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@article{DBLP:journals/anor/AkyildirimGS21,
  author       = {Erdinc Akyildirim and
                  Ahmet G{\"{o}}nc{\"{u}} and
                  Ahmet Sensoy},
  title        = {Prediction of cryptocurrency returns using machine learning},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {3--36},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03575-y},
  doi          = {10.1007/S10479-020-03575-Y},
  timestamp    = {Mon, 05 Feb 2024 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/AkyildirimGS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Bedowska-Sojka21,
  author       = {Barbara Bedowska{-}S{\'{o}}jka},
  title        = {Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {37--51},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03849-5},
  doi          = {10.1007/S10479-020-03849-5},
  timestamp    = {Tue, 26 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/Bedowska-Sojka21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BoukhatemFS21,
  author       = {Jamel Boukhatem and
                  Zied Ftiti and
                  Jean{-}Michel Sahut},
  title        = {Bond market and macroeconomic stability in East Asia: a nonlinear
                  causality analysis},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {53--76},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03519-6},
  doi          = {10.1007/S10479-020-03519-6},
  timestamp    = {Tue, 26 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/BoukhatemFS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CheikhHZB21,
  author       = {Nidhaleddine Ben Cheikh and
                  Oussama Ben Hmiden and
                  Younes Ben Zaied and
                  Sabri Boubaker},
  title        = {Do sovereign credit ratings matter for corporate credit ratings?},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {77--114},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03590-z},
  doi          = {10.1007/S10479-020-03590-Z},
  timestamp    = {Thu, 23 Jun 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CheikhHZB21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DerouicheMM21,
  author       = {Imen Derouiche and
                  Riadh Manita and
                  Anke Muessig},
  title        = {Risk disclosure and firm operational efficiency},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {115--145},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03520-z},
  doi          = {10.1007/S10479-020-03520-Z},
  timestamp    = {Mon, 25 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/DerouicheMM21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GaigiGKL21,
  author       = {M'hamed Ga{\"{\i}}gi and
                  St{\'{e}}phane Goutte and
                  Idris Kharroubi and
                  Thomas Lim},
  title        = {Optimal risk management problem of natural resources: application
                  to oil drilling},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {147--166},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03303-1},
  doi          = {10.1007/S10479-019-03303-1},
  timestamp    = {Thu, 23 Jun 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GaigiGKL21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Gradojevic21,
  author       = {Nikola Gradojevic},
  title        = {Brexit and foreign exchange market expectations: Could it have been
                  predicted?},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {167--189},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03582-z},
  doi          = {10.1007/S10479-020-03582-Z},
  timestamp    = {Tue, 26 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/Gradojevic21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HudsonU21,
  author       = {Robert Hudson and
                  Andrew Urquhart},
  title        = {Technical trading and cryptocurrencies},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {191--220},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03357-1},
  doi          = {10.1007/S10479-019-03357-1},
  timestamp    = {Fri, 14 May 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/HudsonU21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KyriakouMNS21,
  author       = {Ioannis Kyriakou and
                  Parastoo Mousavi and
                  Jens Perch Nielsen and
                  Michael Scholz},
  title        = {Forecasting benchmarks of long-term stock returns via machine learning},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {221--240},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03338-4},
  doi          = {10.1007/S10479-019-03338-4},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/KyriakouMNS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LeLLF21,
  author       = {Anh Tu Le and
                  Thai{-}Ha Le and
                  Wai{-}Man Liu and
                  Kingsley Y. Fong},
  title        = {Dynamic limit order placement strategies: survival analysis with a
                  multiple-spell duration model},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {241--275},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03384-y},
  doi          = {10.1007/S10479-019-03384-Y},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LeLLF21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LuceyPSV21,
  author       = {Brian Lucey and
                  Maurice Peat and
                  Aleksandar Sevic and
                  Samuel A. Vigne},
  title        = {What is the optimal weight for gold in a portfolio?},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {277--291},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03496-5},
  doi          = {10.1007/S10479-019-03496-5},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LuceyPSV21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/NguyenMS21,
  author       = {Duc Khuong Nguyen and
                  Hans{-}J{\"{o}}rg von Mettenheim and
                  Charalampos Stasinakis},
  title        = {Preface: neural networks, nonlinear dynamics, and risk management
                  in banking and finance},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {1--2},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03893-1},
  doi          = {10.1007/S10479-020-03893-1},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/NguyenMS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SermpinisKRF21,
  author       = {Georgios Sermpinis and
                  Andreas S. Karathanasopoulos and
                  Rafael Rosillo and
                  David de la Fuente},
  title        = {Neural networks in financial trading},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {293--308},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-019-03144-y},
  doi          = {10.1007/S10479-019-03144-Y},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/SermpinisKRF21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/StegeWBK21,
  author       = {Nikolas Stege and
                  Christoph Wegener and
                  Tobias Basse and
                  Frederik Kunze},
  title        = {Mapping swap rate projections on bond yields considering cointegration:
                  an example for the use of neural networks in stress testing exercises},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {309--321},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03762-x},
  doi          = {10.1007/S10479-020-03762-X},
  timestamp    = {Tue, 26 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/StegeWBK21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/VoT21,
  author       = {Xuan Vinh Vo and
                  Thi Tuan Anh Tran},
  title        = {Higher-order comoments and asset returns: evidence from emerging equity
                  markets},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {323--340},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03549-0},
  doi          = {10.1007/S10479-020-03549-0},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/VoT21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/YouLF21,
  author       = {Yinping You and
                  Xiaohu Li and
                  Rui Fang},
  title        = {On coverage limits and deductibles for {SAI} loss severities},
  journal      = {Ann. Oper. Res.},
  volume       = {297},
  number       = {1},
  pages        = {341--357},
  year         = {2021},
  url          = {https://doi.org/10.1007/s10479-020-03770-x},
  doi          = {10.1007/S10479-020-03770-X},
  timestamp    = {Mon, 25 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/YouLF21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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