SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Computational Finance
0 references·10 citing·40 second hop
Computational Finance (2000)Computational FinanceAutomated investment management: Comparing the design and performance of international robo‐managers (2021)Automated investment manageme…Evolving trading strategies using directional changes (2016)Evolving trading strategies u…Betas Used by Professors: A Survey With 2,500 Answers (2016)Betas Used by Professors: A S…CAPM: An Absurd Model (2015)CAPM: An Absurd ModelQuantitative Spread Trading on Crude Oil and Refined Products Markets (2011)Quantitative Spread Trading o…On the Number of State Variables in Options Pricing (2010)On the Number of State Variab…Refinements to the Sharpe ratio: Comparing alternatives for bear markets (2006)Refinements to the Sharpe rat…Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 (2004)Wavelet multiresolution analy…PRICING S&P 500 INDEX OPTIONS UNDER STOCHASTIC VOLATILITY WITH THE INDIRECT INFERENCE METHOD (2004)PRICING S&P 500 INDEX OPTIONS…Decision Technologies for Computational Finance (1998)Decision Technologies for Com…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options on Assets with Stochastic Volatilities (1987)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Nonparametric American Option Pricing (2007)A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity (2025)Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)How to Rate Management of Investment Funds (2012)Dynamic Portfolio Strategy Using Clustering Approach (2017)APPLICATION OF MARKOWITZ PORTFOLIO OPTIMIZATION ON BULGARIAN STOCK MARKET FROM 2013 TO 2016 (2018)Asset allocation: new evidence through network approaches (2019)Using genetic algorithms to find technical trading rules (1999)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data (2015)Self-Evolving Trading Strategy Integrating Internet of Things and Big Data (2017)An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm (2019)Intelligent Algorithmic Trading Strategy Using Reinforcement Learning and Directional Change (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Corporate risk-taking, returns and the nature of major shareholders: Evidence from prospect theory (2017)Portfolio risk-return analysis: The case of the automotive industry in the Czech Republic (2017)Business process management and risk-adjusted performance in SMEs (2021)An equilibrium characterization of the term structure (1977)The Limits of Arbitrage (1995)A Test for Superior Predictive Ability (2005)Pairs trading with partial cointegration (2017)Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (2018)Testing the efficient market hypothesis in Latin American stock markets (2019)Fractional Brownian Motions, Fractional Noises and Applications (1968)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)The Sharpe Ratio (1994)Analysis of Financial Time Series (2010)Realizing Smiles: Options Pricing with Realized Volatility (2010)The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components (2014)Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg–Marquardt optimization algorithm (2022)Failure risk (2001)Derivatives Clearing, Default Risk, and Insurance (2012)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2004Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 199770 cited
  • 2011Quantitative Spread Trading on Crude Oil and Refined Products Markets63 cited
  • 2006Refinements to the Sharpe ratio: Comparing alternatives for bear markets62 cited
  • 2015CAPM: An Absurd Model61 cited
  • 2016Evolving trading strategies using directional changes54 cited
  • 2010On the Number of State Variables in Options Pricing39 cited
  • 1998Decision Technologies for Computational Finance37 cited
  • 2016Betas Used by Professors: A Survey With 2,500 Answers34 cited
  • 2004PRICING S&P 500 INDEX OPTIONS UNDER STOCHASTIC VOLATILITY WITH THE INDIRECT INFERENCE METHOD30 cited
  • 2021Automated investment management: Comparing the design and performance of international robo‐managers22 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work