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Vol. 2
Vol. 1

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
PagesTitle and authors
4-31Dynamic trade execution: a grammatical evolution approach
Wei Cui, Anthony Brabazon, Michael O'Neill
DOI: 10.1504/IJFMD.2011.038526

32-49Bio-inspired intelligence for credit scoring
Yorgos Goletsis, Themis P. Exarchos, Christos D. Katsis
DOI: 10.1504/IJFMD.2011.038527

50-67Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealing
Georgios Mamanis, Konstantinos P. Anagnostopoulos
DOI: 10.1504/IJFMD.2011.038528

68-87Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems
Abdalla Kablan, Wing Lon Ng
DOI: 10.1504/IJFMD.2011.038529

88-105Defensive online portfolio selection
Fabio Stella, Alfonso Ventura
DOI: 10.1504/IJFMD.2011.038530

106-120New kernel methods for asset pricing: application to natural gas price prediction
Yinan Hu, Theodore B. Trafalis
DOI: 10.1504/IJFMD.2011.038531

121-148Selecting pair-copulas with downside risk minimisation
Jin Zhang, Dietmar Maringer
DOI: 10.1504/IJFMD.2011.038532