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ORCIDPaul Lajbcygier
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2000 – 2009
- 2005
[c7]Paul Lajbcygier, Seng Lee:
Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network. IEC (Prague) 2005: 36-39- [r1]Paul Lajbcygier:
Comparing Conventional and Non-Parametric Option Pricing. Encyclopedia of Information Science and Technology (I) 2005: 472-474 - 2004
- [j2]Paul Lajbcygier:
Improving option pricing with the product constrained hybrid neural network. IEEE Trans. Neural Networks 15(2): 465-476 (2004) - [c6]Paul Lajbcygier, Ke Cong:
A Framework For Modeling Financial Instruments Using Object-Oriented Technology. IASSE 2004: 302-305 - [c5]Paul Lajbcygier:
Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. IV 2004: 29-34 - 2003
- [c4]Paul Lajbcygier, Mei Yong Ong:
Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic. CIFEr 2003: 279-284 - [c3]Paul Lajbcygier:
Option Pricing with the Product Constrained Hybrid Neural Network. ICANN 2003: 615-621 - [c2]Paul Lajbcygier, Eugene Lim:
Trading Futures with the Largest Equity Drawdown Method. IDEAL 2003: 929-933
1990 – 1999
- 1997
- [j1]Paul Lajbcygier, Jerome T. Connor:
Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods. Int. J. Neural Syst. 8(4): 457-471 (1997) - 1995
- [c1]Christopher Boek, Paul Lajbcygier, Marimuthu Palaniswami, Andrew Flitman:
A hybrid neural network approach to the pricing of options. ICNN 1995: 813-817
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