Rita Duarte Pimentel
Publikasjoner
2025
-
Pimentel, Rita Duarte;
Pisoni, Galena.
(2025)
Rethinking explainable AI in financial services.
AI & Society: Knowledge, Culture and Communication
Vitenskapelig artikkel
-
Hagspiel-Janssen, Verena;
Huisman, Kuno J.M.;
Kort, Peter M.;
Nunes, Cláudia;
Pimentel, Rita Duarte.
(2025)
Technology innovations and product rollover strategies: A real options approach.
Journal of Economics and Business
Vitenskapelig artikkel
-
Bacher, Karen;
DØskeland, Malin;
Graça, Rodrigo Amado Pascoal da;
Lavrutich, Maria;
Pierce, Magnus;
Pimentel, Rita Duarte.
(2025)
Greenwashing risk in asset pricing: the shift after the Paris agreement.
Quantitative finance (Print)
Vitenskapelig artikkel
-
Aaslund, Bjørn André;
Berge, Johannes;
Ni, Ying;
Pimentel, Rita Duarte.
(2025)
Neural network-based pricing of high-dimensional Bermudan basket options under stochastic volatility.
Networks and Heterogeneous Media
Vitenskapelig artikkel
-
Pimentel, Rita Duarte;
Risstad, Morten;
Rogde, Sondre;
Rygg, Erlend Stegavik;
Vinje, Jacob;
Westgaard, Sjur.
(2025)
Option pricing with deep learning: a long short-term memory approach.
Decisions in Economics and Finance (DAF)
Vitenskapelig artikkel
-
Fjellavli, Martin;
Oliveira, Carlos;
Pimentel, Rita Duarte;
Schiøtz, Daniel.
(2025)
Mean–Variance-Liquidity Portfolio Optimization with Reinforcement Learning.
The Journal of Financial Data Science
Vitenskapelig artikkel
-
Vinje, Jacob;
Rygg, Erlend Stegavik;
Wu, Cassandra;
Risstad, Morten;
Pimentel, Rita Duarte;
Westgaard, Sjur.
(2025)
Merged LSTM-MLP for option valuation.
Quantitative finance (Print)
Vitenskapelig artikkel
2022
-
Nunes, Cláudia;
Pimentel, Rita;
Prior, Ana.
(2022)
The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process.
REVSTAT-Statistical Journal
Vitenskapelig artikkel
-
Pimentel, Rita;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Predicting interest rate distributions using PCA & quantile regression.
Digital Finance
Vitenskapelig artikkel
2021
-
Hagspiel, Verena;
Kort, Peter M.;
Nunes, Cláudia;
Pimentel, Rita;
Støre, Kristian.
(2021)
Capacity optimization of an innovating firm.
International Journal of Production Economics
Vitenskapelig artikkel
-
Nunes, Cláudia;
Oliveira, Carlos;
Pimentel, Rita.
(2021)
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations.
Journal of Economic Dynamics and Control
Vitenskapelig artikkel
2020
-
Hagspiel, Verena;
Huisman, Kuno J.M.;
Kort, Peter M.;
Lavrutich, Maria;
Nunes, Cláudia;
Pimentel, Rita.
(2020)
Technology adoption in a declining market.
European Journal of Operational Research
Vitenskapelig artikkel
-
Tahvili, Sahar;
Hatvani, Leo;
Ramentol, Enislay;
Pimentel, Rita;
Afzal, Wasif;
Herrera, Francisco.
(2020)
A novel methodology to classify test cases using natural language processing and imbalanced learning.
Engineering Applications of Artificial Intelligence
Vitenskapelig artikkel
2019
-
Tahvili, Sahar;
Pimentel, Rita;
Afzal, Wasif;
Ahlberg, Marcus;
Fornander, Eric;
Bohlin, Markus.
(2019)
sOrTES: A Supportive Tool for Stochastic Scheduling of Manual Integration Test Cases.
IEEE Access
Vitenskapelig artikkel
2017
-
Gaspar, Raquel M.;
Pimentel, Rita.
(2017)
On swap rate dynamics: to freeze or not to freeze?.
International Journal of Computer Mathematics
Vitenskapelig artikkel
-
Nunes, Cláudia;
Pimentel, Rita.
(2017)
Analytical solution for an investment problem under uncertainties with shocks.
European Journal of Operational Research
Vitenskapelig artikkel
Tidsskriftspublikasjoner
-
Pimentel, Rita Duarte;
Pisoni, Galena.
(2025)
Rethinking explainable AI in financial services.
AI & Society: Knowledge, Culture and Communication
Vitenskapelig artikkel
-
Hagspiel-Janssen, Verena;
Huisman, Kuno J.M.;
Kort, Peter M.;
Nunes, Cláudia;
Pimentel, Rita Duarte.
(2025)
Technology innovations and product rollover strategies: A real options approach.
Journal of Economics and Business
Vitenskapelig artikkel
-
Bacher, Karen;
DØskeland, Malin;
Graça, Rodrigo Amado Pascoal da;
Lavrutich, Maria;
Pierce, Magnus;
Pimentel, Rita Duarte.
(2025)
Greenwashing risk in asset pricing: the shift after the Paris agreement.
Quantitative finance (Print)
Vitenskapelig artikkel
-
Aaslund, Bjørn André;
Berge, Johannes;
Ni, Ying;
Pimentel, Rita Duarte.
(2025)
Neural network-based pricing of high-dimensional Bermudan basket options under stochastic volatility.
Networks and Heterogeneous Media
Vitenskapelig artikkel
-
Pimentel, Rita Duarte;
Risstad, Morten;
Rogde, Sondre;
Rygg, Erlend Stegavik;
Vinje, Jacob;
Westgaard, Sjur.
(2025)
Option pricing with deep learning: a long short-term memory approach.
Decisions in Economics and Finance (DAF)
Vitenskapelig artikkel
-
Fjellavli, Martin;
Oliveira, Carlos;
Pimentel, Rita Duarte;
Schiøtz, Daniel.
(2025)
Mean–Variance-Liquidity Portfolio Optimization with Reinforcement Learning.
The Journal of Financial Data Science
Vitenskapelig artikkel
-
Vinje, Jacob;
Rygg, Erlend Stegavik;
Wu, Cassandra;
Risstad, Morten;
Pimentel, Rita Duarte;
Westgaard, Sjur.
(2025)
Merged LSTM-MLP for option valuation.
Quantitative finance (Print)
Vitenskapelig artikkel
-
Nunes, Cláudia;
Pimentel, Rita;
Prior, Ana.
(2022)
The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process.
REVSTAT-Statistical Journal
Vitenskapelig artikkel
-
Pimentel, Rita;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Predicting interest rate distributions using PCA & quantile regression.
Digital Finance
Vitenskapelig artikkel
-
Hagspiel, Verena;
Kort, Peter M.;
Nunes, Cláudia;
Pimentel, Rita;
Støre, Kristian.
(2021)
Capacity optimization of an innovating firm.
International Journal of Production Economics
Vitenskapelig artikkel
-
Nunes, Cláudia;
Oliveira, Carlos;
Pimentel, Rita.
(2021)
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations.
Journal of Economic Dynamics and Control
Vitenskapelig artikkel
-
Hagspiel, Verena;
Huisman, Kuno J.M.;
Kort, Peter M.;
Lavrutich, Maria;
Nunes, Cláudia;
Pimentel, Rita.
(2020)
Technology adoption in a declining market.
European Journal of Operational Research
Vitenskapelig artikkel
-
Tahvili, Sahar;
Hatvani, Leo;
Ramentol, Enislay;
Pimentel, Rita;
Afzal, Wasif;
Herrera, Francisco.
(2020)
A novel methodology to classify test cases using natural language processing and imbalanced learning.
Engineering Applications of Artificial Intelligence
Vitenskapelig artikkel
-
Tahvili, Sahar;
Pimentel, Rita;
Afzal, Wasif;
Ahlberg, Marcus;
Fornander, Eric;
Bohlin, Markus.
(2019)
sOrTES: A Supportive Tool for Stochastic Scheduling of Manual Integration Test Cases.
IEEE Access
Vitenskapelig artikkel
-
Gaspar, Raquel M.;
Pimentel, Rita.
(2017)
On swap rate dynamics: to freeze or not to freeze?.
International Journal of Computer Mathematics
Vitenskapelig artikkel
-
Nunes, Cláudia;
Pimentel, Rita.
(2017)
Analytical solution for an investment problem under uncertainties with shocks.
European Journal of Operational Research
Vitenskapelig artikkel
Undervisning
Emner
- TIØ4900 - Investering, finans, økonomistyring, masteroppgave
- IØ8304 - Økonomiske prognoser ved bruk av statistikk og maskinlæringsmodeller
- TIØ4140 - Finansielle derivater og realopsjoner
- TIØ4550 - Investering, finans og økonomistyring, fordypningsprosjekt
- TIØ4146 - Finans for teknisk-naturvitenskapelige studenter
- IØ8815 - Bedriftsøkonomi i kunstig intelligens-æraen
- IØ8814 - Agentbasert modellering i grenseflata mellom økonomi og psykologi
- IØ6060 - Miljø- og klimarisiko i låneportefølje
- IØ8813 - Avansert kurs i økonomiske anvendelser av maskinlæring og kunstig intelligens
- TIØ4557 - Investering, finans og økonomistyring fordypningsemne
- IØ8812 - Introduksjon til metoder for maskinlæring og kunstig intelligens med økonomiske anvendelser
Formidling
2017
-
Vitenskapelig foredragDobranszky, Peter; Pimentel, Rita. (2017) Analysis of the incremental loss in case of default events. 2nd International Conference on Computational Finance 2017 , Lisbon 2017-09-04 - 2017-09-08