Computational Finance and its Applications II
Paper Listing
| Community E-kiosk Portal Technology
On Wall Street
Author(s): J. Lawler & D. Anderson Pages: 10 Price: Free (open access) Size: 659 kb Copyright: WIT Press DOI: 10.2495/CF060011 | Open Access  Details |
| Management Of The Productivity Of Information
And Communications Technology (ICT) In The
Financial Services Industry
Author(s): J. W. Gabberty Pages: 8 Price: Free (open access) Size: 425 kb Copyright: WIT Press DOI: 10.2495/CF060021 | Open Access Details |
| Collaborative Support For On-line Banking
Solutions In The Financial Services Industry
Author(s): H. Krassnigg & U. Paier Pages: 12 Price: Free (open access) Size: 1,095 kb Copyright: WIT Press DOI: 10.2495/CF060031 | Open Access Details |
| Time Value Of The Internet Banking Adoption
And Customer Trust
Author(s): Y. T. Chang Pages: 10 Price: Free (open access) Size: 461 kb Copyright: WIT Press DOI: 10.2495/CF060041 | Open Access Details |
| Financial Assurance Program For Incidents
Induced By Internet-based Attacks In The
Financial Services Industry
Author(s): B. G. Raggad Pages: 9 Price: Free (open access) Size: 456 kb Copyright: WIT Press DOI: 10.2495/CF060051 | Open Access Details |
| An Innovative Interdisciplinary Curriculum
In Financial Computing For The
Financial Services Industry
Author(s): A. Joseph & D. Anderson Pages: 10 Price: Free (open access) Size: 411 kb Copyright: WIT Press DOI: 10.2495/CF060061 | Open Access Details |
| Critical Success Factors In Planning For Web
Services In The Financial Services Industry
Author(s): H. Howell-Barber & J. Lawler Pages: 12 Price: Free (open access) Size: 454 kb Copyright: WIT Press DOI: 10.2495/CF060071 | Open Access Details |
| Integrated Equity Applications After
Sarbanes–Oxley
Author(s): O. Criner & E. Kindred Pages: 10 Price: Free (open access) Size: 661 kb Copyright: WIT Press DOI: 10.2495/CF060081 | Open Access Details |
| C++ Techniques For High Performance
Financial Modelling
Author(s): Q. Liu Pages: 8 Price: Free (open access) Size: 428 kb Copyright: WIT Press DOI: 10.2495/CF060091 | Open Access Details |
| Solving Nonlinear Financial Planning Problems
With 109 Decision Variables On Massively
Parallel Architectures
Author(s): J. Gondzio & A. Grothey Pages: 11 Price: Free (open access) Size: 414 kb Copyright: WIT Press DOI: 10.2495/CF060101 | Open Access Details |
| Mean-variance Hedging Strategies In Discrete
Time And Continuous State Space
Author(s): O. L. V. Costa, A. C. Maiali & A. de C. Pinto Pages: 10 Price: Free (open access) Size: 412 kb Copyright: WIT Press DOI: 10.2495/CF060111 | Open Access Details |
| The More Transparent, The Better –
Evidence From Chinese Markets
Author(s): Z. Wang Pages: 10 Price: Free (open access) Size: 485 kb Copyright: WIT Press DOI: 10.2495/CF060121 | Open Access Details |
| Herd Behaviour As A Source Of Volatility In
Agent Expectations
Author(s): M. Bowden & S. McDonald Pages: 11 Price: Free (open access) Size: 507 kb Copyright: WIT Press DOI: 10.2495/CF060131 | Open Access Details |
| A Monte Carlo Study For The Temporal
Aggregation Problem Using One Factor
Continuous Time Short Rate Models
Author(s): Y. C. Lin Pages: 9 Price: Free (open access) Size: 419 kb Copyright: WIT Press DOI: 10.2495/CF060141 | Open Access Details |
| Contingent Claim Valuation With Penalty Costs
On Short Selling Positions
Author(s): O. L. V. Costa & E. V. Queiroz Filho Pages: 10 Price: Free (open access) Size: 399 kb Copyright: WIT Press DOI: 10.2495/CF060151 | Open Access Details |
| Geometric Tools For The Valuation Of
Performance-dependent Options
Author(s): T. Gerstner & M. Holtz Pages: 10 Price: Free (open access) Size: 439 kb Copyright: WIT Press DOI: 10.2495/CF060161 | Open Access Details |
| Optimal Exercise Of Russian Options In The
Binomial Model
Author(s): R. W. Chen & B. Rosenberg Pages: 11 Price: Free (open access) Size: 424 kb Copyright: WIT Press DOI: 10.2495/CF060171 | Open Access Details |
| Exotic Option, Stochastic Volatility
And Incentive Scheme
Author(s): J. Tang & S. S.-T. Yau Pages: 10 Price: Free (open access) Size: 489 kb Copyright: WIT Press DOI: 10.2495/CF060181 | Open Access Details |
| Applying Design Patterns For Web-based
Derivatives Pricing
Author(s): V. Papakostas, P. Xidonas, D. Askounis & J. Psarras Pages: 10 Price: Free (open access) Size: 342 kb Copyright: WIT Press DOI: 10.2495/CF060191 | Open Access Details |
| Applications Of Penalized Binary Choice
Estimators With Improved Predictive Fit
Author(s): D. J. Miller &W.-H. Liu Pages: 10 Price: Free (open access) Size: 424 kb Copyright: WIT Press DOI: 10.2495/CF060201 | Open Access Details |
| The Use Of Quadratic Filter For The Estimation Of
Time-varying β
Author(s): M. Gastaldi, A. Germani & A. Nardecchia Pages: 10 Price: Free (open access) Size: 584 kb Copyright: WIT Press DOI: 10.2495/CF060211 | Open Access Details |
| Forecast Of The Regional EC Development
Through An ANN Model With A
Feedback Controller
Author(s): G. Jianquan, Fankun, T. Bingyong, B. Shi & Y. Jianzheng Pages: 10 Price: Free (open access) Size: 607 kb Copyright: WIT Press DOI: 10.2495/CF060221 | Open Access Details |
| The Impact Of The Futures Market On
Spot Volatility: An Analysis In Turkish
Derivatives Markets
Author(s): H. Baklaci & H. Tutek Pages: 10 Price: Free (open access) Size: 425 kb Copyright: WIT Press DOI: 10.2495/CF060231 | Open Access Details |
| A Valuation Model Of Credit-rating Linked
Coupon Bond Based On A Structural Model
Author(s): K. Yahagi & K. Miyazaki Pages: 10 Price: Free (open access) Size: 504 kb Copyright: WIT Press DOI: 10.2495/CF060241 | Open Access Details |
| Dynamics Of The Top Of The Order Book In A
Global FX Spot Market
Author(s): E. Howorka & A. B. Schmidt Pages: 10 Price: Free (open access) Size: 442 kb Copyright: WIT Press DOI: 10.2495/CF060251 | Open Access Details |
| Seasonal Behaviour Of The Volatility On
European Stock Markets
Author(s): L. Jordán Sales, R. Mª. Cáceres Apolinario, O. Maroto Santana & A. Rodríguez Caro Pages: 9 Price: Free (open access) Size: 432 kb Copyright: WIT Press DOI: 10.2495/CF060261 | Open Access Details |
| Simulating A Digital Business Ecosystem
Author(s): M. Petrou, S. Gautam & K. N. Giannoutakis Pages: 11 Price: Free (open access) Size: 461 kb Copyright: WIT Press DOI: 10.2495/CF060271 | Open Access Details |
| Customer Loyalty Analysis Of A Commercial
Bank Based On A Structural Equation Model
Author(s): H. Chi, Y. Zhang & J.-J. Wang Pages: 10 Price: Free (open access) Size: 508 kb Copyright: WIT Press DOI: 10.2495/CF060281 | Open Access Details |
| Do Markets Behave As Expected?
Empirical Test Using Both Implied Volatility And
Futures Prices For The Taiwan Stock Market
Author(s): A.-P. Chen, H.-Y. Chiu, C.-C. Sheng & Y.-H. Huang Pages: 10 Price: Free (open access) Size: 414 kb Copyright: WIT Press DOI: 10.2495/CF060291 | Open Access Details |
| The Simulation Of News And Insiders’ Influence
On Stock-market Price Dynamics In
A Non-linear Model
Author(s): V. Romanov, O. Naletova, E. Pantileeva & A. Federyakov Pages: 10 Price: Free (open access) Size: 600 kb Copyright: WIT Press DOI: 10.2495/CF060301 | Open Access Details |
| T-outlier And A Novel Dimensionality
Reduction Framework For High Dimensional
Financial Time Series
Author(s): D. Wang, P. J. Fortier, H. E. Michel & T. Mitsa Pages: 12 Price: Free (open access) Size: 551 kb Copyright: WIT Press DOI: 10.2495/CF060311 | Open Access Details |
| Integrating Elements In An I-DSS For
Portfolio Management In The Mexican Market
Author(s): M. A. Osorio, A. Sánchez & M. A. Gómez Pages: 10 Price: Free (open access) Size: 1,119 kb Copyright: WIT Press DOI: 10.2495/CF060321 | Open Access Details |
| Timing Inconsistencies In The Calculation Of
Funds Of Funds Net Asset Value
Author(s): C. Louargant, L. Neuberg & V. Terraza Pages: 8 Price: Free (open access) Size: 467 kb Copyright: WIT Press DOI: 10.2495/CF060331 | Open Access Details |
| Strategic Asset Allocation Using Quadratic
Programming With Case Based Reasoning And
Intelligent Agents
Author(s): E. Falconer, A. Usoro, M. Stansfield & B. Lees Pages: 10 Price: Free (open access) Size: 573 kb Copyright: WIT Press DOI: 10.2495/CF060341 | Open Access Details |
| Heuristic Approaches To Realistic
Portfolio Optimisation
Author(s): F. Busetti Pages: 10 Price: Free (open access) Size: 920 kb Copyright: WIT Press DOI: 10.2495/CF060351 | Open Access Details |
| Selection Of An Optimal Portfolio With Stochastic
Volatility And Discrete Observations
Author(s): N. V. Batalova, V. Maroussov &F. G. Viens Pages: 10 Price: Free (open access) Size: 712 kb Copyright: WIT Press DOI: 10.2495/CF060361 | Open Access Details |
| Monte Carlo Risk Management
Author(s): M. Di Pierro & A. Nandy Pages: 9 Price: Free (open access) Size: 439 kb Copyright: WIT Press DOI: 10.2495/CF060371 | Open Access Details |
| Path Dependent Options:
The Case Of High Water Mark Provision
For Hedge Funds
Author(s): Z. Li & S. S.-T. Yau Pages: 8 Price: Free (open access) Size: 362 kb Copyright: WIT Press DOI: 10.2495/CF060381 | Open Access Details |
| Macroeconomic Time Series Prediction Using
Prediction Networks And Evolutionary
Algorithms
Author(s): P. Forsberg & M. Wahde Pages: 9 Price: Free (open access) Size: 376 kb Copyright: WIT Press DOI: 10.2495/CF060391 | Open Access Details |
| Power Coefficient – A Non-parametric Indicator
For Measuring The Time Series Dynamics
Author(s): B. Pecar Pages: 9 Price: Free (open access) Size: 458 kb Copyright: WIT Press DOI: 10.2495/CF060401 | Open Access Details |
