المؤلفون: Villarino, Joel P., Leitao, Álvaro

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Quantitative Finance - Risk Management

URL الوصول: http://arxiv.org/abs/2407.16435

المؤلفون: Casanova, Francisco Gómez, Leitao, Álvaro, Contreras, Fernando de Lope, Vázquez, Carlos

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Mathematics - Numerical Analysis

URL الوصول: http://arxiv.org/abs/2404.11257

المؤلفون: Manzano, Alberto, Ferro, Gonzalo, Leitao, Álvaro, Vázquez, Carlos, Gómez, Andrés

مصطلحات موضوعية: Quantum Physics, Quantitative Finance - Computational Finance

URL الوصول: http://arxiv.org/abs/2303.06089

المؤلفون: Villarino, Joel P., Leitao, Álvaro, García-Rodríguez, José A.

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Mathematics - Numerical Analysis, 68T07, 35Q91, 65M99, 91G20

URL الوصول: http://arxiv.org/abs/2210.02175

المؤلفون: Manzano, Alberto, Musso, Daniele, Leitao, Álvaro

مصطلحات موضوعية: Quantum Physics

URL الوصول: http://arxiv.org/abs/2204.13641

المؤلفون: Manzano, Alberto, Musso, Daniele, Leitao, Álvaro, Gómez, Andrés, Vázquez, Carlos, Ordóñez, Gustavo, Rodríguez-Nogueiras, María

مصطلحات موضوعية: Quantum Physics

URL الوصول: http://arxiv.org/abs/2107.13872

المؤلفون: Leitao, Álvaro, Vázquez, Carlos

مصطلحات موضوعية: Mathematics - Numerical Analysis

URL الوصول: http://arxiv.org/abs/2010.15504

المؤلفون: Liu, Shuaiqiang, Leitao, Álvaro, Borovykh, Anastasia, Oosterlee, Cornelis W.

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Computer Science - Machine Learning, Computer Science - Neural and Evolutionary Computing

URL الوصول: http://arxiv.org/abs/2001.11786

المؤلفون: Manzano, Alberto, Musso, Daniele, Leitao, Alvaro

المصدر: EPJ Quantum Technology, 10, 2, (2023-02-03)

Relation: https://zenodo.org/communities/neasqc; https://zenodo.org/communities/eu; oai:zenodo.org:7829154

الاتاحة: https://doi.org/10.1140/epjqt/s40507-023-00159-0

المؤلفون: Kirkby, Justin Lars, Leitao, Álvaro, Nguyen, Duy

مصطلحات موضوعية: Wavelet Estimator, Wavelets, Minimax Risk, density estimation

Relation: https://doi.org/10.1214/23-SS142; http://hdl.handle.net/2183/33761

الاتاحة: http://hdl.handle.net/2183/33761
https://doi.org/10.1214/23-SS142

المؤلفون: Pérez Villarino, Joel, Leitao, Álvaro, García Rodríguez, José Antonio

مصطلحات موضوعية: Boundary conditions, Couterparty credit risk, Deep learning, Nonlinear, PDEs, PINNs

Relation: info:eu-repo/grantAgreement/AEI/l Plan Estatal de Investigación Científica y Técnica y de Innovación 2017-2020/PDI2019-108584RB-I00/ES/METODOS MATEMATICOS Y COMPUTACIONALES PARA NUEVOS RETOS EN FINANZAS CUANTITATIVAS, MEDIAMBIENTE, BIOTECNOLOGIA E INGENIERIA; https://doi.org/10.1016/j.cam.2022.115041; http://hdl.handle.net/2183/32780

الاتاحة: http://hdl.handle.net/2183/32780
https://doi.org/10.1016/j.cam.2022.115041

المؤلفون: von Sydow, Lina, Milovanović, Slobodan, Larsson, Elisabeth, In't Hout, Karel, Wiktorsson, Magnus, Oosterlee, Cornelis W., Shcherbakov, Victor, Wyns, Maarten, Leitao, Alvaro, Jain, Shashi, Haentjens, Tinne, Waldén, Johan

المصدر: eSSENCE International Journal of Computer Mathematics. 96:1910-1923

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-357218
https://doi.org/10.1080/00207160.2018.1544368

المؤلفون: Manzano, Alberto, Musso, Daniele, Leitao, Álvaro, Gómez, Andrés, Vázquez, Carlos, Ordóñez, Gustavo, Nogueiras, María R.

المصدر: Mathematics, 10(5), 785, (2022-03-01)

مصطلحات موضوعية: quantum computing, linear algebra, quantum simulation

Relation: https://zenodo.org/communities/neasqc; https://zenodo.org/communities/eu; https://doi.org/10.3390/math10050785; oai:zenodo.org:6675753

الاتاحة: https://doi.org/10.3390/math10050785

المؤلفون: Gómez, Andrés, Leitao, Álvaro, Manzano, Alberto, Musso, Daniele, Nogueiras, María R., Ordóñez, Gustavo, Vázquez, Carlos

المصدر: Archives of Computational Methods in Engineering, (2022-02-28)

Relation: https://zenodo.org/communities/neasqc; https://zenodo.org/communities/eu; oai:zenodo.org:6412336

الاتاحة: https://doi.org/10.1007/s11831-022-09732-9

المؤلفون: Leitao, Álvaro, Vázquez, Carlos

مصطلحات موضوعية: COVID-19, Compartmental models, Stochastic modelling, CIR process, Monte Carlo simulation, RODEs

Relation: Xunta de Galicia; ED431C2018/033; Xunta de Galicia; ED431G 2019/01; https://doi.org/10.1016/j.cnsns.2022.106731; http://hdl.handle.net/2183/31817

الاتاحة: http://hdl.handle.net/2183/31817

المؤلفون: Liu, Shuaiqiang, Leitao, Álvaro, Borovykh, Anastasia, Oosterlee, Cornelis

مصطلحات موضوعية: Machine learning, American options, Implied volatility, Computational finance, Negative interest rates

Relation: https://doi.org/10.1080/1350486X.2022.2097099; http://hdl.handle.net/2183/31494

الاتاحة: http://hdl.handle.net/2183/31494
https://doi.org/10.1080/1350486X.2022.2097099

المؤلفون: Pérez Villarino, Joel, Leitao, Álvaro

مصطلحات موضوعية: Computational finance, Colateral, Initial margin, Deep learning

Relation: https://doi.org/10.3390/engproc2021007041; http://hdl.handle.net/2183/29314

الاتاحة: http://hdl.handle.net/2183/29314
https://doi.org/10.3390/engproc2021007041

المؤلفون: Rurr, Janine Simas Cardoso, Paiva, Juliana Patrão de, Diniz, Raiane Rosales, Leitao, Alvaro Augusto da Costa, Hossy, Bryan Hudson, Miguel, Nádia Campos de Oliveira, de Alencar Santos Lage, Claudia

المصدر: Photochemistry and Photobiology ; ISSN 0031-8655 1751-1097

الاتاحة: http://dx.doi.org/10.1111/php.14023
https://onlinelibrary.wiley.com/doi/pdf/10.1111/php.14023

المؤلفون: Ferro, Gonzalo, Manzano, Alberto, Gomez, Andrés, Leitao, Alvaro, Nogueiras, Maria R., Vàzquez, Carlos

مصطلحات موضوعية: Quantum Finance, Amplitude Amplification and Estimation, Quantum Accelerated Monte Carlo, Pricing, VaR

Relation: https://zenodo.org/communities/neasqc; https://zenodo.org/communities/eu; https://doi.org/10.5281/zenodo.7149255; https://doi.org/10.5281/zenodo.7149256; oai:zenodo.org:7149256

الاتاحة: https://doi.org/10.5281/zenodo.7149256

المؤلفون: Liu, Shuaiqiang, Leitao, Álvaro, Borovykh, Anastasia, Oosterlee, Cornelis

مصطلحات موضوعية: Implied volatility, Neural networks, Dividend yield, European options, American options

Relation: https://doi.org/10.3390/proceedings2020054061; Liu, S.; Leitao, Á.; Borovykh, A.; Oosterlee, C.W. Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield. Proceedings 2020, 54, 61. https://doi.org/10.3390/proceedings2020054061; http://hdl.handle.net/2183/26631

الاتاحة: http://hdl.handle.net/2183/26631
https://doi.org/10.3390/proceedings2020054061