities
|
Zehavi, Ephraim |
|
2017 |
52 |
1 |
p. 253-274 |
artikel |
12 |
Programming Correlation Criteria with free CAS Software
|
Halkos, George E. |
|
2016 |
52 |
1 |
p. 299-311 |
artikel |
13 |
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors
|
Omay, Tolga |
|
2017 |
52 |
1 |
p. 167-193 |
artikel |
14 |
Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall
|
Tzeng, Yu-Ying |
|
2017 |
52 |
1 |
p. 55-77 |
artikel |