170 search results - page 19 / 34 » Finance |
KDD
2009
ACM
14 years 11 months ago
2009
ACM
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...
GECCO
2007
Springer
14 years 5 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
VDA
2010
14 years 1 months ago
2010
Parallel coordinates technique has been widely used in information visualization applications and it has achieved great success in visualizing multivariate data and perceiving the...
FSS
2002
13 years 10 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
OR
2002
Springer
13 years 10 months ago
2002
Springer
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...