Issue No.12 - December (2010 vol.43)
Giuseppe Nuti , Citadel Securities
Chaiyakorn Yingsaeree , UK Centre for Financial Computing, London
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MC.2010.343
Banks and investment funds are increasingly basing their competitiveness on the quality of their quantitative technology, including programming techniques, analytical methods, and applications such as financial forecasting, option pricing, and risk management, which are all essential elements of the field of computational finance.
Finance, Computational finance, Machine learning, Data mining, Computer modeling
Giuseppe Nuti, Chaiyakorn Yingsaeree, "Computational Finance", Computer, vol.43, no. 12, pp. 36-43, December 2010, doi:10.1109/MC.2010.343