Mining Exceptional Activity Patterns in Microstructure Data

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Yuming Ou, Longbing Cao, Chao Luo and Li Liu 10-05-08
The Price Impact of Trades Executed Using Multiple Brokers

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Kingsley Y.L. Fong, David R. Gallagher, Adrian D. Lee 10-05-08
Domain-Driven Local Exceptional Pattern Mining for

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Yuming Ou, Longbing Cao, Chao Luo and Chengqi Zhang 10-05-08
Rating Migrations: The Effect of Rating History and Time

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Huong Dang, Graham Partington 10-05-08
A Semiparametric Model Approach to Financial Bankruptcy Prediction

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Maria H. Kim, Paul D. Yoo 10-05-07
Modelling Rating Migrations

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Huong Dang, Graham Partington 10-05-07