Computational Finance -COMP7926 - Winter 2018

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Papers for A2 in-class presentation - Look for similar papers in Journals such as Computational Economics, Computational Finance, Quantitative Finance, J. Derivatives, Special issues in Parallell Computing, Concurrency and Computation: Practice and Expereince etc. (to be updated)

Paper 1: Date: Jan.26, 2018
Bankrupty prediction using Machine Learning

Paper 2: Bankrupty prediction using Machine Learning , Date: Jan.26, 2018
Bankrupty prediction using Machine Learning

Paper 3: Date: Jan.26, 2018
Pricing Options with Multi Assets

Paper 4: Date: Jan.26, 2018
Parallel Optimizing Portfolios - Hidden Markov Models

Paper 5: Date: Jan.26, 2018
RBF Option Pricing

Paper 6: Date: Jan.26, 2018
MC simulation for Real Options

Paper 7: Date: Jan.26, 2018
Sentiment Analysis on Options Volume (This paper is taken)

Paper 8: Date: Jan.26, 2018
State Network Structures for Global Financial Crisis

Paper 9: Date: Jan.26, 2018
Predicting Defaults using Waverlets

Paper 10 : Date: Jan.26, 2018
Pricing Options with Counter Party Risks (This paper is taken)

Paper 11: Date: Jan.26, 2018
Option Pricing on Arbitraged asset (This paper is taken)

Paper 12: Date: Jan.26, 2018
Pricing VWAP Options

Paper 13 : Date: Jan.26, 2018
Time Series Prediction - Support Vector Regression

Paper 14 : Date: Jan.26, 2018
Hedging Risk for Power Trading

Paper 15 : Date: Jan.26, 2018
Dynamic mean VaR ( This paper is taken)

Paper 16 : Date: Jan.26, 2018
Volatility Clustering

Paper 17 : Date: Jan.26, 2018
Dynamic Pair Trading in Bitcoin Markets

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