11 February 2011

Special issue: Computational methods for financial engineering

International Journal of Financial Markets and Derivatives 2(1/2) 2011
  • Dynamic trade execution: a grammatical evolution approach
  • Bio-inspired intelligence for credit scoring
  • Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealing
  • Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems
  • Defensive online portfolio selection
  • New kernel methods for asset pricing: application to natural gas price prediction
  • Selecting pair-copulas with downside risk minimisation

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