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Computational finance
Known as:
Finance Engineering
, Financial Computing
Computational finance is a branch of applied computer science that deals with problems of practical interest in finance. Some slightly different…
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26 relations
Algorithm
Algorithmic trading
Computational economics
Computational intelligence
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
A versatile approach for stochastic correlation using hyperbolic functions
L. Teng
,
Cathrin van Emmerich
,
Matthias Ehrhardt
,
M. Günther
International Journal of Computational…
2016
Corpus ID: 43516399
It is well known that the correlation between financial products or financial institutions, e.g. plays an essential role in…
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2013
2013
Securities Transaction Tax and Stock Market Behavior in an Agent-Based Financial Market Model
Hongquan Li
,
M. Tang
,
Wei Shang
,
Shouyang Wang
International Conference on Conceptual Structures
2013
Corpus ID: 42964428
2011
2011
The Alternating Direction Explicit (ADE) Method for One‐Factor Problems
Guillaume Pealat
,
D. Duffy
2011
Corpus ID: 34752678
In this article we apply the ADE method to a number of partial differential equations in option pricing using one-factor models…
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2011
2011
Parallel option pricing with BSDEs method on MapReduce
Yanxin Zhang
,
Bin Gong
,
Ying Peng
,
Hui Liu
International Conference on Computer Research and…
2011
Corpus ID: 8176745
MapReduce is popular in cloud computing area. It's mainly used in Information Retrieval, Distributed Storage, DM, Machine…
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2009
2009
Online Risk Analytics on the Cloud
Hyunjoo Kim
,
Shivangi Chaudhari
,
M. Parashar
,
Christopher Marty
9th IEEE/ACM International Symposium on Cluster…
2009
Corpus ID: 17454390
In todays turbulent market conditions, the ability to generate accurate and timely risk measures has become critical to operating…
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2008
2008
Multi-variate finance kernels in the Blue Gene supercomputer
D. Daly
,
K. D. Ryu
,
J. Moreira
Workshop on High Performance Computational…
2008
Corpus ID: 14309985
Computational finance is an important application area for high-performance computing today. Large computational resources are…
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2006
2006
An Introduction to Computational Finance Without Agonizing Pain
P. Forsyth
,
P. Forsyth
2006
Corpus ID: 75509138
2 The Black-Scholes Equation 4 2.1 Background…
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Review
2003
Review
2003
Debts of Cyprus Households: Lessons from the First Cyprus Survey of Consumer Finances
M. Haliassos
,
C. Hassapis
,
A. Karagrigoriou
,
G. Kyriacou
,
Michalis Michael
,
George Syrichas
2003
Corpus ID: 10517925
This paper describes participation of Cyprus households in various debts using data from the first (1999) Cyprus Survey of…
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2002
2002
Multistage Stochastic Programming in Computational Finance
N. Gülpinar
,
B. Rustem
,
R. Settergren
2002
Corpus ID: 120093694
Multistage stochastic programming is used to model the problem of financial portfolio management, given stochastic data provided…
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2002
2002
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Domingo Tavella
2002
Corpus ID: 268069043
Arbitrage and Pricing. Fundamentals of Stochastic Calculus. Pricing in Continuous Time. Scenario Generation. European Pricing…
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