Julieta Frank

According to our database, Julieta Frank authored at least 3 papers between 2013 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.

Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

2019

Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model.

A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh

Proceedings of the 2019 IEEE International Conference on Fuzzy Systems, 2019

2013

Binary option pricing using fuzzy numbers.

A. Thavaneswaran, S. S. Appadoo, Julieta Frank

Appl. Math. Lett., 2013