Charles Sutcliffe

Publication Activity (10 Years)

Years Active: 2004-2021
Publications (10 Years): 1

Top Topics

Black Scholes Model

Neural Network Is Trained

Top Venues

Intell. Syst. Account. Finance Manag.

Eur. J. Oper. Res.

Publications

Emmanouil Platanakis, Charles Sutcliffe, Xiaoxia Ye
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. Eur. J. Oper. Res. 288 (1) (2021)
Fei Chen, Charles Sutcliffe
Pricing and hedging Short Sterling Options Using Neural Networks. Intell. Syst. Account. Finance Manag. 19 (2) (2012)
Julia A. Bennell, Charles Sutcliffe
Black-Scholes versus artificial neural networks in pricing FTSE 100 options. Intell. Syst. Account. Finance Manag. 12 (4) (2004)