• Mosek

  • Referenced in 369 articles [sw04618]
  • problems. Such problems occurs frequently in Financial applications e.g. portfolio management, Supply chain management, Analog ... MOSEK is currently employed widely in the financial industry. MOSEK has also been employed extensively...
  • GloptiPoly

  • Referenced in 291 articles [sw04343]
  • polynomial data. Many important applications in e.g. optimization, probability, financial economics and optimal control...
  • SQG

  • Referenced in 19 articles [sw00907]
  • parameters are difficult to trace. Another application area of such methods consists of multiperiod dynamic ... parametrized decision rules. Supply chain management, financial applications, telecommunications, and energy generation are among...
  • SparseMatrix

  • Referenced in 608 articles [sw04629]
  • sparse matrices that arise in real applications. The Collection is widely used by the numerical ... such geometry (optimization, circuit simulation, economic and financial modeling, theoretical and quantum chemistry, chemical process...
  • CAViaR

  • Referenced in 136 articles [sw04424]
  • standard measure of market risk used by financial institutions. Interpreting the VaR as the quantile ... model adequacy, the dynamic quantile test. Applications to real data provide empirical support to this...
  • StFinMetrics

  • Referenced in 33 articles [sw29976]
  • statistical analysis and modelling of financial time series. But the book can also be used ... algorithms and graphical tools is described with applications to real data...
  • DySco

  • Referenced in 5 articles [sw16261]
  • capabilities are demonstrated using a financial application...
  • GloMIQO

  • Referenced in 67 articles [sw06266]
  • mixed-integer quadratically-constrained quadratic programs. Major applications of mixed-integer quadratically-constrained quadratic programs ... chip layout and compaction. Portfolio optimization in financial engineering can also be formulated as MIQCQP...
  • TVICA

  • Referenced in 5 articles [sw25995]
  • varying independent component analysis and its applications to financial data. A new method ... structural change. In real data analysis with application to risk management, the TVICA confirms...
  • JQuantLib

  • Referenced in 2 articles [sw20189]
  • Java. It provides “quants” and Java application developers several mathematical and statistical tools needed ... shares, options, futures, swaps, and other financial instruments. JQuantLib is based on QuantLib, a well ... developers and organizations willing to write financial applications in Java, but keeping previous knowledge...
  • RTransferEntropy

  • Referenced in 3 articles [sw29816]
  • /j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found...
  • GAMS Model

  • Referenced in 8 articles [sw21987]
  • application programs in various programming languages interfacing to GAMS. FIN Library - includes GAMS practical financial ... Financial Engineers by Consiglio, Nielsen and Zenios, NOA Library - includes GAMS nonlinear optimization applications models...
  • PROC VARMAX

  • Referenced in 1 article [sw12093]
  • time relationships. In many economic and financial applications, the variables of interest (dependent, response...
  • Sim.DiffProc

  • Referenced in 7 articles [sw17081]
  • practical problems, in financial and actuarial modeling and other areas of application. For example, modeling...
  • CORN

  • Referenced in 6 articles [sw15436]
  • select portfolios from financial markets in some emerging intelligent business applications. In this article...
  • frmqa

  • Referenced in 1 article [sw16860]
  • frmqa: A package for quantitative analysis and financial risk management. A collection ... hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis...
  • DiffProc

  • Referenced in 4 articles [sw14956]
  • practical problems, in financial and actuarial modeling and other areas of application, for example modelling...
  • Dynamo

  • Referenced in 29 articles [sw27495]
  • world; even the slightest outage has significant financial consequences and impacts customer trust. The Amazon.com ... makes extensive use of object versioning and application-assisted conflict resolution in a manner that...
  • decNumber

  • Referenced in 2 articles [sw19031]
  • meets the requirements of commercial, financial, and human-oriented applications. It also matches the decimal...
  • partialCI

  • Referenced in 0 articles [sw19747]
  • useful in modeling certain sets of financial time series and beyond, as it allows ... along with a large-scale empirical application to financial market data. The partialCI package comprises...