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127
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IJIT
2004
15 years 3 months ago
2004
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
111
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SODA
2004
ACM
15 years 3 months ago
2004
ACM
We study algorithmic questions concerning a basic microeconomic congestion game in which there is a single provider that offers a service to a set of potential customers. Each cus...
ECIS
2000
15 years 3 months ago
2000
: This paper addresses a specific problem that may arise as consequence of the globalization of the markets. This is the incompatibility between local and global standards of trust...
124
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ICIS
2000
15 years 3 months ago
2000
Studieson the adoptionof business-to-consumere-commerce have not simultaneouslyconsideredtrust and risk as important determinants of adoption behavior. Further, trust in informati...
112
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FS
2006
15 years 1 months ago
2006
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...