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~isPartOf:"Quantitative finance"
~subject:"Algorithmus"
~subject:"Theorie"
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European journal of operational research : EJOR
124
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98
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SpringerLink / Bücher
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44
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42
Computers & operations research : and their applications to problems of world concern ; an international journal
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Omega : the international journal of management science
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Finance research letters
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INFORMS journal on computing : JOC
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Computational and mathematical organization theory
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Lecture Notes in Economics and Mathematical Systems
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1
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
2
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
3
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
4
Sparse index tracking using sequential Monte Carlo
Satpathy, Tanmay
;
Shah, Rushabh
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1579-1592
Persistent link: https://www.econbiz.de/10013367930
Saved in:
5
Stochastic automatic differentiation : automatic differentiation for Monte-Carlo simulations
Fries, Christian
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1043-1059
Persistent link: https://www.econbiz.de/10012194740
Saved in:
6
Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes
Fukasawa, Masaaki
;
Hirano, Asuto
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012588025
Saved in:
7
Pairs trading with general state space models
Zhang, Guang
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1567-1587
Persistent link: https://www.econbiz.de/10012624158
Saved in:
8
A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
Saved in:
9
Quant GANs : deep generation of financial time series
Wiese, Magnus
;
Knobloch, Robert
;
Korn, Ralf
; …
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1419-1440
Persistent link: https://www.econbiz.de/10012313474
Saved in:
10
Optimal pair-trading strategy over long/short/square positions : empirical study
Suzuki, Kiyoshi
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011905833
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