Paul Lajbcygier

According to our database, Paul Lajbcygier authored at least 10 papers between 1995 and 2005.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2005

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

Paul Lajbcygier, Seng Lee

Proceedings of the International Enformatika Conference, 2005

Comparing Conventional and Non-Parametric Option Pricing.

Paul Lajbcygier

Proceedings of the Encyclopedia of Information Science and Technology (5 Volumes), 2005

2004

Improving option pricing with the product constrained hybrid neural network.

Paul Lajbcygier

IEEE Trans. Neural Networks, 2004

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

Paul Lajbcygier

Proceedings of the 8th International Conference on Information Visualisation, 2004

A Framework For Modeling Financial Instruments Using Object-Oriented Technology.

Paul Lajbcygier, Ke Cong

Proceedings of the ISCA 13th International Conference on Intelligent and Adaptive Systems and Software Engineering, 2004

2003

Trading Futures with the Largest Equity Drawdown Method.

Paul Lajbcygier, Eugene Lim

Proceedings of the Intelligent Data Engineering and Automated Learning, 2003

Option Pricing with the Product Constrained Hybrid Neural Network.

Paul Lajbcygier

Proceedings of the Artificial Neural Networks and Neural Information Processing, 2003

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

Paul Lajbcygier, Mei Yong Ong

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

1997

Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods.

Paul Lajbcygier, Jerome T. Connor

Int. J. Neural Syst., 1997

1995

A hybrid neural network approach to the pricing of options.

Christopher Boek, Paul Lajbcygier, Marimuthu Palaniswami, Andrew Flitman

Proceedings of International Conference on Neural Networks (ICNN'95), Perth, WA, Australia, November 27, 1995