okarsligil's watchlist [86 articles] Export

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	inverse problem [My Copy] by Miguel Carriera posted to inverse problem by carneym on 2005-07-13 12:40:20 as
	Regression Quantiles [My Copy] Econometrica, Vol. 46, No. 1. (1978), pp. 33-50. by Roger Koenker, Gilbert Bassett posted to quantile by carneym on 2005-06-21 15:41:12 as along with 3 people dejang mweidner abrentnall
	Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 32, No. 1. (1997), pp. 91-115. by William R. Melick, Charles P. Thomas posted to options by carneym on 2005-05-23 15:11:19 as
	The Pricing of Options and Corporate Liabilities [My Copy] The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 637-654. by Fischer Black, Myron Scholes posted to applications options by carneym on 2005-05-18 15:39:59 as along with 19 people and 2 groups larskaiser mdengler gi0rgi0ne yanshanxiao snax brian klouie homeizhang kokoro1981 joeionnojitsu wreckademik syoyo danfcook alexv trivial81 chris_gpu KenM skheller quianominorleo Glimcher_Lab GPGPU
	Risk-neutral density extraction from option prices: improved pricing with mixture density networks [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 716-725. by C. Schittenkopf, G. Dorffner posted to options by carneym on 2005-05-16 17:15:48 as
	Improving option pricing with the product constrained hybrid neural network [My Copy] Neural Networks, IEEE Transactions on, Vol. 15, No. 2. (2004), pp. 465-476. by P. Lajbcygier posted to options by carneym on 2005-05-16 17:14:58 as
	Forecasting volatility with neural regression: A contribution to model adequacy [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 850-864. by A. Refenes, W. Holt posted to options by carneym on 2005-05-16 17:14:31 as
	Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 726-734. by R. Gencay, Min Qi posted to options by carneym on 2005-05-16 16:45:31 as
	Evolutionary computation and the vega risk of American put options [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 704-715. by C. Keber, M. Schuster posted to options by carneym on 2005-05-16 16:39:29 as
	Regression methods for pricing complex American-style options [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 694-703. by J. Tsitsiklis, B. Van Roy posted to options by carneym on 2005-05-16 16:39:16 as
	The equivalent martingale measure: an introduction to pricing using expectations [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 684-693. by M. Magdon-Ismail posted to options by carneym on 2005-05-16 16:38:39 as
	Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks [My Copy] Neural Networks, IEEE Transactions on, Vol. 9, No. 6. (1998), pp. 1456-1470. by E. Saad, D. Prokhorov, D. Wunsch posted to options by carneym on 2005-05-16 16:38:09 as along with 2 people eolmedo zhengzhong
	Neural networks in financial engineering: a study in methodology [My Copy] Neural Networks, IEEE Transactions on, Vol. 8, No. 6. (1997), pp. 1222-1267. by A. Refenes, A. Burgess, Y. Bentz posted to options by carneym on 2005-05-16 16:37:31 as along with 1 person chaikorn
	Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 22, No. 4. (1987), pp. 419-438. by Louis O. Scott posted to applications finance by carneym on 2005-05-16 12:37:50 as
	Implied Volatilities and Transaction Costs [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 27, No. 3. (1992), pp. 437-447. by Steve Swidler, J. David Diltz posted to applications finance by carneym on 2005-05-16 12:34:05 as along with 1 person hirose30
	Characteristics of Risk and Return in Risk Arbitrage [My Copy] The Journal of Finance, Vol. 56, No. 6. (2001), pp. 2135-2175. by Mark Mitchell, Todd Pulvino posted to applications finance by carneym on 2005-05-16 12:31:55 as
	Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 17, No. 3. (1982), pp. 425-440. by Son-Nan Chen, William T. Moore posted to applications probability by carneym on 2005-05-16 12:17:45 as
	Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 18, No. 3. (1983), pp. 345-354. by William E. Sterk posted to applications finance by carneym on 2005-05-16 12:14:07 as along with 1 person syoyo
	The Probability of a Trade at the Ask: An Examination of Interday and Intraday Behavior [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 27, No. 2. (1992), pp. 209-227. by David C. Porter posted to applications finance by carneym on 2005-05-16 12:10:43 as
	Abstract--How Diversification Reduces Risk: Some Further Evidence [My Copy] by Randolph Westerfield posted to applications finance by carneym on 2005-05-16 12:08:39 as
	Chaos and Nonlinear Dynamics: Application to Financial Markets [My Copy] The Journal of Finance, Vol. 46, No. 5. (1991), pp. 1839-1877. by David A. Hsieh posted to applications finance by carneym on 2005-05-16 11:55:39 as
	A Simple Nonparametric Approach to Derivative Security Valuation [My Copy] The Journal of Finance, Vol. 51, No. 5. (1996), pp. 1633-1652. by Michael Stutzer posted to applications finance by carneym on 2005-05-16 11:48:54 as along with 1 person chaikorn
	A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks [My Copy] The Journal of Finance, Vol. 49, No. 3. (1994), pp. 851-889. by James M. Hutchinson, Andrew W. Lo, Tomaso Poggio posted to applications finance by carneym on 2005-05-16 11:42:35 as along with 1 person chaikorn
	Implications of Nonlinear Dynamics for Financial Risk Management [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 28, No. 1. (1993), pp. 41-64. by David A. Hsieh posted to applications finance by carneym on 2005-05-16 11:40:47 as
	Goodness of Fit Tests for Spectral Distributions [My Copy] The Annals of Statistics, Vol. 21, No. 2. (1993), pp. 830-847. by T. W. Anderson posted to evaluation pit by carneym on 2005-05-12 17:38:38 as
	Normal Scores, Normal Plots, and Tests for Normality [My Copy] JASA, Vol. 91 (1996), 1668. by B. Brown, T. Hettmansperger posted to evaluation pit by carneym on 2005-05-11 16:43:23 as
	Parrallel coding Ox [My Copy] posted to evaluation by carneym on 2005-05-11 16:17:55 as
	An Omnibus Test for Univariate and Multivariate Normality [My Copy] by J. A. Doornik, H. Hansen posted to evaluation pit by carneym on 2005-05-11 14:43:29 as
	Boosting with Early Stopping: Convergence and Consistency [My Copy] IBM Tech report by Tsang posted to boosting ensemble by carneym on 2005-05-10 11:41:58 as
	Use of the Kolmogorov-Smirnov, Cramer-Von Mises and Related Statistics Without Extensive Tables [My Copy] by M. A. Stephens posted to pit by carneym on 2005-05-05 16:45:17 as
	Predicting daily probability distributions of S&P500 returns [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Andreas S. Weigend, Shanming Shi posted to forecasting by carneym on 2005-05-05 10:18:54 as
	Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Clive W. J. Granger, Chor-Yiu Sin posted to forecasting by carneym on 2005-05-05 10:17:51 as
	Kernel-based multistep-ahead predictions of the US short-term interest rate [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Jan G. D. De Gooijer, Dawit Zerom posted to forecasting by carneym on 2005-05-05 10:08:33 as
	Forecasting time-dependent conditional densities: A semi-nonparametric neural network approach [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner posted to forecasting mdn by carneym on 2005-05-05 10:07:25 as
	Evaluating the forecast densities of linear and non-linear models: Applications to output growth and unemployment [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Michael P. Clements, Jeremy Smith posted to evaluation forecasting by carneym on 2005-05-05 10:00:01 as
	Editorial: Density forecasting in economics and finance [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Allan Timmermann posted to forecasting by carneym on 2005-05-05 09:56:36 as
	Denisty forecasting: A survey [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Anthony S. Tay, Kenneth F. Wallis posted to forecasting macroeconomic by carneym on 2005-05-05 09:55:44 as
	Conditional density and value-at-risk prediction of Asian currency exchange rates [My Copy] Journal of Forecasting, Vol. 19, No. 4. (July 2000) by Stefan Mittnik, Marc S. Paolella edited by Weigend posted to forecasting by carneym on 2005-05-05 09:51:58 as along with 1 person DOI
	A quantile regression neural network approach to estimating the conditional density of multiperiod returns [My Copy] Journal of Forecasting, Vol. 19, No. 4., 299. by J. Taylor edited by Weigend posted to forecasting quantile by carneym on 2005-05-05 09:48:13 as
	Testing Distributions [My Copy] Risk Magazine by Jeremy Berkowitz posted to evaluation pit by carneym on 2005-05-04 14:34:40 as
	User manual and system documentation of WAVEWATCH-III version 1.18 [My Copy] In NOAA / NWS / NCEP / OMB Technical Note 166 (1999) by H. Tolman posted to surf by carneym on 2005-05-03 18:05:39 as
	Dynamics and Modelling of Ocean Waves [My Copy] (1994) by G. Gj, L. Cavaleri, M. Donelan, K. Hasselmann, S. Hasselmann, P. Janssen posted to surf by carneym on 2005-05-03 18:05:39 as
	The WAM model-a third generation ocean wave prediction model [My Copy] In Journal of Physical Oceanography, Vol. 18 (1988), pp. 1775-1810. by S. Hasselmann, K. Hasselmann, E. Bauer, et al.P. Janssen, G. Gj, L. Bertotti, P. Lionello, A. Guillaume, V. Vc, J. Ja, M. Reistad, L. Zambresky, J. Ja posted to surf by carneym on 2005-05-03 18:05:39 as along with 1 person rezaalam
	The World StormRider Guide [My Copy] (2004) by Antony Colas posted to surf by carneym on 2005-05-03 18:05:39 as
	Surf Science: An Introduction to Waves for Surfing [My Copy] (2004) by Tony Butt, Paul Russell, Rick Grigg posted to surf by carneym on 2005-05-03 18:05:39 as
	Estimation of Conditional Densities: A Comparison of Neural Network Approaches [My Copy] In Proceedings of the International Conference on Artificial Neural Networks (1994) by R. Neuneier, F. Hergert, W. Finnoff, D. Ormoneit posted to surf by carneym on 2005-05-03 18:05:39 as along with 1 person Scis0000002
	Evaluating the forecast densities of linear and non-linear models: Applications to output growth and unemployment [My Copy] In Journal of Forecasting, Vol. 19 (2000) by Michael P. Clements, Jeremy Smith posted to surf by carneym on 2005-05-03 18:05:39 as
	Forecasting time-dependent conditional densities: A semi-nonparametric neural network approach [My Copy] In Journal of Forecasting, Vol. 19 (2000) by Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner posted to surf by carneym on 2005-05-03 18:05:39 as
	Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of U.K. Inflation [My Copy] In Econometrica, Vol. 50 (1982), pp. 987-1008. by R. Engle posted to surf by carneym on 2005-05-03 18:05:39 as
	A scaled conjugate gradient algorithm for fast supervised learning [My Copy] In Neural Networks, Vol. 6 (1993), pp. 525-533. by M. Moller posted to surf by carneym on 2005-05-03 18:05:39 as

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