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Items where Division is "Faculty of Science and Health > Computer Science and Electronic Engineering, School of > Centre for Computational Finance and Economic Agents" and Year is 2015

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Number of items: 8.

C

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2015) 'Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection.' IEEE Transactions on Neural Networks and Learning Systems, 26 (2). pp. 318-330. ISSN 2162-237X

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2015) 'Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming.' IEEE Transactions on Neural Networks and Learning Systems. ISSN 2162-237X

Castellanos, Jenny and Constantinou, Nick and Ng, Wing Lon (2015) 'The signalling properties of the shape of the credit default swap term structure.' Journal of Risk, 17 (4). pp. 71-99. ISSN 1465-1211

G

Gatkowski, Mateusz (2015) Financial Network Stability and Structure: Econometric and Network Analysis. PhD thesis, University of Essex.

K

Kleinknecht, Manuel and Ng, Wing Lon (2015) 'Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint.' Intelligent Systems in Accounting, Finance and Management. ISSN 1055-615X

P

Petrucionis, Liutauras (2015) Public News in The Exchange Rate Market. PhD thesis, University of Essex.

S

Salazar, Yuri and Ng, Wing Lon (2015) 'Nonparametric estimation of general multivariate tail dependence and applications to financial time series.' Statistical Methods & Applications, 24 (1). pp. 121-158. ISSN 1618-2510

T

Turkoglu, Ata (2015) Natural Time and Crash Risk. PhD thesis, University of Essex.

This list was generated on Tue Sep 19 16:20:25 2017 BST.