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Paul Lajbcygier: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Paul Lajbcygier, Ke Cong
    A Framework For Modeling Financial Instruments Using Object-Oriented Technology. [Citation Graph (0, 0)][DBLP]
    IASSE, 2004, pp:302-305 [Conf]
  2. Paul Lajbcygier
    Option Pricing with the Product Constrained Hybrid Neural Network. [Citation Graph (0, 0)][DBLP]
    ICANN, 2003, pp:615-621 [Conf]
  3. Paul Lajbcygier, Eugene Lim
    Trading Futures with the Largest Equity Drawdown Method. [Citation Graph (0, 0)][DBLP]
    IDEAL, 2003, pp:929-933 [Conf]
  4. Paul Lajbcygier
    Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. [Citation Graph (0, 0)][DBLP]
    IV, 2004, pp:29-34 [Conf]
  5. Paul Lajbcygier, Seng Lee
    Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network. [Citation Graph (0, 0)][DBLP]
    IEC (Prague), 2005, pp:36-39 [Conf]
  6. Paul Lajbcygier, Jerome T. Connor
    Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods. [Citation Graph (0, 0)][DBLP]
    Int. J. Neural Syst., 1997, v:8, n:4, pp:457-471 [Journal]

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