Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 423, doi. 10.1007/s10614-022-10347-2
- By:
- Publication type:
- Article
Works matching IS 09277099 AND DT 2024 AND VI 63 AND IP 1
Results: 16
1
2
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 391, doi. 10.1007/s10614-022-10345-4
- By:
- Publication type:
- Article
3
Uncertainty Optimization Based Feature Selection Model for Stock Marketing.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 357, doi. 10.1007/s10614-022-10344-5
- By:
- Publication type:
- Article
4
On the Dynamics of Relative Prices and the Relationship with Inflation: An Empirical Approach.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 339, doi. 10.1007/s10614-022-10342-7
- By:
- Publication type:
- Article
5
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 305, doi. 10.1007/s10614-022-10341-8
- By:
- Publication type:
- Article
6
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 271, doi. 10.1007/s10614-022-10340-9
- By:
- Publication type:
- Article
7
Method of Lines for Valuation and Sensitivities of Bermudan Options.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 245, doi. 10.1007/s10614-022-10339-2
- By:
- Publication type:
- Article
8
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 221, doi. 10.1007/s10614-022-10338-3
- By:
- Publication type:
- Article
9
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 193, doi. 10.1007/s10614-022-10337-4
- By:
- Publication type:
- Article
10
Convertible Bond Arbitrage Smart Beta.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 159, doi. 10.1007/s10614-022-10335-6
- By:
- Publication type:
- Article
11
Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 129, doi. 10.1007/s10614-022-10334-7
- By:
- Publication type:
- Article
12
Directed association network analysis on the Standard and Poor's 500 Index.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 111, doi. 10.1007/s10614-022-10331-w
- By:
- Publication type:
- Article
13
Comparison of Value at Risk (VaR) Multivariate Forecast Models.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 75, doi. 10.1007/s10614-022-10330-x
- By:
- Publication type:
- Article
14
Modeling the Paths of China's Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 47, doi. 10.1007/s10614-022-10329-4
- By:
- Publication type:
- Article
15
On ESG Portfolio Construction: A Multi-Objective Optimization Approach.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 21, doi. 10.1007/s10614-022-10327-6
- By:
- Publication type:
- Article
16
Detecting Collusive Shill Bidding in Commercial Online Auctions.
- Published in:
- Computational Economics, 2024, v. 63, n. 1, p. 1, doi. 10.1007/s10614-022-10326-7
- By:
- Publication type:
- Article