9 research outputs found

    Machine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage Constraint Sampling

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    Data-Driven Models & Mathematical Finance: Opposition or Apposition?

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    A Bottom-up Approach to the Financial Markets

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    Deciphering Price Formation in the High Frequency Domain: Systems & Evolutionary Dynamics As Keys for Construction of the High Frequency Trading Ecosystem.

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