Search results for "e-Finance"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Elaine Wah, Michael P. Wellman	Latency arbitrage in fragmented markets: A strategic agent-based analysis.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	Siddartha Ghoshal, Steve Roberts	Extracting predictive information from heterogeneous data streams using Gaussian Processes.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	Wolfgang Kuhle	Darwinian adverse selection.	Algorithmic Finance	2016	DBLP DOI BibTeX RDF
14	Bruno Bouchard 0002, Marcel Nutz	Consistent price systems under model uncertainty.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Laurens de Haan, Cécile Mercadier, Chen Zhou	Adapting extreme value statistics to financial time series: dealing with bias and serial dependence.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Arash Fahim, Yu-Jui Huang	Model-independent superhedging under portfolio constraints.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Jiatu Cai, Masaaki Fukasawa	Asymptotic replication with modified volatility under small transaction costs.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Pierre Henry-Labordère, Nizar Touzi	An explicit martingale version of the one-dimensional Brenier theorem.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Berend Roorda, Johannes M. Schumacher	Weakly time consistent concave valuations and their dual representations.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Peter Bank, Selim Gökay	Superreplication when trading at market indifference prices.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Andrew Lyasoff	Another look at the integral of exponential Brownian motion and the pricing of Asian options.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Tianyang Nie, Marek Rutkowski	A BSDE approach to fair bilateral pricing under endogenous collateralization.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14		Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Stéphane Crépey, Shiqi Song	Counterparty risk and funding: immersion and beyond.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	José E. Figueroa-López, Sveinn Ólafsson	Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Kim Weston	Stability of utility maximization in nonequivalent markets.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto	A general HJM framework for multiple yield curve modelling.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Yuri Kabanov, Serguei Pergamenshchikov	In the insurance business risky investments are dangerous: the case of negative risk sums.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Angelos Dassios, You You Zhang	The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Matteo Burzoni, Marco Frittelli, Marco Maggis	Universal arbitrage aggregator in discrete-time markets under uncertainty.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel	Risk measures with the CxLS property.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Eyal Neuman, Alexander Schied	Optimal portfolio liquidation in target zone models and catalytic superprocesses.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Jean-Pierre Fouque, Matthew J. Lorig, Ronnie Sircar	Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Torsten Schöneborn	Adaptive basket liquidation.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Kathrin Glau	A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Kasper Larsen, Halil Mete Soner, Gordan Zitkovic	Facelifting in utility maximization.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette	Consumption-investment problem with transaction costs for Lévy-driven price processes.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój	Robust pricing and hedging under trading restrictions and the emergence of local martingale models.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Bruno Bouchard 0002, Grégoire Loeper, Yiyi Zou	Almost-sure hedging with permanent price impact.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Yuri Kabanov, Constantinos Kardaras, Shiqi Song	No arbitrage of the first kind and local martingale numéraires.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Aurélien Alfonsi, Pierre Blanc	Dynamic optimal execution in a mixed-market-impact Hawkes price model.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Erwan Pierre, Stéphane Villeneuve, Xavier Warin	Liquidity management with decreasing returns to scale and secured credit line.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	José E. Figueroa-López, Sveinn Ólafsson	Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps.	Finance Stochastics	2016	DBLP DOI BibTeX RDF
14	Marek Z. Reformat, Ronald R. Yager	Soft Computing Techniques for Querying XBRL Data.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Manuel Fiorelli, Maria Teresa Pazienza, Armando Stellato	A Flexible Approach to Semantic Annotation Systems for Web Content.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Michael K. Maschek	Particle Swarm Optimization in Agent-Based Economic Simulations of the Cournot Market Model.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	David Aveiro, Duarte Pinto	Universal Enterprise Adaptive Object Model: A Semantic Web-Based Implementation of Organizational Self-Awareness.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Christopher N. Boyer, B. Wade Brorsen, James R. Fain	Private-Value Auction Versus Posted-Price Selling: An Agent-Based Model Approach.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Ruben Costa, Celson Lima	Management of Knowledge Sources Supported by Domain Ontologies: Building and Construction Case Studys.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Birger Lantow, Kurt Sandkuhl	An Analysis of Applicability using Quality Metrics for Ontologies on Ontology Design Patterns.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Ann Shawing Yang	Lottery Payment Cards: A Study of Mental Accounting.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Alicia Sagae, Scott E. Fahlman	Image Retrieval with Textual Label Similarity Features.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Vince Vella, Wing Lon Ng	A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk-Adjusted Performance of AI Trading Algorithms.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Manuel Kleinknecht, Wing Lon Ng	Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Klaus Jaffe	Visualizing the Invisible Hand of Markets: Simulating Complex Dynamic Economic Interactions.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Daniel E. O'Leary	Twitter Mining for Discovery, Prediction and Causality: Applications and Methodologies.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Jan L. G. Dietz, Joaquim Filipe	Special Issue of Papers from the 6th International Conference on Knowledge Engineering and Ontology Development.	Intell. Syst. Account. Finance Manag.	2015	DBLP DOI BibTeX RDF
14	Martin Wallmeier	Smile in motion: An intraday analysis of asymmetric implied volatility.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos	Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14		A minute with Peter Bossaerts.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Ricky Cooper, Michael Ong, Ben Van Vliet	Multi-scale capability: A better approach to performance measurement for algorithmic trading.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Alexandru Mandes	Microstructure-based order placement in a continuous double auction agent based model.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Vasilios Plakandaras, Theophilos Papadimitriou, Periklis Gogas, Konstantinos I. Diamantaras	Market sentiment and exchange rate directional forecasting.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Olivier Brandouy, Jean-Paul Delahaye, Lin Ma 0005	Estimating the algorithmic complexity of stock markets.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14		Author Index Volume 4 (2015).	Algorithmic Finance	2015	DBLP BibTeX RDF
14	Maxim Gusev, Dimitri Kroujiline, Boris Govorkov, Sergey V. Sharov, Dmitry Ushanov, Maxim Zhilyaev	Predictable markets? A news-driven model of the stock market.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Malihe Alikhani, Bjørn Kjos-Hanssen, Amirarsalan Pakravan, Babak Saadat	Pricing complexity options.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Luca Capriotti	Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
14	Agostino Capponi, José E. Figueroa-López, Andrea Pascucci	Dynamic credit investment in partially observed markets.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Salvatore Federico, Paul Gassiat, Fausto Gozzi	Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt	Static hedging under maturity mismatch.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Peter Bank, Dmitry O. Kramkov	A model for a large investor trading at market indifference prices. I: Single-period case.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	David Hobson, Martin Klimmek	Robust price bounds for the forward starting straddle.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Peter Grandits	An optimal consumption problem in finite time with a constraint on the ruin probability.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14		The distribution of the maximum of a variance gamma process and path-dependent option pricing.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Cecilia Mancini, Vanessa Mattiussi, Roberto Renò	Spot volatility estimation using delta sequences.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Zachary Feinstein, Birgit Rudloff	Multi-portfolio time consistency for set-valued convex and coherent risk measures.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Paolo Guasoni, Gu Wang 0002	Hedge and mutual funds' fees and the separation of private investments.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Dmitry O. Kramkov	Existence of an endogenously complete equilibrium driven by a diffusion.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Paolo Guasoni, Miklós Rásonyi	Fragility of arbitrage and bubbles in local martingale diffusion models.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Caroline Hillairet, Ying Jiao	Portfolio optimization with insider's initial information and counterparty risk.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Fred Espen Benth, Nils Detering	Pricing and hedging Asian-style options on energy.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Jin Hyuk Choi, Kasper Larsen	Taylor approximation of incomplete Radner equilibrium models.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Marcus C. Christiansen, Andreas Niemeyer	On the forward rate concept in multi-state life insurance.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Irina Penner, Anthony Reveillac	Risk measures for processes and BSDEs.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Jan Kallsen, Paul Krühner	On a Heath-Jarrow-Morton approach for stock options.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Amel Bentata, Rama Cont	Forward equations for option prices in semimartingale models.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Tahir Choulli, Jun Deng, Junfeng Ma	How non-arbitrage, viability and numéraire portfolio are related.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Pietro Siorpaes	Optimal investment and price dependence in a semi-static market.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Lingfei Li, Vadim Linetsky	Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Andrey Krishenik, Andreea Minca, Johannes Wissel	When do creditors with heterogeneous beliefs agree to run?	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Peter Imkeller, Nicolas Perkowski	The existence of dominating local martingale measures.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Christa Cuchiero, Josef Teichmann	A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Jean-François Chassagneux, Romuald Elie, Idris Kharroubi	When terminal facelift enforces delta constraints.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Oleksii Mostovyi	Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner	Asymptotics for fixed transaction costs.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Denis Belomestny, Mark S. Joshi, John Schoenmakers	Addendum to: Multilevel dual approach for pricing American style derivatives.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Romuald Elie, Emmanuel Lépinette	Approximate hedging for nonlinear transaction costs on the volume of traded assets.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Paul Embrechts, Bin Wang, Ruodu Wang	Aggregation-robustness and model uncertainty of regulatory risk measures.	Finance Stochastics	2015	DBLP DOI BibTeX RDF
14	Adam Fadlalla, Farzaneh Amani	Predicting Next Trading Day Closing Price of Qatar Exchange Index using Technical indicators and Artificial Neural Networks.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Ibtissem Baklouti	A Psychological Approach to Microfinance Credit Scoring via a Classification and Regression Tree.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Viktor Manahov, Mona Soufian, Robert Hudson	The Implications of Trader Cognitive Abilities on Stock Market Properties.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Pankaj Nagpal, Andreas I. Nicolaou, Kalle Lyytinen	Outsourcing and Market Value of the Firm: toward a Comprehensive Model.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Wai Peng Wong, Qiang Deng, Ming-Lang Tseng, Loo Hay Lee, Chee-Wooi Hooy	A stochastic Setting to Bank Financial Performance for Refining Efficiency estimates.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Alexandre Mendes, R. L. Cardoso, P. C. Mário, A. L. Martinez, F. R. Ferreira	Insolvency Prediction in the Presence of Data Inconsistencies.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Sergio Davalos, Fei Leng, Ehsan H. Feroz, Zhiyan Cao	Designing an if-then Rules-Based Ensemble of Heterogeneous bankruptcy Classifiers: a Genetic Algorithm Approach.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Hendro Wicaksono, Fabian Jost, Sven Rogalski, Jivka Ovtcharova	Energy Efficiency Evaluation in manufacturing through an Ontology-Represented Knowledge Base.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Aurelien Cassagnes, Yu Chen 0007, Hirotada Ohashi	Heterogeneous Computation of Rainbow Option prices using Fourier cosine Series Expansion under a mixed CPU-GPU Computation Framework.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Edward J. Cartwright	Imitation and Coordination in Small-World Networks.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF
14	Saki Kawakubo, Kiyoshi Izumi, Shinobu Yoshimura	Analysis of an Option Market Dynamics Based on a Heterogeneous Agent Model.	Intell. Syst. Account. Finance Manag.	2014	DBLP DOI BibTeX RDF