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Natural computing in computional finance (Volume 4) : introduction

Brabazon, Anthony; O'Neill, Michael; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 4, (pp. 1-8). 2011

Persistent link: https://www.econbiz.de/10009423554

Regime-switching recurrent reinforcement learning for investment decision making

Maringer, Dietmar G.; Ramtohul, Tikesh - In: Computational Management Science : CMS 9 (2012) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10009426595

Selecting pair-copulas with downside risk minimisation

Zhang, Jin; Maringer, Dietmar G. - In: International journal of financial markets and derivatives 2 (2011) 1/2, pp. 121-148

Persistent link: https://www.econbiz.de/10008933486

Autonomously interacting banks

Lengwiler, Yvan; Maringer, Dietmar G. - 2011

The great financial turmoil that started 2007 has brought bank regulation back into the political debate. There is talk about imposing new regulations on banks and other financial intermediaries. Yet, we are not convinced that it is completely understood how the existing regulation affects...

Persistent link: https://www.econbiz.de/10009305791

Detecting time-variation in corporate bond index returns : a smooth transition regression model

Chen, XiaoHua; Maringer, Dietmar G. - In: Journal of banking & finance 35 (2011) 1, pp. 95-103

Persistent link: https://www.econbiz.de/10009244436

Smooth transition autoregressive models : new approaches to the model selection problem

Maringer, Dietmar G.; Meyer, Mark - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10009513637

Evolutionary money management

Saks, Philip; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 3 ; …, (pp. 169-190). 2010

Persistent link: https://www.econbiz.de/10009514538

Index mutual fund replication

Zhang, Jin; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 3 ; …, (pp. 109-130). 2010

Persistent link: https://www.econbiz.de/10009514541

Statistical arbitrage with genetic programming

Saks, Philip; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 2 ; …, (pp. 9-29). 2009

Persistent link: https://www.econbiz.de/10009515161

Constrained index tracking under loss aversion using differential evolution

Maringer, Dietmar G. - In: Natural computing in computational finance ; [the …, (pp. 7-24). 2008

Persistent link: https://www.econbiz.de/10009515177

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