Results 191 to 200 of about 190,564 (233)

Inversion and validation of soil water-holding capacity in a wild fruit forest, using hyperspectral technology combined with machine learning. [PDF]

Sci Rep
Song T, Guo L, Sun Q, Gao G, Chen J, Zhang Q.   +5 more
europepmc   +1 more source

Enhancing stock timing predictions based on multimodal architecture: Leveraging large language models (LLMs) for text quality improvement. [PDF]

PLoS One
Chen M, Tang Y, Qi Q, Dai H, Lin Y, Ling C, Li T.   +6 more
europepmc   +1 more source

Introductory Mathematical Analysis for Quantitative Finance

, 2020
Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed.
Ritelli Daniele, Spaletta Giulia
semanticscholar   +3 more sources

Copulae in Mathematical and Quantitative Finance

, 2013
Jaworski P, Durante F, Haerdle WK
semanticscholar   +3 more sources

Mathematics of Quantitative Finance

Oberwolfach Reports, 2018
The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
Peter K. Friz, Antoine Jacquier, Josef Teichmann   +2 more
openaire   +2 more sources

Actuarial Mathematics and Its Applications in Quantitative Finance

, 2010
We introduce actuarial mathematics and its applications in quantitative finance. First, we introduce the traditional actuarial interest functions and use them to price different types of insurance contracts and annuities. Based on the equivalence principle, risk premiums for different payment schemes are calculated.
Cho-Jieh Chen
openaire   +2 more sources

Lyons, Prof. Terence John, (born 4 May 1953), Wallis Professor of Mathematics, University of Oxford, since 2000; Fellow, St Anne’s College, Oxford, since 2000; Director, Oxford-Man Institute of Quantitative Finance, 2011–15

, 2007
  +5 more sources

Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar

, 2002
Marco Avellaneda
openalex   +2 more sources

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A class of mesh-free algorithms for mathematical finance, machine learning and fluid dynamics

, 2021
We introduce a numerical methodology that applies to a broad class of partial differential equations and discrete models, and is referred to here as the transport-based mesh-free method.
P. LeFloch, M. Jean-Marc
semanticscholar   +1 more source