Paul Lajbcygier

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Improved option pricing using bootstrap methods

Paul Lajbcygier, J. T. Conner, 1997, Proceedings of International Conference on Neural Networks (ICNN'97).

Soft Clustering for Funds Management Style Analysis: Out-of-Sample Predictability

Paul Lajbcygier, Asjad Yahya, P. Lajbcygier, 2008, SOCO 2008.

Advances in optional pricing using computational intelligence

Paul Lajbcygier, 1999 .

Comparing Conventional and Artificial Neural Network Models for the Pricing of Options

Paul Lajbcygier, P. Lajbcygier, 2002 .

E-Learning Technologies and Evidence-Based Assessment Approaches

Paul Lajbcygier, Christine Spratt, 2009 .

Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods

Paul Lajbcygier, Jerome T. Connor, J. Connor, 1997, Int. J. Neural Syst..

Does statistics cramp your style: Which learning style learns re-sampling statistics most effectively?

Paul Lajbcygier, 1999 .

Optimization of a Technical Trading Strategy using split search genetic algorithms

Paul Lajbcygier, Raymond Tsang, 2000 .

Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network

Paul Lajbcygier, Seng Lee, 2005, IEC.

The Pricing and Trading of Options using a Hybrid Neural Network Model with Historical Volatility

Rob J. Hyndman, Paul Lajbcygier, Andrew M Flitman, 1997 .

Improving option pricing with the product constrained hybrid neural network

Paul Lajbcygier, P. Lajbcygier, 2004, IEEE Transactions on Neural Networks.

A Framework For Modeling Financial Instruments Using Object-Oriented Technology

Paul Lajbcygier, Ke Cong, 2004, IASSE.

Option Pricing with the Product Constrained Hybrid Neural Network

Paul Lajbcygier, P. Lajbcygier, 2003, ICANN.

Booting: A Method for Improving Option Pricing Using Bookstrap

Paul Lajbcygier, Jerry T Connor, 1997 .

Optimizing Technical Trading Strategies with Split Search Genetic Algorithms

Paul Lajbcygier, Raymond Tsang, P. Lajbcygier, 2002 .

Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models

Paul Lajbcygier, P. Lajbcygier, 2004, IV.

Statistical Arbitrage using Principal Component Analysis for the Term Structure of Interest Rates

Paul Lajbcygier, Jason C Tjangdjaja, N Burgess, 1998 .

The Pricing and Trading of Options using a Hybrid Neural Network with Historical Volatility

Rob J. Hyndman, Paul Lajbcygier, Andrew M Flitman, 1997 .

Advancements in option pricing using computational intelligence - part 2

Paul Lajbcygier, Andrew M Flitman, 1999 .

Novel Measures Of Style Drift For Mutual Funds Classified According To Fuzzy C-Means

Paul Lajbcygier, R T Burns, Tze Jong Choo, 2005 .

Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic

Paul Lajbcygier, Mei Yong Ong, P. Lajbcygier, 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings..

Predicting exam failure in computational finance

Paul Lajbcygier, Andrew D. Sanford, 2008 .

A rationale for using soft clustering for funds management style analyses

Paul Lajbcygier, Asjad Yahya, 2003 .

Trading Futures with the Largest Equity Drawdown Method

Paul Lajbcygier, Eugene Lim, 2003, IDEAL.

The Problem With Modern Parametric Option Pricing: A Literature Review

Paul Lajbcygier, 1999 .

The Non-Parametric Option Pricing Models

Paul Lajbcygier, 1999 .

Comparing Conventional and Non-Parametric Option Pricing

Paul Lajbcygier, 2005, Encyclopedia of Information Science and Technology.