Results 11 to 20 of about 18,202 (289)
Special Issue “Computational Finance and Risk Analysis in Insurance” [PDF]
Risks, 2022 This Special Issue focuses on the rapid development of computational finance as well as on classical risk analysis issues in insurance that also benefit from modern computational methods [...]
Ralf Korn
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Natural Computing in Computational Finance [PDF]
Studies in Computational Intelligence, 2012 exaly +2 more sources
Artificial Intelligence in Accounting and Finance: Challenges and Opportunities
IEEE Access, 2023 The rapid expansion of artificial intelligence (AI) technologies presents novel technical solutions to traditional accounting and finance problems.
Ziwei Yi +3 more
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Computing Equilibria in Finance Economies [PDF]
Mathematics of Operations Research, 2001 The general equilibrium model with incomplete asset markets is ideally suited for the study of problems in cross-sectional asset pricing and portfolio theory. In this paper, we develop a homotopy algorithm to approximate equilibria in these models. Since the algorithm is tailor made for so-called finance economies, the number of nonlinear equations ...
Herings P. Jean-Jacques, Kubler Felix
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Data mining in computational finance. [PDF]
, 2017 Computational finance is a relatively new discipline whose birth can be traced back to early 1950s. Its major objective is to develop and study practical models focusing on techniques that apply directly to financial analyses. The large number of decisions and computationally intensive problems involved in this discipline make data mining and machine ...
Jadhav, Swati
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Dispersion Trading Based on the Explanatory Power of S&P 500 Stock Returns
Mathematics, 2020 This paper develops a dispersion trading strategy based on a statistical index subsetting procedure and applies it to the S&P 500 constituents from January 2000 to December 2017.
Lucas Schneider, Johannes Stübinger
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A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures
Mathematics, 2020 In the present paper we tested the use of Markov-switching Generalized AutoRegressive Conditional Heteroscedasticity (MS-GARCH) models and their not generalized (MS-ARCH) version.
Oscar V. De la Torre-Torres +2 more
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Artificial Intelligence Applied to Stock Market Trading: A Review
IEEE Access, 2021 The application of Artificial Intelligence (AI) to financial investment is a research area that has attracted extensive research attention since the 1990s, when there was an accelerated technological development and popularization of the personal ...
Fernando G. D. C. Ferreira +2 more
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Effect of Blurring of Images on Their First Order Radiomic Features [PDF]
ITM Web of Conferences, 2023 The effect of uniform blurring of images on their (statistical) radiomic features of the first order is studied. Two sets each consisting of 100 images with sizes of 100 by 100 and 700 by 700 are chosen as a dataset. Tables showing the effect of blurs on
Tumakov Dmitrii +2 more
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AI Pontryagin or how artificial neural networks learn to control dynamical systems
Nature Communications, 2022 Optimal control of complex dynamical systems can be challenging due to cost constraints and analytical intractability. The authors propose a machine-learning-based control framework able to learn control signals and force complex high-dimensional ...
Lucas Böttcher +2 more
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