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 2016

Article

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2016) Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming. IEEE Transactions on Neural Networks and Learning Systems, 27 (11). pp. 2351-2363. DOI https://doi.org/10.1109/tnnls.2015.2480959

Vella, Vince and Lon Ng, Wing (2016) Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic. Expert Systems with Applications, 55. pp. 70-86. DOI https://doi.org/10.1016/j.eswa.2016.01.056

Thesis

Lee, Hwayoung (2016) Portfolio Liquidity Risk Management with Expected Shortfall Constraints. PhD thesis, University of Essex.

Norman, David J (2016) Human Traders need new Tools. PhD thesis, University of Essex.