 | 2005 |
|---|
| 7 |       | Paul Lajbcygier,
Seng Lee:
Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network.
IEC (Prague) 2005: 36-39 |
| 6 | | Paul Lajbcygier:
Comparing Conventional and Non-Parametric Option Pricing.
Encyclopedia of Information Science and Technology (I) 2005: 472-474 |
| 2004 |
|---|
| 5 | | Paul Lajbcygier,
Ke Cong:
A Framework For Modeling Financial Instruments Using Object-Oriented Technology.
IASSE 2004: 302-305 |
| 4 |  | Paul Lajbcygier:
Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models.
IV 2004: 29-34 |
| 2003 |
|---|
| 3 | | Paul Lajbcygier:
Option Pricing with the Product Constrained Hybrid Neural Network.
ICANN 2003: 615-621 |
| 2 | | Paul Lajbcygier,
Eugene Lim:
Trading Futures with the Largest Equity Drawdown Method.
IDEAL 2003: 929-933 |
| 1997 |
|---|
| 1 | | Paul Lajbcygier,
Jerome T. Connor:
Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods.
Int. J. Neural Syst. 8(4): 457-471 (1997) |
