Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives

A new look at the statistical model identification

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 50.7K citations · Full text

Business, Biostatistics, Statistical Modeling +9

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2019

Anne Auger, Thomas Stützle · Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles) · 2019 · 1.7K citations

Life Sciences, Bioinformatics, Evolutionary Theory +6

The irace package: Iterated racing for automatic algorithm configuration

Manuel López‐Ibáñez, Jérémie Dubois-Lacoste, Leslie Pérez Cáceres et al. · Operations Research Perspectives · 2016 · 1.7K citations · Full text

Computing, Computer Engineering, Computer Science +11

Option pricing by Esscher transforms.

Hans U. Gerber, Shiu E.S.W. · IRIS · 1995 · 660 citations

Business, Finance, Mathematics +8