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961 results on '"Computational finance"'

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1. Versatile time-window sliding machine learning techniques for stock market forecasting.

2. Novel Stochastic Methods for Intelligent European Options Valuation

4. Social Media Analysis: The Relationship Between Private Investors and Stock Price

5. A simplified Wiener–Hopf factorization method for pricing double barrier options under Lévy processes.

6. EFFICIENT WRONG-WAY RISK MODELING FOR FUNDING VALUATION ADJUSTMENTS.

7. Justification Mining : developing a novel machine learning method for identifying representative sentences and summarising sentiment in financial text

8. Investigating the Knowledge Co-Construction Process in Homogeneous Ability Groups during Computational Lab Activities in Financial Mathematics.

9. Artificial Intelligence in Accounting and Finance: Challenges and Opportunities

12. A Novel High Dimensional Fitted Scheme for Stochastic Optimal Control Problems.

13. Pricing options with a new hybrid neural network model.

14. Interpretable trading pattern designed for machine learning applications

15. Stochastic models in xVA: with applications to collateralisation and exposure simulation

16. Pricing American Options solving BSDEs with Least Square Method and ML Techniques

17. Strategic Capital Investment Analytics: An Agent Based Approach to California High-Speed Rail Ridership Model

18. Data mining in computational finance

19. Adopting Nonlinear Activated Beetle Antennae Search Algorithm for Fraud Detection of Public Trading Companies: A Computational Finance Approach.

20. What is the value of the cross-sectional approach to deep reinforcement learning?

21. A New Howard–Crandall–Douglas Algorithm for the American Option Problem in Computational Finance

22. Artificial Intelligence Applied to Stock Market Trading: A Review

23. Comparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Market.

24. Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity.

25. Studio e Progettazione di un sistema di pricing e di gestione del rischio per il prodotto strutturato EAKO – European American Knock-Out option

26. On a Neural Network to Extract Implied Information from American Options.

27. Deep Learning and Wavelets for High-Frequency Price Forecasting

28. Estimating large losses in insurance analytics and operational risk using the g-and-h distribution.

29. Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme.

30. A neural network-based framework for financial model calibration

31. Algorithmic Trading Using Deep Neural Networks on High Frequency Data

33. Non-Negative Matrix Factorization with Exogenous Inputs for Modeling Financial Data

34. Data-driven option pricing using single and multi-asset supervised learning.

35. Numerical solutions of weather derivatives and other incomplete market problems

36. Introduction

37. Adopting Nonlinear Activated Beetle Antennae Search Algorithm for Fraud Detection of Public Trading Companies: A Computational Finance Approach

38. Leveraging Social Media to Predict Continuation and Reversal in Asset Prices.

39. Inversión con modelos Markov-Switching GARCH: un estudio comparativo entre México y Argentina.

40. Comparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Market

41. Ensembles of Text and Time-Series Models for Automatic Generation of Financial Trading Signals from Social Media Content

42. A robust nonstandard finite difference scheme for pricing real estate index options.

43. Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading.

44. Ensembles of Text and Time-Series Models for Automatic Generation of Financial Trading Signals from Social Media Content.

45. High-Order Compact Schemes for Black-Scholes Basket Options

46. An Efficient Monte Carlo Algorithm for Pricing Arithmetic Asian Options Under a Jump Diffusion Process

47. On a GPU Acceleration of the Stochastic Grid Bundling Method

48. Proper Orthogonal Decomposition in Option Pricing: Basket Options and Heston Model

49. BLAS Extensions for Algebraic Pricing Methods

50. Recasting Finite Difference Methods in Finance to Exploit GPU Computing

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