Dynamic order submission and herding behavior in electronic trading

von Wing Lon Ng
Veröffentlicht in The journal of financial research (2010)

Modeling duration clusters with dynamic copulas

von Wing Lon Ng
Veröffentlicht in Finance research letters (2008)

Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems

von Kablan, Abdalla
Veröffentlicht in International journal of financial markets and derivatives (2011)

Minimizing Basel III capital requirements with unconditional coverage constraint

von Kleinknecht, Manuel
Veröffentlicht in Intelligent systems in accounting finance and management (-2015)

A simulation analysis of herding and unifractal scaling behaviour

von Phelps, Steve
Veröffentlicht in Intelligent systems in accounting finance and management (2014)

Intraday liquidity patterns in limit order books

von Malik, Azeem
Veröffentlicht in Studies in economics and finance (2014)

Detecting diurnal volume profile : an empirical analysis of market depth

von Malik, Azeem
Veröffentlicht in Banking and finance letters (2009)

Extreme spillover effects of volatility indices

von Yue Peng
Veröffentlicht in Journal of economic research (2012)

Analysing financial contagion and asymmetric market dependence with volatility indices via copulas

von Yue Peng
Veröffentlicht in Annals of finance (2012)

A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of AI trading algorithms

von Vella, Vince
Veröffentlicht in Intelligent systems in accounting finance and management (2015)

Enhancing credit default swap valuation with meshfree methods

von Guarin, Alexander
Veröffentlicht in European journal of operational research (2011)

Periodicities of foreign exchange markets and the directional change power law

von Giampaoli, Iacopo
Veröffentlicht in Intelligent systems in accounting finance and management (2013)

Analysis of ultra-high-frequency financial data using advanced Fourier transforms

von Giampaoli, Iacopo
Veröffentlicht in Finance research letters (2009)

The signalling properties of the shape of the credit default swap term structure

von Castellanos, Jenny
Veröffentlicht in Journal of risk (2015)

Recovering default risk from CDS spreads with a nonlinear filter

von Guarin, Alexander
Veröffentlicht in Journal of economic dynamics & control (2014)