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Publication search results
found 55 matches
- 2022
- Ilyes Abid, Rim Ayadi, Khaled Guesmi, Farid Mkaouar:
A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction. Ann. Oper. Res. 313(2): 605-623 (2022) - Alexandre Adam, Hamza Cherrat, Mohamed Houkari, Jean Paul Laurent, Jean-Luc Prigent:
On the risk management of demand deposits: quadratic hedging of interest rate margins. Ann. Oper. Res. 313(2): 1319-1355 (2022) - Hakim Akeb, Aldo Lévy, Mohamed Rdali:
A quantitative method for opinion ratings and analysis: an event study. Ann. Oper. Res. 313(2): 625-638 (2022) - Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy:
Forecasting high-frequency stock returns: a comparison of alternative methods. Ann. Oper. Res. 313(2): 639-690 (2022) - Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy:
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Ann. Oper. Res. 313(2): 1357-1371 (2022) - Charles-Olivier Amédée-Manesme, Fabrice Barthélémy:
Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. Ann. Oper. Res. 313(2): 691-712 (2022) - Hachmi Ben Ameur, Zied Ftiti, Fredj Jawadi, Waël Louhichi:
Measuring extreme risk dependence between the oil and gas markets. Ann. Oper. Res. 313(2): 755-772 (2022) - Hachmi Ben Ameur, Zied Ftiti, Waël Louhichi:
Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework. Ann. Oper. Res. 313(1): 171-189 (2022) - Hachmi Ben Ameur, Waël Louhichi:
The Brexit impact on European market co-movements. Ann. Oper. Res. 313(2): 1387-1403 (2022) - Jorge Junio Moreira Antunes, Rangan Gupta, Zinnia Mukherjee, Peter Fernandes Wanke:
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS). Ann. Oper. Res. 313(1): 289-318 (2022) - Jorge Junio Moreira Antunes, Luis Alberiko Gil-Alana, Rossana Riccardi, Yong Tan, Peter Fernandes Wanke:
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach. Ann. Oper. Res. 313(1): 191-229 (2022) - Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent:
Risk management decisions and value under uncertainty. Ann. Oper. Res. 313(2): 603-604 (2022) - Abhishek Behl, P. S. Raghu Kumari, Harnesh Makhija, Dipasha Sharma:
Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector. Ann. Oper. Res. 313(1): 231-256 (2022) - Mondher Bellalah, Xu Guo, Shuo Wu, Detao Zhang:
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints. Ann. Oper. Res. 313(2): 713-732 (2022) - Mondher Bellalah, Akeb Hakim, Kehan Si, Detao Zhang:
Long term optimal investment with regime switching: inflation, information and short sales. Ann. Oper. Res. 313(2): 1373-1386 (2022) - Fabio Bellini, Edit Rroji, Carlo Sala:
Implicit quantiles and expectiles. Ann. Oper. Res. 313(2): 733-753 (2022) - Philippe Bernard, Najat El Mekkaoui De Freitas, Bertrand B. Maillet:
A financial fraud detection indicator for investors: an IDeA. Ann. Oper. Res. 313(2): 809-832 (2022) - Monica Billio, Bertrand Maillet, Loriana Pelizzon:
A meta-measure of performance related to both investors and investments characteristics. Ann. Oper. Res. 313(2): 1405-1447 (2022) - Sabri Boubaker, Zhenya Liu, Yaosong Zhan:
Risk management for crude oil futures: an optimal stopping-timing approach. Ann. Oper. Res. 313(1): 9-27 (2022) - Sabri Boubaker, Riadh Manita, Salma Mefteh-Wali:
Foreign currency hedging and firm productive efficiency. Ann. Oper. Res. 313(2): 833-854 (2022) - Faten Ben Bouheni, Hassan Obeid, Elena Margarint:
Nonperforming loan of European Islamic banks over the economic cycle. Ann. Oper. Res. 313(2): 773-808 (2022) - Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao:
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Ann. Oper. Res. 313(1): 29-46 (2022) - Peng Chen, Andrew Vivian, Cheng Ye:
Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine. Ann. Oper. Res. 313(1): 559-601 (2022) - Jiandong Chen, Chong Xu, Yinyin Wu, Zihao Li, Malin Song:
Drivers and trajectories of China's renewable energy consumption. Ann. Oper. Res. 313(1): 441-459 (2022) - Ephraim Clark, Zhuo Qiao:
Stock exchange efficiency and convergence: international evidence. Ann. Oper. Res. 313(2): 855-875 (2022) - Gregor Dorfleitner:
On the use of the terminal-value approach in risk-value models. Ann. Oper. Res. 313(2): 877-897 (2022) - Eymen Errais:
Pricing insurance premia: a top down approach. Ann. Oper. Res. 313(2): 899-914 (2022) - Zied Ftiti, Kais Tissaoui, Sahbi Boubaker:
On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach. Ann. Oper. Res. 313(2): 915-943 (2022) - Rémy Garnier:
Concurrent neural network: a model of competition between times series. Ann. Oper. Res. 313(2): 945-964 (2022) - Paolo Giudici, Gloria Polinesi, Alessandro Spelta:
Network models to improve robot advisory portfolios. Ann. Oper. Res. 313(2): 965-989 (2022)
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