Dynamics Evolution of Trading Strategies of Investors in Financial Market Binghui WuTingting DuanJianmin He OriginalPaper 30 November 2016 Pages: 743 - 760
Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting D. Th. VezerisC. J. SchinasG. Papaschinopoulos OriginalPaper 02 December 2016 Pages: 761 - 807
DEA-Based Piecewise Linear Discriminant Analysis Ai-bing JiYe JiYanhua Qiao OriginalPaper 07 December 2016 Pages: 809 - 820
Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data Ya-Chi HuangChueh-Yung Tsao OriginalPaper 09 January 2017 Pages: 821 - 846
Network Topology and Systemically Important Firms in the Interfirm Credit Network Ohsung KwonSung-guan YunDuk Hee Lee OriginalPaper 21 January 2017 Pages: 847 - 864
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market Filip StanekJiri Kukacka OriginalPaper 27 January 2017 Pages: 865 - 892
Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach Ilias KostarakosStelios Kotsios OriginalPaper 25 January 2017 Pages: 893 - 911
Short-Term Price Overreactions: Identification, Testing, Exploitation Guglielmo Maria CaporaleLuis Gil-AlanaAlex Plastun OriginalPaper Open access 07 February 2017 Pages: 913 - 940
A New Predictive Measure Using Agent-Based Behavioral Finance Todd FeldmanShuming Liu OriginalPaper 28 January 2017 Pages: 941 - 959
Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions Darae JeongMinhyun YooJunseok Kim OriginalPaper 25 January 2017 Pages: 961 - 972
Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events Cheng-Der FuhHuei-Wen TengRen-Her Wang OriginalPaper 17 February 2017 Pages: 973 - 990
Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals Vivien LespagnolJuliette Rouchier OriginalPaper 06 February 2017 Pages: 991 - 1020
A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection Davi Michel ValladãoÁlvaro VeigaAlexandre Street BriefCommunication 06 February 2017 Pages: 1021 - 1032
Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data Nasir Aminu OriginalPaper Open access 09 February 2017 Pages: 1033 - 1068
Information and Efficiency in Thin Buyer–Seller Markets over Random Networks Michiel van de Leur OriginalPaper 04 February 2017 Pages: 1069 - 1095
Visual Economic Modelling System (VEMS) for Computable General Equilibrium Models Nico Vellinga OriginalPaper 02 February 2017 Pages: 1097 - 1121
Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors Yang AijunXiang JuLin Jinguan OriginalPaper 02 February 2017 Pages: 1123 - 1138
