Search Results - subject:"Computational Finance"

Quantum computing and the financial system : opportunities and risks

Auer, Raphael A.; Dupont, Angela; Gambacorta, Leonardo; … - 2024

Persistent link: https://www.econbiz.de/10015127043

A novel high dimensional fitted scheme for stochastic optimal control problems

Dleuna Nyoumbi, Christelle; Tambue, Antoine - In: Computational economics 61 (2023) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10014228389

A comprehensive machine learning framework for dynamic portfolio choice with transaction costs

Gaegauf, Luca; Scheidegger, Simon; Trojani, Fabio - 2023

Persistent link: https://www.econbiz.de/10014483248

A market resilient data-driven approach to option pricing

Goswami, Anindya; Rana, Nimit - In: Quantitative finance 25 (2025) 10, pp. 1581-1597

Persistent link: https://www.econbiz.de/10015534208

Dynamic modeling via autoregressive conditional GB2 for cross-sectional maxima of financial time series data

Fan, Ning; Zhang, Chunming; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 968-978

Persistent link: https://www.econbiz.de/10015534565

Evaluation of the degree of uncertainty In the type-2 fuzzy logic system for forecasting stock index

Janková, Zuzana; Dostál, Petr - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 41-57

Persistent link: https://www.econbiz.de/10013531033

Liquidity Dynamics and Risk Modeling : Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms

Al Janabi, Mazin A. M. - 2024

Chapter 1: Beyond the Surface: In-depth Perspectives on Liquidity and Risk Frontiers -- Chapter 2: Unlocking the Microstructure of Liquidity Risk: Understanding Interactions with other Financial Risks and Best Practices in Oversight and Governance -- Chapter 3: Crises to Opportunities:...

Persistent link: https://www.econbiz.de/10015157948

Contribution of disruptive technologies in computational finance

Bhatt, Arvind Kumar; Rai, Anand Kumar; Tiwari, Rajesh - In: Algorithmic approaches to financial technology : …, (pp. 160-173). 2024

Persistent link: https://www.econbiz.de/10014470652

A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes

Kudryavtsev, Oleg - In: Computational management science 21 (2024) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10014636822

Algorithmic approaches to financial technology : forecasting, trading, and optimization

Amandeep Singh (ed.); Taneja, Sanjay (ed.); Kumar, Pawan (ed.) - 2024

"This unique edited book provides a competitive edge in the financial sector by offering a platform for research. It explores the applications of AI-based algorithms for evolving market trends, with a focus on algorithm-based financial solutions for the stock market, portfolio optimization, and...

Persistent link: https://www.econbiz.de/10014423716