1. Detecting Collusive Shill Bidding in Commercial Online Auctions

   • L. A. Gerritse
   • C. F. A. van Wesenbeeck

   OriginalPaper Open access 15 October 2022 Pages: 1 - 20

   

2. On ESG Portfolio Construction: A Multi-Objective Optimization Approach

   • Panos Xidonas
   • Eric Essner

   OriginalPaper 14 October 2022 Pages: 21 - 45

   

3. Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis

   • Fuwei Xu

   OriginalPaper 20 October 2022 Pages: 47 - 73

   

4. Comparison of Value at Risk (VaR) Multivariate Forecast Models

   • Fernanda Maria Müller
   • Marcelo Brutti Righi

   OriginalPaper 10 November 2022 Pages: 75 - 110

   

5. Directed association network analysis on the Standard and Poor’s 500 Index

   • Zhaoyang Li
   • Yuehan Yang

   OriginalPaper 17 October 2022 Pages: 111 - 127

   

6. Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory

   • Sweksha Srivastava
   • Abha Aggarwal
   • Pooja Bansal

   OriginalPaper 31 October 2022 Pages: 129 - 158

   

7. Convertible Bond Arbitrage Smart Beta

   • Peter J. Zeitsch

   OriginalPaper 18 December 2022 Pages: 159 - 192

   

8. Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm

   • Rubing Liang
   • Binbin Qin
   • Qiang Xia

   OriginalPaper 30 November 2022 Pages: 193 - 220

   

9. Statistical Evaluation of Deep Learning Models for Stock Return Forecasting

   • Firat Melih Yilmaz
   • Engin Yildiztepe

   OriginalPaper 25 October 2022 Pages: 221 - 244

   

10. Method of Lines for Valuation and Sensitivities of Bermudan Options

    • Purba Banerjee
    • Vasudeva Murthy
    • Shashi Jain

    OriginalPaper 17 November 2022 Pages: 245 - 270

    

11. Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis

    • Emmanuel Afuecheta
    • Idika E. Okorie
    • Geraldine E. Nzeribe

    OriginalPaper 03 November 2022 Pages: 271 - 304

    

12. Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers

    • Alexey Mikhaylov
    • Ishaq M. Bhatti
    • Serhat Yüksel

    OriginalPaper 10 November 2022 Pages: 305 - 338

    

13. On the Dynamics of Relative Prices and the Relationship with Inflation: An Empirical Approach

    • Emiliano Alvarez
    • Juan Gabriel Brida
    • Pablo Mones

    OriginalPaper 04 November 2022 Pages: 339 - 355

    

14. Uncertainty Optimization Based Feature Selection Model for Stock Marketing

    • Arvind Kumar Sinha
    • Pradeep Shende

    OriginalPaper 29 November 2022 Pages: 357 - 389

    

15. Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion

    • Kuangxi Su
    • Yinhong Yao
    • Wenzhao Xie

    OriginalPaper 27 November 2022 Pages: 391 - 421

    

16. Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis

    • Y. Esmaeelzade Aghdam
    • A. Neisy
    • A. Adl

    OriginalPaper 30 November 2022 Pages: 423 - 435