Volume 45; Issue 1

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Computational Economics
Volume 45; Issue 1

Computational Economics

Volume 45; Issue 1

1

Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm

Santamaría-Bonfil, Guillermo, Frausto-Solís, Juan, Vázquez-Rodarte, Ignacio

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 602 KB

english, 2015

2

A Model of Stock Manipulation Ramping Tricks

Liu, Ke, Lai, Kin Keung, Yen, Jerome, Zhu, Qing

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 390 KB

english, 2015

3

Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries

Tiwari, Aviral Kumar, Bhanja, Niyati, Dar, Arif Billah, Olayeni, Olaolu Richard

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 2.11 MB

english, 2015

4

Efficient High-Order Numerical Methods for Pricing of Options

Hajipour, Mojtaba, Malek, Alaeddin

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 362 KB

english, 2015

5

Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates

Deng, Shangkun, Yoshiyama, Kazuki, Mitsubuchi, Takashi, Sakurai, Akito

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 1.43 MB

english, 2015

6

A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 311 KB

english, 2015

7

Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance

Yin, Libo, Han, Liyan

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 1.72 MB

english, 2015