Computational Finance

ECMI 2021 conference
A model order reduction framework for financial risk analysis
paper
Graduate seminar, Numerical mathematics
Hierarchical modeling to establish a model order reduction framework for financial risk analysis
paper
Graduate seminar, Numerical mathematics
Neural Network Model for financial risk analysis
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Model Order Reduction for Finance
Benchmark cases for yield curve simulation, classical and adaptive greedy sampling approaches developed in https://doi.org/10.1186/s13362-021-00105-8.
github
Workshop in Industrial Mathematics 2019
Talk presented in the WIM2019 workshop.
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