2025

• Fjellavli, Martin; Oliveira, Carlos; Duarte Pimentel, Rita; Schiøtz, Daniel. (2025) Mean–Variance-Liquidity Portfolio Optimization with Reinforcement Learning. The Journal of Financial Data Science
  Academic article
• Duarte Pimentel, Rita; 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)
  Academic article
• Vinje, Jacob; Rygg, Erlend Stegavik; Wu, Cassandra; Risstad, Morten; Duarte Pimentel, Rita; Westgaard, Sjur. (2025) Merged LSTM-MLP for option valuation. Quantitative finance (Print)
  Academic article
• Aaslund, Bjørn André; Berge, Johannes; Ni, Ying; Duarte Pimentel, Rita. (2025) Neural network-based pricing of high-dimensional Bermudan basket options under stochastic volatility. Networks and Heterogeneous Media
  Academic article

2022

• Pimentel, Rita; Risstad, Morten; Westgaard, Sjur. (2022) Predicting interest rate distributions using PCA & quantile regression. Digital Finance
  Academic article
• 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
  Academic article

2021

• 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
  Academic article
• Hagspiel, Verena; Kort, Peter M.; Nunes, Cláudia; Pimentel, Rita; Støre, Kristian. (2021) Capacity optimization of an innovating firm. International Journal of Production Economics
  Academic article

2020

• 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
  Academic article
• 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
  Academic article

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
  Academic article

2017

• Gaspar, Raquel M.; Pimentel, Rita. (2017) On swap rate dynamics: to freeze or not to freeze?. International Journal of Computer Mathematics
  Academic article
• Nunes, Cláudia; Pimentel, Rita. (2017) Analytical solution for an investment problem under uncertainties with shocks. European Journal of Operational Research
  Academic article