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Nina Kajiji, Ph.D.

Research

Journal Articles:

Dash Jr., Gordon H., and Kajiji N. On Multiobjective Combinatorial Optimization and Dynamic Interim Hedging of Efficient Portfolios. International Transactions in Operational Research, Forthcoming,  2014.

Kajiji, Nina and Dash, Jr., Gordon H. On the Behavioral Specification and Multivariate Neural Network Estimation of Cognitive Scale Economies.  Journal of Applied Operational Research, Vol 5(1) 2013.

Dash Jr., Gordon H., and Kajiji N. Efficient Multivariate Modeling of Cross Border Effects in the European Bond Volatility Spillover: A Multiple Objective Artificial Neural Network Approach.  Lecture Notes in Management Science, Vol 4. July 2012.

Kajiji, Nina and Dash, Jr., Gordon H. Efficient Multiple Objective Neural Network Mapping of State-Wide High School Achievement.  Journal of Applied Operational Research, Vol 4(3), 2012.

Kajiji, Nina and Dash, Jr., Gordon H. Efficient Multiple Objective Neural Network Mapping of State-Wide High School Achievement.  Lecture Notes in Management Science, Vol 3. August 2011

Kajiji, Nina; Dash, Jr., Gordon H.; Felner, Robert; Brand, Stephen; and, Seitsinger, Anne.  “Evaluating Learning Performance: Applying Nonlinear Artificial Intelligence to Learning Support Indicators.”  The Journal of Computing and e-Systems, 1(1), Jan 2008.

Dash Jr., Gordon H., and Kajiji, Nina. A Nonlinear Goal Programming Model For Efficient Asset-Liability Management of Property-Liability Insurers, INFOR, Vol. 43(2), 135-156, May 2005.

Dash Jr., Gordon H., Hanumara, Choudary R., and Kajiji, Nina. Neural Network Architectures for Modeling FX Futures Options Volatility, Operational Research: An International Journal, Vol. 3(1), 2003.  Reprinted in Operational Research, Vol. 3(1), 2003.  http://www.springerlink.com/content/12874px07v772227/

Dash Jr., Gordon H., and Kajiji, Nina. New Evidence on the Predictability of South African FX Volatility in Heterogeneous Bi-lateral Markets, African Finance Journal, Vol 5(1), 2003

Dash Jr., Gordon H., and Kajiji, Nina. Evolving Economy Bank Asset-Liability and Risk Management Under Uncertainty with Hierarchical Objectives and Nonlinear Pricing, Journal of Multi-Criteria Decision Analysis, Special Issue: MCDA Methodologies in Finance, Vol 11(4/5), 247-260, 2002


Edited Works and Book Chapters:

Kajiji, Nina and Dash, Jr. Gordon H. Computational Practice: Multivariate Parametric or Nonparametric Modeling of European Bond Volatility Spillover?   Recent Advances in Computational Finance, Edited by: N. Thomaidis, and G. Dash.  Nova Science Publishers, Inc. 2013

Kajiji, Nina and Forman, John. Production of Efficient Wealth Maximization Using Neuroeconomic Behavioral Drivers and Continuous Automated Trading, Recent Advances in Computational Finance, Edited by: N. Thomaidis, and G. Dash.  Nova Science Publishers, Inc. 2013.

Dash Jr., Gordon H., and Kajiji, Nina. Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets, Handbook of Financial Engineering, Series: Springer Optimization and Its Applications, Vol. 18, Edited By: C. Zopounidis, M. Doumpos, and P. Pardalos, Springer, 2008.

Dash, Jr., Gordon H., and Kajiji, Nina.  A Re-examination of Volatility Spillovers in European Government Bond Markets Using a Multi-objective Artificial Neural Network, Data Mining VIII: Data, Text and Web Mining and Their Business Applications.  Edited By: A Zanasi, C.A Brebbia, and N.F.F. Ebecken, Wessex Institute of Technology Press: South Hampton, UK, 2007.

Dash Jr., Gordon H., and Kajiji, Nina. Forecasting Worldwide Internet Subscribers 1998-2019: An Interactive Excel Spreadsheet Model, Electronic Commerce:  Behaviors of Suppliers, Producers, Intermediaries & Consumers, Volume 3, Editors:  Ruby Roy Dholakia & Solveig Wikstrom, RITIM, University of Rhode Island, Kingston, RI, September 1999.

Dash Jr., Gordon H., and Kajiji, Nina. Stochastic Nonlinear Multiple Objective Optimization for Bank Portfolios in India: A Case for Punjab National Bank, India, Economic Liberalization: Its Impact on Indian Economy, Business, & Society, Edited by: Varkey K. Titus, Association of Indian Economic Studies, Emporia State University, Kansas, August 1997.

 

Complete List of Research and Conference Proceedings:  Click Here
 

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