Nhat-Tan Le

Publication Activity (10 Years)

Years Active: 2015-2022
Publications (10 Years): 7

Top Topics

Integral Equation

Black Scholes Model

Top Venues

UbiComp/ISWC Adjunct

Appl. Math. Lett.

Comput. Math. Appl.

J. Comput. Appl. Math.

Publications

Duc-Phu Nguyen, Nhat-Tan Le, Tien-Thinh Nguyen, Thanh-Phuong Nguyen, Tien-Duc Van, Son-Tu Phan, Khuong Nguyen-An
Deep Hybrid Models for Forecasting Stock Midprices from the High-Frequency Limit Order Book. FDSE (CCIS Volume) (2022)
Sayeda Shamma Alia, Kohei Adachi, Tahera Hossain, Nhat-Tan Le, Haru Kaneko, Paula Lago, Tsuyoshi Okita, Sozo Inoue
Summary of the Third Nurse Care Activity Recognition Challenge - Can We Do from the Field Data? UbiComp/ISWC Adjunct (2021)
Nhat-Tan Le, Nazmun Nahid, Sozo Inoue
Transition-points-based Segmentation and Hierarchical Classification for Locomotion and Transportation recognition on Radio-data. UbiComp/ISWC Adjunct (2021)
Thanh-Phuong Nguyen, Tien-Duc Van, Nhat-Tan Le, Thanh-Tan Mai, Khuong Nguyen-An
An Intensive Empirical Study of Machine Learning Algorithms for Predicting Vietnamese Stock Prices. ICCSAMA (2019)
Nhat-Tan Le, Duy-Minh Dang, Tran-Vu Khanh
A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates. J. Comput. Appl. Math. 317 (2017)
Nhat-Tan Le, Duy-Minh Dang
Pricing American-style Parisian down-and-out call options. Appl. Math. Comput. 305 (2017)
Nhat-Tan Le, Song-Ping Zhu, Xiaoping Lu
An integral equation approach for the valuation of American-style down-and-out calls with rebates. Comput. Math. Appl. 71 (2) (2016)
Song-Ping Zhu, Nhat-Tan Le, Wen-Ting Chen, Xiaoping Lu
Pricing Parisian down-and-in options. Appl. Math. Lett. 43 (2015)