Research output per year
Research output per year
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Importance Sampling for Option Pricing with Feedforward Neural Networks
Arandjelovic, A., Rheinländer, T. & Shevchenko, P. V., 2024, (E-pub ahead of print) In: Finance and Stochastics.Publication: Scientific journal › Journal article › peer-review
Open Access -
Reinsurance with Neural Networks
Arandjelovic, A. & Eisenberg, J., 2024, (Submitted) 18 p.Publication: Working/Discussion Paper › Working Paper/Preprint
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Solving Stochastic Climate-Economy Models: A Deep Least-Squares Monte Carlo Approach
Arandjelovic, A., Shevchenko, P. V., Matsui, T., Murakami, D. & Myrvoll, T. A., 2024, (Submitted).Publication: Working/Discussion Paper › Working Paper/Preprint
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Algorithmic strategies in continuous-time hedging and stochastic integration
Arandjelovic, A. (Speaker)
25 Jun 2025Activity: Talk or presentation › Science to science
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Importance Sampling for Option Pricing with Feedforward Neural Networks
Arandjelovic, A. (Speaker)
4 Feb 2025Activity: Talk or presentation › Science to science
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Centre for Emerging Risks, Macquarie Business School (External organisation)
Arandjelovic, A. (Member)
2025 → …Activity: Membership/function › Research facility
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Theory of Neural Networks with Applications in Finance, Insurance and Climate-Economy Modelling
Arandjelovic, A. (Speaker)
25 Nov 2024Activity: Talk or presentation › Science to science
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Deep Learning in Quantitative Finance: Insights from Stochastic Analysis
Arandjelovic, A. (Speaker)
11 Oct 2024Activity: Talk or presentation › Science to science