The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...

The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...

The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...

Motivated by previous findings that discretization of financial time series can effectively filter the data and reduce the noise, this experimental study compares the trading performance of predictive models based on different modelling paradigms in a realistic setting. Different methods ranging...

Analysts in a bank's research department cover firms that have no relationship with the bank as well as companies in which the bank has a strategic interest. Officially, banks must establish Chinese Walls around their research departments to allow the analysts to work independently and to avoid...

When setting banks’ regulatory capital requirement based on their contribution to the overall risk of the banking system we have to consider that the risk of the banking system as well as each bank’s risk contribution changes once bank equity capital gets reallocated. We define...