You are viewing a javascript disabled version of the site. Please enable Javascript for this site to function properly.
Go to headerGo to navigationGo to searchGo to contentsGo to footer
In content section. Select this link to jump to navigation

Author Index Volume 5 (2016)

The issue number is given in front of the pagination

Ahlawat, S., Empirical evaluation of price-based technical patterns using probabilistic neural networks (3,4) 49–68

Chliamovitch, G., see Golub, A. (1,2) 3–19

Chopard, B., see Golub, A. (1,2) 3–19

Coletti, P. and M. Murgia, The network of the Italian stock market during the 2008–2011 financial crises (3,4) 111–137

Dupuis, A., see Golub, A. (1,2) 3–19

Ghoshal, S. and S. Roberts, Extracting predictive information from heterogeneous data streams using Gaussian Processes (1,2) 21–30

Golub, A., G. Chliamovitch, A. Dupuis and B. Chopard, Multi-scale representation of high frequency market liquidity (1,2) 3–19

Hemenway, B. and S. Khanna, Sensitivity and computational complexity in financial networks (3,4) 95–110

Khanna, S., see Hemenway, B. (3,4) 95–110

Kiriakopoulos, K., see Mintzelas, A. (1,2) 37–46

Kuhle, W., Darwinian adverse selection (1,2) 31–36

Mintzelas, A. and K. Kiriakopoulos, Natural time analysis in financial markets (1,2) 37–46

Murgia, M., see Coletti, P. (3,4) 111–137

Roberts, S., see Ghoshal, S. (1,2) 21–30

Wah, E. and M.P. Wellman, Latency arbitrage in fragmented markets: A strategic agent-based analysis (3,4) 69–93

Wellman, M.P., see Wah, E. (3,4) 69–93