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Items where Series is "Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"" and Year is 2000

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Number of items: 6.

Schittenkopf, Christian and Tino, Peter and Dorffner, Georg (2000) The benefit of information reduction for trading strategies. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 45. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hruschka, Harald (2000) Semi-parametrische Marktanteilsmodellierung. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 44. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg (2000) Risk-neutral density extraction from option prices. Improved pricing with mixture density networks. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 47. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Davis, Mark and Schachermayer, Walter and Tompkins, Robert G. (2000) Pricing, no-arbitrage bounds and robust hedging of installment options. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 65. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hruschka, Harald (2000) An Artificial Neural Net Attraction Model (ANNAM) to analyze market share effects of marketing instruments. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 48. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tino, Peter and Schittenkopf, Christian and Dorffner, Georg (2000) Temporal pattern recognition in noisy non-stationary time series based on quantization into symbolic streams. Lessons learned from financial volatility trading. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 46. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

This list was generated on Fri Sep 22 19:13:56 2017 CEST.