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Currency Hedging Strategies Using Dynamic Multivariate GARCH

Chang, Chia-Lin - 2012

This paper examines the effectiveness of using futures contracts as hedging instruments of: (1) alternative models of volatility for estimating conditional variances and covariances; (2) alternative currencies; and (3) alternative maturities of futures contracts. For this purpose, daily data of...

Persistent link: https://www.econbiz.de/10013113663

Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]

Brabazon, Anthony (ed.); O'Neill, Michael (contributor) - 2008

Persistent link: https://www.econbiz.de/10009490465

Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]

Brabazon, Anthony (ed.); O'Neill, Michael (contributor) - 2009

Persistent link: https://www.econbiz.de/10009502677

Portfolio optimization in the capital market bubble space, an application of meta-heuristic algorithms

Mohammadi, Iman; Khoshouei, Hamzeh Mohammadi; … - In: Managerial finance 49 (2023) 4, pp. 741-757

Persistent link: https://www.econbiz.de/10014252578

Do price limits hurt the market?

Yeh, Chia-hsuan; Yang, Chun-yi - In: Journal of economic interaction and coordination : JEIC 8 (2013) 1, pp. 125-153

Persistent link: https://www.econbiz.de/10009730902

New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming

Manahov, Viktor; Hudson, Robert; Linsley, Philip - In: Journal of international financial markets, … 33 (2014), pp. 299-316

Persistent link: https://www.econbiz.de/10011299824

Modelling and trading the English stock market with new forecasting techniques

Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57

The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...

Persistent link: https://www.econbiz.de/10011573208

Formulierung und Optimierung neuronaler Netze

Rast, Martin - 2004

Persistent link: https://www.econbiz.de/10002178813

Modeling intraday information in financial markets with the scatter search metaheuristic

Silva, Carlos Gomes da - In: International journal of financial engineering 2 (2015) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011333425

Estimating a dual value function as a meta-model of a detailed dynamic mathematical programming model

Seidel, Claudia; Britz, Wolfgang - In: Bio-based and applied economics 8 (2019) 1, pp. 75-99

Mathematical programming (MP) is a widespread approach to depict production and investment decisions of agents in agent-based models (ABM) related to agriculture. However, introducing dynamics and indivisibilities in MP models renders their solution computing time intensive. We present a...

Persistent link: https://www.econbiz.de/10012263789