Detecting Collusive Shill Bidding in Commercial Online Auctions L. A. GerritseC. F. A. van Wesenbeeck OriginalPaper Open access 15 October 2022 Pages: 1 - 20
On ESG Portfolio Construction: A Multi-Objective Optimization Approach Panos XidonasEric Essner OriginalPaper 14 October 2022 Pages: 21 - 45
Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis Fuwei Xu OriginalPaper 20 October 2022 Pages: 47 - 73
Comparison of Value at Risk (VaR) Multivariate Forecast Models Fernanda Maria MüllerMarcelo Brutti Righi OriginalPaper 10 November 2022 Pages: 75 - 110
Directed association network analysis on the Standard and Poor’s 500 Index Zhaoyang LiYuehan Yang OriginalPaper 17 October 2022 Pages: 111 - 127
Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory Sweksha SrivastavaAbha AggarwalPooja Bansal OriginalPaper 31 October 2022 Pages: 129 - 158
Convertible Bond Arbitrage Smart Beta Peter J. Zeitsch OriginalPaper 18 December 2022 Pages: 159 - 192
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm Rubing LiangBinbin QinQiang Xia OriginalPaper 30 November 2022 Pages: 193 - 220
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting Firat Melih YilmazEngin Yildiztepe OriginalPaper 25 October 2022 Pages: 221 - 244
Method of Lines for Valuation and Sensitivities of Bermudan Options Purba BanerjeeVasudeva MurthyShashi Jain OriginalPaper 17 November 2022 Pages: 245 - 270
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis Emmanuel AfuechetaIdika E. OkorieGeraldine E. Nzeribe OriginalPaper 03 November 2022 Pages: 271 - 304
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers Alexey MikhaylovIshaq M. BhattiSerhat Yüksel OriginalPaper 10 November 2022 Pages: 305 - 338
On the Dynamics of Relative Prices and the Relationship with Inflation: An Empirical Approach Emiliano AlvarezJuan Gabriel BridaPablo Mones OriginalPaper 04 November 2022 Pages: 339 - 355
Uncertainty Optimization Based Feature Selection Model for Stock Marketing Arvind Kumar SinhaPradeep Shende OriginalPaper 29 November 2022 Pages: 357 - 389
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion Kuangxi SuYinhong YaoWenzhao Xie OriginalPaper 27 November 2022 Pages: 391 - 421
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis Y. Esmaeelzade AghdamA. NeisyA. Adl OriginalPaper 30 November 2022 Pages: 423 - 435