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Publication search results
found 16 matches
- 2021
- Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy:
Prediction of cryptocurrency returns using machine learning. Ann. Oper. Res. 297(1): 3-36 (2021) - Barbara Bedowska-Sójka:
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange. Ann. Oper. Res. 297(1): 37-51 (2021) - Jamel Boukhatem, Zied Ftiti, Jean-Michel Sahut:
Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis. Ann. Oper. Res. 297(1): 53-76 (2021) - Nidhaleddine Ben Cheikh, Oussama Ben Hmiden, Younes Ben Zaied, Sabri Boubaker:
Do sovereign credit ratings matter for corporate credit ratings? Ann. Oper. Res. 297(1): 77-114 (2021) - Imen Derouiche, Riadh Manita, Anke Muessig:
Risk disclosure and firm operational efficiency. Ann. Oper. Res. 297(1): 115-145 (2021) - M'hamed Gaïgi, Stéphane Goutte, Idris Kharroubi, Thomas Lim:
Optimal risk management problem of natural resources: application to oil drilling. Ann. Oper. Res. 297(1): 147-166 (2021) - Nikola Gradojevic:
Brexit and foreign exchange market expectations: Could it have been predicted? Ann. Oper. Res. 297(1): 167-189 (2021) - Robert Hudson, Andrew Urquhart:
Technical trading and cryptocurrencies. Ann. Oper. Res. 297(1): 191-220 (2021) - Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, Michael Scholz:
Forecasting benchmarks of long-term stock returns via machine learning. Ann. Oper. Res. 297(1): 221-240 (2021) - Anh Tu Le, Thai-Ha Le, Wai-Man Liu, Kingsley Y. Fong:
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model. Ann. Oper. Res. 297(1): 241-275 (2021) - Brian Lucey, Maurice Peat, Aleksandar Sevic, Samuel A. Vigne:
What is the optimal weight for gold in a portfolio? Ann. Oper. Res. 297(1): 277-291 (2021) - Duc Khuong Nguyen, Hans-Jörg von Mettenheim, Charalampos Stasinakis:
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance. Ann. Oper. Res. 297(1): 1-2 (2021) - Georgios Sermpinis, Andreas S. Karathanasopoulos, Rafael Rosillo, David de la Fuente:
Neural networks in financial trading. Ann. Oper. Res. 297(1): 293-308 (2021) - Nikolas Stege, Christoph Wegener, Tobias Basse, Frederik Kunze:
Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. Ann. Oper. Res. 297(1): 309-321 (2021) - Xuan Vinh Vo, Thi Tuan Anh Tran:
Higher-order comoments and asset returns: evidence from emerging equity markets. Ann. Oper. Res. 297(1): 323-340 (2021) - Yinping You, Xiaohu Li, Rui Fang:
On coverage limits and deductibles for SAI loss severities. Ann. Oper. Res. 297(1): 341-357 (2021)
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