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HICSS
2005
IEEE
129views Biometrics» more  HICSS 2005»
14 years 1 months ago
The Mobile Internet: The Pioneering Users' Adoption Decisions
Substantial financial and technological investments by private and public organizations have resulted in the delivery of the third generation mobile technologies, although the jou...
Ann Fogelgren-Pedersen
WSC
2000
13 years 8 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
CEC
2010
IEEE
13 years 8 months ago
Evolving efficient limit order strategy using Grammatical Evolution
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Wei Cui, Anthony Brabazon, Michael O'Neill
CN
2010
94views more  CN 2010»
13 years 7 months ago
A market-based approach to managing the risk of peer-to-peer transactions
Ptrim is a purely decentralised application for performing peer-to-peer transactions. Instead of relying on a typical trust/reputation management approach, Ptrim allows its users t...
Stephanos Androutsellis-Theotokis, Diomidis Spinel...
IOR
2008
103views more  IOR 2008»
13 years 7 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi