A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options Fei RenMei-Ling CaiZhang-HangJian Chen OriginalPaper 14 May 2022 Pages: 1 - 28
Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach Marcus L. NascimentoKelly C. M. GonçalvesMario Jorge Mendonça OriginalPaper 19 May 2022 Pages: 29 - 47
Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach Paolo Massimo BuscemaFrancesca Della TorrePier Luigi Sacco OriginalPaper 20 May 2022 Pages: 49 - 89
Ensuring Mutual Benefit in a Trans-boundary Industrial Pollution Control Problem Ryle S. PereraKimitoshi Sato OriginalPaper Open access 23 May 2022 Pages: 91 - 128
Modeling Tail Dependence Using Stochastic Volatility Model See-Woo KimYong-Ki MaCiprian Necula OriginalPaper 24 May 2022 Pages: 129 - 147
A Deep Learning Based Numerical PDE Method for Option Pricing Xiang WangJessica LiJichun Li OriginalPaper 02 June 2022 Pages: 149 - 164
Predict Stock Prices Using Supervised Learning Algorithms and Particle Swarm Optimization Algorithm Mohammad Javad BazrkarSoodeh Hosseini OriginalPaper 05 June 2022 Pages: 165 - 186
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization Bernardo K. PagnoncelliDomingo RamírezArturo Cifuentes OriginalPaper 07 June 2022 Pages: 187 - 204
Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis Mike G. TsionasDionisis PhilippasConstantin Zopounidis OriginalPaper 10 June 2022 Pages: 205 - 227
Forecasting Forex Trend Indicators with Fuzzy Rough Sets J. C. Garza SepúlvedaF. Lopez-IrarragorriS. E. Schaeffer OriginalPaper 15 June 2022 Pages: 229 - 287
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset Burcu AydoğanÖmür UğurÜmit Aksoy OriginalPaper Open access 17 June 2022 Pages: 289 - 324
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks Chao YuXiaoqun Wang OriginalPaper 21 June 2022 Pages: 325 - 360
Portfolio Optimization Via Online Gradient Descent and Risk Control J. D. M. YamimC. C. H. BorgesR. F. Neto OriginalPaper 30 June 2022 Pages: 361 - 381
Spatial Interactions and the Spread of COVID-19: A Network Perspective Cui ZhangDandan Zhang OriginalPaper 06 July 2022 Pages: 383 - 405
Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors Jan G. De Gooijer OriginalPaper Open access 13 July 2022 Pages: 407 - 424
Reinforcement Learning in Economics and Finance Arthur CharpentierRomuald ÉlieCarl Remlinger OriginalPaper 23 April 2021 Pages: 425 - 462
Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data Vladimír HolýPetra Tomanová OriginalPaper 10 October 2021 Pages: 463 - 485
