Publicaciones en colaboración con investigadores/as de Delft University of Technology (11)

2021

  1. On a Neural Network to Extract Implied Information from American Options

    Applied Mathematical Finance, Vol. 28, Núm. 5, pp. 449-475

2017

  1. A Highly Efficient Numerical Method for the SABR Modeln

    NOVEL METHODS IN COMPUTATIONAL FINANCE (SPRINGER-VERLAG BERLIN), pp. 253-263

  2. Modern Monte Carlo Methods and GPU Computing

    NOVEL METHODS IN COMPUTATIONAL FINANCE (SPRINGER-VERLAG BERLIN), pp. 465-476

2015

  1. Online news tracking for ad-hoc information needs

    ICTIR 2015 - Proceedings of the 2015 ACM SIGIR International Conference on the Theory of Information Retrieval

  2. Online news tracking for ad-hoc queries

    SIGIR 2015 - Proceedings of the 38th International ACM SIGIR Conference on Research and Development in Information Retrieval

2013

  1. Web usage mining with semantic analysis

    WWW 2013 - Proceedings of the 22nd International Conference on World Wide Web