On the Extension of the Kiyotaki and Wright model to Transformable Goods Sacha Bourgeois-GirondeMarcin Czupryna OriginalPaper Open access 12 June 2020 Pages: 989 - 1014
Exploring Option Pricing and Hedging via Volatility Asymmetry Isabel CasasHelena Veiga OriginalPaper 22 June 2020 Pages: 1015 - 1039
Multi-Factor RFG-LSTM Algorithm for Stock Sequence Predicting Zhi SuHeliang XieLu Han OriginalPaper 26 June 2020 Pages: 1041 - 1058
Variance Swaps with Deterministic and Stochastic Correlations Ah-Reum HanJeong-Hoon KimSee-Woo Kim OriginalPaper 29 June 2020 Pages: 1059 - 1092
Nonparanormal Structural VAR for Non-Gaussian Data Aramayis Dallakyan OriginalPaper 01 July 2020 Pages: 1093 - 1113
Two-Sided Matching with Indifferences: Using Heuristics to Improve Properties of Stable Matchings Christian Haas OriginalPaper Open access 01 July 2020 Pages: 1115 - 1148
Entropy of Graphs in Financial Markets Chun-Xiao NieFu-Tie Song OriginalPaper 02 July 2020 Pages: 1149 - 1166
Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance Daiki MakiYasushi Ota OriginalPaper 16 July 2020 Pages: 1167 - 1182
Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach Konstandinos ChourmouziadisDimitra K. ChourmouziadouProdromos D. Chatzoglou OriginalPaper 18 July 2020 Pages: 1183 - 1216
Data-Based Automatic Discretization of Nonparametric Distributions Alexis Akira Toda OriginalPaper 20 July 2020 Pages: 1217 - 1235
Predicting Stock Price Using Two-Stage Machine Learning Techniques Jun ZhangLan LiWei Chen OriginalPaper 20 July 2020 Pages: 1237 - 1261
Extreme Wavelet Fast Learning Machine for Evaluation of the Default Profile on Financial Transactions Paulo Vitor de Campos SouzaLuiz Carlos Bambirra Torres OriginalPaper 23 July 2020 Pages: 1263 - 1285
Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis Sharif MozumderTaufiq ChoudhryMichael Dempsey OriginalPaper 23 July 2020 Pages: 1287 - 1305
Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback Zhou LuTe BaoXiaohua Yu OriginalPaper 23 July 2020 Pages: 1307 - 1326
How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems Aymeric ViéAlfredo J. Morales OriginalPaper 24 July 2020 Pages: 1327 - 1351
Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework Gangadhar NayakAmit Kumar SinghDilip Senapati OriginalPaper 27 July 2020 Pages: 1353 - 1371
An Approximation Scheme for Option Pricing Under Two-State Continuous CAPM Ali Safdari-VaighaniDavood AhmadianRoja Javid-Jahromi OriginalPaper 27 July 2020 Pages: 1373 - 1385