Paul Lajbcygier

Publication Activity (10 Years)

Years Active: 1995-2005
Publications (10 Years): 0

Publications

Paul Lajbcygier, Seng Lee
Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network. IEC (Prague) (2005)
Paul Lajbcygier, Ke Cong
A Framework For Modeling Financial Instruments Using Object-Oriented Technology. IASSE (2004)
Paul Lajbcygier
Improving option pricing with the product constrained hybrid neural network. IEEE Trans. Neural Networks 15 (2) (2004)
Paul Lajbcygier
Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. IV (2004)
Paul Lajbcygier, Eugene Lim
Trading Futures with the Largest Equity Drawdown Method. IDEAL (2003)
Paul Lajbcygier, Mei Yong Ong
Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic. CIFEr (2003)
Paul Lajbcygier
Option Pricing with the Product Constrained Hybrid Neural Network. ICANN (2003)
Paul Lajbcygier, Jerome T. Connor
Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods. Int. J. Neural Syst. 8 (4) (1997)
Christopher Boek, Paul Lajbcygier, Marimuthu Palaniswami, Andrew Flitman
A hybrid neural network approach to the pricing of options. ICNN (1995)