Works matching IS 24247863 AND DT 2021 AND VI 8 AND IP 2

Results: 13

Fast generation of implied volatility surface: Optimize the traditional numerical analysis and machine learning.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321500377

By:

Yen, Jerome;
Chen, Bangren;
Wu, KangZhang;
Yen, Joseph

Publication type:

Article

Fintech firms and banks sustainability: Why cybersecurity risk matters?

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321500195

By:

Najaf, Khakan;
Mostafiz, Md Imtiaz;
Najaf, Rabia

Publication type:

Article

Binomial tree method for option pricing: Discrete Carr and Madan formula approach.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321500249

By:

Muroi, Yoshifumi;
Saeki, Ryota;
Suda, Shintaro

Publication type:

Article

Predicting the trend of stock index based on feature engineering and CatBoost model.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321500274

By:

Xu, Renzhe;
Chen, Yudong;
Xiao, Tenglong;
Wang, Jingli;
Wang, Xiong

Publication type:

Article

The success of AdaBoost and its application in portfolio management.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321420019

By:

Chuan, Yijian;
Zhao, Chaoyi;
He, Zhenrui;
Wu, Lan

Publication type:

Article

Double barrier American put option pricing under uncertain volatility model.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321500389

By:

Zaineb, El Kharrazi;
Sahar, Saoud;
Zouhir, Mahani

Publication type:

Article

Stock price prediction based on stock price synchronicity and deep learning.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321410103

By:

Jing, Nan;
Liu, Qi;
Wang, Hefei

Publication type:

Article

Is the capital floating from Hong Kong to Mainland China smart?

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321410097

By:

He, Chengying;
Geng, Xiaoxu;
Pan, Binchu

Publication type:

Article

Day-of-the-week effect: A sectoral analysis of Pakistan stock exchange.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321410061

By:

Naz, Farah;
Zahra, Kanwal;
Ahmad, Muhammad;
Riaz, Salman

Publication type:

Article

Clustering financial time series to generate a new method of factor neutralization: An empirical study.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S242478632141005X

By:

Chen, Yudong;
Xu, Renzhe;
Wang, Jiawei;
Yang, Hao;
Wang, Xiong

Publication type:

Article

An analysis of COVID-19 impacts on S&P 500 and FinTech index.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321410036

By:

Chan, Calvin;
Wang, Han;
Kong, Ying;
Lin, Jian Wu

Publication type:

Article

Data-driven option pricing using single and multi-asset supervised learning.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321410012

By:

Goswami, Anindya;
Rajani, Sharan;
Tanksale, Atharva

Publication type:

Article

Ripple effects of borrower's default decisions on P2P markets.

Published in:

International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786320500553

By:

Lu, Yong;
Gao, Qiang;
Hou, Liya;
Hu, Yanni;
Huang, Jian

Publication type:

Article