Narrow search
Showing 1 - 10 of 17,237
Cover Image
An evolutionary algorithmic investigation of US corporate payout policy determination
Agapitos, Alexandros; Goyal, Abhinav; Muckley, Cal - In: Natural computing in computational finance : volume 4, (pp. 123-139). 2011
Persistent link: https://www.econbiz.de/10009423548
Cover Image
Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm
Alfaro-Cid, Eva; Baixouli-Soler, J. Samuel; … - In: International journal of risk assessment and management … 15 (2011) 5/6, pp. 453-477
Persistent link: https://www.econbiz.de/10009487198
Cover Image
Can investors benefit from using trading rules evolved by genetic programming? : a test of the adaptive efficiency of US stock markets with margin trading allowed
Miles, Stan; Smith, Barry J. - In: Computational methods in economic dynamics : [selected …, (pp. 77-108). 2011
Persistent link: https://www.econbiz.de/10009268731
Cover Image
Interday and intraday stock trading using probabilistic adaptive mapping developmental genetic programming and linear genetic programming
Wilson, Garnett; Banzhaf, Wolfgang - In: Natural computing in computational finance : volume 3 ; …, (pp. 191-212). 2010
Persistent link: https://www.econbiz.de/10009514537
Cover Image
DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith - 2008
Persistent link: https://www.econbiz.de/10003754163
Cover Image
Unit root properties of crude oil spot and futures prices
Maslyuk, Svetlana; Smyth, Russell - 2007
Persistent link: https://www.econbiz.de/10003644034
Cover Image
Heterogeneity within communities : a stochastic model with tenure choice
Ortalo-Magné, François; Rady, Sven - In: Journal of urban economics 64 (2008) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003744001
Cover Image
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817
Cover Image
Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - In: The review of financial studies 18 (2005) 4, pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847