Algorithmic Finance

Catalina I. Hurwitz, Suchismita Mishra, Robert T. Daigler, Ihsan Badshah
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs. Algorithmic Finance 9 (3-4) (2022)
Mavungu (John) Masiala
Point-to-point stochastic control of a self-financing portfolio. Algorithmic Finance 9 (3-4) (2022)
Philip Maymin
IN MEMORIAM: Jayaram Muthuswamy 1952-2021. Algorithmic Finance 9 (3-4) (2022)
Codrut-Florin Ivascu
Heuristic methods for stock selection and allocation in an index tracking problem. Algorithmic Finance 9 (3-4) (2022)
Yao-Tsung Chen, Yang Sheng
Portfolio optimization with tri-objective for index fund management. Algorithmic Finance 9 (3-4) (2022)
Ranjan R. Chakravarty, Sudhanshu Pani
Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data. Algorithmic Finance 9 (3-4) (2022)