• DocumentCode
    120833
  • Title

    Engineering Financial Engineering

  • Author

    Boetticher, Gary D.

  • Author_Institution
    Dept. of Comput. Sci., Univ. of Houston - Clear Lake, Houston, TX, USA
  • fYear
    2014
  • fDate
    27-28 March 2014
  • Firstpage
    231
  • Lastpage
    238
  • Abstract
    In order to bridge the gap between theory and practice in the Financial Engineering community it is important that financial models demonstrate sound engineering features of reliability and robustness and apply a repeatable process. A review of 47 journal and conference financial engineering papers from 1990 to 2013 reveals a large gap between theory and practice persists. This paper surveys these papers in terms of repeatability, reliability, realism, and robustness. It offers strategies for bridging the gap between theory and practice.
  • Keywords
    financial management; reliability; financial engineering community; financial models; realism; reliability; repeatability; robustness; Biological system modeling; Contracts; Data models; Financial management; Robustness; Training;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Intelligence for Financial Engineering & Economics (CIFEr), 2104 IEEE Conference on
  • Conference_Location
    London
  • Type

    conf

  • DOI
    10.1109/CIFEr.2014.6924078
  • Filename
    6924078
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=120833