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Author Index Volume 4 (2015)

The issue number is given in front of the pagination

Alikhani, M., B. Kjos-Hanssen, A. Pakravan and B. Saadat, Pricing complexity options (3,4) 127–137

Brandouy, O., J.-P. Delahaye and L. Ma, Estimating the algorithmic complexity of stock markets (3,4) 159–178

Caicedo-Llano, J., see Tzagkarakis, G. (3,4) 139–158

Capriotti, L., Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks (1,2) 81–87

Cooper, R., M. Ong and B.V. Vliet, Multi-scale capability: A better approach to performance measurement for algorithmic trading (1,2) 53–68

Delahaye, J.-P., see Brandouy, O. (3,4) 159–178

Diamantaras, K., see Plakandaras, V. (1,2) 69–79

Dionysopoulos, T., see Tzagkarakis, G. (3,4) 139–158

Gogas, P., see Plakandaras, V. (1,2) 69–79

Govorkov, B., see Gusev, M. (1,2) 5–51

Gusev, M., D. Kroujiline, B. Govorkov, S.V. Sharov, D. Ushanov and M. Zhilyaev, Predictable markets? A news-driven model of the stock market (1,2) 5–51

Kjos-Hanssen, B., see Alikhani, M. (3,4) 127–137

Kroujiline, D., see Gusev, M. (1,2) 5–51

Ma, L., see Brandouy, O. (3,4) 159–178

Mandeş, A., Microstructure-based order placement in a continuous double auction agent based model (3,4) 105–125

Ong, M., see Cooper, R. (1,2) 53–68

Pakravan, A., see Alikhani, M. (3,4) 127–137

Papadimitriou, T., see Plakandaras, V. (1,2) 69–79

Plakandaras, V., T. Papadimitriou, P. Gogas and K. Diamantaras, Market sentiment and exchange rate directional forecasting (1,2) 69–79

Saadat, B., see Alikhani, M. (3,4) 127–137

Sharov, S.V., see Gusev, M. (1,2) 5–51

Tzagkarakis, G., J. Caicedo-Llano and T. Dionysopoulos, Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries (3,4) 139–158

Ushanov, D., see Gusev, M. (1,2) 5–51

Vliet, B.V., see Cooper, R. (1,2) 53–68

Wallmeier, M., Smile in motion: An intraday analysis of asymmetric implied volatility (1,2) 89–104

Zhilyaev, M., see Gusev, M. (1,2) 5–51