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Venues (Conferences, Journals, ...)
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GrowBag graphs for keyword ? (Num. hits/coverage)
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The graphs summarize 1759 occurrences of 1324 keywords
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Results
Found 3654 publication records. Showing 3654 according to the selection in the facets
Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
86 | Xun Liang 0001, Haisheng Zhang, Xiang Li |
A Simple Method of Forecasting Option Prices Based on Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEA/AIE ![In: Next-Generation Applied Intelligence, 22nd International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2009, Tainan, Taiwan, June 24-27, 2009. Proceedings, pp. 586-593, 2009, Springer, 978-3-642-02567-9. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Hong Kong option market, neural networks, forecasting, Option prices |
69 | Leon Chen, Olivia Sheng, Dennis Goreham, Jeannie Watanabe |
A real option analysis approach to evaluating digital government investment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DG.O ![In: Proceedings of the 2005 National Conference on Digital Government Research, DG.O 2005, Atlanta, Georgia, USA, May 15-18, 2005, pp. 157-166, 2005, Digital Government Research Center. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP BibTeX RDF |
black-scholes model, information technology investment evaluation, real option analysis, digital government, estimation error |
66 | Xiaojian Yu, Zhaozhang Ren |
The Valuation of American Put Option Based on Fuzzy Techniques. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSSE (3) ![In: International Conference on Computer Science and Software Engineering, CSSE 2008, Volume 3: Grid Computing / Distributed and Parallel Computing / Information Security, December 12-14, 2008, Wuhan, China, pp. 750-753, 2008, IEEE Computer Society. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
61 | Tian-Shyr Dai, Yuh-Dauh Lyuu |
An Efficient, and Fast Convergent Algorithm for Barrier Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAIM ![In: Algorithmic Aspects in Information and Management, Third International Conference, AAIM 2007, Portland, OR, USA, June 6-8, 2007, Proceedings, pp. 251-261, 2007, Springer, 978-3-540-72868-9. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
barrier option, tree, combinatorics, option pricing |
59 | Sintiani Dewi Teddy, Edmund Ming-Kit Lai, Hiok Chai Quek |
A Brain-Inspired Cerebellar Associative Memory Approach to Option Pricing and Arbitrage Trading. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICONIP (3) ![In: Neural Information Processing, 13th International Conference, ICONIP 2006, Hong Kong, China, October 3-6, 2006, Proceedings, Part III, pp. 370-379, 2006, Springer, 3-540-46484-0. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
59 | Scott Gregory Chastain, Jian Chen |
The delivery option in mortgage backed security valuation simulations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, pp. 1821-1826, 2005, IEEE Computer Society, 0-7803-9519-0. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
59 | Paul Lajbcygier |
Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IV ![In: 8th International Conference on Information Visualisation, IV 2004, 14-16 July 2004, London, UK, pp. 29-34, 2004, IEEE Computer Society, 0-7695-2177-0. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
59 | Letícia Maria Friske, Carlos H. C. Ribeiro |
Speeding Up Autonomous Learning by Using State-Independent Option Policies and Termination Improvement. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SBRN ![In: 7th Brazilian Symposium on Neural Networks (SBRN 2002), 11-14 November 2002, Recife, Brazil, pp. 262-268, 2002, IEEE Computer Society, 0-7695-1709-9. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
56 | Kisoeb Park, Moonseong Kim, Seki Kim |
Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (2) ![In: Computational Science and Its Applications - ICCSA 2008, International Conference, Perugia, Italy, June 30 - July 3, 2008, Proceedings, Part II, pp. 887-895, 2008, Springer, 978-3-540-69840-1. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Arbitrage-free Models with Jump, Bond Option Price, Simulation |
56 | Prasad Chalasani, Somesh Jha, Isaac Saias |
Approximate Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmica ![In: Algorithmica 25(1), pp. 2-21, 1999. The full citation details ...](Pics/full.jpeg) |
1999 |
DBLP DOI BibTeX RDF |
Binomial model, Path-dependent options, Asian options, Computational complexity, Random walks, Option pricing |
52 | Whye Loon Tung, Chai Quek |
GenSo-OPATS: a brain-inspired dynamically evolving option pricing model and arbitrage trading system. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Congress on Evolutionary Computation ![In: Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2005, 2-4 September 2005, Edinburgh, UK, pp. 2429-2436, 2005, IEEE, 0-7803-9363-5. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
49 | Kiran Kola, Ruppa K. Thulasiram, Parimala Thulasiraman |
A software architecture framework for on-line option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Supercomput. ![In: J. Supercomput. 47(2), pp. 146-170, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Mobile/ubiquitous computing, Web table-mining, Finance applications, Option pricing algorithms, J2ME, MIDP |
49 | Kisoeb Park, Moonseong Kim, Seki Kim |
On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (2) ![In: Computational Science and Its Applications - ICCSA 2008, International Conference, Perugia, Italy, June 30 - July 3, 2008, Proceedings, Part II, pp. 1077-1085, 2008, Springer, 978-3-540-69840-1. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Heath-Jarrow-Morton Model with Jump, Bond Option Price, Monte Carlo Method |
49 | Francis Oliver Bunnin, Yike Guo, Yuhe Ren |
Option pricing under model and parameter uncertainty using predictive densities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Stat. Comput. ![In: Stat. Comput. 12(1), pp. 37-44, 2002. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
sampling-importance resampling, model and parameter uncertainty, option pricing, Bayesian model averaging |
49 | Mary Malliaris, Linda Salchenberger |
A neural network model for estimating option prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 3(3), pp. 193-206, 1993. The full citation details ...](Pics/full.jpeg) |
1993 |
DBLP DOI BibTeX RDF |
Black-Scholes, neural networks, option pricing, Applied artificial intelligence |
47 | Kenichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama |
A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmica ![In: Algorithmica 42(2), pp. 141-158, 2005. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
Asian option, Binomial tree model, Approximation algorithm, Randomized algorithm, Option pricing |
46 | Anson H. T. Tse, David B. Thomas, Wayne Luk |
Accelerating Quadrature Methods for Option Valuation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FCCM ![In: FCCM 2009, 17th IEEE Symposium on Field Programmable Custom Computing Machines, Napa, California, USA, 5-7 April 2009, Proceedings, pp. 29-36, 2009, IEEE Computer Society, 978-0-7695-3716-0. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Option Valuation, Finance, Option pricing, Quadrature |
46 | Prasad Chalasani, Somesh Jha, Isaac Saias |
Approximate Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FOCS ![In: 37th Annual Symposium on Foundations of Computer Science, FOCS '96, Burlington, Vermont, USA, 14-16 October, 1996, pp. 244-253, 1996, IEEE Computer Society, 0-8186-7594-2. The full citation details ...](Pics/full.jpeg) |
1996 |
DBLP DOI BibTeX RDF |
approximate option pricing, world financial markets, binomial pricing model, stock price, path-dependent options, #-P hard, deterministic polynomial-time approximate algorithms, perpetual American put option, random walk, random walks, error analysis, Monte Carlo methods, Monte Carlo methods, polynomial time, error bounds, computational problem |
46 | Paul Lajbcygier |
Option Pricing with the Product Constrained Hybrid Neural Network. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICANN ![In: Artificial Neural Networks and Neural Information Processing - ICANN/ICONIP 2003, Joint International Conference ICANN/ICONIP 2003, Istanbul, Turkey, June 26-29, 2003, Proceedings, pp. 615-621, 2003, Springer, 3-540-40408-2. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
44 | An-Pin Chen, Yi-Chang Chen, Wen-Chuan Tseng |
Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading - An Example of Taiwan Index Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
KES (1) ![In: Knowledge-Based Intelligent Information and Engineering Systems, 9th International Conference, KES 2005, Melbourne, Australia, September 14-16, 2005, Proceedings, Part I, pp. 27-33, 2005, Springer, 3-540-28894-5. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
42 | Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram, Girish K. Jha |
Particle swarm optimization algorithm for option pricing: extended abstract. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GECCO (Companion) ![In: Genetic and Evolutionary Computation Conference, GECCO 2010, Proceedings, Portland, Oregon, USA, July 7-11, 2010, Companion Material, pp. 2109-2110, 2010, ACM, 978-1-4503-0073-5. The full citation details ...](Pics/full.jpeg) |
2010 |
DBLP DOI BibTeX RDF |
financial option pricing, particle swarm |
42 | Girish K. Jha, Sameer Kumar 0005, Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram |
Option pricing using Particle Swarm Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
C3S2E ![In: Canadian Conference on Computer Science & Software Engineering, C3S2E 2009, Montreal, Quebec, Canada, May 19-21, 2009, Proceedings, pp. 267-272, 2009, ACM, 978-1-60558-401-0. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Black-Scholes, particle swarm optimization, swarm intelligence, option pricing, computational finance |
42 | Emmanuel Haven |
Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction. ![Search on Bibsonomy](Pics/bibsonomy.png) |
QI ![In: Quantum Interaction, Third International Symposium, QI 2009, Saarbrücken, Germany, March 25-27, 2009. Proceedings, pp. 308-314, 2009, Springer, 978-3-642-00833-7. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
q-calculus, h-calculus, option pricing, stochastic differential equation |
42 | Kisoeb Park, Seki Kim, William T. Shaw |
New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (2) ![In: Computational Science and Its Applications - ICCSA 2009, International Conference, Seoul, Korea, June 29-July 2, 2009, Proceedings, Part II, pp. 594-604, 2009, Springer, 978-3-642-02456-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Heath-Jarrow-Morton (HJM) model, Brace-Gatarek-Musiela (BGM) model and Bond Option |
42 | Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee 0001 |
Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (1) ![In: Advances in Neural Networks - ISNN 2008, 5th International Symposium on Neural Networks, ISNN 2008, Beijing, China, September 24-28, 2008, Proceedings, Part I, pp. 655-662, 2008, Springer, 978-3-540-87731-8. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
American option, kernel-based regression, jump-diffusion model |
42 | Mohammad Zubair, Ravi Mukkamala |
High Performance Implementation of Binomial Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (1) ![In: Computational Science and Its Applications - ICCSA 2008, International Conference, Perugia, Italy, June 30 - July 3, 2008, Proceedings, Part I, pp. 852-866, 2008, Springer, 978-3-540-69838-8. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Financial Computing, Parallel Computing, High Performance Computing, Option Pricing |
42 | Sangwook Lee, Jusang Lee, Daeyoung Shim, Moongu Jeon |
Binary Particle Swarm Optimization for Black-Scholes Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
KES (1) ![In: Knowledge-Based Intelligent Information and Engineering Systems, 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Vietri sul Mare, Italy, September 12-14, 2007. Proceedings, Part I, pp. 85-92, 2007, Springer, 978-3-540-74817-5. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Black-Scholes option pricing, bit change mutation, binary particle swarm optimization |
42 | Cristina Videira Lopes, Sushil Krishna Bajracharya |
Assessing Aspect Modularizations Using Design Structure Matrix and Net Option Value. ![Search on Bibsonomy](Pics/bibsonomy.png) |
T. Aspect-Oriented Software Development ![In: Transactions on Aspect-Oriented Software Development I, pp. 1-35, 2006, Springer, 3-540-32972-2. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Aspect-oriented programming and design, design space matrix, net option value, modularity |
42 | Zhongzhong Ning |
CNY Realignment and USD Expectation: Empirical Study Based on RND Function of Currency Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2006, 7th International Conference, Burgos, Spain, September 20-23, 2006, Proceedings, pp. 1283-1288, 2006, Springer, 3-540-45485-3. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
CNY realignment, USD expectation, Currency option, RND function |
42 | Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman |
Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (3) ![In: Computational Science and Its Applications - ICCSA 2004, International Conference, Assisi, Italy, May 14-17, 2004, Proceedings, Part III, pp. 686-695, 2004, Springer, 3-540-22057-7. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
Financial Derivatives, Parallel Algorithm, Fast Fourier Transform, Mathematical Modeling, Data Locality, Option Pricing |
42 | Vincenzina Messina, Valentina Bosetti |
Uncertainty and Option Value in Land Allocation Problems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 124(1-4), pp. 165-181, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
option value, land allocation, uncertainty, environment |
41 | Xubo Zhang, Zigang Zhang |
Study on Venture Investment Model Base on Signaling Game. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISIP ![In: International Symposium on Information Processing, ISIP 2008 / International Pacific Workshop on Web Mining, and Web-Based Application, WMWA 2008, Moscow, Russia, 23-25 May 2008, pp. 748-752, 2008, IEEE Computer Society, 978-0-7695-3151-9. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Signaling game, Option-game, Venture investment, Option pricing |
41 | Byungjoon Yoo, Kevin Kai-wing Ho, Kar Yan Tam |
The Impact of Information in Electronic Auctions: An Analysis of Buy-It-Now Auctions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 39th Hawaii International International Conference on Systems Science (HICSS-39 2006), CD-ROM / Abstracts Proceedings, 4-7 January 2006, Kauai, HI, USA, 2006, IEEE Computer Society, 0-7695-2507-5. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
39 | Jinliang Zhang, Huibin Du, Wansheng Tang |
Pricing R&D Option with Combining Randomness and Fuzziness. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIC (2) ![In: Computational Intelligence, International Conference on Intelligent Computing, ICIC 2006, Kunming, China, August 16-19, 2006. Proceedings, Part II, pp. 798-808, 2006, Springer, 3-540-37274-1. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
39 | Kiran Kola, Amit Chhabra, Ruppa K. Thulasiram, Parimala Thulasiraman |
A Software Architecture Framework for On-Line Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISPA ![In: Parallel and Distributed Processing and Applications, 4th International Symposium, ISPA 2006, Sorrento, Italy, December 4-6, 2006, Proceedings, pp. 747-759, 2006, Springer, 3-540-68067-5. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
39 | Giorgio Fumera, Ignazio Pillai, Fabio Roli |
Classification with reject option in text categorisation systems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIAP ![In: 12th International Conference on Image Analysis and Processing (ICIAP 2003), 17-19 September 2003, Mantova, Italy, pp. 582-587, 2003, IEEE Computer Society, 0-7695-1948-2. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
39 | Weimin Zheng, Jiwu Shu, Xiaotie Deng, Yonggen Gu |
Parallel Computing Method of Valuing for Multi-asset European Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science ![In: Computational Science - ICCS 2003, International Conference, Melbourne, Australia and St. Petersburg, Russia, June 2-4, 2003. Proceedings, Part II, pp. 3-9, 2003, Springer, 3-540-40195-4. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
37 | Sameer Kumar 0005, Ruppa K. Thulasiram, Parimala Thulasiraman |
A bioinspired algorithm to price options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
C3S2E ![In: Canadian Conference on Computer Science & Software Engineering, C3S2E 2008, Montreal, Quebec, Canada, May 12-13, 2008, Proceedings, pp. 11-22, 2008, ACM, 978-1-60558-101-9. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
swarm intelligence, ant colony optimization, option pricing, computational finance, optimal solution |
36 | Julian Lorenz, Konstantinos Panagiotou, Angelika Steger |
Optimal Algorithms for k-Search with Application in Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmica ![In: Algorithmica 55(2), pp. 311-328, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Time series search, One-way trading, Online algorithms, Competitive analysis, Option pricing |
36 | Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos |
European Option Pricing by Using the Support Vector Regression Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICANN (1) ![In: Artificial Neural Networks - ICANN 2009, 19th International Conference, Limassol, Cyprus, September 14-17, 2009, Proceedings, Part I, pp. 874-883, 2009, Springer, 978-3-642-04273-7. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
implied volatility, non-parametric methods, support vector regression, Option pricing |
36 | Claudio Marrocco, Paolo Simeone, Francesco Tortorella |
Embedding Reject Option in ECOC Through LDPC Codes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
MCS ![In: Multiple Classifier Systems, 7th International Workshop, MCS 2007, Prague, Czech Republic, May 23-25, 2007, Proceedings, pp. 333-343, 2007, Springer, 978-3-540-72481-0. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
multiple classifier systems, coding theory, LDPC, reject option, ECOC |
36 | Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill 0001 |
Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GECCO ![In: Genetic and Evolutionary Computation Conference, GECCO 2007, Proceedings, London, England, UK, July 7-11, 2007, pp. 1983-1990, 2007, ACM, 978-1-59593-697-4. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
real-valued quantum-inspired evolutionary algorithm, option pricing |
36 | Arunabha Mukhopadhyay, Binay Bhushan, Debashis Saha, Ambuj Mahanti |
E-Risk Management through Self Insurance: An Option Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 40th Hawaii International International Conference on Systems Science (HICSS-40 2007), CD-ROM / Abstracts Proceedings, 3-6 January 2007, Waikoloa, Big Island, HI, USA, pp. 158, 2007, IEEE Computer Society, 0-7695-2755-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
e-risk, option model, self-insurance, e-commerce, security breach |
32 | Marina Marena, Daniele Marazzina, Gianluca Fusai |
Option pricing, maturity randomization and grid computing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IPDPS ![In: 22nd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2008, Miami, Florida USA, April 14-18, 2008, pp. 1-8, 2008, IEEE. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
32 | Jao-Hong Cheng, Chen-Yu Lee |
Product Outsourcing under Uncertainty: an Application of Fuzzy Real Option Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FUZZ-IEEE ![In: FUZZ-IEEE 2007, IEEE International Conference on Fuzzy Systems, Imperial College, London, UK, 23-26 July, 2007, Proceedings, pp. 1-6, 2007, IEEE. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
32 | Raymond Y. K. Lau, K.-S. Wong, K.-F. Fung, S.-Y. Ho |
Toward An On-Demand Option Rating Service for e-Business. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICEBE ![In: Proceedings of ICEBE 2007, IEEE International Conference on e-Business Engineering and the Workshops SOAIC 2007, SOSE 2007, SOKM 2007, 24-26 October, 2007, Hong Kong, China, pp. 414-417, 2007, IEEE Computer Society, 0-7695-3003-6. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
32 | Elisa Alòs |
A generalization of the Hull and White formula with applications to option pricing approximation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(3), pp. 353-365, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 60H07, 91B70, 91B28 |
32 | Kyu-Hwan Jung, Hyun-Chul Kim, Jaewook Lee 0001 |
A Novel Learning Network for Option Pricing with Confidence Interval Information. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2006, Third International Symposium on Neural Networks, Chengdu, China, May 28 - June 1, 2006, Proceedings, Part III, pp. 491-497, 2006, Springer, 3-540-34482-9. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
32 | Shian-Chang Huang, Tung-Kuang Wu |
A Hybrid Unscented Kalman Filter and Support Vector Machine Model in Option Price Forecasting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICNC (1) ![In: Advances in Natural Computation, Second International Conference, ICNC 2006, Xi'an, China, September 24-28, 2006. Proceedings, Part I, pp. 303-312, 2006, Springer, 3-540-45901-4. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
32 | Shian-Chang Huang, Tung-Kuang Wu |
Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
RSCTC ![In: Rough Sets and Current Trends in Computing, 5th International Conference, RSCTC 2006, Kobe, Japan, November 6-8, 2006, Proceedings, pp. 607-616, 2006, Springer, 3-540-47693-8. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
32 | Michael Maio Pires, Tshilidzi Marwala |
American option pricing using multi-layer perceptron and support vector machine. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SMC (2) ![In: Proceedings of the IEEE International Conference on Systems, Man & Cybernetics: The Hague, Netherlands, 10-13 October 2004, pp. 1279-1285, 2004, IEEE, 0-7803-8566-7. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
32 | Giorgio Fumera, Ignazio Pillai, Fabio Roli |
A Two-Stage Classifier with Reject Option for Text Categorisation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SSPR/SPR ![In: Structural, Syntactic, and Statistical Pattern Recognition, Joint IAPR International Workshops, SSPR 2004 and SPR 2004, Lisbon, Portugal, August 18-20, 2004 Proceedings, pp. 771-779, 2004, Springer, 3-540-22570-6. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
32 | N. K. Chidambaran |
New simulation methodology for risk analysis: genetic programming with monte carlo simulation for option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 35th Winter Simulation Conference: Driving Innovation, New Orleans, Louisiana, USA, December 7-10, 2003, pp. 285-292, 2003, IEEE Computer Society, 0-7803-8132-7. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
32 | Giorgio Fumera, Fabio Roli |
Support Vector Machines with Embedded Reject Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SVM ![In: Pattern Recognition with Support Vector Machines, First International Workshop, SVM 2002, Niagara Falls, Canada, August 10, 2002, Proceedings, pp. 68-82, 2002, Springer, 3-540-44016-X. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
32 | Barry W. Boehm, Hoh In |
Software Cost Option Strategy Tool (S-COST). ![Search on Bibsonomy](Pics/bibsonomy.png) |
COMPSAC ![In: COMPSAC '96 - 20th Computer Software and Applications Conference, August 19-23, 1996, Seoul, Korea, pp. 15-20, 1996, IEEE Computer Society, 0-8186-7579-9. The full citation details ...](Pics/full.jpeg) |
1996 |
DBLP DOI BibTeX RDF |
|
30 | Constantin Mellios |
Interest rate options valuation under incomplete information. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 151(1), pp. 99-117, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
General equilibrium, Term structure of interest rates, Incomplete information, Filtering theory, Option prices |
30 | Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen |
Using computational methodology to price European options with actual payoff distributions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 11(12), pp. 1115-1122, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Actual payoff distribution, Option pricing, Expected value |
30 | Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman |
High Performance Computing for a Financial Application Using Fast Fourier Transform. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Euro-Par ![In: Euro-Par 2005, Parallel Processing, 11th International Euro-Par Conference, Lisbon, Portugal, August 30 - September 2, 2005, Proceedings, pp. 1246-1253, 2005, Springer, 3-540-28700-0. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
HPC for commercial application, Parallel algorithm, Fast Fourier transform, Mathematical modeling, Data locality, Option pricing |
30 | J. R. Rajasekera, M. Yamada |
Estimating the Firm Value Distribution Function by Entropy Optimization and Geometric Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 105(1-4), pp. 61-75, 2001. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
entropy optimization, Monte Carlo simulation, option pricing, geometric programming |
29 | Qiwei Jin, Wayne Luk, David B. Thomas |
Unifying Finite Difference Option-Pricing for Hardware Acceleration. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FPL ![In: International Conference on Field Programmable Logic and Applications, FPL 2011, September 5-7, Chania, Crete, Greece, pp. 6-9, 2011, IEEE Computer Society, 978-1-4577-1484-9. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
FPGA, Framework, Finance, Finite Difference, Option Pricing |
29 | |
Pricing of Bi-direction European Option Under a Kind of Jump Diffusion Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IFITA (3) ![In: International Forum on Information Technology and Applications, IFITA 2009, Chengdu, China, 15-17 May 2009, pp. 66-68, 2009, IEEE Computer Society, 978-0-7695-3600-2. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
jump diffusion model, European bi-direction option, martingale, renewal process |
29 | Yan Li, Mohamed G. Gouda |
The Blocking Option in Routing Protocols. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SRDS ![In: 28th IEEE Symposium on Reliable Distributed Systems (SRDS 2009), Niagara Falls, New York, USA, September 27-30, 2009, pp. 227-235, 2009, IEEE Computer Society, 978-0-7695-3826-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Blocking Option, Security, Routing Protocols, Distance Vector |
29 | Chai Quek, Michel Pasquier, Neha Kumar |
A novel recurrent neural network-based prediction system for option trading and hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 29(2), pp. 138-151, 2008. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Option trading, Hedging system, Recurrent neural network, Computational finance |
29 | Zhengyuan Jia, Jia Han |
An Improved Model of Executive Stock Option Based on Rough Set and Support Vector Machines. ![Search on Bibsonomy](Pics/bibsonomy.png) |
PACIIA (1) ![In: PACIIA 2008, Volume 1, 2008 IEEE Pacific-Asia Workshop on Computational Intelligence and Industrial Application, 19-20 December 2008, Wuhan, China, pp. 256-261, 2008, IEEE Computer Society, 978-0-7695-3490-9. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Executive Stock Option, SVM, Rough set |
29 | You-lan Zhu, Bin-mu Chen, Hongliang Ren 0002, Hanping Xu |
Application of the Singularity-Separating Method to American Exotic Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Adv. Comput. Math. ![In: Adv. Comput. Math. 19(1-3), pp. 147-158, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
American option pricing, finite difference methods, computational finance |
27 | Mikolás Janota, Fintan Fairmichael, Viliam Holub, Radu Grigore, Julien Charles, Dermot Cochran, Joseph R. Kiniry |
CLOPS: A DSL for Command Line Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DSL ![In: Domain-Specific Languages, IFIP TC 2 Working Conference, DSL 2009, Oxford, UK, July 15-17, 2009, Proceedings, pp. 187-210, 2009, Springer, 978-3-642-03033-8. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
27 | Bernhard Pfahringer, Geoffrey Holmes 0001, Richard Kirkby |
New Options for Hoeffding Trees. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Australian Conference on Artificial Intelligence ![In: AI 2007: Advances in Artificial Intelligence, 20th Australian Joint Conference on Artificial Intelligence, Gold Coast, Australia, December 2-6, 2007, Proceedings, pp. 90-99, 2007, Springer, 978-3-540-76926-2. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
27 | Xun Liang 0001, Haisheng Zhang, Jian Yang |
Pricing Options in Hong Kong Market Based on Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICONIP (3) ![In: Neural Information Processing, 13th International Conference, ICONIP 2006, Hong Kong, China, October 3-6, 2006, Proceedings, Part III, pp. 410-419, 2006, Springer, 3-540-46484-0. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
27 | Michele Amico, Zbigniew J. Pasek, Farshid Asl, Giovanni Perrone |
Simulation methodology for collateralized debt and real options: a new methodology to evaluate the real options of investment using binomial trees and monte carlo simulation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 35th Winter Simulation Conference: Driving Innovation, New Orleans, Louisiana, USA, December 7-10, 2003, pp. 351-359, 2003, IEEE Computer Society, 0-7803-8132-7. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
27 | Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan |
Financial derivatives and real options: effect of implementation time on real options valuation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002, pp. 1600-1605, 2002, WSC, 0-7803-7615-3. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
27 | Scott B. Laprise, Michael C. Fu 0001, Steven I. Marcus, Andrew E. B. Lim |
A new approach to pricing American-style derivatives. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 33nd conference on Winter simulation, WSC 2001, Arlington, VA, USA, December 9-12, 2001, pp. 329-337, 2001, WSC, 0-7803-7309-X. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
|
27 | Sunita Sarawagi, Shiby Thomas, Rakesh Agrawal 0001 |
Integrating Mining with Relational Database Systems: Alternatives and Implications. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIGMOD Conference ![In: SIGMOD 1998, Proceedings ACM SIGMOD International Conference on Management of Data, June 2-4, 1998, Seattle, Washington, USA., pp. 343-354, 1998, ACM Press, 0-89791-995-5. The full citation details ...](Pics/full.jpeg) |
1998 |
DBLP DOI BibTeX RDF |
SQL |
25 | Bowen Zhang 0008, Cornelis W. Oosterlee |
Option pricing with COS method on graphics processing units. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IPDPS ![In: 23rd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2009, Rome, Italy, May 23-29, 2009, pp. 1-8, 2009, IEEE. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
25 | David Allenotor, Ruppa K. Thulasiram, Parimala Thulasiraman |
A novel application of option pricing to distributed resources management. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IPDPS ![In: 23rd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2009, Rome, Italy, May 23-29, 2009, pp. 1-8, 2009, IEEE. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
25 | Silvia Gabrielli, Anthony Jameson |
Obstacles to Option Setting: Initial Results with a Heuristic Walkthrough Method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INTERACT (2) ![In: Human-Computer Interaction - INTERACT 2009, 12th IFIP TC 13 International Conference, Uppsala, Sweden, August 24-28, 2009, Proceedings, Part II, pp. 600-603, 2009, Springer, 978-3-642-03657-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
25 | Francesca Mariani, Graziella Pacelli, Francesco Zirilli |
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Optim. Lett. ![In: Optim. Lett. 2(2), pp. 177-222, 2008. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
25 | David Allenotor, Ruppa K. Thulasiram |
G-FRoM: Grid Resources Pricing A Fuzzy Real Option Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
eScience ![In: Third International Conference on e-Science and Grid Computing, e-Science 2007, 10-13 December 2007, Bangalore, India, pp. 388-395, 2007, IEEE Computer Society, 0-7695-3064-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Jingyue Li, Xiaomeng Su |
Making Cost Effective Security Decision with Real Option Thinking. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICSEA ![In: Proceedings of the Second International Conference on Software Engineering Advances (ICSEA 2007), August 25-31, 2007, Cap Esterel, French Riviera, France, pp. 14, 2007, IEEE Computer Society, 0-7695-2937-2. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Ayman Ghoneim, Hussein A. Abbass, Michael Barlow |
Investigating alliance dynamics using a co-evolutionary iterated prisoner's dilemma with an exit option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Congress on Evolutionary Computation ![In: Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore, pp. 4065-4072, 2007, IEEE, 978-1-4244-1339-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Gareth W. Morris, Matthew Aubury |
Design Space Exploration of the European Option Benchmark Using HyperStreams. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FPL ![In: FPL 2007, International Conference on Field Programmable Logic and Applications, Amsterdam, The Netherlands, 27-29 August 2007, pp. 5-10, 2007, IEEE, 1-4244-1060-6. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
25 | David Allenotor, Ruppa K. Thulasiram |
A Grid Resources Valuation Model Using Fuzzy Real Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISPA ![In: Parallel and Distributed Processing and Applications, 5th International Symposium, ISPA 2007, Niagara Falls, Canada, August 29-31, 2007, Proceedings, pp. 622-632, 2007, Springer, 978-3-540-74741-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Gong Chen, Parimala Thulasiraman, Ruppa K. Thulasiram |
Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Annual Simulation Symposium ![In: Proceedings 39th Annual Simulation Symposium (ANSS-39 2006), 2-6 April 2006, Huntsville, Alabama, USA, pp. 90-97, 2006, IEEE Computer Society, 0-7695-2559-8. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
25 | Peter M. DeMarzo, Ilan Kremer, Yishay Mansour |
Online trading algorithms and robust option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
STOC ![In: Proceedings of the 38th Annual ACM Symposium on Theory of Computing, Seattle, WA, USA, May 21-23, 2006, pp. 477-486, 2006, ACM, 1-59593-134-1. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
online algorithms, finance, regret minimization |
25 | Vasilios S. Tzastoudis, Nikos S. Thomaidis, Georgios Dounias |
Improving Neural Network Based Option Price Forecasting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SETN ![In: Advances in Artificial Intelligence, 4th Helenic Conference on AI, SETN 2006, Heraklion, Crete, Greece, May 18-20, 2006, Proceedings, pp. 378-388, 2006, Springer, 3-540-34117-X. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
25 | Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos |
Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, pp. 1869-1875, 2005, IEEE Computer Society, 0-7803-9519-0. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
25 | Christiane Lemieux, Jennie La |
A study of variance reduction techniques for American option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, pp. 1884-1891, 2005, IEEE Computer Society, 0-7803-9519-0. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
25 | An-Pin Chen, Mu-Yen Chen |
Measurement Practices for Knowledge Management: An Option Perspective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CAiSE ![In: Advanced Information Systems Engineering, 17th International Conference, CAiSE 2005, Porto, Portugal, June 13-17, 2005, Proceedings, pp. 387-399, 2005, Springer, 3-540-26095-1. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
25 | Hyung-Jun Choi, Hyoseok Lee, Gyu-Sik Han, Jaewook Lee 0001 |
Efficient Option Pricing via a Globally Regularized Neural Network. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2004, International Symposium on Neural Networks, Dalian, China, August 19-21, 2004, Proceedings, Part II, pp. 988-993, 2004, Springer, 3-540-22843-8. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
25 | Ramasubramanian Sundararajan, Asim K. Pal |
Learning with an Embedded Reject Option: A Statistical Learning Theory Perspective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAISC ![In: Artificial Intelligence and Soft Computing - ICAISC 2004, 7th International Conference, Zakopane, Poland, June 7-11, 2004, Proceedings, pp. 664-669, 2004, Springer, 3-540-22123-9. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
25 | Letícia Maria Friske, Carlos H. C. Ribeiro |
Domain-Dependent Option Policies in Autonomous Robot Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SCCC ![In: 21st International Conference of the Chilean Computer Science Society (SCCC 2001), 6-8 November 2001, Punta Arenas, Chile, pp. 68-72, 2001, IEEE Computer Society, 0-7695-1396-4. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
|
25 | Jason Wu, Suvrajeet Sen |
A Stochastic Programming Model for Currency Option Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 100(1-4), pp. 227-249, 2000. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
currency options, stochastic programming, hedging |
25 | Carlos H. C. Ribeiro |
On the Use of Option Policies for Autonomous Robot Navigation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IBERAMIA-SBIA ![In: Advances in Artificial Intelligence, International Joint Conference, 7th Ibero-American Conference on AI, 15th Brazilian Symposium on AI, IBERAMIA-SBIA 2000, Atibaia, SP, Brazil, November 19-22, 2000, Proceedings, pp. 369-378, 2000, Springer, 3-540-41276-X. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
|
24 | Davood Damircheli |
On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2302.08636, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Anjie Zhu, Feiyu Chen 0001, Hui Xu, Deqiang Ouyang, Jie Shao 0001 |
Empowering the Diversity and Individuality of Option: Residual Soft Option Critic Framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Neural Networks Learn. Syst. ![In: IEEE Trans. Neural Networks Learn. Syst. 34(8), pp. 4816-4825, August 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Chou-Wen Wang, Chin-Wen Wu, Po-Lin Chen |
Option Pricing Using Machine Learning with Intraday Data of TAIEX Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HCI (29) ![In: HCI in Business, Government and Organizations - 10th International Conference, HCIBGO 2023, Held as Part of the 25th HCI International Conference, HCII 2023, Copenhagen, Denmark, July 23-28, 2023, Proceedings, Part II, pp. 214-224, 2023, Springer, 978-3-031-36048-0. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Arushi Jain, Khimya Khetarpal, Doina Precup |
Safe option-critic: learning safety in the option-critic architecture. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Knowl. Eng. Rev. ![In: Knowl. Eng. Rev. 36, pp. e4, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
24 | Jianglei Yuan, Lili Zhang |
Empirical Analysis of AHBS Option Pricing Model-Based on SSE 50ETF Option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCIR ![In: ICCIR 2021: International Conference on Control and Intelligent Robotics, Guangzhou, China, June 18-20, 2021, pp. 197-201, 2021, ACM, 978-1-4503-9023-1. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
24 | Hooman Abdollahi |
An Adaptive Neuro-Based Fuzzy Inference System (ANFIS) for the Prediction of Option Price: The Case of the Australian Option Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Appl. Metaheuristic Comput. ![In: Int. J. Appl. Metaheuristic Comput. 11(2), pp. 99-117, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
24 | Chuan-Chuan Ko, Ya-Juan Yang, Chien-Yu Liu |
Multinational Enterprise Investment Strategy Evaluation - Option to Growth or Option to Abandon of Binomial Options Application. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIS ![In: 15th International Conference on Computational Intelligence and Security, CIS 2019, Macao, SAR, China, December 13-16, 2019, pp. 328-331, 2019, IEEE, 978-1-7281-6092-4. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
24 | Hongmei Zhang, Fawang Liu, Shanzhen Chen, Vo Anh, J. Chen |
Fast numerical simulation of a new time-space fractional option pricing model governing European call option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 339, pp. 186-198, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
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