Research output per year
Research output per year
Search results
-
2014
On the calibration of stochastic volatility models: A comparison study
Zhai, J. & Cao, Y., 14 Oct 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. Serguieva, A., Maringer, D., Palade, V. & Almeida, R. J. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 303-309 7 p. 6924088. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
Open Access -
2013
A hidden markov model with abnormal states for detecting stock price manipulation
Cao, Y., Li, Y., Coleman, S., Belatreche, A. & McGinnity, T. M., 2013, Proceedings - 2013 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2013. p. 3014-3019 6 p. 6722267. (Proceedings - 2013 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2013).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
Open Access -
2012
An option pricing model calibration using algorithmic differentiation
Tadjouddine, E. M. & Cao, Y., 2012, p. 577-581. 5 p.Research output: Contribution to conference › Paper › peer-review