Concept

Computational finance

OpenAlex ID: C146880194

Option valuation using the fast Fourier transform

1999 · Peter Carr, Dilip Madan · The Journal of Computational Finance · 2,109

Quantum computing for finance: Overview and prospects

2019 · Román Orús, Samuel Mugel, et al. · Reviews in Physics · 792

Agent-based Computational Finance

1989 · Blake LeBaron · 702

Deep learning for financial applications : A survey

2020 · Ahmet Murat Ozbayoglu, Mehmet Ugur Gudelek, et al. · Applied Soft Computing · 622

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Good debt or bad debt: Detecting semantic orientations in economic texts

2013 · Pekka Malo, Ankur Sinha, et al. · Journal of the Association for Information Science and Technology · 569

Artificial intelligence and machine learning in finance: A bibliometric review

2022 · Shamima Ahmed, Muneer M. Alshater, et al. · Research in International Business and Finance · 562

Agent-based computational finance: Suggested readings and early research

2000 · Blake LeBaron · Journal of Economic Dynamics and Control · 548

Applied Computational Economics and Finance

2002 · Mario J. Miranda, Paul L. Fackler · MIT Press Books · 515

Chapter 24 Agent-based Computational Finance

2006 · Blake LeBaron · Handbook of computational economics · 495

Financial Forecasting Using Support Vector Machines

2001 · Lijuan Cao, Francis E.H Tay · Neural Computing and Applications · 413

Applied computational economics and finance

2003 · Computers & Mathematics with Applications · 402

A Survey on Multiobjective Evolutionary Algorithms for the Solution of the Portfolio Optimization Problem and Other Finance and Economics Applications

2012 · Antonin Ponsich, Antonio Lopez Jaimes, et al. · IEEE Transactions on Evolutionary Computation · 363

A stochastic mesh method for pricing high-dimensional American options

2004 · Mark Broadie, Paul Glasserman · The Journal of Computational Finance · 355

Optimization Methods in Finance

2006 · Gerard Cornuejols, Reha Tütüncü · Cambridge University Press eBooks · 354

Stochastic Methods in Economics and Finance.

1984 · Patrick L. Brockett, A. G. Malliaris, et al. · Journal of the American Statistical Association · 325

Quantum computational finance: Monte Carlo pricing of financial derivatives

2018 · Patrick Rebentrost, Brajesh Gupt, et al. · Physical Review A · 293

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Handbook of Computational Economics

1996 · Hans M. Amman, John Rust, et al. · RePEc: Research Papers in Economics · 270

Simple and efficient simulation of the Heston stochastic volatility model

2008 · Leif Andersen · The Journal of Computational Finance · 260

A new PDE approach for pricing arithmetic average Asian options

2001 · Jan Vecer · The Journal of Computational Finance · 254

Recent advances in reinforcement learning in finance

2023 · Ben Hambly, Renyuan Xu, et al. · Mathematical Finance · 252

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Agent-based economic models and econometrics

2012 · Shu-Heng Chen, Chia-Ling Chang, et al. · The Knowledge Engineering Review · 227

Tools for Computational Finance

2012 · Rüdiger U. Seydel · Universitext · 227

An Introduction to Financial Option Valuation

2004 · Desmond Higham · Cambridge University Press eBooks · 222

A Survey of Quantum Computing for Finance

2022 · Herman, Dylan, Googin, Cody, et al. · RePEc: Research Papers in Economics · 215

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Agent-based simulation of a financial market

2001 · Marco Raberto, Silvano Cincotti, et al. · Physica A Statistical Mechanics and its Applications · 214

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Works count: 1,818

Citation count: 23,580