| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Deep Learning Based Numerical PDE Method for Option Pricing
|
Wang, Xiang
|
|
|
62 |
1 |
p. 149-164
|
article
|
| 2 |
A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options
|
Ren, Fei
|
|
|
62 |
1 |
p. 1-28
|
article
|
| 3 |
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization
|
Pagnoncelli, Bernardo K.
|
|
|
62 |
1 |
p. 187-204
|
article
|
| 4 |
Ensuring Mutual Benefit in a Trans-boundary Industrial Pollution Control Problem
|
Perera, Ryle S.
|
|
|
62 |
1 |
p. 91-128
|
article
|
| 5 |
Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis
|
Tsionas, Mike G.
|
|
|
62 |
1 |
p. 205-227
|
article
|
| 6 |
Forecasting Forex Trend Indicators with Fuzzy Rough Sets
|
Garza Sepúlveda, J. C.
|
|
|
62 |
1 |
p. 229-287
|
article
|
| 7 |
Modeling Tail Dependence Using Stochastic Volatility Model
|
Kim, See-Woo
|
|
|
62 |
1 |
p. 129-147
|
article
|
| 8 |
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset
|
Aydoğan, Burcu
|
|
|
62 |
1 |
p. 289-324
|
article
|
| 9 |
Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors
|
Gooijer, Jan G. De
|
|
|
62 |
1 |
p. 407-424
|
article
|
| 10 |
Portfolio Optimization Via Online Gradient Descent and Risk Control
|
Yamim, J. D. M.
|
|
|
62 |
1 |
p. 361-381
|
article
|
| 11 |
Predict Stock Prices Using Supervised Learning Algorithms and Particle Swarm Optimization Algorithm
|
Bazrkar, Mohammad Javad
|
|
|
62 |
1 |
p. 165-186
|
article
|
| 12 |
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks
|
Yu, Chao
|
|
|
62 |
1 |
p. 325-360
|
article
|
| 13 |
Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach
|
Buscema, Paolo Massimo
|
|
|
62 |
1 |
p. 49-89
|
article
|
| 14 |
Reinforcement Learning in Economics and Finance
|
Charpentier, Arthur
|
|
|
62 |
1 |
p. 425-462
|
article
|
| 15 |
Spatial Interactions and the Spread of COVID-19: A Network Perspective
|
Zhang, Cui
|
|
|
62 |
1 |
p. 383-405
|
article
|
| 16 |
Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach
|
Nascimento, Marcus L.
|
|
|
62 |
1 |
p. 29-47
|
article
|
| 17 |
Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data
|
Holý, Vladimír
|
|
|
62 |
1 |
p. 463-485
|
article
|
Journal description