[
Aparicio, J., Lopez-Espin, J.J., Martinez-Moreno, R., Pastor, J.T. (2013). Benchmarking in Data Envelopment Analysis: an Approach Based on Genetic Algorithms and Parallel Programming. Advances in Operations Research, 29, 1-9.10.1155/2014/431749
]Search in Google Scholar
[
Breiman, L., Friedman, J.H., Olshen, R.A., Stone. C. J. (1984). Classification and Regression Trees. The Wadsworth Statistics/Probability Series, 358-370. Wiley.
]Search in Google Scholar
[
Bulgurcu, B. (2012). Application of TOPSIS Technique for Financial Performance Evaluation of Technology Firms in Istanbul Stock Exchange Market. Procedia-Social and Behavioral Sciences, 62, 1033-1040.10.1016/j.sbspro.2012.09.176
]Search in Google Scholar
[
Cai, X.Z., Wang, G.Q., El Ghami, M., Yue, Y.J. (2014). Complexity Analysis Of Primal-dual Interior-point Methods for Linear Optimization Based on a New Parametric Kernel Function with a Trigonometric Barrier Term. Abstract and Applied Analysis, 11, 23-38.10.1155/2014/710158
]Search in Google Scholar
[
Das, N. (2003). Hedge Fund Classification Using K-Means Clustering Method. RTH International Conference on Computing in Economics and Finance. Seattle. USA: University of Washington.
]Search in Google Scholar
[
Feroz, E.H., Kim, S., Raab, R.L. (2003). Financial Statement Analysis: a Data Envelopment Analysis Approach. Journal of the Operational Research Society, 54, 48-58.10.1057/palgrave.jors.2601475
]Search in Google Scholar
[
Grith, M., Hardle, W.K., Schienle, M. (2010). Nonparametric Estimation of Risk-neutral Densities. SFB 649 Discussion Paper 2010-021. Berlin: Humboldt-Universität.10.2139/ssrn.2894237
]Search in Google Scholar
[
Habibi, R. (2011). A Simple Estimate of VaR under GARCH Modeling. Ekonomia, 14, 127-137.10.18778/1899-2226.14.1.12
]Search in Google Scholar
[
Hillier, F.S., Lieberman, G.J. (2012). Introduction to Operation Research. USA: McGraw Hill.
]Search in Google Scholar
[
Huck, N., Guegan, D. (2007). On the Use of Nearest Neighbors in Finance. Technical report. Department of Economics. Festion et Equipe University. France.
]Search in Google Scholar
[
Hwang, C.L., Yoon, K. (1981). Multiple Attribute Decision Making: Methods and Applications. New York: Springer.10.1007/978-3-642-48318-9
]Search in Google Scholar
[
Ibanez, K., Guijarro, M., Pajares, G., Valencia, A. (2016). A Computational Approach Inspired by Simulated Annealing to Study the Stability of Protein Interaction Networks in Cancer and Neurological Disorders. Data Mining and Knowledge Discovery, 30, 226-242.10.1007/s10618-015-0410-5
]Search in Google Scholar
[
Idvall, P., Jonsson, C. (2008). Algorithmic Trading: Hidden Markov Models on Foreign Exchange Data. Masterthesis. Department of Mathematics, Linkopings Universitet.
]Search in Google Scholar
[
Kovalerchuk, B., Vityaev, E. (2000). Data Mining in Finance: Advances in Relational and Hybrid Methods. USA: Kluwer Academic Publishers.
]Search in Google Scholar
[
Lai, C.C. (2010). Simulated annealing in multifactor equity portfolio management. Proceedings of the International Multi-Conference of Engineers and Computer Scientists, IMECS 2010, Hong Kong.
]Search in Google Scholar
[
Olave, P., Miguel, J.A. (2000). Bootstrap Method in Exchange Rate Forecasting. Technical Report. Spain: University of Zaragoza.
]Search in Google Scholar
[
Mingione, F. (2011). Forecasting with Principal Components Analysis: An Application to Financial Stability Indices for Jamaica. Technical Report. Bank of Jamaica. Jamaica.
]Search in Google Scholar
[
Miyazaki, K. (2003). Dual Analysis on Hedging VaR of Bond Portfolio using Options. Journal of Operation Research, 4, 448-466.10.15807/jorsj.46.448
]Search in Google Scholar
[
Patil, R. (2014). Heart Disease Prediction System Using Naive Bayes and Jelinek-mercer Smoothing. International Journal of Advanced Research in Computer and Communication Engineering 3, 6786-6789.
]Search in Google Scholar
[
Robles-Granda, P.D., Belik, I.V. (2010). A Comparison of Machine Learning Classifiers Applied to Financial Datasets. Proceedings of the World Congress on Engineering and Computer Science. WCECS October 20-22, San Francisco, USA.
]Search in Google Scholar
[
Sutton, O. (2012). Introduction to k Nearest Neighbor Classification and Condensed Nearest Neighbor Data Reduction. Technical report. UK: University of Leicester.10.1002/wics.1195
]Search in Google Scholar
[
Tracey, M. (2009). Principal Component Value at Risk: an Application to the Measurement of the Interest Rate Risk Exposure of Jamaican Banks to Government of Jamaica (GOJ) bonds. Technical reports. Financial Stability Department, Research & Economic Programming Division. Bank of Jamaica.
]Search in Google Scholar
[
Winston, W.L. (2010). Operation Research: Applications and algorithms. USA: Cengage Learning India Pvt Ltd.
]Search in Google Scholar
[
Zhou, E., Fu, M.C., Marcus, S.I. (2008). A Particle Filtering Framework for Randomized Optimization Algorithm. Proceedings of the 2008 Winter Simulation Conference. USA.10.1109/WSC.2008.4736125
]Search in Google Scholar
