Juho Kanniainen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market Mathematics and Computers in Simulation	2023-11-13	Paper
Empirical deep hedging Quantitative Finance	2023-06-20	Paper
Identification of information networks in stock markets Journal of Economic Dynamics and Control	2021-11-16	Paper
Retaliation in bitcoin networks Economics Letters	2021-06-30	Paper
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data Quantitative Finance	2020-09-16	Paper
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data Quantitative Finance	2020-09-16	Paper
Jump and volatility dynamics for the S\&P 500: evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets Review of Finance	2018-11-20	Paper
What drives the sensitivity of limit order books to company announcement arrivals? Economics Letters	2018-09-20	Paper
Modeling Variance Risk Premium Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-03-26	Paper
Calibration of GARCH models using concurrent accelerated random search Applied Mathematics and Computation	2016-01-19	Paper
Option pricing under joint dynamics of interest rates, dividends, and stock prices Operations Research Letters	2012-07-13	Paper
Matrix-based numerical modelling of financial differential equations International Journal of Mathematical Modelling and Numerical Optimisation	2010-01-26	Paper
Can properly discounted projects follow geometric Brownian motion? Mathematical Methods of Operations Research	2009-12-11	Paper

Research outcomes over time

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