Problems in computational finance share many of the characteristics that challenge us in statistical circuit analysis: high dimensionality, profound nonlinearity, stringent accura...
: The present work is devoted to the research of investment projects’ financing issues. Within this paper a data analytical tool for an optimal financing schema computation on th...
Mikhail D. Godlevskiy, Valentina V. Moskalenko, Vl...
Computational finance leverages computer technologies to build models from large amounts of data to extract insight. In today's networked world, the amount of data available t...
Badrish Chandramouli, Mohamed H. Ali, Jonathan Gol...
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...