An application of the one-factor HullWhite model in an IoT financial scenario
| Autor: | Federica Sica, Salvatore Cuomo, Vittorio Di Somma |
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| Přispěvatelé: | Cuomo, Salvatore, Di Somma, Vittorio, Sica, Federica |
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: |
Finance
Parallel computing Data operations business.industry Computer science Renewable Energy Sustainability and the Environment Bond Geography Planning and Development 020206 networking & telecommunications Transportation 02 engineering and technology Data flow diagram HullWhite model Factor (programming language) Value (economics) 0202 electrical engineering electronic engineering information engineering Financial IoT 020201 artificial intelligence & image processing Dimension (data warehouse) business Internet of Things computer Statistical software computer.programming_language Civil and Structural Engineering |
| Popis: | View references (17) In this paper we describe a financial data flow in an IoT scenario, which takes information from external databases and performs the following data operations: (i) analysis; (ii) check; (iii) filtering; (iv) reporting. In this way, financial institutions are able to offer traders better possibilities thanks to the knowledge of the different market variables. In particular, in our case data are used to determine the value of a bond in a Hull–White model; the dimension of datasets suggests us to implement parallel techniques in a statistical software. As a conclusion, we apply our framework to a real case |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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