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Bond rating using support vector machine., , and . Intell. Data Anal., 10 (3): 285-296 (2006)Testing Dependencies in Term Structure of Interest Rates.. TES, volume 251 of Advances in Intelligent Systems and Computing, page 141-154. Springer, (2014)The implied jump risk of LIBOR rates, , and . Journal of Banking & Finance, 29 (10): 2503--2522 (October 2005)Dividend policy and tax structure. Economics Letters, 31 (3): 269--272 (December 1989)Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market, , and . Quantitative Finance, 4 (2): 129--139 (2004)A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains, , and . Journal of International Financial Markets, Institutions and Money, 9 (3): 247--265 (August 1999)Review of tandem repeat search tools: a systematic approach to evaluating algorithmic performance., , , and . Briefings Bioinform., 14 (1): 67-81 (2013)Information-time option pricing: theory and empirical evidence, , and . Journal of Financial Economics, 48 (2): 211--242 (May 1, 1998)c-ascending support vector machines for financial time series forecasting., , and . CIFEr, page 317-323. IEEE, (2003)Testing the warrant pricing model, and . Economics Letters, 35 (4): 451--455 (April 1991)