Results 41 to 50 of about 422,933 (92)
Automated Trading System [PDF]
This is a final report which is part of the dissertation for the Master course Computation Finance. The title of this dissertation is “Automated Trading System”.
Le, Duc
core +2 more sources
The Transport-based Mesh-free Method (TMM) and its applications in finance: a review [PDF]
We review a numerical technique, referred to as the Transport-based Mesh-free Method (TMM), and we discuss its applications to mathematical finance. We recently introduced this method from a numerical standpoint and investigated the accuracy of integration formulas based on the Monte-Carlo methodology: quantitative error bounds were discussed and, in ...
arxiv
Evaluating the use of Shariah compliance and the use of Islamic financial products in promoting financial inclusion : a case study of Nigeria [PDF]
Financial inclusion is considered a driver for inclusive economic development, through promoting investment, entrepreneurship, employment, education and healthcare.
Bashir, Baba Kura
core
The concept of absence of opportunities for free lunches is one of the pillars in the economic theory of financial markets. This natural assumption has proved very fruitful and has lead to great mathematical, as well as economical, insights in Quantitative Finance.
arxiv
El uso del software estadístico R en la asignatura de finanzas cuantitativas: desarrollo de habilidades y competencias [PDF]
[ES] Los cambios en la orientación de la docencia como consecuencia de la necesaria adaptación al Espacio Europeo de Educación Superior incluyen la adopción de un nuevo paradigma, modificando la orientación docente. Así, se ha pasado de una enseñanza por
Cervelló Royo, Roberto Elías+2 more
core
Digital Financial Literacy As an Antecedent to Financial Inclusion and MSME Performance [PDF]
MSMEs experience various vulnerabilities that emphasize the importance of government digital onboarding programs as part of financial inclusion. To address these challenges, it is crucial to understand the role of digital financial literacy in enhancing ...
Latifah , Nunuk+2 more
core +1 more source
Comment on recent claims by Sornette and Zhou [PDF]
Comment on recent claims by Sornette and Zhou: D. Sornette and W. Zhou, Quantitative Finance 2 (6), 468-481 (2002); Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000, cond-mat/0212010; Renormalization Group Analysis of the 2000-2002 anti-bubble in the US SP 500 index, physics ...
arxiv
Sig-SDEs model for quantitative finance [PDF]
Mathematical models, calibrated to data, have become ubiquitous to make key decision processes in modern quantitative finance. In this work, we propose a novel framework for data-driven model selection by integrating a classical quantitative setup with a generative modelling approach.
arxiv
Micro Finance and Women Empowerment in Urban Setting: Reflection from Southern Ethiopia [PDF]
The main objective of the study is to explore the extent, to which women are empowered thorough micro finance programs, a reflection from Southern Ethiopia.
Amphune, Befikadu Esayas
core +1 more source
Change of Measure in Midcurve Pricing [PDF]
We derive measure change formulae required to price midcurve swaptions in the forward swap annuity measure with stochastic annuities' ratios. We construct the corresponding linear and exponential terminal swap rate pricing models and show how they capture the midcurve swaption correlation skew.
arxiv