Title | Link to publication | Year |
---|
Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach | View online | |
A Hybrid Predictive Prototype for Portfolio Selection Using Probability-based Quadratic Programming and Ensemble Artificial Neural Networks | View online | |
Parallelization and Acceleration of Dynamic Option Pricing Models on GPU-CPU Heterogeneous Systems | View online | |
Parallel Programming for Portfolio Optimization: A Robo-advisor Prototype using Genetic Algorithms with Recurrent Neural Networks | View online | |
Exotic Derivatives Pricing Using Copula-based Martingale Approach, 2018 | View online | |
Firm-level Heterogeneity for Profitability and Competitive Advantage, 2016 | View online | |
A Decentralized Educational Prediction Market for Information Aggregation, Ideas Generation and Forecasting, 2020 | View online | |
A Dynamic Parallel and Distributed Algorithm for Derivatives Pricing and Hedging, 2019 | View online | |