| |
| 2005 | ||
|---|---|---|
| 7 | Paul Lajbcygier, Seng Lee: Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network. IEC (Prague) 2005: 36-39 | |
| 6 | Paul Lajbcygier: Comparing Conventional and Non-Parametric Option Pricing. Encyclopedia of Information Science and Technology (I) 2005: 472-474 | |
| 2004 | ||
| 5 | Paul Lajbcygier, Ke Cong: A Framework For Modeling Financial Instruments Using Object-Oriented Technology. IASSE 2004: 302-305 | |
| 4 | EE | Paul Lajbcygier: Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. IV 2004: 29-34 |
| 2003 | ||
| 3 | EE | Paul Lajbcygier: Option Pricing with the Product Constrained Hybrid Neural Network. ICANN 2003: 615-621 |
| 2 | EE | Paul Lajbcygier, Eugene Lim: Trading Futures with the Largest Equity Drawdown Method. IDEAL 2003: 929-933 |
| 1997 | ||
| 1 | EE | Paul Lajbcygier, Jerome T. Connor: Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods. Int. J. Neural Syst. 8(4): 457-471 (1997) |
| 1 | Ke Cong | [5] |
| 2 | Jerome T. Connor | [1] |
| 3 | Seng Lee | [7] |
| 4 | Eugene Lim | [2] |