Works matching IS 09277099 AND DT 2022 AND VI 60 AND IP 3

Results: 15

An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1175, doi. 10.1007/s10614-021-10220-8

By:

Dong, Linjia;
Yang, Zhaojun

Publication type:

Article

Undirected and Directed Network Analysis of the Chinese Stock Market.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1155, doi. 10.1007/s10614-021-10183-w

By:

Li, Binghui;
Yang, Yuehan

Publication type:

Article

Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1135, doi. 10.1007/s10614-021-10181-y

By:

Frerick, Leonhard;
Müller-Fürstenberger, Georg;
Schmidt, Martin;
Späth, Max

Publication type:

Article

Optimal Pricing of Climate Risk.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1101, doi. 10.1007/s10614-021-10179-6

By:

Coleman, Thomas F.;
Dumont, Nicole S.;
Li, Wanqi;
Liu, Wenbin;
Rubtsov, Alexey

Publication type:

Article

A Pricing Method in a Constrained Market with Differential Informational Frameworks.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1055, doi. 10.1007/s10614-021-10178-7

By:

Peñaloza, Ivan;
Padilla, Pablo

Publication type:

Article

A Nash Equilibrium for Differential Games with Moving-Horizon Strategies.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1041, doi. 10.1007/s10614-021-10177-8

By:

Saltari, Enrico;
Semmler, Willi;
Di Bartolomeo, Giovanni

Publication type:

Article

Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 991, doi. 10.1007/s10614-021-10176-9

By:

Kumar, Gourav;
Singh, Uday Pratap;
Jain, Sanjeev

Publication type:

Article

Indicator Selection of Index Construction by Adaptive Lasso with a Generic ε-Insensitive Loss.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 971, doi. 10.1007/s10614-021-10175-w

By:

Ye, Yafen;
Chi, Renyong;
Shao, Yuan-Hai;
Li, Chun-Na;
Hua, Xiangyu

Publication type:

Article

Feature Screening in High Dimensional Regression with Endogenous Covariates.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 949, doi. 10.1007/s10614-021-10174-x

By:

Hu, Qinqin;
Lin, Lu

Publication type:

Article

Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 1, doi. 10.1007/s10614-021-10173-y

By:

Waga, Mateus;
Valladão, Davi;
Street, Alexandre;
Silva, Thuener

Publication type:

Article

Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 901, doi. 10.1007/s10614-021-10171-0

By:

Zhang, Zongxin;
Chen, Ying

Publication type:

Article

Euro Area Deflationary Pressure Index.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 883, doi. 10.1007/s10614-021-10170-1

By:

Brugnolini, Luca;
Ragusa, Giuseppe

Publication type:

Article

Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 861, doi. 10.1007/s10614-021-10169-8

By:

Zhan, Baoqiang;
Zhang, Shu;
Du, Helen S.;
Yang, Xiaoguang

Publication type:

Article

Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 833, doi. 10.1007/s10614-021-10167-w

By:

Kouaissah, Noureddine;
Ortobelli Lozza, Sergio;
Jebabli, Ikram

Publication type:

Article

A Valid and Efficient Trinomial Tree for General Local-Volatility Models.

Published in:

Computational Economics, 2022, v. 60, n. 3, p. 817, doi. 10.1007/s10614-021-10166-x

By:

Lok, U Hou;
Lyuu, Yuh-Dauh

Publication type:

Article