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FPGA based Implied Volatility Calculation with Multi-section Method
Conference paper
Wang, Su, Huan, Hongxin, Wong, Seng Fat, Yen, Joseph. FPGA based Implied Volatility Calculation with Multi-section Method[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 507-514.
Authors:
Wang, Su
;
Huan, Hongxin
;
Wong, Seng Fat
;
Yen, Joseph
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TC[WOS]:
1
TC[Scopus]:
1
|
Submit date:2022/08/26
Option Pricing
Implied Volatility
Black-scholes Method
Fpga
Multi-section Method
Heterogeneous Computing
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model
Conference paper
Xu, Shaowei, Huan, Hongxin, Qi, Yuanyuan, Guo, Guoxiang, Yen, Jerome. Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 662-667.
Authors:
Xu, Shaowei
;
Huan, Hongxin
;
Qi, Yuanyuan
;
Guo, Guoxiang
;
Yen, Jerome
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TC[WOS]:
0
TC[Scopus]:
0
|
Submit date:2023/03/06
Asset Movement Prediction
Stochastic Volatility Model
Sabr Volatility Model
Machine Learning
Image Processing Based Implied Volatility Surface Analysis for Asset movement Forecasting
Conference paper
Qi, Yuanyuan, Guo, Guoxiang, Wang, Yang, Yen, Jerome. Image Processing Based Implied Volatility Surface Analysis for Asset movement Forecasting[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 642-649.
Authors:
Qi, Yuanyuan
;
Guo, Guoxiang
;
Wang, Yang
;
Yen, Jerome
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TC[WOS]:
0
TC[Scopus]:
0
|
Submit date:2023/03/06
Machine Learning
Image Processing
Implied Volatility Analysis
A Macao license plate recognition system based on edge and projection analysis
Conference paper
Ho W.-Y., Pun C.-M.. A Macao license plate recognition system based on edge and projection analysis[C], 2010, 67-72.
Authors:
Ho W.-Y.
;
Pun C.-M.
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TC[Scopus]:
9
|
Submit date:2019/02/14
Edge Detection
License Plate Recognition
Morphology
Projection
Template Matching