Rita Pimentel

Associate professor

NTNU

Norway

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About

Rita Pimentel is an Associate Professor at NTNU in Norway. Her research focuses on technology innovations, financial modeling, and the application of deep learning in option pricing and portfolio optimization. Recent publications include topics such as explainable AI in financial services and optimizing investment strategies with machine learning techniques.

Articles (10)

Year:

2025

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2025

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2025

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2025

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2025

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2025

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2022

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2022

Year:

2021

Year:

2021

Collaborators (4)

Christian-Oliver Ewald

University of Glasgow

UNITED KINGDOM

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Ana Prior

Professor Adjunto

Universidade de Lisboa Instituto Superior Técnico

PORTUGAL

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Carlos Oliveira

Professor Auxiliar

Universidade de Lisboa Instituto Superior de Economia e Gestão

PORTUGAL

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Kuno Huisman

Tilburg University

NETHERLANDS

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Rita Pimentel

Research Interests

Explore related searches

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About

Articles (10)

Technology innovations and product rollover strategies: A real options approach

Merged LSTM-MLP for option valuation

Option pricing with deep learning: a long short-term memory approach

Rethinking explainable AI in financial services

Mean–Variance-Liquidity Portfolio Optimization with Reinforcement Learning

Neural network-based pricing of high-dimensional Bermudan basket options under stochastic volatility

Solution to a Differential-Difference Equation Arising in Optimal Stopping of a Jump-Diffusion Process

Predicting interest rate distributions using PCA & quantile regression

Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations

Capacity optimization of an innovating firm

Collaborators (4)

Christian-Oliver Ewald

Ana Prior

Carlos Oliveira

Kuno Huisman

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