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...
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...
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...
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...
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...