13 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

    No full text

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

    No full text

    A Bottom-up Approach to the Financial Markets

    No full text

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

    No full text
    corecore