 |
Sample period selection and long term dependence : new evidence from the Dow Jones index |
Batten, Jonathan A; Ellis, Craig A; Fethertson, Thomas A |
2008 |
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Two aspects of optimal diet determination for pig production : efficiency of solution and incorporation of cost variation |
Sirisatien, Duangdaw; Wood, Graham R; Dong, Mingqiang; Morel, Patrick C. H |
2009 |
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Optimising noisy objective functions |
Bulger, David W; Romeijn, H. Edwin |
2005 |
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Objective function features providing barriers to rapid global optimization |
Locatelli, M; Wood, G. R |
2005 |
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Matching stochastic algorithms to objective function landscapes |
Baritompa, W. P; Dür, M; Hendrix, E. M. T; Noakes, L; Pullan, W. J... More
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2005 |
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Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models |
Misiorek, Adam; Trueck, Stefan; Weron, Rafal |
2006 |
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On hashing into elliptic curves |
Farashahi, Reza R; Shparlinski, Igor E; Voloch, José Felipe |
2009 |
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On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2004 |
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A Dynamic binomial expansion technique for credit risk measurement : a Bayesian filtering approach |
Woo, Wing Hoe; Siu, Tak Kuen |
2004 |
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Option pricing under autoregressive random variance models |
Siu, Tak Kuen |
2006 |
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 |
On Bayesian mixture credibility |
Lau, John W; Siu, Tak Kuen; Yang, Hailiang |
2006 |
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 |
Interactive hidden Markov models and their applications |
Ching, Wai Ki; Fung, Eric S; Ng, Michael; Siu, Tak Kuen; Li, Wai Keung |
2007 |
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Martingale representation for contingent claims with regime switching |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
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On Markov-modulated exponential-affine bond price formulae |
Elliott, Robert J; Siu, Tak Kuen |
2009 |
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A Higher-order Markov-switching model for risk measurement |
Siu, T. K; Ching, W. K; Fung, E; Ng, M; Li, X |
2009 |
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