Results 41 to 50 of about 2,147,862 (340)
Gradient boosting for quantitative finance
, 2021 In this paper, we discuss how tree-based machine learning techniques can be used in the context of derivatives pricing. Gradient boosted regression trees are employed to learn the pricing map for a couple of classical, time-consuming problems in ...
Jesse Davis +3 more
semanticscholar +1 more source
FROM SCHILLER'S 'TRILL' TO 'OIL' FROM RUSSIAN HYDROCARBONS
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 In conditions of budget deficit and difficulties in capital borrowing on global markets the issue of home borrowing is becoming more and more acute. A derivative profitable both for the government and citizens, who keep their savings in Russian banks ...
Anatoliy I. Vorobiev, Pavel A. Gudkov
doaj +1 more source
Analysis of Fractional Order Chaotic Financial Model with Minimum Interest Rate Impact
Fractal and Fractional, 2020 The main objective of this paper is to construct and test fractional order derivatives for the management and simulation of a fractional order disorderly finance system.
Muhammad Farman +4 more
doaj +1 more source
AIMS Mathematics, 2022 Many useful numerical algorithms of the numerical solution are proposed due to the increasing interest of the researchers in fractional calculus. A new discretization of the competition model for the real statistical data of banking finance for the years
Meihua Huang +3 more
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High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions [PDF]
, 2015 We present a high-order compact finite difference approach for a rather general class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in n spatial dimensions ...
Düring, Bertram, Heuer, Christof
core +2 more sources
, 2020 This paper analyses the role of (stock and derivative) exchanges as powerful actors in global finance. While most IPE accounts of exchanges analyse ‘exchanges as marketplaces’ and focus on equity market trading, they miss how exchanges have fundamentally
Johannes Petry
semanticscholar +1 more source
MODERN METHODS OF FINANCING DERIVATIVES
Globalization, the State and the Individual, 2022 Under 2020 IFRS 7, an entity assesses whether an embedded derivative should be separated from the host contract and recognized as a derivative when the entity first becomes a party to the contract. Subsequent reassessments are not permitted unless a change is made to the terms of the contract that significantly modifies the cash flows that would ...
openaire +1 more source
Modified Mean-Variance Risk Measures for Long-Term Portfolios
Mathematics, 2021 This paper proposes modified mean-variance risk measures for long-term investment portfolios. Two types of portfolios are considered: constant proportion portfolios and increasing amount portfolios.
Hyungbin Park
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Detection and prevention of financial abuse against elders [PDF]
, 2012 This article is made available through the Brunel Open Access Publishing Fund. Copyright @ The Authors. This article is published under the Creative Commons Attribution (CC BY 3.0) licence.
B.C. Fraassen van +14 more
core +3 more sources
Firm finances, weather derivatives and geography [PDF]
Geoforum, 2008 This paper considers some intellectual, practical and political dimensions of collaboration between human and physical geographers exploring how firms are using relatively new financial products – weather derivatives – to displace any costs of weather-related uncertainty and risk. The paper defines weather derivatives and indicates how they differ from
Pollard JS +3 more
openaire +2 more sources