Sciweavers

170 search results - page 4 / 34
» Finance
Sort
View
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
IJCSA
2006
289views more  IJCSA 2006»
13 years 7 months ago
Cash Forecasting: An Application of Artificial Neural Networks in Finance
Artificial Neural Networks are universal and highly flexible function approximators first used in the fields of cognitive science and engineering. In recent years, Neural Networks...
PremChand Kumar, Ekta Walia
SIAMJO
2008
104views more  SIAMJO 2008»
13 years 7 months ago
A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
Seung-Jean Kim, Stephen P. Boyd
OOPSLA
2004
Springer
14 years 23 days ago
Second generation web services-oriented architecture in production in the finance industry
Effective and affordable business process integration is a key concern in the finance industry. A large German joint-use centre, supplying services to 237 individual savings banks...
Olaf Zimmermann, Sven Milinski, Michael Craes, Fra...
COMPUTER
2010
127views more  COMPUTER 2010»
13 years 4 months ago
Data Stream Management Systems for Computational Finance
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...