Search results for "e-Finance"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Yan Dolinsky, Halil Mete Soner	Duality and convergence for binomial markets with friction.	Finance Stochastics	2013	DBLP DOI BibTeX RDF
14	Ragnar Norberg	Optimal hedging of demographic risk in life insurance.	Finance Stochastics	2013	DBLP DOI BibTeX RDF
14	Holger Kraft, Frank Thomas Seifried, Mogens Steffensen	Consumption-portfolio optimization with recursive utility in incomplete markets.	Finance Stochastics	2013	DBLP DOI BibTeX RDF
14	Maurice Peat, Stewart Jones	Using Neural Nets to Combine Information Sets in Corporate bankruptcy Prediction.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Peter Sarlin, Zhiyuan Yao, Tomas Eklund	A Framework for State Transitions on the Self-Organizing Map: some Temporal Financial Applications.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Taufiq Choudhry, Frank McGroarty, Ke Peng, Shiyun Wang	High-Frequency Exchange-Rate Prediction with an Artificial Neural Network.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Jie Sun	Integration of Random Sample Selection, Support Vector Machines and Ensembles for Financial Risk Forecasting with an Empirical Analysis on the Necessity of Feature Selection.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Robert G. Biscontri	A Radial Basis Function Approach to Earnings Forecast.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Sunita Goel, Jagdish Gangolly	Beyond the numbers: Mining the Annual Reports for Hidden cues Indicative of Financial Statement Fraud.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	G. A. Vijayalakshmi Pai, Thierry Michel	Integrated Metaheuristic Optimization of 130-30 Investment-Strategy-Based Long-Short Portfolios.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Ismael Arciniegas Rueda	Empirical Analysis of Speculative Attacks with Contractionary Real Effects.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Malcolm J. Beynon, Margaret Heffernan, Aoife M. McDermott	Psychological Contracts and Job Satisfaction: Clustering Analysis using Evidential C-Means and Comparison with Other Techniques.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Hussein A. Abdou, Andzelika Kuzmic, John Pointon, Roger J. Lister	Determinants of Capital Structure in the UK Retail Industry: a Comparison of Multiple Regression and generalized Regression Neural Network.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Ross M. Miller	The Effect of boundary conditions on Efficiency and Pricing in Double-Auction Markets with Zero-Intelligence Agents.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Roberto Savona, Marika Vezzoli	Multidimensional Distance-to-Collapse Point and Sovereign Default Prediction.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	Fei Chen, Charles Sutcliffe	Pricing and hedging Short Sterling Options Using Neural Networks.	Intell. Syst. Account. Finance Manag.	2012	DBLP DOI BibTeX RDF
14	S. Kaji, Shinichi Kotani	Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Peter Carr 0002, Roger Lee, Liuren Wu	Variance swaps on time-changed Lévy processes.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Vladimir Vovk	Continuous-time trading and the emergence of probability.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Ludger Rüschendorf	Worst case portfolio vectors and diversification effects.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali	Default times, no-arbitrage conditions and changes of probability measures.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Beatrice Acciaio, Hans Föllmer, Irina Penner	Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Constantinos Kardaras	Market viability via absence of arbitrage of the first kind.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Stefan Ankirchner, Gregor Heyne	Cross hedging with stochastic correlation.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Jun Sekine	Long-term optimal portfolios with floor.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Emmanuel Denis, Yuri Kabanov	Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Lihua Bai, Martin Hunting, Jostein Paulsen	Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Julien Grépat, Yuri Kabanov	Small transaction costs, absence of arbitrage and consistent price systems.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Kasper Larsen, Hang Yu	Horizon dependence of utility optimizers in incomplete models.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Rüdiger Frey, Thorsten Schmidt	Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi	The fundamental theorem of asset pricing under transaction costs.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Cassio Neri, Lorenz Schneider	Maximum entropy distributions inferred from option portfolios on an asset.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Aleksandar Mijatovic, Mikhail Urusov	Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	René Carmona 0001, Sergey Nadtochiy	Tangent Lévy market models.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Michal Barski, Jerzy Zabczyk	Forward rate models with linear volatilities.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Jérôme Detemple, Weidong Tian, Jie Xiong 0004	An optimal stopping problem with a reward constraint.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	David Hobson, Martin Klimmek	Model-independent hedging strategies for variance swaps.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Erhan Bayraktar, Constantinos Kardaras, Hao Xing	Strict local martingale deflators and valuing American call-type options.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Zhengjun Jiang, Martijn Pistorius	Optimal dividend distribution under Markov regime switching.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Elisa Alòs	A decomposition formula for option prices in the Heston model and applications to option pricing approximation.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Jan-Henrik Steg	Irreversible investment in oligopoly.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Gordan Zitkovic	An example of a stochastic equilibrium with incomplete markets.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Lars Peter Hansen, José A. Scheinkman	Pricing growth-rate risk.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	John Schoenmakers	A pure martingale dual for multiple stopping.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Cristina Costantini, Marco Papi, Fernanda D'Ippoliti	Singular risk-neutral valuation equations.	Finance Stochastics	2012	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	Building and Evolving Data Warehousing and Business Intelligence artefacts: the Case of Sysco.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Jeff Schott, Jugal Kalita	Neuro-fuzzy time-series analysis of large-volume data.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Xinyang Li, Andreas Krause 0002	An evolutionary multi-objective optimization of trading rules in call markets.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Peter Sarlin, Dorina Marghescu	Neuro-Genetic Predictions of Currency crises.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Parag C. Pendharkar	Probabilistic Approaches for Credit Screening and bankruptcy Prediction.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Peter Sarlin, Dorina Marghescu	Visual predictions of currency crises using self-organizing maps.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Öykü Isik, Mary C. Jones, Anna Sidorova	Business Intelligence (Bi) Success and the Role of Bi Capabilities.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Ali Asgary, Ali Sadeghi-Naini	Modelling the Adaptation of Business Continuity Planning by Businesses Using Neural Networks.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Hussein A. Abdou, John Pointon	Credit Scoring, Statistical Techniques and Evaluation Criteria: A Review of the Literature.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Fedya Telmoudi, Mohamed El Ghourabi, Mohamed Limam	RST-GCBR-Clustering-Based RGA-SVM Model for Corporate Failure Prediction.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	The Use of Social Media in the Supply Chain: Survey and Extensions.	Intell. Syst. Account. Finance Manag.	2011	DBLP DOI BibTeX RDF
14	Todd J. Feldman	Behavioral biases and investor performance.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Carlos Pedro Gonçalves	Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14		A Minute with Emanuel Derman.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Marco Avellaneda, Josh Reed, Sasha Stoikov	Forecasting prices from level-I quotes in the presence of hidden liquidity.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Stephen Huffman, Cliff R. Moll	The Impact of Asymmetry on Expected Stock Returns: An Investigation of Alternative Risk Measures.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Sebastían Martínez Bustos, Jørgen Vitting Andersen, Michel Miniconi, Andrzej Nowak, Magdalena Roszczynska-Kurasinska, David S. Brée	Pricing stocks with yardsticks and sentiments.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14		A Minute with David Leinweber.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	James E. Schmitz	Algorithmic trading in the Iowa electronic markets.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Evangelos Georgiadis	Binomial options pricing has no closed-form solution.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Philip Maymin	Markets are efficient if and only if P = NP.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Timm Oliver Sprenger, Isabell M. Welpe	Tweets and peers: defining industry groups and strategic peers based on investor perceptions of stocks on Twitter.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Abraham Othman, Tuomas Sandholm	Inventory-based versus Prior-based Options Trading Agents.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Mark S. Joshi, Chao Yang	Efficient greek estimation in generic swap-rate market models.	Algorithmic Finance	2011	DBLP DOI BibTeX RDF
14	Marc Oliver Rieger	Co-monotonicity of optimal investments and the design of structured financial products.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Henrik Hult, Filip Lindskog	Ruin probabilities under general investments and heavy-tailed claims.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Nicholas Westray, Harry Zheng	Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Stefan Kassberger, Thomas Liebmann	Minimal q-entropy martingale measures for exponential time-changed Lévy processes.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Yuh-Dauh Lyuu, Huei-Wen Teng	Unbiased and efficient Greeks of financial options.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Rafael Mendoza-Arriaga, Vadim Linetsky	Pricing equity default swaps under the jump-to-default extended CEV model.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Martin Forde, Antoine Jacquier, Aleksandar Mijatovic	A note on essential smoothness in the Heston model.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Xi Chen, Robert V. Kohn	Asset price bubbles from heterogeneous beliefs about mean reversion rates.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Ying Jiao, Huyên Pham	Optimal investment with counterparty risk: a default-density model approach.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Frank Riedel, Xia Su	On irreversible investment.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Kasper Larsen	A note on the existence of the power investor's optimizer.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Alexandre F. Roch	Liquidity risk, price impacts and the replication problem.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Denis Belomestny	Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Stefan Kindermann 0001, Philipp A. Mayer	On the calibration of local jump-diffusion asset price models.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Alexander M. G. Cox, Jan Oblój	Robust pricing and hedging of double no-touch options.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski	Hedging of a credit default swaption in the CIR default intensity model.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Gilles Angelsberg, Freddy Delbaen, Ivo Kaelin, Michael Kupper, Joachim Näf	On a class of law invariant convex risk measures.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov	Optimal consumption policies in illiquid markets.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Leif Andersen	Option pricing with quadratic volatility: a revisit.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Erhan Bayraktar, Virginia R. Young	Proving regularity of the minimal probability of ruin via a game of stopping and control.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Teemu Pennanen	Arbitrage and deflators in illiquid markets.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Masaaki Fukasawa	Asymptotic analysis for stochastic volatility: martingale expansion.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Martin Forde, Antoine Jacquier	The large-maturity smile for the Heston model.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Christian Bender	Dual pricing of multi-exercise options under volume constraints.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Paul Glasserman, Kyoung-Kuk Kim	Gamma expansion of the Heston stochastic volatility model.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Marina Di Giacinto, Salvatore Federico, Fausto Gozzi	Pension funds with a minimum guarantee: a stochastic control approach.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Luciano Campi, Mark P. Owen	Multivariate utility maximization with proportional transaction costs.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Sabrina Mulinacci	The efficient hedging problem for American options.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Salvatore Federico	A stochastic control problem with delay arising in a pension fund model.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
14	Efstathios Kirkos, Charalambos Spathis, Yannis Manolopoulos	Audit-firm group appointment: an artificial intelligence approach.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF
14	N. C. Suganya, G. A. Vijayalakshmi Pai	Pareto-archived evolutionary wavelet network for financial constrained portfolio optimization.	Intell. Syst. Account. Finance Manag.	2010	DBLP DOI BibTeX RDF