Document is current

Article History

Received: 30 May 2018

Accepted: 25 February 2019

First Online: 3 March 2019

Authors’ information

: Mr. Sujit Subhash is a Graduate Research Assistant in the Department of Engineering Management and Systems Engineering at the Missouri University of Science and Technology. He has a B.S. in Mechanical Engineering and M.S. in Engineering Management. Mr. Subhash has research interest in hedge fund replication and asset management using linear and non-linear modeling. Dr. David Enke is a Professor in the Department of Engineering Management and Systems Engineering at the Missouri University of Science and Technology. Dr. Enke has a B.S. in Electrical Engineering, as well as M.S. and Ph.D. degrees in Engineering Management. His research involves using mathematical modeling and computational intelligence for asset price and volatility forecasting for use in investing, trading, and financial risk management.

: The authors declare that they have no competing interests.

: Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.