| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Dynamic Trading Model for Use with a One Step Ahead Optimal Strategy
|
Bhaya, Amit
|
|
|
63 |
4 |
p. 1575-1608
|
artikel
|
| 2 |
A Novel Approach to Fuzzy Based Efficiency Assessment of a Financial System
|
Mesgarani, H.
|
|
|
63 |
4 |
p. 1609-1626
|
artikel
|
| 3 |
A Semi-Closed Form Approximation of Arbitrage-Free Call Option Price Surface
|
Kundu, Arindam
|
|
|
63 |
4 |
p. 1431-1457
|
artikel
|
| 4 |
Correction to: Role of Comprehensive Income in Predicting Bankruptcy
|
Rahmi, Asyrofa
|
|
|
63 |
4 |
p. 1695
|
artikel
|
| 5 |
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions
|
Gulati, Rachita
|
|
|
63 |
4 |
p. 1281-1325
|
artikel
|
| 6 |
Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach
|
Li, Dun
|
|
|
63 |
4 |
p. 1649-1671
|
artikel
|
| 7 |
Estimating the Likelihood of Financial Behaviours Using Nearest Neighbors
|
Mendes-Neves, Tiago
|
|
|
63 |
4 |
p. 1477-1491
|
artikel
|
| 8 |
Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio
|
Konak, Fatih
|
|
|
63 |
4 |
p. 1673-1693
|
artikel
|
| 9 |
Fuzzy Portfolio Selection Using Stochastic Correlation
|
Jo, Gumsong
|
|
|
63 |
4 |
p. 1493-1509
|
artikel
|
| 10 |
Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series
|
Pokou, Frédy
|
|
|
63 |
4 |
p. 1349-1399
|
artikel
|
| 11 |
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy
|
Shami, Labib
|
|
|
63 |
4 |
p. 1459-1476
|
artikel
|
| 12 |
LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios
|
García-Medina, Andrés
|
|
|
63 |
4 |
p. 1511-1542
|
artikel
|
| 13 |
Option Pricing Based on the Residual Neural Network
|
Gan, Lirong
|
|
|
63 |
4 |
p. 1327-1347
|
artikel
|
| 14 |
Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series
|
Kong, Ao
|
|
|
63 |
4 |
p. 1401-1429
|
artikel
|
| 15 |
Tobin Tax, Carry Trade, and the Exchange Rate Dynamics
|
Li, Xiaoping
|
|
|
63 |
4 |
p. 1627-1647
|
artikel
|
| 16 |
Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility
|
Wang, Ke
|
|
|
63 |
4 |
p. 1543-1573
|
artikel
|
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