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:: Collaborations ::

:: QF Journal ::

 

:: Publications ::

Technical preprints, reports and papers on mathematical finance and econophysics.

Visit Quant Studio for free and downloadable papers on the following subjects:

  1. Neural networks
  2. Portfolio selection
  3. General optimization
  4. Portfolio optimization
  5. Heuristic optimization
  6. CAPM (Capital Asset Pricing Model)
  7. Neural optimization
  8. VaR (Value at Risk)
  9. Genetic algorithms
  10. Prospect Theory
  11. Simulated annealing
  12. Technical analysis
  13. Taboo search
  14. Data patterns
  15. Game theory
  16. Bond pricing
  17. Multi-agent simulations
  18. Option pricing
  19. Monte Carlo simulations
  20. Volatility estimations
  21. Time series analysis
  22. SWAP pricing
  23. Fuzzy logic
  24. Arbitrage trading
  25. Fractals and chaos
  26. Term structure

 

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