Computational Finance
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Seminar UPC-UAB
Portfolio credit risk: models and numerical methods. (G. Navas)
Introduction to Conic Finance (A. Arratia)
Causality via Transfer Entropy (A. Serés)
Introduction to Limit Order Books (G. Junike)
Optimisation of Conic Portfolios (Sergi Ferrer)
The Book
ToC
Errata
R Labs
Getting started
Data
R Labs 1
R Labs 2
R Labs 3
R Labs 4a
R Labs 4b
R Labs 5
R Labs 6
R Labs 7
R Labs 8
Presentations
Forecasting financial time series with machine learning models and Twitter data
Modeling stationary data by classes of generalized Ornstein-Uhlenbeck processes. (A. Cabaña)
Exploring linkages between international stock markets using Graphical models for multivariate time series, by Gehlavij Mohammadi
Automatic construction of trading rules with Genetic Programming (spanish), by Mario Llorente
Using Twitter as a source of information for stock market prediction, by Ramón Xuriguera
Searching for stable clusters in IBEX 35 (poster)
Automatic Recognition of Candlesticks Patterns (poster, spanish)
Financial portfolio web platform implemented in Joomla, by Antoni Aguiló
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Presentations
Here you can find some lectures and talks given on Computational Finance