págs. 3-5
Corporate default prediction model averaging: : A normative linear pooling approach
págs. 6-20
Enhancing self-organizing map capabilities with graph clustering: : An application to financial markets
págs. 21-46
VaRSOM: : A tool to monitor markets' stability based on value at risk and self-organizing maps
págs. 47-64
Currents of liquidity flows created by the different type of payments: : the Case of SPEI
págs. 65-84
págs. 85-96
Effects of price regulations and dark pools on financial market stability: : An investigation by multiagent simulations
Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto, Wataru Matsumoto, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
págs. 97-120
págs. 121-153
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