Financial Modelling
Artificial Neural Networks in Financial Modelling
... The study of Artificial Neural Networks derives from first trials to trans- late in mathematical models the principles of biological “processing”. An Artificial Neural Network deals with generating, in the fastest times, ...
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Financial Modelling with Ornstein–Uhlenbeck Processes Driven by Lévy Process
... The stochastic volatility models are driven by Lévy processes is introduced by[8], [9] The Bates model is simpler but in this model jumps and stochastic volatility are independent.. BNS [r] ...
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A fully nonlinear problem arising in financial modelling
... The equation obtained () is clearly an extension of the classical Black-Scholes equa- tion. The introduction of our particular model for the transaction costs in the option pric- ing market led us to a partial ...
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Financial software as a service: A paradigm for risk modelling and analytics
... analysis, financial modelling and knowledge sharing in an open and professional platform (Buyya et ...different modelling and simulations based on Gaussian and non-Gaussian ...outside ...
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Financial software as a service: A paradigm for risk modelling and analytics
... This section demonstrates how FSaaS can be used and explains the code and results during and after using FSaaS services. This mainly involves Monte Carlo Methods (MCM) and Black Scholes Model (BSM). Chang et al. (2011 a) ...
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Modelling financial saas as service components
... This section demonstrates how FSaaS can be used and explains the code and results during and after using FSaaS services. This mainly involves Monte Carlo Methods (MCM) and Black Scholes Model (BSM). Chang et al [4] ...
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Modelling financial saas as service components
... This section demonstrates how FSaaS can be used and explains the code and results during and after using FSaaS services. This mainly involves Monte Carlo Methods (MCM) and Black Scholes Model (BSM). Chang et al [4] ...
10
Systematic credit cycle risk of financial collaterals: Modelling and evidence
... in modelling and empirically investigating co-movements in the default frequency to determine the number of defaulted loans in a ...for modelling the correlation between defaults, but lead to homogeneous ...
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Density forecasting in financial risk modelling
... densities do We asset at expiry, actually represent unbiased extract from options on currency and equity index futures, by means of both traditional density forecast We then them, apprai[r] ...
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Modelling international financial returns with a multivariate regime switching copula
... international financial returns by estimating a regime-switching copula model for the dependence of the stock indices in the G5 and four Latin American ...and financial aspects, which we ...
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Modelling financial markets using methods from network theory.
... of financial crisis and this includes those in the pharmaceuticals and health- care (Merck reported a record after-tax profit in 2007 and became a member of DAX ...
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Application of Business Process Modelling and Blockchain Technology for Financial Cloud
... in financial industry will give rise to innovative business models with increased levels of efficiency, productivity, cost-effectiveness while also improving on ...
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International financial market`s integration and modelling returns of risky assets
... their financial markets, than functional ...the financial market are: the importance of commercial and production distortions under the form of rights to import, taxation or lack of competition between ...a ...
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A Bivariate Modelling of the Electricity Consumption Financial Development Nexus for Ghana
... between financial developments and disaggregate energy consumption (electricity consumption) in Ghana for the period 1970 to 2011 using Autoregressive Distributed Lad Model ...and financial development. The ...
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Financial Time Series Modelling of Trends and Patterns in the Energy Markets
... [4], financial [5] and structural models [6] in forecasting crude oil ...prices. Financial studies involve asset returns [7]-[9], instead of prices, since, firstly, returns give a complete and scale-free ...
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Application of Business Process Modelling and Blockchain Technology for Financial Cloud
... in financial industry will give rise to innovative business models with increased levels of efficiency, productivity, cost-effectiveness while also improving on ...
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A modelling framework for analysing the role of superannuation in Australia's financial system
... any financial system in that they can accept cash deposits, which counterparties can readily convert at par and on demand into cash [1] ...other financial institution has the capacity to call upon central ...
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Stochastic modelling in Financial markets: case study of the Nigerian Stock Market
... statistical modelling, this in effect uses a fixed number of the most recent observations on the supposition that the variance changes slowly over time and is approximately constant in a short rolling ...
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The challenge of predicting financial crises: modelling and evaluating early warning systems
... the financial mar- ket as a key driver of the Turkish financial crisis in 2000/01, as it creates uncontrollable volatility of massive inflows and sudden withdrawals of capital out of the ...
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An econometric modelling of financial development aggregate energy consumption nexus for Ghana
... of financial development in energy consumption are found in the works of researchers such as and Huang et ...indicated financial development explain changes in energy consumption in China in their ...that ...
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