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Download Papers on Risk
Note: All publications are in
PDF
Format. If you do not have mathematical fonts
installed on your computer, you can find them here. The Inductive Solutions, Inc. (ISI) Technical Notes refers to papers and books that are listed here.
- Compliance Risk
R.S. Freedman, J. Mathai.
Market Analysis for Risk Management and
Regulation.
Artificial Intelligence in the Capital Markets:
State-of-the-Art Applications for Institutional Investors, Bankers
and Traders, Probus Publishing, Chicago 1995.
Market Surveillance
Glossary. ISI
Compliance Note 1, 1998.
Compliance Risk and
Best Execution. ISI Compliance Note 2, 1998.
-
Credit
Risk
R.S. Freedman, W.S. Stahl. Knowledge-Based Approaches for Evaluating
Municipal Bonds. The Handbook of Municipal Bonds, Probus Publishing, Chicago
1994.
Interest Rate Risk
A
Taxonomy of Interest Rate Models and Calibration Techniques. ISI
Technical Note 1, 1998.
Models for Integrating Interest Rate, Sovereign Exchange Rate
Risk, and Credit Risk. ISI Technical Note 2, 1998.
QRA Simulation Techniques for Solving Systems of Stochastic
Differential Equations. ISI Technical Note 3, 1998.
QRA Hedge Ratio Computations. ISI Technical Note 4, 1999.
QRA Value at Risk Computations. ISI Technical Note 5, 1999.
Market Risk
R. Tamiso, R.S. Freedman. Confronting Uncertainty: Intelligent Risk Management with
Futures.
Artificial Intelligence in the Capital Markets: State-of-the-Art
Applications for Institutional Investors, Bankers and Traders,
Probus Publishing, Chicago 1995.
Model
Risk
R. S. Freedman, G. Stuzin. A Knowledge-Based Methodology for Tuning
Analytical Models
IEEE
Transactions on Systems, Man, and Cybernetics, Vol. 21, No. 2,
March/April 1991.
R. S. Freedman. Artificial Intelligence on Wall Street
. The
Encyclopedia of Computer Technology, Volume 28, Marcel Dekker, Inc.,
New York 1993.
R. S. Freedman, R. DiGiorgio. A Comparison of Stochastic Search Heuristics for
Portfolio Optimization. Proceedings of the Second International
Conference on Artificial Intelligence Applications on Wall Street,
Software Engineering Press, April, 1993, pp. 149-151, 1993.
Operational Risk
R.S. Freedman. Testability of Software Components. IEEE Transactions on Software
Engineering, Vol. 17, No. 6, June, 1991, pp. 553-563.
R.S. Freedman, R. DiGiorgio.New Computational
Architectures for Pricing Derivatives. Proceedings of the Third International
Conference on Artificial Intelligence Applications on Wall Street,
Software Engineering Press, June, 1995
R.S. Freedman, R. DiGiorgio. Fast Cost-Effective Computations of
Derivatives.
Proceedings of the IEEE Conference on Computational Intelligence for
Financial Engineering (CIFEr), March 1996.
R.S. Freedman. Operational Risk and Real-Time Electronic Trading: Thomas
Edison's Observations (1868-69). ISI Technical Note, 1997.
R.S. Freedman, R. Di Giorgio. Assessing Alternative Technologies for the
Cost-Effective Computation of Derivatives. Applied Artificial Intelligence, Vol.
10, February, 1997, pp. 491-503.
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