66 results on '"He, Xue-Zhong"'
Search Results
2. Social interaction, volatility clustering, and momentum
3. Reinforcement Learning Equilibrium in Limit Order Markets
4. Machine learning and speed in high-frequency trading
5. Cross-section instability in financial markets: impatience, extrapolation, and switching
6. Heterogeneous agent models in financial markets: A nonlinear dynamics approach
7. Asset allocation with time series momentum and reversal
8. Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18: Springer, Berlin, ISBN 978-3-662-49228-4
9. The effect of genetic algorithm learning with a classifier system in limit order markets
10. Prediction market prices under risk aversion and heterogeneous beliefs
11. Index portfolio and welfare analysis under heterogeneous beliefs
12. A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs
13. Volatility clustering: A nonlinear theoretical approach
14. Trading heterogeneity under information uncertainty
15. Learning, information processing and order submission in limit order markets
16. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
17. Profitability of time series momentum
18. Testing of a market fraction model and power-law behaviour in the DAX 30
19. The adaptiveness in stock markets: testing the stylized facts in the DAX 30
20. Herding, trend chasing and market volatility
21. Investor Sentiment and Paradigm Shifts in Equity Return Forecasting.
22. Markets and Economies with Information Frictions
23. JEDC Special Issue in Honour of Prof Carl Chiarella
24. Time-varying economic dominance in financial markets: A bistable dynamics approach.
25. Rollover risk and credit risk under time-varying margin.
26. A behavioural model of investor sentiment in limit order markets.
27. Option Pricing Under Jump-Diffusion Processes.
28. The Continuous Hedging Argument.
29. BackMatter.
30. The Martingale Approach.
31. Partial Differential Equation Approach Under Geometric Jump-Diffusion Process.
32. The Heath–Jarrow–Morton Framework.
33. The LIBOR Market Model.
34. Interest Rate Derivatives: Multi-Factor Models.
35. Interest Rate Derivatives: One Factor Spot Rate Models.
36. Modelling Interest Rate Dynamics.
37. The Paradigm Interest Rate Option Problem.
38. Change of Numeraire.
39. Allowing for Stochastic Interest Rates in the Black–Scholes Model.
40. Volatility Smiles.
41. Pricing Options Using Binomial Trees.
42. Pricing the American Feature.
43. Stochastic Volatility.
44. Jump-Diffusion Processes.
45. Pricing Derivative Securities: A General Approach.
46. Applying the General Pricing Framework.
47. Manipulating Stochastic Differential Equations and Stochastic Integrals.
48. The Stochastic Differential Equation.
49. The Partial Differential Equation Approach Under Geometric Brownian Motion.
50. Stochastic Processes for Asset Price Modelling.
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