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Stock market prediction using evolutionary support vector machines : an application to the ASE20 index
Karathanasopoulos, Andreas; Theofilatos, Konstantinos; … - In: The European journal of finance 22 (2016) 10/12, pp. 1145-1163
Persistent link: https://www.econbiz.de/10011715329
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Genetic algorithms for parameter estimation in modelling of index returns
Franco, Manuel; Vivo, Juana-María - In: The European journal of finance 24 (2018) 13, pp. 1088-1099
Persistent link: https://www.econbiz.de/10012258872
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Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
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Hedging effectiveness under conditions of asymmetry
Cotter, John; Hanly, Jim - In: The European journal of finance 18 (2012) 1/2, pp. 135-147
Persistent link: https://www.econbiz.de/10009565247
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Pension plan solvency and extreme market movements : a regime switching approach
Abourashchi, Niloufar; Clacher, Iain; Freeman, Mark C.; … - In: The European journal of finance 22 (2016) 13/15, pp. 1292-1319
Persistent link: https://www.econbiz.de/10011715427
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On the statistics of scaling exponents and the multiscaling value at risk
Brandi, Giuseppe; Di Matteo, Tiziana - In: The European journal of finance 28 (2022) 13/15, pp. 1361-1382
Persistent link: https://www.econbiz.de/10013532216
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Residual value risk in the leasing industry : a European case
Pirotte, Hugues; Vaessen, Céline - In: The European journal of finance 14 (2008) 1/2, pp. 157-177
Persistent link: https://www.econbiz.de/10003744741
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From Markowitz to modern risk management
Alexander, Gordon J. - In: The European journal of finance 15 (2009) 5/6, pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
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Extreme risk and value-at-risk in the German stock market
Tolikas, Konstantinos; Koulakiotis, Athanasios; Brown, … - In: The European journal of finance 13 (2007) 3/4, pp. 373-395
Persistent link: https://www.econbiz.de/10003550400
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Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
Landsman, Z.; Makov, U. - In: The European journal of finance 17 (2011) 3/4, pp. 307-320
Persistent link: https://www.econbiz.de/10009155400