Search results for "e-Finance"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic	An expansion in the model space in the context of utility maximization.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Mathieu Cambou, Damir Filipovic	Replicating portfolio approach to capital calculation.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Monique Jeanblanc, Libo Li, Shiqi Song	An enlargement of filtration formula with applications to multiple non-ordered default times.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Martin Keller-Ressel	Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Yu-Jui Huang, Adrien Nguyen Huu	Time-consistent stopping under decreasing impatience.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Patrick Beissner, Frank Riedel	Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Fred Espen Benth, Paul Krühner	Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Bruno Bouchard 0002, Masaaki Fukasawa, Martin Herdegen, Johannes Muhle-Karbe	Equilibrium returns with transaction costs.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Johannes Muhle-Karbe, Marcel Nutz	A risk-neutral equilibrium leading to uncertain volatility pricing.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Dirk Becherer, Todor Bilarev, Peter Frentrup	Optimal liquidation under stochastic liquidity.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Teemu Pennanen, Ari-Pekka Perkkiö	Convex duality in optimal investment and contingent claim valuation in illiquid markets.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Christoph Czichowsky, Rémi Peyre, Walter Schachermayer, Junjian Yang	Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Likuan Qin, Vadim Linetsky	Long-term factorization in Heath-Jarrow-Morton models.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Massimo Marinacci, Federico Severino	Weak time-derivatives and no-arbitrage pricing.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc	No-arbitrage under a class of honest times.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Dan Pirjol, Lingjiong Zhu	Explosion in the quasi-Gaussian HJM model.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou	Dynamically consistent investment under model uncertainty: the robust forward criteria.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Ulrich Horst, Dörte Kreher	Second order approximations for limit order books.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Martin Herdegen, Johannes Muhle-Karbe	Stability of Radner equilibria with respect to small frictions.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi	Dynamic programming approach to principal-agent problems.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Masaaki Fukasawa, Mitja Stadje	Perfect hedging under endogenous permanent market impacts.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Umut Çetin	Financial equilibrium with asymmetric information and random horizon.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Zdzislaw Brzezniak, Tayfun Kok	Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Niushan Gao, Denny Leung, Cosimo Munari, Foivos Xanthos	Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Tiantian Mao, Jun Cai	Risk measures based on behavioural economics theory.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
14	Víctor Manuel Rivas Santos, Elisabet Parras-Gutierrez, Juan Julián Merelo Guervós, Maribel García Arenas, Pablo García-Fernández	Time series forecasting using evolutionary neural nets implemented in a volunteer computing system.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	James R. Fain	City formation with complex landscapes.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Svitlana Galeshchuk	Technological bias at the exchange rate market.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	J. Christopher Westland	An empirical investigation of analytical procedures using mixture distributions.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Claudia Di Napoli, Pol Mateu Santamaria, Silvia Rossi 0002	A web-based multi-agent decision support system for a city-oriented management of cruise arrivals.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Svitlana Galeshchuk, Sumitra Mukherjee	Deep networks for predicting direction of change in foreign exchange rates.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	ISAFM Paper of the Year for 2016.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Javier Bajo, Philippe Mathieu, María José Escalona	Multi-agent technologies in economics.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	Configuring blockchain architectures for transaction information in blockchain consortiums: The case of accounting and supply chain systems.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Juan Lara-Rubio, Antonio Blanco-Oliver, Rafael Pino-Mejías	Promoting Entrepreneurship at the Base of the Social Pyramid via Pricing Systems: A case Study.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Iryna Veryzhenko, Lise Arena, Etienne Harb, Nathalie Oriol	Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Andreas S. Karathanasopoulos	Modelling and trading the London, New York and Frankfurt stock exchanges with a new gene expression programming trader tool.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Salim Lahmiri	A two-step system for direct bank telemarketing outcome classification.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Anis Boubaker, Abderrahmane Leshob, Hafedh Mili, Yasmine Charif	A pattern-based approach to extract REA value models from business process models.	Intell. Syst. Account. Finance Manag.	2017	DBLP DOI BibTeX RDF
14	Joseph D. Haley	Using directional bit sequences to reveal the property-liability underwriting cycle as an algorithmic process.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Mariana Rosa Montenegro, Pedro Henrique Melo Albuquerque	Wealth management: Modeling the nonlinear dependence.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Philip Maymin	Editorial.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Eugene V. Korotkov, Maria A. Korotkova	Study of the periodicity in Euro-US Dollar exchange rates using local alignment and random matrices.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Evgeni B. Tarassov	The Russian ETF puzzle and its possible reasons.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Matthew Dixon, Diego Klabjan, Jin Hoon Bang	Classification-based financial markets prediction using deep neural networks.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Luca Capriotti, Yupeng Jiang, Andrea Macrina	AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Jeffery A. Born, David H. Myers, William J. Clark	Trump tweets and the efficient Market Hypothesis.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Jitendra Aswani	Impact of global financial crisis on network of Asian stock markets.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
14	Neofytos Rodosthenous, Mihail Zervos	Watermark options.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen	Hybrid scheme for Brownian semistationary processes.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Takuji Arai, Yuto Imai, Ryoichi Suzuki	Local risk-minimization for Barndorff-Nielsen and Shephard models.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel	Pathwise superreplication via Vovk's outer measure.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Tomas Björk, Mariana Khapko, Agatha Murgoci	On time-inconsistent stochastic control in continuous time.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Zhe Cheng, Scott Robertson	Endogenous current coupons.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Ioannis Karatzas, Johannes Ruf	Trading strategies generated by Lyapunov functions.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Delip Madan, Martijn Pistorius, Mitja Stadje	On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Luciano Campi, Ismail Laachir, Claude Martini	Change of numeraire in the two-marginals martingale transport problem.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried	Hedging with small uncertainty aversion.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	D. Baños, Thilo Meyer-Brandis, Frank Proske, S. Duedahl	Computing deltas without derivatives.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Hao Xing	Consumption-investment optimization with Epstein-Zin utility in incomplete markets.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Ivan Guo, Marek Rutkowski	Arbitrage-free pricing of multi-person game claims in discrete time.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Holger Kraft, Thomas Seiferling, Frank Thomas Seifried	Optimal consumption and investment with Epstein-Zin recursive utility.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Michail Anthropelos, Constantinos Kardaras	Equilibrium in risk-sharing games.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Masahiko Egami, Tadao Oryu	A direct solution method for pricing options involving the maximum process.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Constantinos Kardaras, Scott Robertson	Continuous-time perpetuities and time reversal of diffusions.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Sebastian Herrmann, Johannes Muhle-Karbe	Model uncertainty, recalibration, and the emergence of delta-vega hedging.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc	No-arbitrage up to random horizon for quasi-left-continuous models.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Zhi Liu 0005	Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang	Risk bounds for factor models.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Julien Guyon, Romain Menegaux, Marcel Nutz	Bounds for VIX futures given S&P 500 smiles.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Stefano Pagliarani, Andrea Pascucci	The exact Taylor formula of the implied volatility.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Ying Jiao, Olivier Klopfenstein, Peter Tankov	Hedging under multiple risk constraints.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Ying Jiao, Chunhua Ma, Simone Scotti	Alpha-CIR model with branching processes in sovereign interest rate modeling.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Daniel C. Schwarz	Market completion with derivative securities.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö	The scaling limit of superreplication prices with small transaction costs in the multivariate case.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Jaksa Cvitanic, Walter Schachermayer, Hui Wang	Erratum to: Utility maximization in incomplete markets with random endowment.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Vladimir Vovk	The role of measurability in game-theoretic probability.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Sigrid Källblad	Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Michael B. Giles, Yuan Xia	Multilevel Monte Carlo for exponential Lévy models.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Beatrice Acciaio, Martin Larsson, Walter Schachermayer	The space of outcomes of semi-static trading strategies need not be closed.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	David Hobson, Anthony Neuberger	Model uncertainty and the pricing of American options.	Finance Stochastics	2017	DBLP DOI BibTeX RDF
14	Ossi Ylijoki, Jari Porras	Conceptualizing Big Data: Analysis of Case Studies.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Biliana Alexandrova-Kabadjova	Currents of Liquidity Flows Created by the Different Type of Payments: the Case of SPEI.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Salim Lahmiri	Features selection, data mining and finacial risk classification: a comparative study.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Peter Sarlin	Computational Tools for Systemic Risk Identification and Assessment.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Alejandro Reveiz-Herault	An Active Asset Management Investment Process for Drawdown-Averse Investors.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Carlos León 0003, Clara Machado, Andrés Murcia	Assessing Systemic Importance With a Fuzzy Logic Inference System.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Silvia Figini, Roberto Savona, Marika Vezzoli	Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Marina Resta	Enhancing Self-Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Sunita Goel, Özlem Uzuner	Do Sentiments Matter in Fraud Detection? Estimating Semantic Orientation of Annual Reports.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	James R. Fain	Screening Discrimination in a Broader Context.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto, Wataru Matsumoto, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura	Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Peter Sarlin	Visual Macroprudential Surveillance of Banks.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Marina Resta	VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self-Organizing Maps.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Brad S. Trinkle, Amelia A. Baldwin	Research Opportunities for Neural Networks: The Case for Credit.	Intell. Syst. Account. Finance Manag.	2016	DBLP DOI BibTeX RDF
14	Samit Ahlawat	Empirical evaluation of price-based technical patterns using probabilistic neural networks.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	Brett Hemenway, Sanjeev Khanna	Sensitivity and computational complexity in financial networks.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	A. Mintzelas, K. Kiriakopoulos	Natural time analysis in financial markets.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	Anton Golub, Gregor Chliamovitch, Alexandre Dupuis, Bastien Chopard	Multi-scale representation of high frequency market liquidity.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	Paolo Coletti, Maurizio Murgia 0002	The network of the Italian stock market during the 2008-2011 financial crises.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF