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Heterogeneous beliefs, regret, and uncertainty : the role of speculation in energy price dynamics
Joëts, Marc - In: European journal of operational research : EJOR 247 (2015) 1, pp. 204-215
Persistent link: https://www.econbiz.de/10011347105
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Nonlinear manifold learning for early warnings in financial markets
Huang, Yan; Kou, Gang; Peng, Yi - In: European journal of operational research : EJOR 258 (2017) 2, pp. 692-702
Persistent link: https://www.econbiz.de/10011644452
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Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
Bekiros, Stelios D. - In: European journal of operational research : EJOR 202 (2010) 1, pp. 285-293
Persistent link: https://www.econbiz.de/10003960120
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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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Input/output selection in DEA under expert information, with application to financial markets
Edirisinghe, Nalin C. P.; Zhang, Xin - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1669-1678
Persistent link: https://www.econbiz.de/10008702073
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il; Kim, Woo Chang; Mulvey, John M. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
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A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción; Galeano, Pedro; Ghosh, Pulak - In: European journal of operational research : EJOR 232 (2014) 2, pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
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No-arbitrage bounds for financial scenarios
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: European journal of operational research : EJOR 236 (2014) 2, pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
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A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 296 (2022) 1, pp. 353-367
Persistent link: https://www.econbiz.de/10012820174