- High frequency exchange rates
- Intraday volatility
- Autocorrelation and variance ratio tests
- Conditional volatility
- GARCH processes
- Chaotic systems
- Stochastic and EXPAR models
- Artificial neural networks
- Genetic algorithms
MODELLING WITH HIGH FREQUENCY DATA.
Forecasting Foreign Exchange Rates Subject to De–Volatilization (B. Zhou).
Dynamic Strategies: A Correlation Study (E. Acar & P. Lequeux).
THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.
Using Option Prices to Estimate Realignment Probabilities in the European Monetary System (A. Malz).
Efficiency Test with Overlapping Data: An Application to the Currency Options Market (C. Dunis & A. Keller).
APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.
The Use of Error Feedback Terms in Neural Network Modelling of Financial Time Series ( A. Burgess & A. Refenes).
An Evolutionary Algorithm for Portfolio Selection within a Downside Framework ( A. Loraschi & A. Tettamanzi).