by Annemarie Diekema | Mar 9, 2017 | News
ICCS is an A-rank conference in CORE classification and one of the most cited events and publications in computational science according to Google Scholar, with h5-index=37 and h5-median=57. For more information, click here
by Rick Quax | Mar 2, 2017 | News
Quantifying synergy among stochastic variables is an important open problem in information theory. Information synergy occurs when multiple sources together predict an outcome variable better than the sum of single-source predictions. As simple examples,...
by Gabor Zavodszky | Jan 5, 2017 | Hot News, News
According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...
by Gabor Zavodszky | Jan 5, 2017 | Hot News, News
According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...
by Gabor Zavodszky | Nov 28, 2016 | News
It is with great pleasure that we can let you know that the University of Amsterdam has appointed Drona Kandhai as professor by special appointment in Computational Finance. For further info and details please read on here.
by Gabor Zavodszky | Oct 30, 2016 | News
The group was working hard, and finally these are the results for this year! We wish you a happy Halloween!