Financial modeling represents a promising industry application of high performance computing. In previous work, parallel stock option pricing models were developed for the Connect...
The paper presents results of an experiment dealing with sentiment analysis of Croatian text from the domain of finance. The goal of the experiment was to design a system model fo...
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
Standard detection algorithms for nonlinearity linkage fail when applied to typical problems in the analysis of financial time-series data. We explain how this failure arises whe...
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...