Concepedia

Sofie Reyners

SR

5

Publications

257

Citations

5

H-Index

2018

Active since

Affiliations

KU Leuven(Current)

University of Maryland, College Park

Sofie Reyners is an author at KU Leuven specializing in engineering, finance, and business.

Top concepts

FinanceBusinessEngineeringAsset PricingAccountingBlockchainManagementCalibrationData ScienceCryptocurrency

Publications per year

2018–2021

5

Publications

5

Machine learning for quantitative finance: fast derivative pricing, hedging and fitting

Jan De Spiegeleer, Dilip B. Madan, Sofie Reyners et al. · Quantitative Finance · 2018 · 143 citations · Full text

Bayesian Decision Theory, Engineering, Machine Learning +18

ESG: a new dimension in portfolio allocation

Jan De Spiegeleer, Stephan Höcht, Daniel Jakubowski et al. · Journal of Sustainable Finance & Investment · 2021 · 58 citations · Full text

Esg Portfolios, Asset Allocation, Portfolio Management +17

Advanced model calibration on bitcoin options

Dilip B. Madan, Sofie Reyners, Wim Schoutens · Digital Finance · 2019 · 30 citations

Option Pricing, Advanced Model Calibration, Engineering +6

ESG: A New Dimension in Portfolio Allocation

Jan De Spiegeleer, Stephan Höcht, Daniel Jakubowski et al. · SSRN Electronic Journal · 2020 · 15 citations · Full text

Gradient boosting for quantitative finance

Jesse Davis, Laurens Devos, Sofie Reyners et al. · The Journal of Computational Finance · 2021 · 11 citations · Full text

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