Now showing items 1-5 of 5

    • Bounds on Aggregate Assets 

      Jiang, Xiao (University of Waterloo, 2014-01-23)
      Aggregating financial assets together to form a portfolio, commonly referred to as "asset pooling", is a standard practice in the banking and insurance industries. Determining a suitable probability distribution for this ...
    • Dependence: From classical copula modeling to neural networks 

      Prasad, Avinash Srikanta (University of Waterloo, 2020-08-25)
      The development of tools to measure and to model dependence in high-dimensional data is of great interest in a wide range of applications including finance, risk management, bioinformatics and environmental sciences. The ...
    • Imputation, Estimation and Missing Data in Finance 

      DiCesare, Giuseppe (University of Waterloo, 2006)
      Suppose <em>X</em> is a diffusion process, possibly multivariate, and suppose that there are various segments of the components of <em>X</em> that are missing. This happens, for example, if <em>X</em> is the price of ...
    • Optimal Decumulation for Retirees using Tontines: a Dynamic Neural Network Based Approach 

      Shirazi, Mohammad (University of Waterloo, 2023-09-19)
      We introduce a new approach for optimizing neural networks (NN) using data to solve a stochastic control problem with stochastic constraints. We utilize customized activation functions for the output layers of the NN, ...
    • Sentiment Lexicon Induction and Interpretable Multiple-instance Learning in Financial Markets 

      Fu, Chengyao (University of Waterloo, 2020-09-28)
      Sentiment analysis has been widely used in the domain of finance. There are two most common textual sentiment analysis methods in finance: \textit{dictionary-based approach} and \textit{machine learning approach}. The ...

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