An Algebraic Method for Pricing Financial Instruments on Post-crisis Market

Malyarenko, Anatoliy; Nohrouzian, Hossein; Silvestrov, Sergei

doi:10.1007/978-3-030-41850-2_35

Cited by 6 publications

(3 citation statements)

References 23 publications

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“…The importance of innovation in the financial sector, especially in the context of the introduction of service robots with artificial intelligence, is explored in the work of Bataev et al, (2020) which emphasizes the transformation in management and customer service. Malyarenko (2020) proposes an algebraic method for pricing financial instruments in the post-crisis market, which reflects the complexity of the challenges associated with financial innovations and their impact on market strategies.…”

Section: Literature Reviewmentioning

confidence: 99%

Technical And Technological Support for Personnel Management: Digital Transformation of Enterprise Competitiveness Through Artificial Intelligence

Krupa,

Oliinyk,

Bazaka

et al. 2024

Intl. J. Rel.

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The main purpose of the article is to determine optimal updates for technical and technological support for personnel management. The object of the study is the personnel management system of a modern rural enterprise. The scientific task involves determining which innovative updates need to be carried out first to improve the technical and technological support of personnel management. The research methodology involves the use of the hierarchical evaluation method, the even comparison method, the expert ranking method, and the abstract-logical method. As a result of the study, three levels of technical and technological support for personnel management were identified. The main innovative updates for technical and technological support for personnel management are presented. It has been determined that the most optimal tactical solution for a modern rural enterprise is the use of artificial intelligence and a digital database. A model of using certain innovative updates in the system of technical and technological support for personnel management has been constructed.

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Section: Literature Reviewmentioning

confidence: 99%

Technical And Technological Support for Personnel Management: Digital Transformation of Enterprise Competitiveness Through Artificial Intelligence

Krupa,

Oliinyk,

Bazaka

et al. 2024

Intl. J. Rel.

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“…The idea of cubature method on Wiener space, among others, was developed in [11]. The extension of this idea were developed and studied in [12,13,14,17].…”

Section: Introduction and Outline Of The Papermentioning

confidence: 99%

Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives

Nohrouzian¹,

Malyarenko²,

Ying³

2022

Preprint

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This contribution deals with an extension to our developed novel cubature methods of degrees 5 on Wiener space. In our previous studies, we have shown that the cubature formula is exact for all multiple Stratonovich integrals up to dimension equal to the degree. In fact, cubature method reduces solving a stochastic differential equation to solving a finite set of ordinary differential equations. Now, we apply the above methods to construct trinomial models and to price different financial derivatives. We will compare our numerical solutions with the Black's and Black-Scholes models' analytical solutions. The constructed model has practical usage in pricing American-style derivatives and can be extended to more sophisticated stochastic market models.

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“…Robotic process automation (RPA) financial robot provides a modern and intelligent tool for managing and processing financial businesses with large capacity, high repetition rate, and high error rate. Besides attracting wide academic attention, RPA financial robot has fundamentally promoted the digitalization and automation of traditional financial sharing services [3][4][5].…”

Section: Introductionmentioning

confidence: 99%

Financial Crisis Warning of Financial Robot Based on Artificial Intelligence

Li¹

2020

RIA

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Robotic process automation (RPA) financial robot provides a modern and intelligent tool for financial management, and financial business processing. Currently, more than 32% of financial applications are implemented by RPA financial robot. As an alternative of human in operation and judgment, the financial robot faces some inevitable risks in actual application. So far, there is a severe lack of theoretical or practical research into the risks or operational guarantees of RPA financial robot. To bridge the gap, this paper proposes a financial crisis warning model for financial robot based on artificial neural network (ANN), drawing on the merits of artificial intelligence (AI) like self-learning, self-adaptation, and self-adjustment. Specifically, a hierarchical evaluation index system (EIS) and the corresponding warning strategy were prepared for the financial crisis of RPA financial robot. Next, the financial crisis of RPA financial robot was evaluated both statically and dynamically. Then, antecedent and subsequent networks were merged into a fuzzy neural network (FNN) for predicting financial crisis of RPA financial robot. The proposed model was proved effective and accurate through experiments.

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An Algebraic Method for Pricing Financial Instruments on Post-crisis Market

Cited by 6 publications

References 23 publications

Technical And Technological Support for Personnel Management: Digital Transformation of Enterprise Competitiveness Through Artificial Intelligence

Technical And Technological Support for Personnel Management: Digital Transformation of Enterprise Competitiveness Through Artificial Intelligence

Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives

Financial Crisis Warning of Financial Robot Based on Artificial Intelligence

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