John Liechty

According to our database, John Liechty authored at least 4 papers between 2009 and 2024.

Collaborative distances:

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

2024

GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets.

Zeda Xu, John Liechty, Sebastian Benthall, Nicholas Skar-Gislinge, Christopher McComb

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2022

Simulating Heterogeneous Portfolio Choices and Financial Market Outcomes.

Sebastian Benthall, Christopher D. Carroll, Zachary David, John Liechty, Alan Lujan, Christopher McComb, Nicholas Skar-Gislinge

Proceedings of the 2nd Workshop on Agent-based Modeling and Policy-Making (AMPM 2022) co-located with 35th International Conference on Legal Knowledge and Information Systems (JURIX 2022), 2022

2011

Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing.

Wen Cheng, Nick Costanzino, John Liechty, Anna L. Mazzucato, Victor Nistor

SIAM J. Financial Math., 2011

2009

PineSAP - sequence alignment and SNP identification pipeline.

Jill L. Wegrzyn, Jennifer M. Lee, John Liechty, David B. Neale

Bioinform., 2009