• DocumentCode
    1399585
  • Title

    Computational Finance

  • Author

    Yingsaeree, Chaiyakorn ; Nuti, Giuseppe ; Treleaven, Philip

  • Author_Institution
    UK Centre for Financial Comput., London, UK
  • Volume
    43
  • Issue
    12
  • fYear
    2010
  • Firstpage
    36
  • Lastpage
    43
  • Abstract
    Banks and investment funds are increasingly basing their competitiveness on the quality of their quantitative technology, including programming techniques, analytical methods, and applications such as financial forecasting, option pricing, and risk management, which are all essential elements of the field of computational finance.
  • Keywords
    financial data processing; pricing; analytical methods; computational finance; financial forecasting; investment funds; option pricing; quantitative technology; risk management; Analytical models; Biological system modeling; Classification algorithms; Computational modeling; Finance; Mathematical model; Numerical models; Computational finance; Computer modeling; Data mining; Finance; Machine learning;
  • fLanguage
    English
  • Journal_Title
    Computer
  • Publisher
    ieee
  • ISSN
    0018-9162
  • Type

    jour

  • DOI
    10.1109/MC.2010.343
  • Filename
    5662546