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@article{DBLP:journals/anor/AkyildirimGS21, author = {Erdinc Akyildirim and Ahmet G{\"{o}}nc{\"{u}} and Ahmet Sensoy}, title = {Prediction of cryptocurrency returns using machine learning}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {3--36}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03575-y}, doi = {10.1007/S10479-020-03575-Y}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/AkyildirimGS21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/Bedowska-Sojka21, author = {Barbara Bedowska{-}S{\'{o}}jka}, title = {Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {37--51}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03849-5}, doi = {10.1007/S10479-020-03849-5}, timestamp = {Tue, 26 Jan 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/Bedowska-Sojka21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/BoukhatemFS21, author = {Jamel Boukhatem and Zied Ftiti and Jean{-}Michel Sahut}, title = {Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {53--76}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03519-6}, doi = {10.1007/S10479-020-03519-6}, timestamp = {Tue, 26 Jan 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/BoukhatemFS21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/CheikhHZB21, author = {Nidhaleddine Ben Cheikh and Oussama Ben Hmiden and Younes Ben Zaied and Sabri Boubaker}, title = {Do sovereign credit ratings matter for corporate credit ratings?}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {77--114}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03590-z}, doi = {10.1007/S10479-020-03590-Z}, timestamp = {Thu, 23 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/CheikhHZB21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/DerouicheMM21, author = {Imen Derouiche and Riadh Manita and Anke Muessig}, title = {Risk disclosure and firm operational efficiency}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {115--145}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03520-z}, doi = {10.1007/S10479-020-03520-Z}, timestamp = {Mon, 25 Jan 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/DerouicheMM21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/GaigiGKL21, author = {M'hamed Ga{\"{\i}}gi and St{\'{e}}phane Goutte and Idris Kharroubi and Thomas Lim}, title = {Optimal risk management problem of natural resources: application to oil drilling}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {147--166}, year = {2021}, url = {https://doi.org/10.1007/s10479-019-03303-1}, doi = {10.1007/S10479-019-03303-1}, timestamp = {Thu, 23 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/GaigiGKL21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/Gradojevic21, author = {Nikola Gradojevic}, title = {Brexit and foreign exchange market expectations: Could it have been predicted?}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {167--189}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03582-z}, doi = {10.1007/S10479-020-03582-Z}, timestamp = {Tue, 26 Jan 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/Gradojevic21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/HudsonU21, author = {Robert Hudson and Andrew Urquhart}, title = {Technical trading and cryptocurrencies}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {191--220}, year = {2021}, url = {https://doi.org/10.1007/s10479-019-03357-1}, doi = {10.1007/S10479-019-03357-1}, timestamp = {Fri, 14 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/HudsonU21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/KyriakouMNS21, author = {Ioannis Kyriakou and Parastoo Mousavi and Jens Perch Nielsen and Michael Scholz}, title = {Forecasting benchmarks of long-term stock returns via machine learning}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {221--240}, year = {2021}, url = {https://doi.org/10.1007/s10479-019-03338-4}, doi = {10.1007/S10479-019-03338-4}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/KyriakouMNS21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/LeLLF21, author = {Anh Tu Le and Thai{-}Ha Le and Wai{-}Man Liu and Kingsley Y. Fong}, title = {Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {241--275}, year = {2021}, url = {https://doi.org/10.1007/s10479-019-03384-y}, doi = {10.1007/S10479-019-03384-Y}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/LeLLF21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/LuceyPSV21, author = {Brian Lucey and Maurice Peat and Aleksandar Sevic and Samuel A. Vigne}, title = {What is the optimal weight for gold in a portfolio?}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {277--291}, year = {2021}, url = {https://doi.org/10.1007/s10479-019-03496-5}, doi = {10.1007/S10479-019-03496-5}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/LuceyPSV21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/NguyenMS21, author = {Duc Khuong Nguyen and Hans{-}J{\"{o}}rg von Mettenheim and Charalampos Stasinakis}, title = {Preface: neural networks, nonlinear dynamics, and risk management in banking and finance}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {1--2}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03893-1}, doi = {10.1007/S10479-020-03893-1}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/NguyenMS21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/SermpinisKRF21, author = {Georgios Sermpinis and Andreas S. Karathanasopoulos and Rafael Rosillo and David de la Fuente}, title = {Neural networks in financial trading}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {293--308}, year = {2021}, url = {https://doi.org/10.1007/s10479-019-03144-y}, doi = {10.1007/S10479-019-03144-Y}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/SermpinisKRF21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/StegeWBK21, author = {Nikolas Stege and Christoph Wegener and Tobias Basse and Frederik Kunze}, title = {Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {309--321}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03762-x}, doi = {10.1007/S10479-020-03762-X}, timestamp = {Tue, 26 Jan 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/StegeWBK21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/VoT21, author = {Xuan Vinh Vo and Thi Tuan Anh Tran}, title = {Higher-order comoments and asset returns: evidence from emerging equity markets}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {323--340}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03549-0}, doi = {10.1007/S10479-020-03549-0}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/VoT21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/YouLF21, author = {Yinping You and Xiaohu Li and Rui Fang}, title = {On coverage limits and deductibles for {SAI} loss severities}, journal = {Ann. Oper. Res.}, volume = {297}, number = {1}, pages = {341--357}, year = {2021}, url = {https://doi.org/10.1007/s10479-020-03770-x}, doi = {10.1007/S10479-020-03770-X}, timestamp = {Mon, 25 Jan 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/YouLF21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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