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:: Publications ::
Technical preprints, reports and papers on mathematical finance and econophysics.
Visit Quant Studio
for free and downloadable papers on the following subjects:
- Neural networks
- Portfolio selection
- General optimization
- Portfolio optimization
- Heuristic optimization
- CAPM (Capital Asset Pricing Model)
- Neural optimization
- VaR (Value at Risk)
- Genetic algorithms
- Prospect Theory
- Simulated annealing
- Technical analysis
- Taboo search
- Data patterns
- Game theory
- Bond pricing
- Multi-agent simulations
- Option pricing
- Monte Carlo simulations
- Volatility estimations
- Time series analysis
- SWAP pricing
- Fuzzy logic
- Arbitrage trading
- Fractals and chaos
- Term structure
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