1000-6788
2009 Issue 12
Kernel principal component clustering methodology for stock categorization
yu le an ; wang shou yang
yu le an ; wang shou yang
..............page:1-8
Online auction final price forecasting model based on Bagging and decision tree
liu yang ; feng yu qiang ; shao zhen
liu yang ; feng yu qiang ; shao zhen
..............page:134-140
Rationality, bounded rationality, noise and asset prices
zhang yong jie ; zhang wei ; jin zuo
zhang yong jie ; zhang wei ; jin zuo
..............page:111-117
Personal credit risk measurement: Bilateral antibody artificial immune probability model
yang yu ; shi xiu hong
yang yu ; shi xiu hong
..............page:88-93
Optimal model of strip-and-roll hedge based on the min-variance
chi guo tai ; yang zhong yuan
chi guo tai ; yang zhong yuan
..............page:163-174
Online risk-reward model for time-cost tradeoff in project management
ni guan qun ; xu yin feng ; xu xiao zuo
ni guan qun ; xu yin feng ; xu xiao zuo
..............page:141-146
Loan rate pricing of SME financing based on agent-based computational finance approach
xiong xiong ; guo cui ; zhang wei ; zhang yong jie
xiong xiong ; guo cui ; zhang wei ; zhang yong jie
..............page:9-14
Impact of heterogeneity investors on the pricing of credit derivatives
gong pu ; gao yuan
gong pu ; gao yuan
..............page:31-37
RMB exchange rate forecasting in the context of the financial crisis
sun bai ; xie chi
sun bai ; xie chi
..............page:53-64
DEA efficiency analysis of Chinese bank companies
song zeng ji ; zhang zong yi ; yuan mao
song zeng ji ; zhang zong yi ; yuan mao
..............page:105-110
Similarity analysis on China\'s and Japan\'s security price series
cui zuo ; zhao xiu juan ; song yin qiu
cui zuo ; zhao xiu juan ; song yin qiu
..............page:125-133
Recovery discrimination for nonperforming loan: A support vector machine method with variable selection
chen hao ; ma yu chao ; chen mu zi ; tang yue ; wang bo ; chen min ; yang xiao guang
chen hao ; ma yu chao ; chen mu zi ; tang yue ; wang bo ; chen min ; yang xiao guang
..............page:23-30
Research on pricing of the mortgage-backed security
dong ji chang ; liu ji xue ; wang cheng hao ; yuan hong ; wang zuo
dong ji chang ; liu ji xue ; wang cheng hao ; yuan hong ; wang zuo
..............page:46-52
Numerical study on the two-phase behavior of financial markets
liu xing hua ; liang xiao zuo ; yang hai bo
liu xing hua ; liang xiao zuo ; yang hai bo
..............page:147-153
Relations among volume, open interest and volatility in fuel oil futures market
dai zuo ; zhou de qun
dai zuo ; zhou de qun
..............page:154-162
C5.0 classification algorithm and its application on individual credit score for banks
pang su lin ; gong ji zuo
pang su lin ; gong ji zuo
..............page:94-104
Investment under uncertainty: A real option model with jump processes
yang hai sheng ; chen shao ling
yang hai sheng ; chen shao ling
..............page:175-185
Abnormal fluctuation and the volatility term structure of the forward exchange rate
li xiao ping ; feng zuo ; wu chong feng
li xiao ping ; feng zuo ; wu chong feng
..............page:15-22
Cooperative research of mechanism modeling and data mining for fixed-income decision support systems
zhou fu zhi
zhou fu zhi
..............page:38-45
Nonlinear VaR model of FX options portfolio under multivariate mixture of normal distributions
chen rong da ; yu le an
chen rong da ; yu le an
..............page:65-72
Risk aggregation in ERM system
gao zhi qiang ; zhang meng lin
gao zhi qiang ; zhang meng lin
..............page:73-79
Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process
liu jian ; wen feng hua ; ma chao qun
liu jian ; wen feng hua ; ma chao qun
..............page:118-124
..............page:193
..............page:封4
Risk evaluation and prediction of indexing: Based, on an empirical study of Chinese index funds
zhao yong ; ba shu song
zhao yong ; ba shu song
..............page:80-87