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Neural networks and the financial markets : predicting, combining, and portfolio optimisation
Shadbolt, Jimmy (contributor); Taylor, John G. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001665786
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147
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Evolutionary computation in economics and finance : with 66 tables
Chen, Shu-Heng (contributor) - 2002
Persistent link: https://www.econbiz.de/10001656627
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Biologically inspired algorithms for financial modelling : with 39 tables
Brabazon, Anthony; O'Neill, Michael - 2006
Persistent link: https://www.econbiz.de/10003042089
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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Liquidity and financial intermediation
Dutta, Jayasri - 1993
Persistent link: https://www.econbiz.de/10000874284
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Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel (ed.) - 2008
Persistent link: https://www.econbiz.de/10008738705
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Estimation and portfolio optimization with expert opinions in discrete-time financial markets
Xu, Yihua - 2021
Persistent link: https://www.econbiz.de/10013281457
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Model uncertainty and expert opinions in continuous-time financial markets
Westphal, Dorothee - 2019
Persistent link: https://www.econbiz.de/10012172932
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Ökonomische Agency-Theorie und Kapitalmarktgleichgewicht
Neus, Werner - 1989
Persistent link: https://www.econbiz.de/10013340912