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Click GoDaddy GoDaddy ist der weltweit größte Domain-Namen Registrar und ist das Flaggschiff der Go Go Daddy Group, Inc. Die Go Daddy Unternehmensgruppe umfasst auch Wild West Domains, Inc. ein Reseller von Domains und Domain-bezogene Produkte und Dienstleistungen Domains von Proxyreg, ein privater Registrierungsdienst Starfield Technologies, ein Forschungs - und Entwicklungspartner und Blue Razor Domains, ein Mitgliedsbasierter Discount-Registrar. Als ICANN-akkreditierter Domain-Registrar hat Go Daddy mehr Namen unter Verwaltung als jeder andere Registrar, bietet Produkte zu Preisen bis zu 70 weniger als der Wettbewerb und unterstützt sie alle mit Weltklasse-24/7 Live-Kundenservice. GoDaddy sind der einzige Entwickler und Inhaber ihrer Technologie, lizenzieren keine Produkte von anderen, und nicht auslagern oder offshore jede ihrer Operationen. Dies ermöglicht es ihnen, eine bessere Unterstützung zu bieten und die modernsten und preislich wettbewerbsfähigsten Produkte und Dienstleistungen zur Verfügung zu stellen. Gegründet von Bob Parsons im Jahr 1997 hat die Go Daddy Group mehr als 9 Millionen Domains unter Verwaltung. Sie bieten eine komplette Produktlinie, einschließlich umfassender Hosting-Lösungen, Tools zur Erstellung von Websites, Secure SSL-Zertifikate, personalisierte E-Mails mit Spam - und Anti-Phishing-Filter, E-Commerce-Tools und vieles mehr. Go Daddy ist weithin anerkannt für seinen Erfolg, nachdem er 8 auf der 2004er 500-Liste der Nationen am schnellsten wachsenden privat gehaltenen Unternehmen 35 auf der 2004 Deloitte Technology Fast 500 (wachsenden 8.274 Prozent) und gewann den CNET Editoren Choice Award Im Jahr 2001, der Name Intelligence Größte Net Gain Award in 2002, 2003 und 2005 der Name Intelligence Users Choice Award im Jahr 2005 sowie die 1 beste Gesamt-Registrar im Jahr 2003. Go Daddy gewann auch den Arizona Corporate Excellence Award für die am schnellsten wachsende privat gehalten Unternehmen im Jahr 2003 und die meisten Innovative Large Company im Jahr 2004. 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Thomas (2006) Foresight, Internationale Zeitschrift für Angewandte Prognose, Heft 3, 33-36. Eine neue Herausforderung als Kreditrisikomodellierung tritt in ein neues Zeitalter ein Thomas, L. C. (April 2004) Credit Risk International, 11-13. Internet-Werbung und die Generalized Zweite Preis Auktion: Milliarden von Dollar wert von Keywords Benjamin Edelman Harvard University Verkauf bedelmanfas. harvard. edu Michael Ostrowski der Stanford University ostrovskygsb. stanford. edu Michael Schwarz UC Berkeley und NBER mschwarzberkeley. edu 3. Oktober 2005 rwj. berkeley. edu / schwarz / Publikationen / gsp051003.pdf Econophysics von Physica A: Statistische Mechanik und ihre Anwendungen sciencedirect. ejproxy. a-star. edu. sg/science/journal/03784371 Statistische Eigenschaften von kurzfristigen Preistrends in der Hochfrequenzbörsendaten Pawe Sieczka und Janusz A. Hoyst Physica A: Statistische Mechanik und ihre Anwendungen Band 387, Ausgabe 5-6, Seiten 1218-1224, Februar 2008 Anwendung des Beck-Modells auf die Aktienmärkte: Value-at-Risk und Portfolio-Risiko-Bewertung M. Kozaki und A.-H. Sato Physica A: Statistische Mechanik und ihre Anwendungen Band 387, Ausgabe 5-6, Seiten 1225-1246, Februar 2008 Langzeitgedächtnis - und Volatilitäts-Clustering bei hochfrequenten Preisänderungen Gabjin oh, Seunghwan Kim und Cheoljun Eom Physica A: Statistische Mechanik Und ihre Anwendungen Band 387, Ausgabe 5-6, Seiten 1247-1254, Februar 2008 5 Cs von Singapur en. wikipedia. org/wiki/5CsofSingapore Wirkliche Optionen mit Monte Carlo Simulation puc-rio. br/marco. ind/monte-carlo. html Regressionsmethoden für die Preisgestaltung komplexer amerikanischer Optionen Tsitsiklis, JN Van Roy, B. IEEE-Transaktionen über Neuronale Netze, Jul 2001 Bd. 12, Issue: 4, pp. 694-703 MSc Risikomanagement und Finanzierung www3.imperial. ac. uk/tanaka/programmes/msc-risk-management Zeitschrift für Finanzwissenschaft sciencedirect. ejproxy. a-star. edu. sg/ Wissenschaft / Zeitschrift / 0304405X Melvyn TEO (Associate Professor of Finance) business. smu. edu. sg/Faculty/finance/melvynteo. asp CV: business. smu. edu. sg/Faculty/finance/cv/melvynteocvjan2008.pdf Testing Markteffizienz Steve Hogan, Robert Jarrow, Melvyn Teo und Mitch Warachka Zeitschrift für Finanzökonomie, Band 73, Ausgabe 3, September 2004, Seiten 525-565 HOGAN-FINANCE.2004.pdf Style-Effekte in der Bericht des Bundesministeriums für wirtschaftliche und soziale Angelegenheiten http://www. bundesanzeiger. de/index. php? lang=de&dokument=1&lang=en Hedge Fonds liefern Alpha A Bayesian und Bootstrap Analyse Robert Kosowski , Narayan Y. 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Dezember 2007 Zweite Singapur Internationale Konferenz über Finanzen 2008 Saw Center for Financial Studies und Abteilung für Finanzen, National University of Singapore 17. - 18. Juli 2008 - National University of Singapore, Singapur sawcentre. nus. edu. sg/sicf/sicf2008/home. htm Richard H. Clarida (Professor für Ökonomie und Internationale Angelegenheiten Columbia University columbia. edu/ rhc2/ PDF: columbia. edu/ The Econometrics of Financial Markets. Campbell, JY Lo, AW MacKinlay, AC 1997. Princeton University Press, Princeton, NJ. Technical analysis and the irrationality of exchange-rate forecasts. Chang, PHK Osler, CL 1999. Economic Journal 109, 636-661 The out-of-sample success of term structure models as exchange rate predictors: a step beyond. Clarida, RH Sarno, L. Taylor, MP Valente, G. 2001. Journal of International Economics 60 (2003) 6183 columbia. edu/ Markov switching in GARCH processes and mean-reverting stock market volatility. Dueker, M. 1997. Journal of Business and Economic Statistics 15, 26-34. Can Markov switching models replicate chartist profits in the foreign exchange market Dewachter, H. 2001. Journal Of International Money And Finance 20, 25-41. Can the Markov switching model forecast exchange rates Engel, C. 1994. Journal of International Economics 36, 151-165 Long swings in the dollar: are they in the data and do markets know it American Economic Review 80, 689742. Engel, C. Hamilton, J. D. 1990. Analysis of time series subject to changes in regime. Hamilton, J. D. 1990. Journal of Econometrics 45, 39-70. Problems in Selection of Security Portfolios: The Performance of Mutual Funds in the Period 1945-1964 Jensen, M. C. 1968. Journal of Finance 23, 389-416. The Advanced Theory of Statistics. Kendall M. G. Stuart A. 1958. Hafner Press, New York, NY. Technical trading rule profitability and foreign exchange intervention. LeBaron, B. 1999. Journal of International Economics 49, 125-143. LeBaron, B. 2000. Technical trading profitability in the 1990s. Unpublished manuscript, Brandeis University. The significance of technical trading rule profits in the foreign exchange market: a bootstrap approach. Levich, R. Thomas, L. 1993. Journal of International Money and Finance 12, 451-474. Empirical exchange rate models of the seventies: do they fit out of sample Meese, R. A. Rogoff, K. 1983. Journal of International Economics 14, 3-24. Is technical analysis in the foreign exchange market profitable A genetic programming approach. Neely, C. Weller, P. Dittmar, R. 1997. Journal of Financial and Quantitative Analysis 32, 405-426. Beating the foreign exchange market. Sweeney R. J. 1986. Journal of Finance 41, 163-182. August 2009 Transaction costs and efficiency of portfolio strategies Antoon Pelsser, Ton Vorst European Journal of Operational Research, Volume 91, Issue 2, 7 June 1996, Pages 250-263 The optimal design of Ponzi schemes in finite economies Utpal Bhattacharya Journal of Financial Intermediation, Volume 12, Issue 1, January 2003, Pages 2-24 The optimal design of Ponzi schemes in finite economies Utpal Bhattacharya Journal of Financial Intermediation, Volume 12, Issue 1, January 2003, Pages 2-24 Application of Ridge Polynomial Neural Networks to Financial Time Series Prediction R. Ghazali, A. Hussain, and W. El-Deredy IEEE International Joint Conference on Neural Networks (IJCNN), Vancouver, Canada, 2006. pp. 1892-1899 file:///C:/Abir20stuff/Research/Rozaida20PhD/Rozaida20papers/RozaidaIJCNN-Final20copy20of20the20paper. pdf Higher Order neural networks for the prediction of financial time series Adam C. Knowles, Abir Hussain, Wael El Deredy, Paulo Lisboa and Christian Dunis Forecasting Financial Markets, 1-3 June, 2005, Marseilles France file:///C:/Abir20stuff/Research/Adam20MPhill/Paper20to20the20conference20(France).pdf Economic Survey of Singapore - Quarter Statistics app. mti. gov. sg/default. aspid745 ISEAS Working Papers iseas. edu. sg/rpapers. htm Applied Financial Economic Letters Christian Dunis (Director of CIBEF and LJMU Professor of Banking and Finance) ljmu. ac. uk/LBS/95321.htm / ljmu. ac. uk/LBS/95325.htm dunis. co. uk/index. html Coping with the Asian Financial Crisis: The Singapore Experience Ngiam Kee Jin VISITING RESEARCHERS SERIES NO. 8(2000) iseas. edu. sg/vr82000.pdf Stock performance modeling using neural networks: A comparative study with regression models Apostolos Nicholas Refenes, Achileas Zapranis, Gavin Francis Neural Networks, Volume 7, Issue 2, 1994, Pages 375-388 Refenes-FINANCE.1994.pdf algotradinggroup behaviouralfinance. net/weather/HiSh01.pdf Big Five Traits Related to Short-Term Mating: From Personality to Promiscuity across 46 Nations David P. Schmitt epjournal. net/filestore/ep06246282.pdf matlab Maximum Description Length Measures of mutual and causal dependence between two time series J. Rissanen and M. Wax IEEE Trans. on Information Theory, vol. 33, no. 4, pp. 598601, 1987. School of Finance and Economics business. uts. edu. au/finance/research/ 28th International Symposium on Forecasting (ISF) Information Communication Technology (ICT) Forecasting in a Digital World June 22-25, 2008 - Nice, France forecasters. org/isf/ Financial Mathematics and Engineering princeton. edu/ aspremon/Opt. htm ontology for Financial Trading musing-project. eu/ Programming Erlang: Software for a Concurrent World (Paperback) by Joe Armstrong (Author) akiba-online Toward a phase diagram for stocks K. Ivanova Physica A: Statistical Mechanics and its Applications, Volume 270, Issues 3-4, 15 August 1999, Pages 567-577 Probabilistic Approaches to Fraud Detection Jaakko Hollmn, Licentiate8217s Thesis (Department of Computer Science and Engineering, Helsinki University of Technology, Finland) cis. hut. fi/jhollmen/Publications/Hollmen99b. ps The effect of estimation risk on optimal portfolio choice Roger W. Klein and Vijay S. Bawa Journal of Financial Economics, Volume 3, Issue 3, June 1976, Pages 215-231 The seasonal behavior of the liquidity premium in asset pricing Venkat R. Eleswarapu and Marc R. Reinganum Journal of Financial Economics, Volume 34, Issue 3, December 1993, Pages 373-386 Market microstructure and asset pricing. An empirical investigation of NYSE and NASDAQ securities Marc R. Reinganum Journal of Financial Economics, Volume 28, Issues 1-2, November-December 1990, Pages 127-147 The anomalous stock market behavior of small firms in January. Empirical tests for tax-loss selling effects Marc R. Reinganum Journal of Financial Economics, Volume 12, Issue 1, June 1983, Pages 89-104 Misspecification of capital asset pricing. Empirical anomalies based on earnings yields and market values Marc R. Reinganum Journal of Financial Economics, Volume 9, Issue 1, March 1981, Pages 19-46 Calendar anomaly in the Greek stock market: Stochastic dominance analysis Osamah M. Al-Khazali, Evangelos P. Koumanakos and Chong Soo Pyun International Review of Financial Analysis, In Press, Corrected Proof, Available online 20 February 2007 Accounting for outliers and calendar effects in surrogate simulations of stock return sequences Alexandros Leontitsis and Constantinos E. Vorlow Physica A: Statistical Mechanics and its Applications, Volume 368, Issue 2, 15 August 2006, Pages 522-530 The Asian crisis and calendar effects on stock returns in Thailand Ken Holden, John Thompson and Yuphin Ruangrit European Journal of Operational Research, Volume 163, Issue 1, 16 May 2005, Pages 242-252 Dangers of data mining: The case of calendar effects in stock returns Ryan Sullivan, Allan Timmermann and Halbert White Journal of Econometrics, Volume 105, Issue 1, November 2001, Pages 249-286 Improved unscented Kalman smoothing for stock volatility estimation. Onno Zoeter, Alexander Ypma, and Tom Heskes, (2004). In: Proceedings of the IEEE workshop on Machine Learning for Signal Processing, eds. A. Barros, J. Principe, J. Larsen, T. Adali, and S. Douglas. pdfps Slides pdf ps / Matlab code Using neural network ensembles for bankruptcy prediction and credit scoring Chih-Fong Tsai, Jhen-Wei Wu Expert Systems with Applications, Volume 34, Issue 4, May 2008, Pages 2639-2649 TSAI-CREDIT.2008.pdf Using neural network ensembles for bankruptcy prediction and credit scoring. Tsai, C.-F. amp Wu, J.-W. (2007) Expert Systems with Applications. doi:10.1016/j. eswa.2007.05.019. Neural networks in business: a survey of applications (19921998). Vellido, A. Lisboa, P. J. G. amp Vaughan, J. (1999). Expert Systems with Applications, 17, 5170. An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring Loris Nanni, Alessandra Lumini Expert Systems with Applications xxx (2008) xxxxxx A Pattern Recognition Model for Predicting a Financial Crisis in Turkey: Turkish Economic Stability Index lkay Bodurolu and Zeynep Erenay International Journal of High Performance Computing Applications, Vol. 21, No. 1, 5-20 (2007) optimaltrader. net/news. htmThere are many empirical studies performed on colleges and universities which show that neural networks can be used in order to yield higher profit than a simple quotbuy and holdquot strategy. Please read more in the collection below of technical dissertations: eusprig. org/DOWNLOADS Stock Market Prediction Using Artificial Neural Networks Birgul Egeli, Meltem Ozturan, Bertan Badur Bogazici University, Istanbul, Turkey optimaltrader. net/birgulegeli. pdf Testing Stock Market Efficiency Using Neural Networks Marius Januskevicius Stockholm School of Economics in Riga, Lithuania optimaltrader. net/ft200317.pdf Neural Network Applications in Stock Market Predictions Marijana Zekic University of Josip Juraj Strossmayer in Osijek, Croatia optimaltrader. net/mzekicvarazdin98.pdf Feedforward and Recurrent Neural Networks and Genetic Programs for Stock Market and Time Series Forecasting Peter C. McCluskey Brown University, Rhode Island optimaltrader. net/neural1.pdf Using Neural Networks to Forecast Stock Market Prices Ramon Lawrence University of Manitoba optimaltrader. net/nn. pdf Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns Eleni Constantinou, Robert Georgiades, Avo Kazandjian and Georgios Kouretas University of Crete, Greece optimaltrader. net/paper46.pdf Stock Price Prediction: Kohonen Versus Backpropagation Alexey Zorin Technical University of Riga, Lithuania optimaltrader. net/stock-price-prediction-kohonen. pdf Stock Prediction 8211 A Neural Network Approach Karl Nygren Royal Institute of Technology, Stockholm optimaltrader. net/thesis. pdf Modelling Riga Stock Exchange Index Using Neural Networks Alexey Zorin and Arkady Borisov Technical University of Riga, Lithuania optimaltrader. net/zorin02modelling. pdf An empirical evaluation of non-linear trading rules Julin Andrada-Flix, Fernando Fernndez-Rodrguez, Mara Dolores Garca-Artiles, Simn Sosvilla-Rivero fedea. es/pub/Papers/2001/dt2001-16.pdf Further evidence on technical analysis and profitability of foreign exchange intervention Simn Sosvilla-Rivero, Julin Andrada-Flix, Fernando Fernndez-Rodrguez fedea. es/pub/Papers/1999/DT99-01.pdf An Empirical Evaluation of Non-Linear Trading Rules Simon Sosvilla-Rivero, Julian Andrada-Felix fedea. es/pub/Papers/2001/dt2001-16.pdf Forecasting Stock Price Changes: Is it Possible Pedro N. Rodriguez Simon Sosvilla-Rivero fedea. es/pub/Papers/2006/dt2006-22.pdf Using machine learning algorithms to find patterns in stock prices Pedro N. Rodriguez Simon Sosvilla-Rivero fedea. es/pub/Papers/2006/dt2006-12.pdf A cerebellar associative memory approach to option pricing and arbitrage trading S. D. Teddy, E. M.-K. Lai, C. Quek Neurocomputing, Volume 71, Issues 16-18, October 2008, Pages 3303-3315 TEDDY-FINANCE.2008.pdf A Multiagent Approach to Q-Learning for Daily Stock Trading Jae Won Lee, Jonghun Park, Jangmin O, Jongwoo Lee, and Euyseok Hong IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART A: SYSTEMS AND HUMANS, VOL. 37, NO. 6, NOVEMBER 2007 A Petri-Net-Based Correctness Analysis of Internet Stock Trading Systems YuYue Du, ChangJun Jiang, and MengChu Zhou, IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART C: APPLICATIONS AND REVIEWS, VOL. 38, NO. 1, JANUARY 2008 Trading With a Stock Chart Heuristic William Leigh, Cheryl J. Frohlich, Steven Hornik, Russell L. Purvis, and Tom L. Roberts IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART A: SYSTEMS AND HUMANS, VOL. 38, NO. 1, JANUARY 2008 93 Madoff SEC Docs commerce. wsj/auth/loginmginert-hongkong-wsjampurlhttp3A2F2Fonline. wsj2Fdocuments2FMadoffSECdocs20081217.pdf static. reuters/resources/media/editorial/20090127/MarkopolosMemoSEC. pdf Markopolos Testimony 2009/02/03 online. wsj/public/resources/documents/MarkopolosTestimony20090203.pdf A Pattern Recognition Model for Predicting a Financial Crisis in Turkey: Turkish Economic Stability Index lkay Bodurolu and Zeynep Erenay International Journal of High Performance Computing Applications, Vol. 21, No. 1, 5-20 (2007) optimaltrader. net/news. htm There are many empirical studies performed on colleges and universities which show that neural networks can be used in order to yield higher profit than a simple quotbuy and holdquot strategy. Please read more in the collection below of technical dissertations: eusprig. org/DOWNLOADS Stock Market Prediction Using Artificial Neural Networks Birgul Egeli, Meltem Ozturan, Bertan Badur Bogazici University, Istanbul, Turkey optimaltrader. net/birgulegeli. pdf Testing Stock Market Efficiency Using Neural Networks Marius Januskevicius (Stockholm School of Economics in Riga, Lithuania) optimaltrader. net/ft200317.pdf Neural Network Applications in Stock Market Predictions Marijana Zekic University of Josip Juraj Strossmayer in Osijek, Croatia optimaltrader. net/mzekicvarazdin98.pdf Feedforward and Recurrent Neural Networks and Genetic Programs for Stock Market and Time Series Forecasting Peter C. McCluskey (Brown University, Rhode Island) optimaltrader. net/neural1.pdf Using Neural Networks to Forecast Stock Market Prices Ramon Lawrence (University of Manitoba) optimaltrader. net/nn. pdf Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns Eleni Constantinou, Robert Georgiades, Avo Kazandjian and Georgios Kouretas (University of Crete, Greece) optimaltrader. net/paper46.pdf Stock Price Prediction: Kohonen Versus Backpropagation Alexey Zorin (Technical University of Riga, Lithuania) optimaltrader. net/stock-price-prediction-kohonen. pdf Stock Prediction A Neural Network Approach Karl Nygren (Royal Institute of Technology, Stockholm) optimaltrader. net/thesis. pdf Modelling Riga Stock Exchange Index Using Neural Networks Alexey Zorin and Arkady Borisov (Technical University of Riga, Lithuania) optimaltrader. net/zorin02modelling. pdf Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) by Andy Pole (Author) Introductory Econometrics for Finance by Chris Brooks (Author) Arbitrage Theory in Continuous Time (Oxford Finance) by Tomas Bjork (Author) The Mathematics of Arbitrage (Springer Finance) by Freddy Delbaen (Author), Walter Schachermayer (Author) An Arbitrage Guide to Financial Markets (Wiley Finance) by Robert Dubil (Author) Building Automated Trading Systems: With an Introduction to Visual C. NET 2005 (Financial Market Technology) by Benjamin Van Vliet (Author) An Introduction to High-frequency Finance by Ramazan Gencay (Author), et al. Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) by Ganapathy Vidyamurthy (Author) Statistical Arbitrage (Wiley Trading Advantage (Hardcover)) by Stephen Smith (Author) (Note: This book was never actually published as he started work at Algorthmics and decided better of it though there are copies of the manuscript floating around - its pretty interesting) Trading Pairs: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies (Wiley Trading) by Mark Whistler (Author) GUI MATLAB MATLAB Buildgui. pdf - 6 Laying Out a GUIDE GUI. AskTog Essays on good design and a list of First Principles for good user interface design. The author, Tognazzini, is a well-respected user interface designer. asktog/basics/firstPrinciples. html Galitz, Wilbert, O. Essential Guide to User Interface Design. Wiley, New York, NY, 2002. GUI Design Handbook A detailed guide to the use of GUI controls. fast-consulting/GUI20Design20Handbook/GDHFRNTMTR. htm Johnson, J. GUI Bloopers: Donts and Dos for Software Developers and Web Designers. Morgan Kaufmann, San Francisco, CA, 2000. Usability Glossary An extensive glossary of terms related to GUI design, usability, and related topics. usabilityfirst/glossary/main. cgi UsabilityNet Covers design principles, user-centered design, and other usability and design-related topics. usabilitynet. org/management/bdesign. htm GARCH Toolbox - Bibliography Baillie, R. T. and T. Bollerslev, quotPrediction in Dynamic Models with Time-Dependent Conditional Variances, quot Journal of Econometrics, Vol. 52, 1992, pp 91-113. Bera, A. K. and H. L. Higgins, quotA Survey of ARCH Models: Properties, Estimation and Testing, quot Journal of Economic Surveys, Vol. 7, No. 4, 1993. Bollerslev, T. quotA Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return, quot Review of Economics and Statistics, Vol. 69, 1987, pp 542-547. Bollerslev, T. quotGeneralized Autoregressive Conditional Heteroskedasticity, quot Journal of Econometrics, Vol. 31, 1986, pp 307-327. Bollerslev, T. R. Y. Chou, and K. F. Kroner, quotARCH Modeling in Finance: A Review of the Theory and Empirical Evidence, quot Journal of Econometrics, Vol. 52, 1992, pp 5-59.6 Bollerslev, T. R. F. Engle, and D. B. Nelson, quotARCH Models, quot Handbook of Econometrics, Volume IV, Chapter 49, pp 2959-3038, Elsevier Science B. V. Amsterdam, The Netherlands, 1994.7 Bollerslev, T. and E. Ghysels, quotPeriodic Autoregressive Conditional Heteroscedasticity, quot Journal of Business and Economic Statistics, Vol. 14, 1996, pp 139-151.8 Box, G. E.P. G. M. Jenkins, and G. C. Reinsel, Time Series Analysis: Forecasting and Control, Third edition, Prentice Hall, Upper Saddle River, NJ, 1994. Benchmarks and the Accuracy of GARCH Model Estimation Brooks, C. S. P. Burke, and G. Persand International Journal of Forecasting, Vol. 17, 2001, pp 45-56. Campbell, J. Y. A. W. Lo, and A. C. MacKinlay, quotThe Econometrics of Financial Markets, quot Nonlinearities in Financial Data, Chapter 12, Princeton University Press, Princeton, NJ, 1997.11 Enders, W. Applied Econometric Time Series, John Wiley amp Sons, New York, 1995. Engle, Robert F. quotAutoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation, quot Econometrica, Vol. 50, 1982, pp 987-1007.13 Engle, Robert F. D. M. Lilien, and R. P. Robins, quotEstimating Time Varying Risk Premia in the Term Structure: The ARCH-M Model, quot Econometrica, Vol. 59, 1987, pp 391-407.14 Glosten, L. R. R. Jagannathan, and D. E. Runkle, quotOn the Relation between Expected Value and the Volatility of the Nominal Excess Return on Stocks, quot The Journal of Finance, Vol. 48, 1993, pp 1779-1801. ARCH Models and Financial Applications Gourieroux, C. Springer-Verlag, 1997. Greene, W. H. Econometric Analysis, Fifth edition, Prentice Hall, Upper Saddle River, NJ, 2003.17 Hagerud, G. E. quotModeling Nordic Stock Returns with Asymmetric GARCH, quot Working Paper Series in Economics and Finance, No. 164, Department of Finance, Stockholm School of Economics, 1997.18 Hagerud, G. E. quotSpecification Tests for Asymmetric GARCH, quot Working Paper Series in Economics and Finance, No. 163, Department of Finance, Stockholm School of Economics, 1997.19 Hamilton, J. D. Time Series Analysis, Princeton University Press, Princeton, NJ, 1994.20 Hentschel, L. quotAll in the Family: Nesting Symmetric and Asymmetric GARCH Models, quot Journal of Financial Economics, Vol. 39, 1995, pp 71-104.21 Johnson, N. L. S. Kotz, and N. Balakrishnan, Continuous Univariate Distributions, Vol. 2, Second edition, John Wiley amp Sons, New York, 1995.22 McCullough, B. D. and C. G. Renfro, quotBenchmarks and Software Standards: A Case Study of GARCH Procedures, quot Journal of Economic and Social Measurement, Vol. 25, 1998, pp 59-71.23 Nelson, D. B. quotConditional Heteroskedasticity in Asset Returns: A New Approach, quot Econometrica, Vol. 59, 1991, pp 347-370. Estimating and Forecasting Volatility of Stock Indices Using Asymmetric GARCH Models and Skewed Student-t Densities Peters, J. P. Working Paper, cole dAdministration des Affaires, University of Lige, Belgium, March 20, 2001 December 20, 2007 December 2007 New A Bootstrap Evaluation of the Effect of Data Splitting on Financial Time Series A. Weigend IEEE Transactions on Neural Networks, 9, 1998: 213-220 Blake LeBaron (Professor of International Economics, International Business School, USA) people. brandeis. edu/ blebaron/ Publications: people. brandeis. edu/ blebaron/pubs. html Working papers: people. brandeis. edu/ blebaron/wps. html Ludwig Kanzler (Management consultant, Tokyo, Japan) ww61.tiki. ne. jp/kanzler/ A Study of the Efficiency of the Foreign Exchange Market through Analysis of Ultra-High Frequency Data Ludwig Kanzler, D. Phil. Thesis, University of Oxford UK ww61.tiki. ne. jp/aas96106/algfiles. html Computing optimal multi-currency mean-variance portfolios Ber Rustem Journal of Economic Dynamics and Control, Volume 19, Issues 5-7, July-September 1995, Pages 901-908 A general framework for predicting returns from multiple currency investments Costas Christou, P. A. V. B. Swamy and George S. Tavlas Journal of Economic Dynamics and Control, Volume 22, Issue 7, 25 May 1998, Pages 977-1000 dx. doi. org. ejproxy. a-star. edu. sg/10.1016/S0165-1889(97)00116-4 Christou-FINANCE.1998.pdf ARCH modeling in finance. A review of the theory and empirical evidence Tim Bollerslev, Ray Y. Chou and Kenneth F. Kroner Journal of Econometrics, Volume 52, Issues 1-2, April-May 1992, Pages 5-59 Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation Engle, Robert Econometrica, vol. 50, pp. 987-1007, 1982 On a Measure of Lack of Fit in Time Series Models Ljung, G. M. amp G. E.P. Box Biometrika, vol. 65, no. 2, pp. 297-303, 1978 ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence Bollerslev, Tim, Ray Chou amp Kenneth Kroner Journal of Econometrics, vol. 52, pp. 5-59, 1992 Predicting multilateral trade credit risks: comparisons of Logit and Fuzzy Logic models using ROC curve analysis Tseng-Chung Tang and Li-Chiu Chi Expert Systems with Applications, Volume 28, Issue 3, April 2005, Pages 547-556 A new medical decision making system: Least square support vector machine (LSSVM) with Fuzzy Weighting Pre-processing Expert Systems with Applications, Volume 32, Issue 2, February 2007, Pages 409-414 Emre omak, Kemal Polat, Salih Gne and Ahmet Arslan Glaucoma detection using adaptive neuro-fuzzy inference system Mei-Ling Huang, Hsin-Yi Chen and Jian-Jun Huang Expert Systems with Applications, Volume 32, Issue 2, February 2007, Pages 458-468 DJIA stock selection assisted by neural network Tong-Seng Quah Expert Systems with Applications, In Press, Corrected Proof, Available online 4 July 2007 Comparing performances of logistic regression, classification and regression tree, and neural networks for predicting coronary artery disease Imran Kurt, Mevlut Ture and A. Turhan Kurum Expert Systems with Applications, Volume 34, Issue 1, January 2008, Pages 366-374 Predicting multilateral trade credit risks: comparisons of Logit and Fuzzy Logic models using ROC curve analysis Tseng-Chung Tang and Li-Chiu Chi Expert Systems with Applications, Volume 28, Issue 3, April 2005, Pages 547-556 Searching customer patterns of mobile service using clustering and quantitative association rule So Young Sohn, and Yoonseong Kim Expert Systems with Applications, Volume 34, Issue 2, February 2008, Pages 1070-1077 dx. doi. org. ejproxy. a-star. edu. sg/10.1016/j. eswa.2006.12.001 The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing Roger M. Stein Journal of Banking amp Finance, Volume 29, Issue 5, May 2005, Pages 1213-1236 Managing loan customers using misclassification patterns of credit scoring model Yoon Seong Kim and So Young Sohn Expert Systems with Applications, Volume 26, Issue 4, May 2004, Pages 567-573 Improved technology scoring model for credit guarantee fund So Young Sohn, Tae Hee Moon and Sanghoon Kim Expert Systems with Applications, Volume 28, Issue 2, February 2005, Pages 327-331 The LIBOR model dynamics: Approximations, calibration and diagnostics Damiano Brigo, Fabio Mercurio and Massimo Morini European Journal of Operational Research, Volume 163, Issue 1, 16 May 2005, Pages 30-51 Claim pricing and hedging under market incompleteness and quotmeanvariancequot preferences Fabio Mercurio European Journal of Operational Research, Volume 133, Issue 3, 16 September 2001, Pages 635-652 An analytically tractable interest rate model with humped volatility F. Mercurio and J. M. Moraleda European Journal of Operational Research, Volume 120, Issue 1, 1 January 2000, Pages 205-214 International Workshop on OpenMP 08 OpenMP in a New Era of Parallelism May 12-14, 2008 - Purdue University, West Lafayette, IN, USA iwomp. org A method for simulating Stable Random Variables Chambers JASA On the parametrization of the afocal stable distribution J. Huston McCulloch Bulletin London Mathematical Society Volume 28, Number 6 Pp. 651-655 blms. oxfordjournals. org/cgi/content/abstract/28/6/651 Simulating Sample Paths of Linear Fractional Stable Motion Wei Biao Wu, George Michailidis, and Danlu Zhang IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 50, NO. 6, JUNE 2004 ISC07 - conference secure-registration. de/proceedings/07/RadtkeEcoCapv1.pdf secure-registration. de/proceedings/07/Dashalgoredesigngpu. pdf secure-registration. de/proceedings/07/Overbeckcomputationalissues. pdf Title math. nyu. edu/research/carrp/research. html Title graphics. stanford. edu/projects/brookgpu/lang. html Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market Nikola Gradojevic Journal of Economic Dynamics and Control, Volume 31, Issue 2, February 2007, Pages 557-574 Evolutionary portfolio selection with liquidity shocks Enrico De Giorgi Journal of Economic Dynamics and Control, In Press, Corrected Proof, Available online 29 May 2007 A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth Wen-Zhung Lin and C. C. Yang Journal of Economic Dynamics and Control, Volume 25, Issue 11, November 2001, Pages 1827-1840 On optimal portfolio choice under stochastic interest rates Abraham Lioui and Patrice Poncet Journal of Economic Dynamics and Control, Volume 25, Issue 11, November 2001, Pages 1841-1865 An integrated stock-bond portfolio optimization model Hiroshi Konno and Katsunari Kobayashi Journal of Economic Dynamics and Control, Volume 21, Issues 8-9, 29 June 1997, Pages 1427-1444 Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis Gordon J. Alexander and Alexandre M. Baptista Journal of Economic Dynamics and Control, Volume 26, Issues 7-8, July 2002, Pages 1159-1193 Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990-1999 Jrgen Blomvall and Per Olov Lindberg Journal of Economic Dynamics and Control, Volume 27, Issue 6, April 2003, Pages 1099-1112 A note on robustness in Mertons model of intertemporal consumption and portfolio choice Fabio Trojani and Paolo Vanini Journal of Economic Dynamics and Control, Volume 26, Issue 3, March 2002, Pages 423-435 Robust portfolio selection using linear-matrix inequalities O. L. V. Costa and A. C. Paiva Journal of Economic Dynamics and Control, Volume 26, Issue 6, June 2002, Pages 889-909 hfri. org/files/stablepic/stabrnd. m Fast Fourier Method for the Valuation of Options on Several Correlated Currencies Andreas, A. Engelmann, B. Schwendner, P. Wystup, U. Working Paper, (2001) The Pricing of Options amp Corporate Liabilities Black, F. amp Scholes, M. The Journal of Political Economy (May 73) Option Pricing: A Simplified Approach Cox, J. Ross, S. amp Rubinstein M. Journal of Financial Economics, 7. (Sept 79). Options, Futures amp Other Derivatives Hull, J. 5th Edition 2002 - Chapter 12 Futures, Options, Swaps Kolb, R. Blackwell Publishing 3rd Edition, 2001 - Chapter 18 Options on the Maximum or the Minimum of Several Assets Revisited Lindset, S. Norwegian University of Science amp Technology Working Paper, 2003 Theory of Rational Option Pricing Merton, R. Bell Journal of Economics amp Management (June 73) Options on the Minimum or the Maximum of Two Risky Assets Stulz, R. M. Journal of Financial Economics, 10(2), 161-185 (1982) Dexia Asset Management dexia/e/discover/sustainablefunds1.php EUROFIDAI INSTITUT EUROPEEN DE DONNEES FINANCIERES eurofidai. org Information Communication Technology (ICT) Forecasting in a Digital World June 22-25, 2008 - Radisson SAS Hotel, Nice, France forecasters. org/isf/ Brochure: forecasters. org/isf/pdfs/ISF2008-brochure. pdf Automatic extraction and identification of chart patterns towards financial forecast Source Applied Soft Computing, Volume 7. Issue 4, August 2007, Pages: 1197-1208 Researchers Brothers in distress: Revolving capital flows of Indonesia, Malaysia, and Thailand Edsel L. Beja Jr. Journal of Asian Economics, Volume 18, Issue 6, December 2007, Pages 904-914 Debt and entrenchment: Evidence from Thailand and Indonesia European Journal of Operational Research, Volume 185, Issue 3, 16 March 2008, Pages 1578-1595 Pramuan Bunkanwanicha, Jyoti Gupta and Rofikoh Rokhim Consumer perceptions of organic foods in Bangkok, Thailand Birgit Roitner-Schobesberger, Ika Darnhofer, Suthichai Somsook and Christian R. Vogl Food Policy, In Press, Corrected Proof, Available online 13 November 2007 Tobacco and hazardous or harmful alcohol use in Thailand: Joint prevalence and associations with socioeconomic factors Wichai Aekplakorn, Margaret C. Hogan, Siriwat Tiptaradol, Suwit Wibulpolprasert, Porapan Punyaratabandhu and Stephen S. Lim Addictive Behaviors, In Press, Corrected Proof, Available online 4 November 2007 Forecasting Thailands rice export: Statistical techniques vs. artificial neural networks Henry C. Co and Rujirek Boosarawongse Computers amp Industrial Engineering, Volume 53, Issue 4, November 2007, Pages 610-627 Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand Jianxin Wang Journal of Development Economics, Volume 84, Issue 2, November 2007, Pages 798-811 Effects of essential medicines on cardiovascular products available for the market in Thailand Siriporn Burapadaja, Naohito Kawasaki, Suporn Charumanee and Fumihiko Ogata Health Policy, Volume 84, Issue 1, November 2007, Pages 67-74 Fossil energy savings and GHG mitigation potentials of ethanol as a gasoline substitute in Thailand Thu Lan T. Nguyen, Shabbir H. Gheewala and Savitri Garivait Energy Policy, Volume 35, Issue 10, October 2007, Pages 5195-5205 Thailand plans waste-fuelled power plant Richard Mogg Refocus, Volume 8, Issue 6, November-December 2007, Page 17 Finding the poor in Thailand Andrew J. Healy and Somchai Jitsuchon Journal of Asian Economics, Volume 18, Issue 5, October 2007, Pages 739-759 Life cycle assessment of MSW-to-energy schemes in Thailand Wirawat Chaya and Shabbir H. Gheewala Journal of Cleaner Production, Volume 15, Issue 15, October 2007, Pages 1463-1468 Critical COMs of success in large-scale construction projects: Evidence from Thailand construction industry Shamas-ur-Rehman Toor and Stephen O. Ogunlana International Journal of Project Management, In Press, Corrected Proof, Available online 27 September 2007 Conferences CEC 07 - 9th IEEE Conference on E-Commerce Technology EEE 07 - 4th IEEE Conference on Enterprise Computing, E-Commerce and E-Services July 23-26, 2007 - National Center of Sciences, Tokyo, Japan ieejc. ise. eng. osaka-u. ac. jp/CEC2007/ CFP: ieejc. ise. eng. osaka-u. ac. jp/CEC2007/CECEEE07-Inv070517.pdf CEC05 - 7th IEEE International Conference on E-Commerce Technology July 19-22, 2005 - Technische Universitt Mnchen, Germany cec05.in. tum. de/ CFP: cec05.in. tum. de/index-Dateien/doc/cec05cfp. pdf Normative Approach to Market Microstructure Analysis Y. Nevmyvaka (Doctoral dissertation, July, 2005) Tech. report CMU-RI-TR-05-32, Robotics Institute, Carnegie Mellon University Pdf 2216 KB: ri. cmu. edu/pubfiles/pub4/nevmyvakayuriy20051/nevmyvakayuriy20051.pdf Competitive Algorithms for VWAP and Limit Order Trading Sham M. Kakade Proceedings of the ACM Conference on Electronic Commerce (EC), 2004 cis. upenn. edu/ mkearns/papers/vwap. pdf MICHAEL KEARNS (Professor of Computer and Information Science) cis. upenn. edu/mkearns/ Publications: cis. upenn. edu/ mkearns/compfinance performance metrics for trading strategy sharpe ratio, return, max drawdown, win loss, average win/loss, win/loss ratio Design of high performance financial modelling environment F. O. Bunnin, Y. Guo, Y. Ren and J. Darlington Parallel Computing, Volume 26, Issue 5, March 2000, Pages 601-622 Performance optimization of financial option calculations S. C. Perry, R. H. Grimwood, D. J. Kerbyson, E. Papaefstathiou and G. R. Nudd Parallel Computing, Volume 26, Issue 5, March 2000, Pages 623-639 High-performance computing in finance: The last 10 years and the next Stavros A. Zenios Parallel Computing, Volume 25, Issues 13-14, December 1999, Pages 2149-2175 Parallel genetic programming and its application to trading model induction Mouloud Oussaidne, Bastien Chopard, Olivier V. Pictet and Marco Tomassini Parallel Computing, Volume 23, Issue 8, August 1997, Pages 1183-1198 Parallel Computing sciencedirect. ejproxy. a-star. edu. sg/science/journal/01678191 Vectorised simulations for stochastic differential equations P. M. Burrage (Received 8 August 2003, revised 16 February 2004) ANZIAM J. 45 (E) ppC350C363, 2004 C350 anziamj. austms. org. au/V45/CTAC2003/Burr/Burr. pdf Pushing the limits: Extremes and crashes in finance and economics D. Sornette Computer Physics Communications, Volume 147, Issues 1-2, 1 August 2002, Pages 19-21 Computational methods in the pricing and risk management of modern financial derivatives Hans-Peter Deutsch Computer Physics Communications, Volumes 121-122, September-October 1999, Pages 157-160 Implementation of a fast box-counting algorithm A. Kruger Computer Physics Communications Volume 98, Issues 1-2, October 1996, Pages 224-234 dx. doi. org. ejproxy. a-star. edu. sg/10.1016/0010-4655(96)00080-X Noisy Time Series Prediction using a Recurrent Neural Network and Grammatical Inference C. Lee Giles, Steve Lawrence, A. C. Tsoi, Machine Learning, Volume 44, Number 1/2, July/August, pp. 161183, 2001. clgiles. ist. psu. edu/papers/MachineLearning-2001-finance. pdf Data-Snooping Biases in Tests of Financial Asset Pricing Models press. princeton. edu/books/lo/chapt8.pdf Time-line Hidden Markov Experts and its Application in Time Series Prediction X. Wang P. Whigham D. Deng The Information Science Discussion Paper Series Number 2003/03 June 2003 ISSN 1172-6024 eprints. otago. ac. nz/264/01/dp2003-03.pdf YAHOO DATA quotes: finance. yahoo/d/quotes. csvssymbolampfsl1d1t1c1cohgvn historical: ichart. finance. yahoo/table. csvswhaterver (you can specify specific start/end dates and intevals) fundamentals: finance. yahoo/d/quotes. csvssymbolampfsl1d1t1c1cohgvc8b4jkep6rr1r5s7xyj4j1dmpe8e7r6r7t8n it returns csv file stream. you can access it programmatically using URL and input/output streams classes, then just parse returned csv line by line. Credit Risk: Modeling and Application Zhen Wei (Stanford University, March 18, 2006) stanford. edu/zhenwei/papers/CR. pdf A microscopic model of triangular arbitrage Yukihiro Aiba and Naomichi Hatano Physica A: Statistical and Theoretical Physics, Volume 371, Issue 2, 15 November 2006, Pages 572-584 Triangular arbitrage in the foreign exchange market Yukihiro Aiba and Naomichi Hatano Physica A: Statistical Mechanics and its Applications, Volume 344, Issues 1-2, 1 December 2004, Pages 174-177 dx. doi. org. ejproxy. a-star. edu. sg/10.1016/j. physa.2004.06.110 Triangular arbitrage and negative auto-correlation of foreign exchange rates Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu, Kouhei Marumo and Tokiko Shimizu Physica A: Statistical Mechanics and its Applications, Volume 324, Issues 1-2, 1 June 2003, Pages 253-257 Triangular arbitrage as an interaction among foreign exchange rates Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu, Kouhei Marumo and Tokiko Shimizu Physica A: Statistical Mechanics and its Applications, Volume 310, Issues 3-4, 15 July 2002, Pages 467-479 Physica A: Statistical Mechanics and its Applications sciencedirect. ejproxy. a-star. edu. sg/science/journal/03784371 Probabilistic and Statistical Inference Group - University of Toronto psi. utoronto. ca/ Publications: psi. toronto. edu/pubs2/publications. php Eddie K. H. Ng psi. toronto. edu/eddie/ Tao Wang (Ph. D. Candidate) fisher. utstat. toronto. edu/twang/ Samuel Hikspoors fisher. utstat. toronto. edu/samuel/ Research-Work: fisher. utstat. toronto. edu/samuel/Research-Work. html Numerical Methods for the Valuation of Synthetic Collateralized Debt Obligations Xiaofang Ma (September 2007, Pages: 82, Ph. D. Thesis, Computer Science Dept. Univ. of Toronto, 2007. ) cs. toronto. edu/pub/reports/na/ma-07-phd. pdf S. Jaimungal (Department of Statistics and Mathematical Finance Program, University of Toronto) utstat. utoronto. ca/sjaimung/ Research: utstat. utoronto. ca/sjaimung/research. htm Numerical Analysis and Scientific Computing Group cs. toronto. edu/NA/index. html Vladimir Surkov () cs. toronto. edu/vsurkov/ Research: cs. toronto. edu/vsurkov/research. html Fourier Space Time-stepping MATLAB code cs. toronto. edu/mh2078/ Option pricing on the GPU Craig Kolb and Matt Pharr (2005) GPU Gems 2. Chapter 45. The Pricing of Options and Corporate Liabilities Fischer Black and Myron Scholes (1973) Journal of Political Economy 81 (3): 637-654. Options, Futures, and Other Derivatives John C. Hull (1997) MATLAB Financial Toolbox - Bibliography Bond Pricing and Yields The pricing and yield formulas for fixed-income securities come from: Standard Securities Calculation Methods. Mayle, Jan. New York: Securities Industry Association, Inc. Vol. 1, 3rd ed. 1993, ISBN 1-882936-01-9. Vol. 2, 1994, ISBN 1-882936-02-7. In many cases these formulas compute the price of a security given yield, dates, rates, and other data. These formulas are nonlinear, however so when solving for an independent variable within a formula, the Financial Toolbox uses Newtons method. See any elementary numerical methods textbook for the mathematics underlying Newtons method. Term Structure of Interest Rates The formulas and methodology for term structure functions come from: Fabozzi, Frank J. quotThe Structure of Interest Rates. quot Ch. 6 in Fabozzi, Frank J. and T. Dessa Fabozzi, eds. The Handbook of Fixed Income Securities. 4th ed. New York: Irwin Professional Publishing, 1995, ISBN 0-7863-0001-9. McEnally, Richard W. and James V. Jordan. quotThe Term Structure of Interest Rates. quot Ch. 37 in Fabozzi and Fabozzi, ibid. Das, Satyajit. quotCalculating Zero Coupon Rates. quot Swap and Derivative Financing. Appendix to Ch. 8, pp. 219-225, New York: Irwin Professional Publishing. 1994, ISBN 1-55738-542-4. Derivatives Pricing and Yields Chriss, Neil A. quotBlack-Scholes and Beyond: Option Pricing Models, quot Chicago: Irwin Professional Publishing, 1997, ISBN 0-7863-1025-1. Cox, J. S. Ross and M. Rubenstein, quotOption Pricing: A Simplified Approachquot, Journal of Financial Economics 7, Sept. 1979, pp. 229 - 263 Hull, John C. Options, Futures, and Other Derivatives, Prentice Hall, 5th edition, 2003, ISBN 0-13-009056-5 Portfolio Analysis The Markowitz model is used for portfolio analysis computations. For a discussion of this model see Chapter 7 of: Bodie, Zvi, Alex Kane, and Alan J. Marcus, Investments, Burr Ridge, IL: Irwin. 2nd. ed. 1993, ISBN 0-256-08342-8. To solve the quadratic minimization problem associated with finding the efficient frontier, the toolbox uses the fmincon function (finds the constrained minimum of a function of several variables) in the Optimization Toolbox. See that toolbox documentation for more details. Financial Statistics The discussion of computing statistical values for portfolios containing missing data elements derives from the following references: Little, Roderick J. A. and Donald B. Rubin, Statistical Analysis with Missing Data, 2nd ed. John Wiley amp Sons, Inc. 2002. Meng, Xiao-Li and Donald B. Rubin, quotMaximum Likelihood Estimation via the ECM Algorithm, quot Biometrika, Vol. 80, No. 2, 1993, pp. 267-278. Sexton, Joe and Anders Rygh Swensen, quotECM Algorithms That Converge at the Rate of EM, quot Biometrika, Vol. 87, No. 3, 2000, pp. 651-662. Dempster, A. P. N. M. Laird, and Donald B. Rubin, quotMaximum Likelihood from Incomplete Data via the EM Algorithm, quot Journal of the Royal Statistical Society, Series B, Vol. 39, No. 1, 1977, pp. 1-37. Other References Other references include: Addendum to Securities Industry Association, Standard Securities Calculation Methods: Fixed Income Securities Formulas for Analytic Measures, Vol. 2, Spring 1995. This addendum explains and clarifies the end-of-month rule. Principles of Corporate Finance Brealey, Richard A. and Stewart C. Myers. New York: McGraw-Hill. 4th ed. 1991, ISBN 0-07-007405-4. Advanced Options Trading. Daigler, Robert T. Chicago: Probus Publishing Co. 1994, ISBN 1-55738-552-1. A Dictionary of Finance. Oxford: Oxford University Press. 1993, ISBN 0-19-285279-5. The Handbook of Fixed-Income Securities. Fabozzi, Frank J. and T. Dessa Fabozzi, eds. Burr Ridge, IL: Irwin. 4th ed. 1995, ISBN 0-7863-0001-9. Fitch, Thomas P. Dictionary of Banking Terms. Hauppauge, NY: Barrons. 2nd ed. 1993, ISBN 0-8120-1530-4. Hill, Richard O. Jr. Elementary Linear Algebra. Orlando, FL: Academic Press. 1986, ISBN 0-12-348460-X Luenberger, David G. Investment Science, Oxford University Press, 1998. ISBN 0195108094 Marshall, John F. and Vipul K. Bansal. Financial Engineering: A Complete Guide to Financial Innovation. New York: New York Institute of Finance. 1992, ISBN 0-13-312588-2. Sharpe, William F. Macro-Investment Analysis. An quotelectronic work-in-progressquot published on the World Wide Web, 1995, at stanford. edu/ wfsharpe/mia/mia. htm. Sharpe, William F. and Gordon J. Alexander. Investments. Englewood Cliffs, NJ: Prentice-Hall. 4th ed. 1990, ISBN 0-13-504382-4. Stigum, Marcia, with Franklin Robinson. Money Market and Bond Calculations. Richard D. Irwin. 1996, ISBN 1-55623-476-7. Statistical Arbitrage Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) by Andy Pole (Author) Introductory Econometrics for Finance by Chris Brooks (Author) Arbitrage Theory in Continuous Time (Oxford Finance) by Tomas Bjork (Author) The Mathematics of Arbitrage (Springer Finance) by Freddy Delbaen (Author), Walter Schachermayer (Author) An Arbitrage Guide to Financial Markets (Wiley Finance) by Robert Dubil (Author) Building Automated Trading Systems: With an Introduction to Visual C. NET 2005 (Financial Market Technology) by Benjamin Van Vliet (Author) An Introduction to High-frequency Finance by Ramazan Gencay (Author), et al. Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) by Ganapathy Vidyamurthy (Author) Statistical Arbitrage (Wiley Trading Advantage (Hardcover)) by Stephen Smith (Author) (Note: This book was never actually published as he started work at Algorithmics and decided better of it though there are copies of the manuscript floating around - its pretty interesting) Trading Pairs: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies (Wiley Trading) by Mark Whistler (Author) Exchange rates Forecasting of foreign exchange rates of Taiwans major trading partners by novel nonlinear Grey Bernoulli model NGBM(1, 1) Chun-I Chen, Hong Long Chen and Shuo-Pei Chen Communications in Nonlinear Science and Numerical Simulation, Volume 13, Issue 6, August 2008, Pages 1194-1204 Forecasting Foreign Exchange Rates Using Idiosyncratic Volatility Hui Guo and Robert Savickas Journal of Banking amp Finance, In Press, Accepted Manuscript, Available online 3 December 2007 The dynamics of exchange rate regimes: fixes, floats, and flips Michael W. Klein and Jay C. Shambaugh Journal of International Economics, In Press, Accepted Manuscript, Available online 3 December 2007 Order flow and exchange rate dynamics in electronic brokerage system data David W. Berger, Alain P. Chaboud, Sergey V. Chernenko, Edward Howorka and Jonathan H. Wright Journal of International Economics, In Press, Accepted Manuscript, Available online 3 December 2007 Balance sheets, exchange rate policy, and welfare Selim Elekdag and Ivan Tchakarov Journal of Economic Dynamics and Control, Volume 31, Issue 12, December 2007, Pages 3986-4015 Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data Robert Dekle and Heajin H. Ryoo Journal of International Financial Markets, Institutions and Money, Volume 17, Issue 5, December 2007, Pages 437-451 Real exchange rates, imperfect substitutability, and imperfect competition Ronald MacDonald and Luca Antonio Ricci Journal of Macroeconomics, Volume 29, Issue 4, December 2007, Pages 639-664 Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journals panel of economists Karlyn Mitchell and Douglas K. Pearce Journal of Macroeconomics, Volume 29, Issue 4, December 2007, Pages 840-854 December 1, 2007 Minimum Spanning Tree example lagash. dft. unipa. it/ Inverting the symmetrical beta distribution Pierre LEcuyer and Richard Simard ACM Transactions on Mathematical Software, Volume 32. Issue 4 (December 2006, pp: 509-520 portal. acm. org/citation. cfmid1186786 Stephanie Schmitt-Grohe Martin Uribe (Professor of Economics, Department of Economics, Duke University, USA) econ. upenn. edu/ uribe/ Research: econ. duke. edu/ Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model Stephanie Schmitt-Grohe and Martin Uribe Monetary Policy Under Inflation Targeting, edited by Klaus Schmidt-Hebbel and Rick Mishkin, Central Bank of Chile, Santiago, Chile, 2007, p. 125-186. econ. duke. edu/ Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function Stephanie Schmitt-Grohe and Martin Uribe JEDC, vol. 28, January 2004, pp. 755-775 econ. duke. edu/ Information about obtaining the system, including installation instructions and links to the software it uses, is available at senna. iems. northwestern. edu/strums Searching for the value of quality in financial servicesStavros A. Zenios and A. Soteriou (October 2000)hermes. ucy. ac. cy/zenios/publications/quality. pdf The PROMETEIA model for fund management with guaranteesStavros A. Zeniosm A. Consiglio and F. Cocco Scalable parallel computations for large-scale stochastic programmingH. Vladimirou, S. A. ZeniosAnnals of Operations Research 90 (1999) 87150129. Paul Krugmanweb. mit. edu/krugman/www/ Didier Sornetteess. ucla. edu/faculty/sornette/Publications: ess. ucla. edu/faculty/sornette/pubfinance. aspfinance Anders Johansennbi. dk/ A. Johansen and D. Sornette, Financial 147anti-bubbles148: log-periodicity in Gold and Nikkei collapses Int. J. Mod. Phys. C. 10, 563-575 (1999). Physica A: Statistical Mechanics and its Applications sciencedirect. ejproxy. a-star. edu. sg/science/journal/03784371 Intraday price reversals in the US stock index futures market: A 15-year studyJames L. Grant, Avner Wolf and Susana YuJournal of Banking amp Finance, Volume 29, Issue 5, May 2005, Pages 1311-1327 Trading activity and price reversals in futures marketsChangyun Wang and Min YuJournal of Banking amp Finance, Volume 28, Issue 6, June 2004, Pages 1337-1361 Short-term reaction of stock markets in stressful circumstancesM. Ameziane Lasfer, Arie Melnik and Dylan C. ThomasJournal of Banking amp Finance, Volume 27, Issue 10, October 2003, Pages 1959-1977 Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreactionKiseok Nam, Chong Soo Pyun and Stephen L. AvardJournal of Banking amp Finance, Volume 25, Issue 4, April 2001, Pages 807-824 Intraday price reversals for index futures in the US and Hong Kong Alexander Kwok-Wah Fung, Debby M. Y. Mok and Kin Lam Journal of Banking amp Finance, Volume 24, Issue 7, July 2000, Pages 1179-1201 dx. doi. org. ejproxy. a-star. edu. sg/10.1016/S0378-4266(99)00072-2 FUNG-FINANCE.2000.pdf Do markets overreact: International evidenceAhmet Baytas and Nusret CakiciJournal of Banking amp Finance, Volume 23, Issue 7, July 1999, Pages 1121-1144 On the computation of returns in tests of the stock market overreaction hypothesisGishan DissanaikeJournal of Banking amp Finance, Volume 18, Issue 6, December 1994, Pages 1083-1094 Overreaction in the Brazilian stock marketNewton C. A. da CostaJournal of Banking amp Finance, Volume 18, Issue 4, September 1994, Pages 633-642DACOSTA-FINANCE.1994.pdf Overreaction in the Spanish equity marketJournal of Banking amp Finance, Volume 14, Issues 2-3, August 1990, Pages 469-481Aurora Alonso and Gonzalo Rubio Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling Shevchenko Pavel (CSIRO Mathematical and Information Sciences, Locked Bag 17, North Ryde NSW 1670, Sydney, Australia) J. Computational Finance, Vol 6 / No 3, Spring 2003 Pavel V. Shevchenko (Principal Research Scientist Financial Risk Management) cmis. csiro. au/Pavel. Shevchenko/ Advanced Monte Carlo methods for pricing European-style options P. V. Shevchenko (2001) CSIRO techical report, CMIS report number 2001/148. cmis. csiro. au/Pavel. Shevchenko/docs/MCreportRevised. pdf Feature extraction in support vector machine: a comparison of PCA, XPCA and ICA Cao, L. J. Chong, W. K. Proceedings of the 9th International Conference on Neural Information Processing, 2002. ICONIP 02. Nov. 18-22, 2002, Volume: 2, pp. 1001-1005 ieeexplore. ieee. org/xpls/absall. jsparnumber1198211 CAO-PCA-ICA.2002.pdf EVA2007 - 5th Conference on Extreme Value Analysis Probabilistic and Statistical Models and their Applications July 2315027, 2007 - Bern, Switzerland imsv. unibe. ch/eva2007/ EVA2005 - 4th Conference on Extreme Value Analysis Probabilistic and Statistical Models and their Applications August 15-19, 2005 - Gothenburg math. ku. dk/ OX Extreme value analysis d3.dion. ne. jp/ Generating parallel quasirandom sequences via randomization Journal of Parallel and Distributed Computing, Volume 67, Issue 7, July 2007, Pages 876-881 Hongmei Chi and Edward L. Jones Quasirandom Number Generators for Parallel Monte Carlo Algorithms Journal of Parallel and Distributed Computing, Volume 38, Issue 1, 10 October 1996, Pages 101-104 B. C. Bromley Instrumentation for a massively parallel MIMD application Journal of Parallel and Distributed Computing, Volume 12, Issue 3, July 1991, Pages 223-236 Raymond R. Glenn and Daniel V. Pryor Random number generators for MIMD parallel processors Journal of Parallel and Distributed Computing, Volume 6, Issue 3, June 1989, Pages 477-497 Ora E. Percus and Malvin H. Kalos Lattice-Nystrm method for Fredholm integral equations of the second kind with convolution type kernels Josef Dick, Peter Kritzer, Frances Y. Kuo and Ian H. Sloan Journal of Complexity, Volume 23, Issues 4-6, August-December 2007, Pages 752-772Dick.2007.pdf Lattice rule algorithms for multivariate approximation in the average case setting Frances Y. Kuo, Ian H. Sloan and Henryk Woniakowski Journal of Complexity, In Press, Corrected Proof, Available online 22 April 2007Kuo.2007.pdf A component-by-component approach to efficient numerical integration over products of spheresKerstin Hesse, Frances Y. Kuo and Ian H. SloanJournal of Complexity, Volume 23, Issue 1, February 2007, Pages 25-51Hesse.2007.pdf Randomly shifted lattice rules for unbounded integrandsFrances Y. Kuo, Grzegorz W. Wasilkowski and Benjamin J. WaterhouseJournal of Complexity, Volume 22, Issue 5, October 2006, Pages 630-651Kuo.2006.pdf Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensionsBen J. Waterhouse, Frances Y. Kuo and Ian H. SloanJournal of Complexity, Volume 22, Issue 1, February 2006, Pages 71-101 Waterhouse.2006.pdf Quasi-Monte Carlo methods can be efficient for integration over products of spheresFrances Y. Kuo and Ian H. SloanJournal of Complexity, Volume 21, Issue 2, April 2005, Pages 196-210 Kuo.2005.pdf Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces F. Y. Kuo Journal of Complexity, Volume 19, Issue 3, June 2003, Pages 301-320 Kuo.2003.pdf Component-by-Component Construction of Good Lattice Rules with a Composite Number of Points Frances Y. Kuo and Stephen JoeJournal of Complexity, Volume 18, Issue 4, December 2002, Pages 943-976 Kuo.2002.pdf Lattice-Nystrm method for Fredholm integral equations of the second kind with convolution type kernels Josef Dick, Peter Kritzer, Frances Y. Kuo and Ian H. Sloan Journal of Complexity, Volume 23, Issues 4-6, August-December 2007, Pages 752-772 Dick.2007.pdf Lattice rule algorithms for multivariate approximation in the average case setting Frances Y. Kuo, Ian H. Sloan and Henryk Woniakowski Journal of Complexity, In Press, Corrected Proof, Available online 22 April 2007 Kuo.2007.pdf A component-by-component approach to efficient numerical integration over products of spheres Kerstin Hesse, Frances Y. Kuo and Ian H. Sloan Journal of Complexity, Volume 23, Issue 1, February 2007, Pages 25-51 Hesse.2007.pdf Randomly shifted lattice rules for unbounded integrands Frances Y. Kuo, Grzegorz W. Wasilkowski and Benjamin J. Waterhouse Journal of Complexity, Volume 22, Issue 5, October 2006, Pages 630-651 Kuo.2006.pdf Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions Ben J. Waterhouse, Frances Y. Kuo and Ian H. Sloan Journal of Complexity, Volume 22, Issue 1, February 2006, Pages 71-101 Waterhouse.2006.pdf Quasi-Monte Carlo methods can be efficient for integration over products of spheres Frances Y. Kuo and Ian H. Sloan Journal of Complexity, Volume 21, Issue 2, April 2005, Pages 196-210 Kuo.2005.pdf Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces F. Y. Kuo Journal of Complexity, Volume 19, Issue 3, June 2003, Pages 301-320 Kuo.2003.pdf Component-by-Component Construction of Good Lattice Rules with a Composite Number of Points Frances Y. Kuo and Stephen Joe Journal of Complexity, Volume 18, Issue 4, December 2002, Pages 943-976 Kuo.2002.pdf Lyness 1989 - An Introduction to Lattice Rules and their Generator Matrices Kelton 2006 - Numerical Methods for Realizing Nonstationary Poisson Processes with Piecewise-Constant Instantaneous-Rate Functions Tsallis - Nonextensive statistical mechanics - An introduction Shevchenko Pavel 2003 - Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling - J. Computational Finance Metwally, S. A.K. Atiya, A. F. - Fast Monte Carlo valuation of barrier options for jump diffusion processes Cao, L. J. Chong, W. K. 2002 - Feature extraction in support vector machine: a comparison of PCA, XPCA and ICA Arbitrary-pressure chemical vapor deposition modeling using direct simulation Monte Carlo with nonlinear surface chemistry Husain A. Al-Mohssen and Nicolas G. Hadjiconstantinou Journal of Computational Physics, Volume 198, Issue 2, 10 August 2004, Pages 617-627 Hybrid Atomistic150Continuum Formulations and the Moving Contact-Line Problem Nicolas G. Hadjiconstantinou Journal of Computational Physics, Volume 154, Issue 2, 20 September 1999, Pages 245-265 Stratified sampling and quasi-Monte Carlo simulation of Lvy processes Leobacher 2006 Monte Carlo Methods and Applications Master 2 Recherche Sciences Economiques Marchs et Intermdiaires Finaniciers - Financial Markets and Intermediaries univ-tlse1.fr/MRE409/0/ficheformation/ampONGLET3 Fear and Greed in Financial Markets: A Clinical Study of Day-Traders ANDREW W. LO, DMITRY V. REPIN, BRETT N. STEENBARGER March 2005 MIT Sloan Working Paper No. 4534-05 papers. ssrn/sol3/papers. cfmabstractid690501 The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective ANDREW W. LO Journal of Portfolio Management, Forthcoming papers. ssrn/sol3/papers. cfmabstractid602222 Financial Statistical Modelling With a New Nature-Inspired Technique NIKOS S. THOMAIDIS, GEORGE D. DOUNIAS and NICK KONDAKIS Presented in the 1st European Symposium on Nature-Inspired Smart-Information Systems (NISIS), Albufeira, Portugal, 2005 papers. ssrn/sol3/papers. cfmabstractid890247 An Intelligent Statistical Arbitrage Trading System NIKOS S. THOMAIDIS and NICK KONDAKIS papers. ssrn/sol3/papers. cfmabstractid890234 High Frequency Pairs Trading with U. S. Treasury Securities: Risks and Rewards for Hedge Funds PURNENDU NATH (London Business School, November 2003) papers. ssrn/sol3/papers. cfmabstractid565441 Analysis of oil forwardcurves amp rollovers, and trading strategies using statistical arbitrage feweb-vu. nl/dbfilestream. aspid3329 COREGRID: European Research Network on Foundations, Software Infrastructures and Applications for large scale distributed, Grid and Peer-to-Peer Technologiesquot Funded by the European Commission, duration: 2004-2008 coregrid. net 2005-2008 Program PENED Business Strategies in a Competitive Environment: The Case of the Shipping Industry Hybrid Learning Fuzzy Neural Models in Stock Price Forecasting WEI-CHIANG HONG Journal of Information amp Optimization Sciences, Vol. 26, No. 3, pp. 495-508, September 2005 papers. ssrn/sol3/papers. cfmabstractid874892 Risk Management of Hedge Funds using Fuzzy Neural - and Genetic Algorithms CLEMENS GLAFFIG (Panathea Capital Partners, August 20, 2004) papers. ssrn/sol3/papers. cfmabstractid580661 Can Fuzzy Logic Make Technical Analysis 20/20 MING DONG and JASON ZHOU Financial Analysts Journal, Vol. 60, No. 4, pp. 54-73, July/August 2004 papers. ssrn/sol3/papers. cfmabstractid574761 Portfolio Selection Using Fuzzy Decision Theory SRICHANDER RAMASWAMY (Bank for International Settlements, BIS Working Paper No. 59 papers. ssrn/sol3/papers. cfmabstractid856064 Statistical arbitrage trading with wavelets and artificial neural networks Zapart, C. Adv. Financial Trading Solutions Ltd. Enfield, UK Proceedings. 2003 IEEE International Conference on Computational Intelligence for Financial Engineering ieeexplore. ieee. org/xpls/absall. jsparnumber1196339 NICK KONDAKIS Kapa International, 140 Broadway, 46th Floor, New York. NY 10005 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models Gran Hjelm and Martin W. Johansson Journal of Macroeconomics Volume 27, Issue 4, December 2005, Pages 691-703 dx. doi. org/10.1016/j. jmacro.2004.03.005 Exchange rate strategies towards the euro-zone for new EU member states with currency boards Margarita Katsimi Journal of Macroeconomics, In Press, Corrected Proof, Available online 8 June 2007 Statistical Arbitrage stat. purdue. edu/ AlphaSwiss Behavioral Quant BEHAVIORAL STATISTICAL ARBITRAGE DMYTRO SUDAK and OLENA SUSLOVA Dmytro Sudak and Olena Suslova are students at the Master of Science in Banking and Finance Program at HEC, University of Lausanne. The authors thank Prof. Francois-Serge Lhabitant, who was their advisor on this thesis and Alois Zimmermenn (Director of AlphaSwiss Behavioral Quant USA, Ltd.) for helpful comments. stat. purdue. edu/ GMM for parameter estimation for DEJD model proposed by Ramezani, Zeng and Kou stat. purdue. edu/ Report, SAS code, data sets Pricing of European and American contingent claims: finite difference method stat. purdue. edu/ Microsoft Excel 2000 and 2003 Faults, Problems, Workarounds and Fixes D. Heiser Computational Statistics amp Data Analysis, Volume 51, Issue 2, 15 November 2006, Pages 1442-1443 Heiser.2006.pdf On the accuracy of statistical procedures in Microsoft Excel 2003 Computational Statistics amp Data Analysis, Volume 49, Issue 4, 15 June 2005, Pages 1244-1252 B. D. McCullough and Berry Wilson McCullough.2005.pdf On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP Computational Statistics amp Data Analysis, Volume 40, Issue 4, 28 October 2002, Pages 713-721 B. D. McCullough and Berry Wilson McCullough.2002.pdf On the Reliability of Microsoft Excel XP for Statistical Purposes Leo Knsel stat. uni-muenchen. de/ On the anomaly of ran1() in Monte Carlo pricing of financial derivatives Akira Tajima Syoiti Ninomiya and Shu Tezuka Proceedings of the 28th conference on Winter simulation portal. acm. org/citation. cfmid256653 On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices Computers and Operations Research archive Volume 35. Issue 1 (January 2008) Pages: 76-89 Year of Publication: 2008 Xun Li and Zhenyu Wu portal. acm. org/citation. cfmid1268212 The existence of good extensible rank-1 lattices Fred J. Hickernell and Harald Niederreiter Journal of Complexity, Volume 19, Issue 3, June 2003, Pages 286-300 Hickernell.2003.pdf Improving the rejection sampling method in quasi-Monte Carlo methods Xiaoqun Wang Journal of Computational and Applied Mathematics, Volume 114, Issue 2, 1 February 2000, Pages 231-246 WANG-FINANCE-MC.2000.pdf On Asian option pricing for NIG Lvy processes Hansjrg Albrecher and Martin Predota Journal of Computational and Applied Mathematics, Volume 172, Issue 1, 1 November 2004, Pages 153-168 Albrecher-FINANCE-LEVY.2004.pdf On a distribution-free quantile estimator Mei Ling Huang Computational Statistics amp Data Analysis, Volume 37, Issue 4, 28 October 2001, Pages 477-486 Huang-STATS.2001.pdf Accurate Finite Difference Methods for Option Pricing Jonas Persson (PhD thesis, Sept. 2006) ISSN 1651-6214 / ISBN 91-554-6627-3 Uppsala University, Sweden Pricing European Multiasset Options Using a Space-time Adaptive FD-method. I J. Persson and L. von Sydow(2003). To appear in Computing and Visualization in Science. Space-Time Adaptive Finite Difference Method for European Multi-Asset Options. P. Ltstedt, J. Persson, L. von Sydow and J. Tysk (2006). Submitted to Computers and Mathematics with Applications. A Highly Accurate Adaptive Finite Difference Solver for the Black-Scholes Equation. G. Linde, J. Persson and L. von Sydow (2006). Submitted to International Journal of Computer Mathematics Improved Radial Basis Function Methods for Multi-dimensional Option Pricing. U. Pettersson, E. Larsson, G. Marcusson and J. Persson (2006) Submitted to Journal of Computational and AppliedMathematics Pricing Turbo Warrants. J. Eriksson and J. Persson (2006). Submitted to Journal of Economic Dynamics and Control. Pricing American Options Using a Space-time Adaptive Finite Difference Method. J. Persson (2006). Submitted to Mathematics and Computers in Simulation A front-Fixing Finite Difference Method for the valuation of American Options Wu, L. and Y. K. Kwok, 1997 J. of Financial Engineering, 6, Num. 2, 83-97. European Journal of Operational Research, Conferences Solving PDEs with Cubic Splines Shuang Liu 2000 A new numerical approach for solving higher-order nonlinear ordinary differential equations Hung Thanh Phan 2002 Improvement of a numerical method for solving high-order non-linear ordinary differential equations Christian Hammel 2005 Some innovative numerical approaches for pricing American options Jin Zhang 2007 October 2007 Completed Research Master Students: uow. edu. au/ FERM2007 - International Symposium on Financial Engineering and Risk Management 2007 June 11-12, 2007 - Beijing ferm2007.gsm. pku. edu. cn/ Jianqing Fan (Professor of Finance, Professor of Statistics, Princeton University) orfe. princeton. edu/ Positive numerical integration of Stochastic Differential Equations Christian Kahl (Diploma Thesis, September 9, 2004) Supervisor ABN AMRO London Dr. Thilo Roberg Supervisor University of Wuppertal Prof. Dr. Michael Gunther University of Wuppertal Faculty of Mathematics and Natural Science Research Group Numerical Analysis www-num. math. uni-wuppertal. de//Files/dakahl. pdf Portfolio Optimization The Martingale Approach Patrick DeuB Master Thesis May 2006 Supervisor University of Wuppertal Prof. Dr. Michael Gunther University of Wuppertal Faculty of Mathematics and Science www-num. math. uni-wuppertal. de//Files/madeuss. pdf Modelling and Simulating of Rain Derivatives Cathrin van Emmerich (Master thesis, February 24, 2005) Supervisor Mathematics Supervisor Business Prof. Dr. Michael G127unther Prof. Dr. Michael Nelles University of Wuppertal Faculty of Mathematics and Science Faculty of Business and Social Sciences www-num. math. uni-wuppertal. de//Files/davanEmm. pdf Christian Kahl Publications math. uni-wuppertal. de/ Computing in Finance 150 C Project Terreneuve-devel Project Simon LEGER, Aloke MUKHERJEE, Joseph PEREZ, Yann RENOUX December 22, 2005 A Radial Basis Function Method For Solving Options Pricing Model Yiu-Chung Hon, Xian-Zhong Mao citeseer. ist. psu. edu/324314.html Improved radial basis function methods for multi-dimensional option pricing Ulrika Pettersson, Elisabeth Larsson, Gunnar Marcusson and Jonas Persson it. uu. se/research/publications/reports/2006-028/2006-028-nc. pdf A closed-form exact solution for the value of American put and its optimal exercise boundary (Invited Paper) Song-Ping Zhu Proceedings of SPIE -- Volume 5848 - Noise and Fluctuations in Econophysics and Finance, Derek Abbott, Jean-Philippe Bouchaud, Xavier Gabaix, Joseph L. McCauley, Editors, May 2005, pp. 186-199 Searching for a closed-form exact solution for American put options under the Black-Scholes framework has been a long standing problem in the past many researchers believe that it is impossible to find such a solution. In this paper, a closed-form exact solution, in the form of a Taylors series expansion, of the well-known Black-Scholesequation is presented for the first time. As a result of this analytic solution, the optimal exercise boundary, which is the main difficulty of the problem, is found as an explicit function of the risk-free interest rate, the volatility and the time to expiration. NUs Business School - Financial Database bschool. nus. edu. sg/Departments/FinanceNAccounting/FDBDatabase. htm An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations Desmond J. Higham SIAM REVIEW, 2001 Society for Industrial and Applied Mathematics Vol. 43,No. 3,pp. 525-546 caam. rice. edu/ quotMaple and MatLab for stochastic differential equations in financequot maths. strath. ac. uk/ Robert V. Kohn Professor of Mathematics Courant Institute, New York University PDE for Finance, Spring 2003 math. nyu. edu/faculty/kohn/pdefinance. html Song-Ping Zhu uow. edu. au/ spz/ 2006 Quantitative finance A prototype model of stock exchange G. Caldarelli, M. Marsili and Y.-C. Zhang 1997 Europhys. Lett. 40 479-484 doi:10.1209/epl/i1997-00491-5 ON THE NATURE OF THE STOCK MARKET: SIMULATIONS AND EXPERIMENTS Hendrik J. Blok Doctor of Philosophy arxiv. org/pdf/cond-mat/0010211 Ulrich Horst (Department of Mathematics, Vancouver, Canada) math. ubc. ca/ Confidence in data mining model predictions: a financial engineering application Healy et al. IEEE Conference with Digital Object Identifier: 10.1109/IECON.2003.1280355 a preprint can be found at epubs. cclrc. ac. uk/bitstream/771/IECON03P1331.pdf Computational Finance has been into GAs and Ant System Portfolio Optimisation for over 4 years. Now he came up with neat GA application: he used the technique to find an analytic solution to pricing american options (a very bizarre integral was the result) and it generated forecasts with something like a 98.2-98.9 accuracy, when compared to those actually observed in the market. This was a significant improvement over the Geske, Barone-Adesi/Whaley and Johnson PDEs (all between 92-97 accuracy), Option Pricing with the Genetic Programming Approach Journal of Computational Intelligence in Finance, Vol. 7, No.6, 1999, 26-36 Evolutionary Computation and the Vega Risk of American Put Options with Matthias G. Schuster IEEE Transaction on Neural Networks, Vol. 12, No. 4, 2001, 704-715. Using genetic algorithms to find technical trading rules F. Allen and R. Karjalainen J. Financial Economics, pp. 245-271, 1999. A multiobjective genetic programming approach for pricing and hedging derivative securities Schuster, M. G. Computational Intelligence for Financial Engineering, 2003. Proceedings. 2003 IEEE International Conference on Volume. Issue. 20-23 March 2003 Page(s): 77 - 84 Digital Object Identifier 10.1109/CIFER.2003.1196245 ieeexplore. ieee. org/iel5/8512/26901/01196245.pdftpamparnumber1196245ampisnumber26901 August 2007 - SPMC / SoCCE / UoPBreaking News Legend forex akademija masterforex Breaking news is defined as new information that has market-moving potential. broker forex terbaik malaysia (hot forex liquidity providers ) platforma forex bonus All breaking news is rated high (red), medium (orange), or low (yellow) depending on the how much it impacted the market. 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