Sciweavers

65 search results - page 10 / 13
» Computational Finance
Sort
View
IDA
2002
Springer
13 years 7 months ago
A framework for modelling virus gene expression data
Short, high-dimensional, Multivariate Time Series (MTS) data are common in many fields such as medicine, finance and science, and any advance in modelling this kind of data would b...
Paul Kellam, Xiaohui Liu, Nigel J. Martin, Christi...
CORR
2011
Springer
127views Education» more  CORR 2011»
13 years 2 months ago
Is a probabilistic modeling
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
Michel Fliess, Cédric Join, Fréd&eac...
GECCO
2007
Springer
200views Optimization» more  GECCO 2007»
14 years 1 months ago
Adaptive genetic programming for option pricing
Genetic Programming (GP) is an automated computational programming methodology, inspired by the workings of natural evolution techniques. It has been applied to solve complex prob...
Zheng Yin, Anthony Brabazon, Conall O'Sullivan
EOR
2006
104views more  EOR 2006»
13 years 7 months ago
Financial networks with intermediation: Risk management with variable weights
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
Anna Nagurney, Ke Ke
VLDB
1995
ACM
130views Database» more  VLDB 1995»
13 years 11 months ago
Improving Performance in Replicated Databases through Relaxed Coherency
Applications in finance and telecommunications (intelligent network, network management, mobile computing) cause renewed interest in distributed and replicated data management. Si...
Rainer Gallersdörfer, Matthias Nicola