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- W2773311512 abstract "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." @default.
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- W2773311512 date "2018-04-01" @default.
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- W2773311512 title "An application of the one-factor HullWhite model in an IoT financial scenario" @default.
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- W2773311512 doi "https://doi.org/10.1016/j.scs.2017.12.005" @default.
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