117 search results - page 1 / 24 » Computational complexity and information asymmetry in financ... |
ICS
2010
Tsinghua U.
13 years 11 months ago
2010
Tsinghua U.
CACM
2011
12 years 9 months ago
2011
MANSCI
2008
13 years 6 months ago
2008
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
ESWS
2004
Springer
13 years 11 months ago
2004
Springer
The field of economy and finance is a conceptually rich domain where information is complex, huge in volume and a highly valuable business product by itself. Novel management techn...
ER
1998
Springer
13 years 10 months ago
1998
Springer
The practical implementation and use of a mediator for fixed income securities analysis demonstrated the potential for extending the application of conceptual modeling from the sys...