Paul Lajbcygier

Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods

Paul Lajbcygier, Jerome T. Connor · International Journal of Neural Systems · 1997 · 60 citations

Business, Finance, Financial Economics +16

Going Negative: <i>What to Do with Negative Book Equity Stocks</i>

Stephen J. Brown, Paul Lajbcygier, Bob T. Li · The Journal of Portfolio Management · 2008 · 50 citations

Business, Business Economics, Finance +12

Improving Option Pricing With the Product Constrained Hybrid Neural Network

Paul Lajbcygier · IEEE Transactions on Neural Networks · 2004 · 39 citations

Computing, Computer Science, Finance +14

Virtue Remains After Removing Sin: Finding Skill Amongst Socially Responsible Investment Managers

Elizabeth Ooi, Paul Lajbcygier · Journal of Business Ethics · 2012 · 22 citations

Management, Organizational Behavior, Strategic Management +9

A hybrid neural network approach to the pricing of options

C. Boek, Paul Lajbcygier, Marimuthu Palaniswami et al. · 2002 · 15 citations

Computing, Computer Science, Finance +16