Financial modeling

Known as: Statistical analysis of financial markets, Financial model, Modeling and analysis of financial markets 
Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. This is a mathematical model… (More)
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Papers overview

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2015
2015
Model risk has a huge impact on any risk measurement procedure and its quantification is therefore a crucial step. In this paper… (More)
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2012
2012
There is a large number of optimisation problems in theoretical and applied finance that are difficult to solve as they exhibit… (More)
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2010
2010
Exponential Lévy models generalize the classical Black and Scholes setup by allowing the stock prices to jump while preserving… (More)
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2008
2008
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as… (More)
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2007
2007
In this paper, a global methodology for variable selection is presented. This methodology is optimizing the Nonparametric Noise… (More)
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Highly Cited
2006
Highly Cited
2006
Anthony Brabazon and Michael O’Neill of the University College Dublin have just published an interesting book that introduces a… (More)
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2006
2006
This paper presents an approach to the joint optimization of neural network structure and weights which can take advantage of… (More)
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Highly Cited
2002
Highly Cited
2002
A variety of fmancial models are cast as nonlinear parameter restrictions on multivariate regression models, and the framework… (More)
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2001
2001
We introduce a technique for forcing the calibration of a financial model to produce valid parameters. The technique is based on… (More)
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1997
1997
In recent studies the truncated Levy process (TLP) has been shown to be very promising for the modeling of financial dynamics. In… (More)
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