International Journal of Financial Markets and Derivatives
2011 Vol.2 No.1/2
Special Issue on Computational Methods For Financial Engineering
Guest Editors: Dr. Nikolaos S. Thomaidis and Dr. Christos Floros
Editorial |
Pages | Title and author(s) |
4-31 | Dynamic trade execution: a grammatical evolution approachWei Cui, Anthony Brabazon, Michael O'Neill DOI: 10.1504/IJFMD.2011.038526 |
32-49 | Bio-inspired intelligence for credit scoringYorgos Goletsis, Themis P. Exarchos, Christos D. Katsis DOI: 10.1504/IJFMD.2011.038527 |
50-67 | Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealingGeorgios Mamanis, Konstantinos P. Anagnostopoulos DOI: 10.1504/IJFMD.2011.038528 |
68-87 | Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systemsAbdalla Kablan, Wing Lon Ng DOI: 10.1504/IJFMD.2011.038529 |
88-105 | Defensive online portfolio selectionFabio Stella, Alfonso Ventura DOI: 10.1504/IJFMD.2011.038530 |
106-120 | New kernel methods for asset pricing: application to natural gas price predictionYinan Hu, Theodore B. Trafalis DOI: 10.1504/IJFMD.2011.038531 |
121-148 | Selecting pair-copulas with downside risk minimisationJin Zhang, Dietmar Maringer DOI: 10.1504/IJFMD.2011.038532 |