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Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Zhang, Xi-li; Zhang, Wei-guo; Xu, Wei-jun; Xiao, Wei-lin - In: Computational economics 36 (2010) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10008903155
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Observing cascade behavior depending on the network topology and transaction costs
Kim, Joohyun; Kwon, Ohsung; Lee, Duk Hee - In: Computational economics 53 (2019) 1, pp. 207-225
Persistent link: https://www.econbiz.de/10012134631
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Trade costs and endogenous nontradability in a model with sectoral and firm-level heterogeneity
Atolia, Manoj - In: Computational economics 53 (2019) 2, pp. 709-742
Persistent link: https://www.econbiz.de/10012134856
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A finite difference scheme for pairs trading with transaction costs
Li, Zequn; Tourin, Agnès - In: Computational economics 60 (2022) 2, pp. 601-632
Persistent link: https://www.econbiz.de/10013380794
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Weak aggregating specialist algorithm for online portfolio selection
He, Jin’an; Yin, Shicheng; Peng, Fangping - In: Computational economics 63 (2024) 6, pp. 2405-2434
Persistent link: https://www.econbiz.de/10014636749
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A new boosting algorithm for online portfolio selection based on dynamic time warping and anti‑correlation
He, Hongliu; Li, Hua - In: Computational economics 63 (2024) 5, pp. 1777-1803
Persistent link: https://www.econbiz.de/10014549254
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An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.; Camcı, A. - In: Computational economics 39 (2012) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
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Numerically pricing nonlinear time-fractional Black-Scholes equation with time-dependent parameters under transaction costs
Rezaei, M.; Yazdanian, A. R.; Ashrafi, A.; Mahmoudi, S. M. - In: Computational economics 60 (2022) 1, pp. 243-280
Persistent link: https://www.econbiz.de/10013262670
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Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier; Espínola, Rosa; Maté, Carlos - In: Computational economics 37 (2011) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
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Equilibrium information acquisition, prediction abilities and asset prices
Guo, Wen-chung; Guu, Sy-Ming; Chang, Ting-yun - In: Computational economics 37 (2011) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10008902940