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Stochastic volatility estimation is an important task for correctly pricing derivatives in mathematical finance. Such derivatives are used by varying types of market participant as either hedging tools or for bespoke market exposure. We evaluate our adaptive path particle filter, a recombinatory evolutionary algorithm based on the generation gap concept(More)
The market dislocation of the past few years has had numerous contributing factors, none of which has been more under scrutiny than the financial engineering practices within large financial institutions. Firms have being going off at tangents to what their remit as considerate social entities are, and in its place found public scorn and international(More)
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