Advances in Decision Sciences

Intelligent Computational Methods for Financial Engineering


Publishing date
01 Jun 2009
Status
Published
Submission deadline
01 Dec 2008


Intelligent Computational Methods for Financial Engineering

Articles

  • Special Issue
  • - Volume 2009
  • - Article ID 394731
  • - Editorial

Intelligent Computational Methods for Financial Engineering

Lean Yu | Shouyang Wang | K. K. Lai
  • Special Issue
  • - Volume 2009
  • - Article ID 179230
  • - Research Article

Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming

Wafa Abdelmalek | Sana Ben Hamida | Fathi Abid
  • Special Issue
  • - Volume 2009
  • - Article ID 897024
  • - Research Article

A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment

Chen-Tung Chen | Wei-Zhan Hung
  • Special Issue
  • - Volume 2009
  • - Article ID 817137
  • - Research Article

Fuzzy Real Options in Brownfield Redevelopment Evaluation

Qian Wang | Keith W. Hipel | D. Marc Kilgour
  • Special Issue
  • - Volume 2009
  • - Article ID 868215
  • - Research Article

Cumulative Gains Model Quality Metric

Thomas Brandenburger | Alfred Furth
  • Special Issue
  • - Volume 2009
  • - Article ID 238196
  • - Research Article

A Fuzzy Pay-Off Method for Real Option Valuation

Mikael Collan | Robert Fullér | József Mezei
  • Special Issue
  • - Volume 2009
  • - Article ID 125308
  • - Research Article

Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices

C. D. Tilakaratne | M. A. Mammadov | S. A. Morris
  • Special Issue
  • - Volume 2009
  • - Article ID 215163
  • - Research Article

Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model

Guoan Huang | Guohe Deng | Lihong Huang
  • Special Issue
  • - Volume 2009
  • - Article ID 594793
  • - Research Article

Discriminant Analysis of Zero Recovery for China's NPL

Yue Tang | Hao Chen | ... | Xiaoguang Yang
  • Special Issue
  • - Volume 2009
  • - Article ID 593986
  • - Research Article

Callable Russian Options and Their Optimal Boundaries

Atsuo Suzuki | Katsushige Sawaki