1. Dynamics Evolution of Trading Strategies of Investors in Financial Market

   • Binghui Wu
   • Tingting Duan
   • Jianmin He

   OriginalPaper 30 November 2016 Pages: 743 - 760

   

2. Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting

   • D. Th. Vezeris
   • C. J. Schinas
   • G. Papaschinopoulos

   OriginalPaper 02 December 2016 Pages: 761 - 807

   

3. DEA-Based Piecewise Linear Discriminant Analysis

   • Ai-bing Ji
   • Ye Ji
   • Yanhua Qiao

   OriginalPaper 07 December 2016 Pages: 809 - 820

   

4. Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data

   • Ya-Chi Huang
   • Chueh-Yung Tsao

   OriginalPaper 09 January 2017 Pages: 821 - 846

   

5. Network Topology and Systemically Important Firms in the Interfirm Credit Network

   • Ohsung Kwon
   • Sung-guan Yun
   • Duk Hee Lee

   OriginalPaper 21 January 2017 Pages: 847 - 864

   

6. The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market

   • Filip Stanek
   • Jiri Kukacka

   OriginalPaper 27 January 2017 Pages: 865 - 892

   

7. Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach

   • Ilias Kostarakos
   • Stelios Kotsios

   OriginalPaper 25 January 2017 Pages: 893 - 911

   

8. Short-Term Price Overreactions: Identification, Testing, Exploitation

   • Guglielmo Maria Caporale
   • Luis Gil-Alana
   • Alex Plastun

   OriginalPaper Open access 07 February 2017 Pages: 913 - 940

   

9. A New Predictive Measure Using Agent-Based Behavioral Finance

   • Todd Feldman
   • Shuming Liu

   OriginalPaper 28 January 2017 Pages: 941 - 959

   

10. Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions

    • Darae Jeong
    • Minhyun Yoo
    • Junseok Kim

    OriginalPaper 25 January 2017 Pages: 961 - 972

    

11. Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events

    • Cheng-Der Fuh
    • Huei-Wen Teng
    • Ren-Her Wang

    OriginalPaper 17 February 2017 Pages: 973 - 990

12. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals

    • Vivien Lespagnol
    • Juliette Rouchier

    OriginalPaper 06 February 2017 Pages: 991 - 1020

    

13. A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection

    • Davi Michel Valladão
    • Álvaro Veiga
    • Alexandre Street

    BriefCommunication 06 February 2017 Pages: 1021 - 1032

    

14. 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

    

15. Information and Efficiency in Thin Buyer–Seller Markets over Random Networks

    • Michiel van de Leur

    OriginalPaper 04 February 2017 Pages: 1069 - 1095

    

16. Visual Economic Modelling System (VEMS) for Computable General Equilibrium Models

    • Nico Vellinga

    OriginalPaper 02 February 2017 Pages: 1097 - 1121

    

17. Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors

    • Yang Aijun
    • Xiang Ju
    • Lin Jinguan

    OriginalPaper 02 February 2017 Pages: 1123 - 1138