arXiv 2017-05-23 EN Financial Time Series Forecasting: Semantic Analysis Of Economic News Kononova, Kateryna · Dek, Anton
arXiv 2017-05-17 EN Hierarchical organization of H. Eugene Stanley scientific collaboration community in weighted network representation Drozdz, Stanislaw · Kulig, Andrzej · Kwapien, Jaroslaw · Niewiarowski, Artur +1
arXiv 2017-05-10 EN A note on the impact of management fees on the pricing of variable annuity guarantees Sun, Jin · Shevchenko, Pavel V. · Fung, Man Chung
arXiv 2017-05-03 EN An Alternative Estimation of Market Volatility based on Fuzzy Transform Troiano, Luigi · Villa, Elena Mejuto · Kriplani, Pravesh
arXiv 2017-05-02 EN Towards the Exact Simulation Using Hyperbolic Brownian Motion Ida, Yuuki · Imamura, Yuri
arXiv 2017-05-01 EN Implied Stopping Rules for American Basket Options from Markovian Projection Bayer, Christian · Häppölä, Juho · Tempone, Raúl
arXiv 2017-04-27 EN Optimal client recommendation for market makers in illiquid financial products Hendricks, Dieter · Roberts, Stephen J.
arXiv 2017-04-14 EN Simplifying credit scoring rules using LVQ+PSO Lanzarini, Laura Cristina · Monte, Augusto Villa · Bariviera, Aurelio F. · Santana, Patricia Jimbo
arXiv 2017-03-27 EN A Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multiwavelet Sobhani, Amirhossein · Milev, Mariyan
arXiv 2017-03-22 EN An Agent-based Model of Contagion in Financial Networks Pinheiro, Leonardo dos Santos · COelho, Flavio Codeco
arXiv 2017-02-28 EN Robust and Consistent Estimation of Generators in Credit Risk Smith, Greig · Reis, Goncalo dos
arXiv 2017-02-16 EN PyCaMa: Python for cash management Salas-Molina, Francisco · Rodríguez-Aguilar, Juan A. · Díaz-García, Pablo
arXiv 2017-02-14 EN Estimating VaR in credit risk: Aggregate vs single loss distribution Assadsolimani, M. · Chetalova, D.
arXiv 2017-02-10 EN Invariance properties in the dynamic gaussian copula model * Crépey, Stéphane · Song, Shiqi
arXiv 2017-01-24 EN Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets Serguieva, Antoaneta
arXiv 2017-01-18 EN Dynamic Prize Linked Savings: Maximizing Savings and Managing Risk Connolly, Oisin
arXiv 2017-01-16 EN A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities Hejazi, Seyed Amir · Jackson, Kenneth R. · Gan, Guojun
