Volume 1; Issue 4

Quantitative Finance

Volume 1; Issue 4
1

A real-time adaptive trading system using genetic programming

dempster, M.A.H., Jones, C.M.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 233 KB
english, 2001
2

Infectious defaults

Davis, M., Lo, V.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 268 KB
english, 2001
3

Scaling in financial prices: III. Cartoon Brownian motions in multifractal time

Mandelbrot, B.B.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 237 KB
english, 2001
4

Triangular arbitrage in the spot and forward foreign exchange markets

Moosa, I.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 316 KB
english, 2001
5

Significance of log-periodic precursors to financial crashes

Sornette, D., Johansen, A.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 539 KB
english, 2001