Jari Toivanen

ORCID link: https://orcid.org/0000-0001-5044-1566

No active affiliation

Research interests

The research develops efficient numerical methods for solving models and optimization problems. Examples are noise cancellation in car, optimal medication scheduling for HIV, and optimal retirement saving asset allocation. These methods are useful for engineers, researchers, and financial professionals.

Fields of science

113 Computer and information sciences (Natural sciences)

Projects as Principal investigator

Efficient Numerical Methods for Acoustic Wave Propagation
- Research Council of Finland
01/09/2016-31/08/2020

Publications and other outputs

1 of 5

Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization (2024) Mäkinen, Raino A. E.; et al.; A1; OA
A fast Fourier transform based direct solver for the Helmholtz problem (2020) Toivanen, Jari; et al.; A1; OA
A parallel domain decomposition method for the Helmholtz equation in layered media (2019) Heikkola, Erkki; et al.; A1; OA
ADI schemes for valuing European options under the Bates model (2018) Hout, Karel J. in ’t; et al.; A1; OA
On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method (2018) Myllykoski, Mirko; et al.; A1; OA
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models (2017) Balajewicz, Maciej; et al.; A1; OA
Reduced order models for pricing American options under stochastic volatility and Jump-diffusion models (2016) Balajewicz, Maciej; et al.; A4; OA
Adaptive finite differences and IMEX time-stepping to price options under Bates model (2015) von Sydow, L.; et al.; A1
BENCHOP – The BENCHmarking project in option pricing (2015) von Sydow, Lina; et al.; A1
International Journal of Computer Mathematics, 92 (12). Special Issue: Computational Methods in Finance (2015) Hout, Karel in ’t; et al.; C2
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps (2014) Salmi, Santtu; et al.; A1; OA
IMEX schemes for pricing options under jump–diffusion models (2014) Salmi, Santtu; et al.; A1
An optimal local active noise control method based on stochastic finite element models (2013) Airaksinen, Tuomas; et al.; A1; OA
Fast Poisson solvers for graphics processing units (2013) Myllykoski, Mirko; et al.; A4; OA
Iterative Methods for Pricing American Options under the Bates Model (2013) Salmi, Santtu; et al.; A1; OA

Recorded research activities

Monte Carlo based portfolio optimization (04/04/2024) Mäkinen, Raino, Toivanen, Jari; Lectures and presentations