Works matching DE "FINANCIAL engineering"

Results: 511

Deep joint learning valuation of Bermudan swaptions.

Published in:

International Journal of Computer Mathematics, 2025, v. 102, n. 7, p. 913, doi. 10.1080/00207160.2025.2465775

By:

Gómez-Casanova, Francisco;
Leitao, Álvaro;
de Lope, Fernando;
Vázquez, Carlos

Publication type:

Article

Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities.

Published in:

Risks, 2025, v. 13, n. 6, p. 113, doi. 10.3390/risks13060113

By:

Ntare, Hamdan Bukenya;
Muteba Mwamba, John Weirstrass;
Adekambi, Franck

Publication type:

Article

DEFENSE ARJ STAFF WELCOMES NEW DAU PRESIDENT BILYANA ANDERSON.

Published in:: Defense Acquisition Research Journal: A Publication of the Defense Acquisition University, 2025, v. 32, n. 1, p. x
Publication type:: Article

Islamic Finance Products within the Framework of the Jurisprudence of Legal Stratagems: An Applied Study on Islamic Banks.

Published in:

International Journal of Islamic Marketing, 2025, v. 14, n. 2, p. 12

By:

Al-Zidanein, Ayman Ali Ismail;
Al-Hourani, Yasser Abdul Kareem Mohammad

Publication type:

Article

Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem.

Published in:

Journal of Behavioral Finance, 2010, v. 11, n. 1, p. 31, doi. 10.1080/15427561003590100

By:

Kluger, Brian;
Friedman, Daniel

Publication type:

Article

Managing a 401(k) Account: An Experiment on Asset Allocation.

Published in:

Journal of Behavioral Finance, 2009, v. 10, n. 2, p. 108, doi. 10.1080/15427560902902135

By:

Sundali, JamesA.;
Guerrero, Federico

Publication type:

Article

CROSS-MARKET FINANCIAL RISK ANALYSIS:: AN AGENT-BASED COMPUTATIONAL FINANCE.

Published in:

International Journal of Information Technology & Decision Making, 2011, v. 10, n. 3, p. 563, doi. 10.1142/S0219622011004464

By:

Xiong Xiong;
Mei Wen;
Wei Zhang;
Yong Jie Zhang

Publication type:

Article

PARALLEL COMPUTING METHOD OF VALUING FOR MULTI-ASSET EUROPEAN OPTION.

Published in:

International Journal of Information Technology & Decision Making, 2004, v. 3, n. 4, p. 575, doi. 10.1142/S0219622004001252

By:

ZHENG, WEIMIN;
SHU, JIWU;
GU, YONGGEN;
DENG, XIAOTIE

Publication type:

Article

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 147, doi. 10.1007/s11009-011-9228-9

By:

Cufaro Petroni, Nicola;
Sabino, Piergiacomo

Publication type:

Article

Numerical Evaluation of Dynamic Behavior of Ornstein-Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 1, p. 193, doi. 10.1007/s11009-009-9152-4

By:

Gotoh, Jun-ya;
Jin, Hui;
Sumita, Ushio

Publication type:

Article

Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem.

Published in:

Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 1, doi. 10.1007/s10690-016-9221-y

By:

Yamada, Yuji

Publication type:

Article

Application of Homotopy Analysis Method to Option Pricing Under Lévy Processes.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 1, p. 1, doi. 10.1007/s10690-013-9175-2

By:

Sakuma, Takayuki;
Yamada, Yuji

Publication type:

Article

Using Nonnormal Distributions to Analyze the Relationship Between Stock Returns in Japan and the US.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 4, p. 429, doi. 10.1007/s10690-011-9138-4

By:

Nagahara, Yuichi

Publication type:

Article

A Stochastic Receding Horizon Control Approach to Constrained Index Tracking.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 1, p. 3, doi. 10.1007/s10690-008-9073-1

By:

Primbs, James;
Sung, Chang

Publication type:

Article

Editorial.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 1, p. 1, doi. 10.1007/s10690-008-9070-4

By:

Yamada, Yuji

Publication type:

Article

Columbia University Program in Mathematics of Finance and JAFEE.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 217, doi. 10.1007/s10690-005-9001-6

By:

Smirnov, Mikhail

Publication type:

Article

A Note on Computation of Implied Volatility.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 361, doi. 10.1023/A:1020695629589

By:

Kagenishi, Yoshiteru;
Shinohara, Yoshitane

Publication type:

Article

The 4th Columbia-Jafee Conference on Mathematical Finance and Financial Engineering.

Published in:: Asia-Pacific Financial Markets, 2000, v. 7, n. 3, p. 289, doi. 10.1023/A:1017350426245
Publication type:: Article

Announcement.

Published in:: Asia-Pacific Financial Markets, 2000, v. 7, n. 1, p. 117, doi. 10.1023/A:1017214602315
Publication type:: Article

Financial risk management for energy service project under the Tokyo emission trading system.

Published in:

Stochastic Environmental Research & Risk Assessment, 2011, v. 25, n. 5, p. 677, doi. 10.1007/s00477-011-0473-9

By:

Yoshioka, Tsuyoshi;
Furukawa, Michinobu;
Yoshizaki, Koji;
Matsuhashi, Ryuji;
Yoshida, Yoshikuni

Publication type:

Article

Islamic Tools of Risk Assessment.

Published in:

Multi-Knowledge Electronic Comprehensive Journal For Education & Science Publications (MECSJ), 2021, n. 42, p. 1

By:

Sharif, Mohamed Omar;
Zaltom, Mohamed M.

Publication type:

Article

The Lay of the Land: Prospects for Improving Financial Competitiveness.

Published in:

School of Public Policy Publications, 2024, v. 17, n. 20, p. 1

By:

Huson, Mark;
Morck, Randall

Publication type:

Article

Texas Private Equity Conference 2022: Session I: The State of and Prospects for U.S. Private Equity.

Published in:

Journal of Applied Corporate Finance, 2022, v. 34, n. 3, p. 58, doi. 10.1111/jacf.12516

By:

Hall, Rich;
Lee, Kewsong

Publication type:

Article

Weather Derivatives -- A Need for Indian Farmers?

Published in:

International Journal of Banking, Risk & Insurance, 2016, v. 4, n. 1, p. 19, doi. 10.21863/ijbri/2016.4.1.014

By:

Ray, Prantik

Publication type:

Article

A New Type-3 Fuzzy Logic Approach for Chaotic Systems: Robust Learning Algorithm.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 15, p. 2594, doi. 10.3390/math10152594

By:

Tian, Man-Wen;
Yan, Shu-Rong;
Liu, Jinping;
Alattas, Khalid A.;
Mohammadzadeh, Ardashir;
Vu, Mai The

Publication type:

Article

Adopting Nonlinear Activated Beetle Antennae Search Algorithm for Fraud Detection of Public Trading Companies: A Computational Finance Approach.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 13, p. 2160, doi. 10.3390/math10132160

By:

Liao, Bolin;
Huang, Zhendai;
Cao, Xinwei;
Li, Jianfeng

Publication type:

Article

Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 6, p. 942, doi. 10.3390/math8060942

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Álvarez-García, José

Publication type:

Article

A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities.

Published in:

Mathematics (2227-7390), 2019, v. 7, n. 8, p. 760, doi. 10.3390/math7080760

By:

Gulen, Seda;
Popescu, Catalin;
Sari, Murat

Publication type:

Article

Modeling Investment Decisions Through Decision Tree Regression—A Behavioral Finance Theory Approach.

Published in:

Electronics (2079-9292), 2025, v. 14, n. 8, p. 1505, doi. 10.3390/electronics14081505

By:

Rad, Dana;
Cuc, Lavinia Denisia;
Croitoru, Gabriel;
Gomoi, Bogdan Cosmin;
Mazuru, Luminița;
Bilți, Raluca Simina;
Rusu, Sergiu;
Sinaci, Maria;
Barbu, Florentina Simona

Publication type:

Article

Candlestick Pattern Recognition in Cryptocurrency Price Time-Series Data Using Rule-Based Data Analysis Methods.

Published in:

Computation, 2024, v. 12, n. 7, p. 132, doi. 10.3390/computation12070132

By:

Uzun, Illia;
Lobachev, Mykhaylo;
Kharchenko, Vyacheslav;
Schöler, Thorsten;
Lobachev, Ivan

Publication type:

Article

Optimal Markowitz portfolio using returns forecasted with time series and machine learning models.

Published in:

Journal of Big Data, 2025, v. 12, n. 1, p. 1, doi. 10.1186/s40537-025-01164-z

By:

Ślusarczyk, Damian;
Ślepaczuk, Robert

Publication type:

Article

Money Talks, but What Does it Say? Direct Payments and the Commodification of Care.

Published in:

Practice (09503153), 2004, v. 16, n. 3, p. 211, doi. 10.1080/0950315042000306688

By:

Leece, Janet

Publication type:

Article

БЛОКЧЕЙН В ФИНАНСАХ И БАНКОВСКОМ СЕКТОРЕ: ПРОБЛЕМЫ СТАНОВЛЕНИЯ И ПЕРСПЕКТИВЫ

Published in:

Economy of Industry, 2019, v. 87, n. 3, p. 59, doi. 10.15407/econindustry2019.03.059

By:

Липницкий, Денис Владимирович

Publication type:

Article

Reply to “A comment on 'A hedging deficiency in eurodollar futures'”.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 2, p. 195, doi. 10.1002/fut.20254

By:

Chance, Don M.

Publication type:

Article

The City: London and the Global Power of Finance.

Published in:

2024

By:

Lasslett, Kristian

Publication type:

Book Review

Bir Finansal Araç Olarak Menkul Kıymetleştirme ve Muhasebesi.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2019, v. 33, n. 111, p. 319, doi. 10.33203/mfy.525834

By:

BOYDAŞ HAZAR, Hülya;
KOMŞUOĞLU YILMAZ, Nurgün

Publication type:

Article

Does fiduciary duty to creditors reduce debt covenant violation avoidance behavior?

Published in:

Journal of Business Finance & Accounting, 2021, v. 48, n. 5/6, p. 929, doi. 10.1111/jbfa.12509

By:

Levi, Shai;
Segal, Benjamin;
Segal, Dan

Publication type:

Article

Interest Rate Risk Management by Financial Engineering in Pakistani Non-Financial Firms.

Published in:

Journal of Managerial Sciences, 2019, v. 13, n. 3, p. 158

By:

Bashir, Taqadus;
Khan, Kanwal Iqbal;
Khalid, Shujaat;
Javed, Saman

Publication type:

Article

Interest Rate Risk Management by Financial Engineering in Pakistani Non-Financial Firms.

Published in:

Journal of Managerial Sciences, 2019, v. 13, n. 2, p. 158

By:

Bashir, Taqadus;
Khan, Kanwal Iqbal;
Khalid, Shujaat;
Javed, Saman

Publication type:

Article

Psikobiyolojik Kişilik Kuramı Faktörleri İle İş Performansı Arasındaki İlişkide Etik Eğilimlerin Etkisi.

Published in:

Journal of Business Research-Turk / Isletme Arastirmalari Dergisi, 2019, v. 11, n. 3, p. 2273, doi. 10.20491/isarder.2019.739

By:

DOĞAN, Ahmet;
ARAR, Tayfun;
ÖNEREN, Melehat;
KARTAL, Cihat

Publication type:

Article

Sources of Value Creation in Private Equity Buyouts of Private Firms*.

Published in:

Review of Finance, 2022, v. 26, n. 2, p. 257, doi. 10.1093/rof/rfac005

By:

Cohn, Jonathan B;
Hotchkiss, Edith S;
Towery, Erin M

Publication type:

Article

Matthias Waehren. TRANSFORMING FINANCE AT ROCHE-NUTLEY PHARMACEUTICALS.

Published in:

Strategic Finance, 2000, v. 82, n. 3, p. 46

By:

Williams, Kathy;
Hart, James

Publication type:

Article

Random walks, Hurst exponent, and market efficiency.

Published in:

Quality & Quantity, 2025, v. 59, p. 1097, doi. 10.1007/s11135-025-02052-7

By:

Pernagallo, Giuseppe

Publication type:

Article

Dimension Reduction Approach To Simulating Exotic Options In A Meixner Levy Market.

Published in:

IAENG International Journal of Applied Mathematics, 2009, v. 39, n. 4, p. 265

By:

Imai, Junichi;
Ken Seng Tan

Publication type:

Article

Shaping and Reshaping the Global Monetary Order during the Interwar Period and Beyond: Local Actors in-between the International Institutions ed. by Catherine P. Brégianni and Roser Cussó (review).

Published in:

Journal of Modern Greek Studies, 2024, v. 42, n. 1, p. 125, doi. 10.1353/mgs.2024.a925802

By:

Rosengard, Jay K.

Publication type:

Article

Is it Time to Add Bitcoin to Your Clients' Portfolios? The same process one would apply to the current menu of asset classes when building a portfolio should be applied to digital assets.

Published in:

Journal of Financial Planning, 2022, v. 35, n. 12, p. 64

By:

Johnson, Ivory

Publication type:

Article

No Debt is an Island: Exploring Strategies with Reverse Mortgages.

Published in:

Journal of Financial Planning, 2021, v. 34, n. 1, p. 60

By:

Fox, Charles

Publication type:

Article

Preventing Price-Mediated Contagion Due to Fire Sales Externalities: Strategic Foundations of Macroprudential Regulation.

Published in:

Operations Research, 2025, v. 73, n. 1, p. 40, doi. 10.1287/opre.2023.0237

By:

Braouezec, Yann;
Kiani, Keyvan

Publication type:

Article

Incentive-Aware Models of Financial Networks.

Published in:

Operations Research, 2024, v. 72, n. 6, p. 2321, doi. 10.1287/opre.2022.0678

By:

Jalan, Akhil;
Chakrabarti, Deepayan;
Sarkar, Purnamrita

Publication type:

Article

Editorial Board.

Published in:: Operations Research, 2024, v. 72, n. 5, p. C2, doi. 10.1287/opre.2024.eb.v7205
Publication type:: Article