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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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AlgorithmAlgorithmic tradingComputational economicsComputational intelligence

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
A versatile approach for stochastic correlation using hyperbolic functions
It is well known that the correlation between financial products or financial institutions, e.g. plays an essential role in… 
2013
2013
Securities Transaction Tax and Stock Market Behavior in an Agent-Based Financial Market Model
2011
2011
The Alternating Direction Explicit (ADE) Method for One‐Factor Problems
In this article we apply the ADE method to a number of partial differential equations in option pricing using one-factor models… 
2011
2011
Parallel option pricing with BSDEs method on MapReduce
MapReduce is popular in cloud computing area. It's mainly used in Information Retrieval, Distributed Storage, DM, Machine… 
2009
2009
Online Risk Analytics on the Cloud
In todays turbulent market conditions, the ability to generate accurate and timely risk measures has become critical to operating… 
2008
2008
Multi-variate finance kernels in the Blue Gene supercomputer
Computational finance is an important application area for high-performance computing today. Large computational resources are… 
2006
2006
An Introduction to Computational Finance Without Agonizing Pain
2 The Black-Scholes Equation 4 2.1 Background… 
Review
2003
Review
2003
Debts of Cyprus Households: Lessons from the First Cyprus Survey of Consumer Finances
This paper describes participation of Cyprus households in various debts using data from the first (1999) Cyprus Survey of… 
2002
2002
Multistage Stochastic Programming in Computational Finance
Multistage stochastic programming is used to model the problem of financial portfolio management, given stochastic data provided… 
2002
2002
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Arbitrage and Pricing. Fundamentals of Stochastic Calculus. Pricing in Continuous Time. Scenario Generation. European Pricing… 
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