Results 191 to 200 of about 13,793,568 (219)
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2008 International Conference on Reconfigurable Computing and FPGAs, 2008
FPGA based implementations of two classes of pseudo random number(PRN) generator, intended for use in Monte Carlo methods for finance, are presented. FPGA implementations potentially offer reduced cost and improved performance compared to general purpose processor (GPP) systems such as PCs or mainframes. The first class of PRN generator, which includes
Simon Banks +2 more
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FPGA based implementations of two classes of pseudo random number(PRN) generator, intended for use in Monte Carlo methods for finance, are presented. FPGA implementations potentially offer reduced cost and improved performance compared to general purpose processor (GPP) systems such as PCs or mainframes. The first class of PRN generator, which includes
Simon Banks +2 more
openaire +1 more source
Monte Carlo Methods and Applications, 2014
Abstract. The great demand for high computational capabilities is omnipresent in every facet of modern financial activities, ranging from financial product pricing, trading and hedging at the front desk on the one end to risk management activities for in house monitoring and legislative compliance on the other.
Michael Mascagni, Yue Qiu, Lin-Yee Hin
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Abstract. The great demand for high computational capabilities is omnipresent in every facet of modern financial activities, ranging from financial product pricing, trading and hedging at the front desk on the one end to risk management activities for in house monitoring and legislative compliance on the other.
Michael Mascagni, Yue Qiu, Lin-Yee Hin
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SSRN Electronic Journal, 2011
We aim at obtaining a simple quantitative rule for the joint determining of optimal corporate investment and financing policies in an intertemporal setting. A novel general continuous-time framework, inspired by the optimal portfolio design literature, is first built. We derive the optimal assets-to-equity and debt-to-equity ratios.
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We aim at obtaining a simple quantitative rule for the joint determining of optimal corporate investment and financing policies in an intertemporal setting. A novel general continuous-time framework, inspired by the optimal portfolio design literature, is first built. We derive the optimal assets-to-equity and debt-to-equity ratios.
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Фінансовий простір
The article is devoted to the study of the influence of quantitative indicators on the mechanism of financing general secondary education institutions of the Lviv city territorial community. The relevance of the study is substantiated by the need to optimize the allocation of budget funds in the field of education ...
Nataliia Sytnyk +2 more
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The article is devoted to the study of the influence of quantitative indicators on the mechanism of financing general secondary education institutions of the Lviv city territorial community. The relevance of the study is substantiated by the need to optimize the allocation of budget funds in the field of education ...
Nataliia Sytnyk +2 more
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Artificial intelligence increasingly enters quantitative finance through option pric ing, volatility calibration, hedging, asset pricing, risk measurement, market simula tion, financial text analysis, and time-series forecasting. Yet finance differs from many prediction domains because a statistically accurate model can still be economically invalid ...
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Editorial for special issue on advances in Actuarial Science and quantitative finance
Methodology and Computing in Applied Probability, 2022Claude Lefèvre, Junyi Guo
exaly
Benchmarking Retrieval Augmented Generation in Quantitative Finance
Aytuğ Onan, Ege Dogan Dursunopenaire +1 more source
From dissonance to resonance: cognitive interdependence in quantitative finance
Economy and Society, 2012David Stark
exaly