Sciweavers

65 search results - page 3 / 13
» Computational Finance
Sort
View
PODS
2009
ACM
170views Database» more  PODS 2009»
14 years 8 months ago
A general datalog-based framework for tractable query answering over ontologies
d Abstract) Andrea Cal`i2,1 , Georg Gottlob1,2 , and Thomas Lukasiewicz1, 1 Computing Laboratory, University of Oxford, UK firstname.lastname@comlab.ox.ac.uk 2 Oxford-Man Institute...
Andrea Calì, Georg Gottlob, Thomas Lukasiew...
NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 11 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
WSC
2004
13 years 8 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
ALT
2010
Springer
13 years 9 months ago
Optimal Online Prediction in Adversarial Environments
: In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modeled as an adversary with whom ...
Peter L. Bartlett
IEEESCC
2006
IEEE
14 years 1 months ago
Develop Service Oriented Finance Business Processes: A Case Study in Capital Market
Current business process development is a process that needs to apply software development principles and at the same time incorporate the special requirements of service oriented...
Aries Tao Tao, Jian Yang