{"id":"https://openalex.org/W4384828642","doi":"https://doi.org/10.1142/s0219649223500296","title":"Research on the Construction of Financial Computing Model Based on BSDE Algorithm","display_name":"Research on the Construction of Financial Computing Model Based on BSDE Algorithm","publication_year":2023,"publication_date":"2023-07-18","ids":{"openalex":"https://openalex.org/W4384828642","doi":"https://doi.org/10.1142/s0219649223500296"},"language":"en","primary_location":{"id":"doi:10.1142/s0219649223500296","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219649223500296","pdf_url":null,"source":{"id":"https://openalex.org/S30163770","display_name":"Journal of Information & Knowledge Management","issn_l":"0219-6492","issn":["0219-6492","1793-6926"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Information & Knowledge Management","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013518171","display_name":"Youli Cai","orcid":null},"institutions":[{"id":"https://openalex.org/I4210116886","display_name":"Chongqing Vocational Institute of Engineering","ror":"https://ror.org/0279ehd23","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210116886"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Youli Cai","raw_affiliation_strings":["Department of Economics and Management, Chongqing Creation Vocational College, Chongqing 402160, P.\u00a0R.\u00a0China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and Management, Chongqing Creation Vocational College, Chongqing 402160, P.\u00a0R.\u00a0China","institution_ids":["https://openalex.org/I4210116886"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5013518171"],"corresponding_institution_ids":["https://openalex.org/I4210116886"],"apc_list":null,"apc_paid":null,"fwci":0.5662,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.68447576,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"22","issue":"04","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9474999904632568,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9474999904632568,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9217000007629395,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9036999940872192,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6616024374961853},{"id":"https://openalex.org/keywords/financial-engineering","display_name":"Financial engineering","score":0.6381077170372009},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.607513964176178},{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.5867524743080139},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5866636633872986},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.5262864232063293},{"id":"https://openalex.org/keywords/field","display_name":"Field (mathematics)","score":0.5139340758323669},{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.47601112723350525},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.4545029103755951},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.4415295720100403},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4374653398990631},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.424642413854599},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1805608868598938},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.09390747547149658},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.08818230032920837}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6616024374961853},{"id":"https://openalex.org/C84749600","wikidata":"https://www.wikidata.org/wiki/Q5449714","display_name":"Financial engineering","level":2,"score":0.6381077170372009},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.607513964176178},{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.5867524743080139},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5866636633872986},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.5262864232063293},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.5139340758323669},{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.47601112723350525},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.4545029103755951},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.4415295720100403},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4374653398990631},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.424642413854599},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1805608868598938},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.09390747547149658},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08818230032920837},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1142/s0219649223500296","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219649223500296","pdf_url":null,"source":{"id":"https://openalex.org/S30163770","display_name":"Journal of Information & Knowledge Management","issn_l":"0219-6492","issn":["0219-6492","1793-6926"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Information & Knowledge Management","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:wsi:jikmxx:v:22:y:2023:i:04:n:s0219649223500296","is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219649223500296","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4399999976158142,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W124987757","https://openalex.org/W1569607746","https://openalex.org/W2027882202","https://openalex.org/W2470652588","https://openalex.org/W2531372032","https://openalex.org/W2741358105","https://openalex.org/W2768971556","https://openalex.org/W2770763174","https://openalex.org/W2842644092","https://openalex.org/W2931521381","https://openalex.org/W2942821185","https://openalex.org/W2951469780","https://openalex.org/W2963661237","https://openalex.org/W2975303707","https://openalex.org/W2990803804","https://openalex.org/W2995737258","https://openalex.org/W2996913755","https://openalex.org/W3004006747","https://openalex.org/W3033090783","https://openalex.org/W3098442329","https://openalex.org/W3118364594","https://openalex.org/W3122462851","https://openalex.org/W3123440875","https://openalex.org/W3170502237","https://openalex.org/W3179669555","https://openalex.org/W3194703332","https://openalex.org/W4206166593","https://openalex.org/W4246444213"],"related_works":["https://openalex.org/W4210571282","https://openalex.org/W3166105716","https://openalex.org/W4210430936","https://openalex.org/W4210397012","https://openalex.org/W2914543749","https://openalex.org/W4211071838","https://openalex.org/W4210371824","https://openalex.org/W2800165958","https://openalex.org/W4210348076","https://openalex.org/W4210437276"],"abstract_inverted_index":{"Economic":[0],"and":[1,13,15,54,75,156,177,205,207,217],"social":[2],"development":[3,218],"has":[4],"made":[5],"financial":[6,17,36,89,195,224],"engineering":[7,37,90],"an":[8],"increasingly":[9],"important":[10],"research":[11,66,102,212],"area,":[12],"more":[14,16,128],"problems":[18],"cannot":[19],"be":[20],"solved":[21],"directly":[22],"by":[23,121],"analytical":[24],"formulas.":[25],"In":[26,40,64],"view":[27],"of":[28,58,72,97,115,139,143,150,159,167,219],"this,":[29],"algorithms":[30],"that":[31,105,193],"apply":[32],"computer":[33],"technology":[34],"to":[35,52,82,94],"have":[38],"emerged.":[39],"this":[41,200],"study,":[42],"the":[43,56,65,79,88,95,108,111,116,123,144,148,157,164,168,194,215,223],"Backward":[44],"Stochastic":[45],"Differential":[46],"Equation":[47],"(BSDE)":[48],"algorithm":[49,70,74,77,81,126],"is":[50,184,202],"used":[51],"investigate":[53],"analyse":[55],"problem":[57],"option":[59,99,113,117],"pricing":[60,118],"calculation":[61,96],"in":[62,87,199,222],"finance.":[63],"process,":[67],"GBSDE-Theta":[68,124,169],"parallel":[69,125],"composed":[71],"BSDE-Theta":[73],"GPU":[76],"uses":[78],"new":[80,211],"establish":[83],"a":[84,136,185,210],"computing":[85,196],"model":[86,133],"field,":[91],"which":[92,183],"applies":[93],"enterprise":[98],"pricing.":[100],"The":[101,131,189],"results":[103,191],"show":[104,192],"compared":[106],"with":[107,147],"basic":[109],"algorithm,":[110,170],"actual":[112],"values":[114],"data":[119],"obtained":[120,198],"using":[122],"are":[127,172],"closely":[129],"matched.":[130],"computational":[132],"can":[134,208],"achieve":[135],"speedup":[137],"ratio":[138],"about":[140],"230":[141],"times":[142],"serial":[145],"version":[146],"number":[149,158],"time":[151],"steps":[152],"[Formula:":[153],"see":[154],"text]":[155],"simulated":[160],"paths":[161],"80,000.":[162],"About":[163],"relative":[165],"error":[166],"there":[171],"80":[173],"points":[174,180],"within":[175],"3%":[176],"only":[178],"16":[179],"over":[181],"3.00%,":[182],"relatively":[186],"small":[187],"error.":[188],"above":[190],"system":[197],"study":[201],"highly":[203],"feasible":[204],"effective,":[206],"provide":[209],"idea":[213],"for":[214],"progress":[216],"other":[220],"computations":[221],"field.":[225]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}