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Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters JOURNAL ARTICLE published June 2010 in Computational Economics |
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Portfolio Rules with Log Consumption Utility and Cox–Ingersoll–Ross Interest Rate JOURNAL ARTICLE published April 2015 in Computational Mathematics and Modeling |
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Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process JOURNAL ARTICLE published August 2004 in Computational Economics |
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A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston–Cox–Ingersoll–Ross model JOURNAL ARTICLE published August 2016 in The Journal of Computational Finance |
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The role of adaptivity in a numerical method for the Cox–Ingersoll–Ross model JOURNAL ARTICLE published August 2022 in Journal of Computational and Applied Mathematics |
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Simulating the Cox–Ingersoll–Ross and Heston processes: matching the first four moments JOURNAL ARTICLE published 2022 in Journal of Computational Finance |
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Modeling rate of adaptive trait evolution using Cox–Ingersoll–Ross process: An Approximate Bayesian Computation approach JOURNAL ARTICLE published May 2020 in Computational Statistics & Data Analysis |
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A Double-Convergence Numerical Algorithm for Gas-Liquid Two-Phase Transient Flow Model PROCEEDINGS ARTICLE published December 2010 in 2010 International Conference on Computational and Information Sciences |
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Volatility Forecasting Based on Cyclical Two-Component Model: Evidence from Chinese Futures Markets and Sector Stocks JOURNAL ARTICLE published 10 September 2020 in Mathematical and Computational Applications |
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Financial Forecasting: Comparative Performance of Volatility Models in Chinese Stock Markets PROCEEDINGS ARTICLE published April 2011 in 2011 Fourth International Joint Conference on Computational Sciences and Optimization |
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A novel nonlinear RBF neural network ensemble model for financial time series forecasting PROCEEDINGS ARTICLE published August 2010 in Third International Workshop on Advanced Computational Intelligence |
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Are China Stock Markets Efficient after the Global Financial Crisis? PROCEEDINGS ARTICLE published December 2010 in 2010 International Conference on Computational Intelligence and Software Engineering |
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Coupling Two and One Dimensional Model Through a Thin Interface PROCEEDINGS ARTICLE published 6 June 2005 in 17th AIAA Computational Fluid Dynamics Conference |
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Ensemble models in forecasting financial markets JOURNAL ARTICLE published 2019 in Journal of Computational Finance |
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A comparison of forecasting approaches for capital markets PROCEEDINGS ARTICLE published March 2014 in 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) |
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Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand BOOK CHAPTER published 2018 in Predictive Econometrics and Big Data |
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Forecasting Financial Returns Volatility: A GARCH-SVR Model JOURNAL ARTICLE published February 2020 in Computational Economics |
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Research on Volatility Spillover Effects in Financial Markets Based on Copula and Kernel Function PROCEEDINGS ARTICLE published December 2010 in 2010 International Conference on Computational and Information Sciences |
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Short-Term Traffic Flow Combined Forecasting Model Based on SVM PROCEEDINGS ARTICLE published December 2010 in 2010 International Conference on Computational and Information Sciences |
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Relief Demand Forecasting in Emergency Logistics Based on Tolerance Model PROCEEDINGS ARTICLE published 2010 in 2010 Third International Joint Conference on Computational Science and Optimization |