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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… 
2015
2015
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Risk management has undergone a remarkable transformation over the past fifteen years, with most new methods having been designed… 
2013
2013
Securities Transaction Tax and Stock Market Behavior in an Agent-Based Financial Market Model
2012
2012
Wavelet evolutionary network for complex-constrained portfolio rebalancing
Portfolio rebalancing problem deals with resetting the proportion of different assets in a portfolio with respect to changing… 
2006
2006
An Introduction to Computational Finance Without Agonizing Pain
2 The Black-Scholes Equation 4 2.1 Background… 
2004
2004
Pattern Recognition Through PerceptuallyImportant Points In Financial Time Series
Technical Analysis is a financial risk management practice that has been in use since the advent of the stock market and Pattern… 
2004
2004
Behavior Finance and Agent-Based Computational Finance: Toward an Integrating Framework
One principal objective of financial economists is to understand, to explain and even to predict the macrophenomena that emerged… 
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
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… 
2000
2000
SciFinance: A Program Synthesis Tool for Financial Modeling
The SciFinance software synthesis system automates the programming task for financial risk management activities ranging from… 
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