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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"est"
~language:"ind"
~person:"Aghezzaf, El-Houssaine"
~person:"Chen, Jing"
~person:"Lambertini, Luca"
~person:"Liu, Ming"
~person:"Sarkis, Joseph"
~person:"Sawik, Tadeusz"
~subject:"Entwicklungsländer"
~subject:"Mathematische Optimierung"
~subject:"Supply chain"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Entwicklungsländer
Mathematische Optimierung
Supply chain
Theory
Hawkes process
3
Theorie
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
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Stochastischer Prozess
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Behavioural finance
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Business process management
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Financial series
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HQ
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Information criterion
1
Intraday simulation
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Investor sentiment
1
Jump detection
1
Model selection
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Modellierung
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News sentiment
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Point process
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Prozessmanagement
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Aghezzaf, El-Houssaine
Chen, Jing
Lambertini, Luca
Liu, Ming
Sarkis, Joseph
Sawik, Tadeusz
Lillo, Fabrizio
7
Escobar, Marcos
6
Sornette, Didier
5
Bormetti, Giacomo
4
Bouchaud, Jean-Philippe
4
Stübinger, Johannes
4
Abergel, Frédéric
3
Creamer Guillén, Germán
3
Jarrow, Robert A.
3
Kim, Woo Chang
3
Lee, Yongjae
3
Li, Yuying
3
Liu, Li
3
Pun, Chi Seng
3
Arrow, Kenneth Joseph
2
Badescu, Alexandru
2
Bee, Marco
2
Bianchi, Michele Leonardo
2
Birge, John R.
2
Chen, Qian
2
Chen, Yi-Chi
2
Cheng, Yuyang
2
Consigli, Giorgio
2
Cont, Rama
2
Costa, Giorgio
2
Cui, Zhenyu
2
Dempster, Michael A. H.
2
Ding, Rui
2
Doldi, A.
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Fukasawa, Masaaki
2
Garcin, Matthieu
2
Gerlach, Richard
2
Gu, Jia-Wen
2
Hambuckers, J.
2
Hawkes, Alan
2
Hwang, Ruey-Ching
2
Härdle, Wolfgang
2
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Quantitative finance
International journal of production research
87
International journal of production economics
41
European journal of operational research : EJOR
24
Transportation research / E : an international journal
22
Omega : the international journal of management science
19
Economics letters
12
Computers & operations research : and their applications to problems of world concern ; an international journal
8
IEEE transactions on engineering management : EM
5
Keio economic studies
5
Regional science & urban economics
5
Research in economics : an international review of economics
5
Supply chain management : an international journal
5
The European journal of finance
5
Journal of combinatorial optimization
4
Journal of economics
4
Journal of the Operational Research Society
4
Operations research letters
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Australian economic papers
3
Bulletin of economic research
3
Business strategy and the environment
3
Energy economics
3
International game theory review
3
International journal of industrial organization
3
Journal of economic theory
3
Oxford economic papers
3
Papers in regional science : the journal of the Regional Science Association International
3
Recherches économiques de Louvain
3
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
3
Annals of public and cooperative economics
2
Computers & operations research : an international journal
2
Corporate social responsibility and environmental management
2
Economic modelling
2
Economics of innovation and new technology
2
Environmental and resource economics
2
International journal of business performance and supply chain modelling : IJBPSCM
2
International journal of economic theory
2
International journal of logistics systems and management
2
International transactions in operational research : a journal of the International Federation of Operational Research Societies
2
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ECONIS (ZBW)
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1
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Yang, Steve Y.
;
Liu, Anqi
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 295-310
Persistent link: https://www.econbiz.de/10011906342
Saved in:
2
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing
;
Hawkes, A. G.
;
Scalas, E.
;
Trinh, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
Saved in:
3
A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
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