{"id":"https://openalex.org/W1521287641","doi":"https://doi.org/10.3233/rda-2011-0042","title":"Computational theories and techniques in finance","display_name":"Computational theories and techniques in finance","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W1521287641","doi":"https://doi.org/10.3233/rda-2011-0042","mag":"1521287641"},"language":"en","primary_location":{"id":"doi:10.3233/rda-2011-0042","is_oa":true,"landing_page_url":"https://doi.org/10.3233/rda-2011-0042","pdf_url":"https://content.iospress.com:443/download/risk-and-decision-analysis/rda42?id=risk-and-decision-analysis%2Frda42","source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://content.iospress.com:443/download/risk-and-decision-analysis/rda42?id=risk-and-decision-analysis%2Frda42","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025352089","display_name":"Charles S. Tapiero","orcid":"https://orcid.org/0000-0001-9584-9223"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"C. Tapiero","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5025352089"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.09976755,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"2","issue":"4","first_page":"181","last_page":"183"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.8314999938011169,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T12137","display_name":"Economic theories and models","score":0.8314999938011169,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.8047999739646912,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.7633147239685059},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.40214401483535767},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3774057924747467},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3740779161453247},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.30278897285461426}],"concepts":[{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.7633147239685059},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.40214401483535767},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3774057924747467},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3740779161453247},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.30278897285461426}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/rda-2011-0042","is_oa":true,"landing_page_url":"https://doi.org/10.3233/rda-2011-0042","pdf_url":"https://content.iospress.com:443/download/risk-and-decision-analysis/rda42?id=risk-and-decision-analysis%2Frda42","source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.3233/rda-2011-0042","is_oa":true,"landing_page_url":"https://doi.org/10.3233/rda-2011-0042","pdf_url":"https://content.iospress.com:443/download/risk-and-decision-analysis/rda42?id=risk-and-decision-analysis%2Frda42","source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1521287641.pdf","grobid_xml":"https://content.openalex.org/works/W1521287641.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W2376932109","https://openalex.org/W2382290278","https://openalex.org/W2350741829","https://openalex.org/W2130043461","https://openalex.org/W2530322880","https://openalex.org/W1596801655"],"abstract_inverted_index":{"Futures":[0],"and":[1,18,27,34,62,70,82,154],"options":[2],"have":[3,14,28,75],"unleashed":[4],"the":[5,16,19,23,35,46,117],"value":[6],"of":[7,21,25,37,49,148],"future":[8],"states":[9],"into":[10],"our":[11],"present.":[12],"They":[13],"augmented":[15],"supply":[17],"liquidity":[20],"money,":[22],"availability":[24],"credit":[26],"contributed":[29],"immensely":[30],"to":[31,45,79,85,124,158,160],"financial":[32,38,104,149],"exchanges":[33],"development":[36],"markets.":[39],"We":[40,140],"owe":[41],"therefore":[42],"great":[43],"thanks":[44],"extraordinary":[47],"contributions":[48],"economists":[50],"such":[51],"as":[52],"Kenneth":[53],"Arrow,":[54],"Gerard":[55],"Debreu,":[56],"Lucas,":[57],"Fisher":[58],"Black,":[59],"Myron":[60],"Scholes":[61],"Robert":[63],"Merton.":[64],"The":[65],"underlying":[66,146],"state":[67,119],"preference":[68,120],"theories":[69,81],"their":[71],"engineered":[72],"pricing":[73],"models":[74,109,150],"raised":[76],"numerous":[77],"challenges":[78],"computational":[80],"techniques":[83],"seeking":[84],"bridge":[86],"economic":[87],"science":[88],"with":[89,110],"its":[90,96,122],"practical":[91],"use":[92],"\u2013":[93,132],"even":[94],"though":[95],"application":[97,123],"might":[98],"be":[99,129,152],"less":[100],"than":[101],"perfect.":[102],"While":[103],"modeling":[105],"requires":[106],"structured":[107],"stochastic":[108],"specific":[111],"mathematical":[112],"properties,":[113],"theoretically":[114],"justifiable":[115],"within":[116],"Arrow\u2013Debreu":[118],"theory,":[121],"real":[125],"problems":[126],"can":[127],"only":[128],"assessed":[130],"ex-post":[131],"whether":[133],"it":[134,137],"works":[135],"or":[136],"does":[138],"not.":[139],"are":[141],"all":[142],"aware":[143],"that":[144],"many":[145],"assumptions":[147],"may":[151],"wrong":[153],"at":[155],"times":[156],"leading":[157],"contradictions":[159],"finance\u2019s":[161],"fundamental":[162],"theory.":[163],"For":[164],"example,":[165],"questions":[166],"arise":[167],"regarding:":[168]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
