| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods
|
Veeramani, C.
|
|
|
62 |
3 |
p. 1313-1340
|
artikel
|
| 2 |
A Novel Financial Forecasting Approach Using Deep Learning Framework
|
Santur, Yunus
|
|
|
62 |
3 |
p. 1341-1392
|
artikel
|
| 3 |
A Novel Hybrid House Price Prediction Model
|
Özöğür Akyüz, Süreyya
|
|
|
62 |
3 |
p. 1215-1232
|
artikel
|
| 4 |
A Polynomial-Affine Approximation for Dynamic Portfolio Choice
|
Zhu, Yichen
|
|
|
62 |
3 |
p. 1177-1213
|
artikel
|
| 5 |
Application of Robust Control for CSR Formalization and Stakeholders Interest
|
Ben Abdallah, Sana
|
|
|
62 |
3 |
p. 891-934
|
artikel
|
| 6 |
Boosting the Scalability of Farm-Level Models: Efficient Surrogate Modeling of Compositional Simulation Output
|
Troost, Christian
|
|
|
62 |
3 |
p. 721-759
|
artikel
|
| 7 |
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model
|
Nwankwo, Chinonso I.
|
|
|
62 |
3 |
p. 817-854
|
artikel
|
| 8 |
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets
|
Tzagkarakis, George
|
|
|
62 |
3 |
p. 1251-1286
|
artikel
|
| 9 |
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors
|
Teng, Huei-Wen
|
|
|
62 |
3 |
p. 1125-1154
|
artikel
|
| 10 |
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach
|
Hašková, Simona
|
|
|
62 |
3 |
p. 1233-1249
|
artikel
|
| 11 |
Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets
|
Bakota, Ivo
|
|
|
62 |
3 |
p. 1007-1045
|
artikel
|
| 12 |
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis
|
Fu, Zeyi
|
|
|
62 |
3 |
p. 1287-1311
|
artikel
|
| 13 |
Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations
|
Baumann, Michael Heinrich
|
|
|
62 |
3 |
p. 855-890
|
artikel
|
| 14 |
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing
|
Zhang, Meihui
|
|
|
62 |
3 |
p. 1155-1175
|
artikel
|
| 15 |
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap
|
Ferrall, Christopher
|
|
|
62 |
3 |
p. 761-816
|
artikel
|
| 16 |
On the Hedging of Interest Rate Margins on Bank Demand Deposits
|
Cherrat, Hamza
|
|
|
62 |
3 |
p. 935-967
|
artikel
|
| 17 |
On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection
|
Ferretti, Stefano
|
|
|
62 |
3 |
p. 969-1005
|
artikel
|
| 18 |
Parallel Computation of Sovereign Default Models
|
Deng, Mingzhuo
|
|
|
62 |
3 |
p. 1047-1085
|
artikel
|
| 19 |
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model
|
Yang, Zili
|
|
|
62 |
3 |
p. 1087-1106
|
artikel
|
| 20 |
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm
|
Alsayed, Ahmed R. M.
|
|
|
62 |
3 |
p. 1107-1123
|
artikel
|
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