Julieta Frank

Publication Activity (10 Years)

Years Active: 2013-2020
Publications (10 Years): 2

Top Topics

Black Scholes Model

Portfolio Optimization

Minimum Variance

Top Venues

Appl. Math. Lett.

Publications

Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. COMPSAC (2020)
A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model. FUZZ-IEEE (2019)
A. Thavaneswaran, S. S. Appadoo, Julieta Frank
Binary option pricing using fuzzy numbers. Appl. Math. Lett. 26 (1) (2013)