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Symbolic regression-based adaptive generation of implied volatility Journal article
Yen, Joseph, Qi, Yuan Yuan, Wong, Seng Fat, Zhou, Jiantao. Symbolic regression-based adaptive generation of implied volatility[J]. International Journal of Financial Engineering, 2022, 9(3), 27.
Authors:  Yen, Joseph;  Qi, Yuan Yuan;  Wong, Seng Fat;  Zhou, Jiantao
Favorite | TC[WOS]:0   IF:0.6/0.6 | Submit date：2022/08/26
Implied Volatility  Fpga  Finance  Machine Learning  Symbolic Regression.  
An Efficient Fourier Expansion Method for the Calculation of Value-at-Risk: Contributions of Extra-ordinary Risks Journal article
U, Sio Chong, So, Jacky, Ding, Deng, Liu, Lihong. An Efficient Fourier Expansion Method for the Calculation of Value-at-Risk: Contributions of Extra-ordinary Risks[J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2016, 3(1).
Authors:  U, Sio Chong;  So, Jacky;  Ding, Deng;  Liu, Lihong
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:0.6/0.6 | Submit date：2019/07/22
Value-at-risk  Log-stable Paretain Distribution  Fourier Expansion  
An Accumulator Pricing Method Based on Fourier-Cosine Series Expansions Journal article
Deng DING, Wang, WF. An Accumulator Pricing Method Based on Fourier-Cosine Series Expansions[J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2015, 2(2).
Authors:  Deng DING;  Wang, WF
Favorite | TC[WOS]:0   IF:0.6/0.6 | Submit date：2019/07/22
Accumulator  Fourier Cosine Expansions  Monte Carlo Simulation  Discrete Barrier Option  OptiOn On Forward