Quantitative Finance - Computational Finance

Computational FinanceAddressing Bias in Sample Average Approximation

This article discusses improving SAA with Multilevel Monte Carlo method to handle bias.

Devang Sinha, Siddhartha P. Chakrabarty

2025-06-25T22:48:48+00:00 ― 7 min read

Computational FinanceAdvancing Delta Hedging with Neural Networks

New data-driven methods enhance delta hedging performance for traders.

Chunhui Qiao, Xiangwei Wan

2025-06-25T10:17:48+00:00 ― 6 min read

Statistical FinanceUsing Stock Networks for Predictive Analysis

This study examines how stock networks can improve price predictions.

Ixandra Achitouv

2025-06-25T05:18:24+00:00 ― 5 min read

Mathematical FinanceDynamic Pricing Strategies in Real Estate

Discover how dynamic pricing can improve revenue in real estate.

Lev Razumovskiy, Mariya Gerasimova, Nikolay Karenin

2025-06-24T16:56:46+00:00 ― 6 min read

Computational FinanceAdvancing Option Pricing with Neural Models

Discover how neural models improve option pricing accuracy and flexibility.

Jimin Lin, Guixin Liu

2025-06-23T00:43:12+00:00 ― 6 min read

Computational FinanceCausal Discovery in Stock Market Strategies

Using algorithms to find investment opportunities in stock markets.

Ruijie Tang

2025-06-22T09:19:25+00:00 ― 6 min read

Computational FinanceImproving American Option Pricing with PDifMPs

This study enhances American option pricing using Piecewise Diffusion Markov Processes.

Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger

2025-06-22T03:08:36+00:00 ― 8 min read

ApplicationsEnsuring Fairness in AI Decision-Making

This paper addresses the need for fairness in AI systems.

Shiqi Fang, Zexun Chen, Jake Ansell

2025-06-22T00:31:16+00:00 ― 5 min read

Computational FinanceAdvancements in Financial Market Forecasting

Neural models N-HiTS and N-BEATS outperform traditional methods in market predictions.

Mohit Apte, Yashodhara Haribhakta

2025-06-20T20:14:31+00:00 ― 6 min read

Portfolio ManagementHarnessing Deep Learning for Portfolio Management

A new approach to managing financial portfolios through deep learning methods.

Jinyang Li

2025-06-19T00:58:48+00:00 ― 6 min read

Computational FinanceHarnessing the Power of Mixture of Agents in Finance

Learn how MoA enhances information quality and efficiency in financial analysis.

Sandy Chen, Leqi Zeng, Abhinav Raghunathan

2025-06-18T12:37:10+00:00 ― 5 min read

Computational FinanceIntroducing MarS: A New Financial Market Simulator

MarS leverages generative models to simulate realistic financial market scenarios.

Junjie Li, Yang Liu, Weiqing Liu

2025-06-18T06:26:21+00:00 ― 13 min read

Physics and SocietyThe Changing Landscape of Cryptocurrency Prices

Analyzing cryptocurrency price movements and their future stability.

Asim Ghosh, Soumyajyoti Biswas, Bikas K. Chakrabarti

2025-06-17T18:04:43+00:00 ― 5 min read

Computational FinanceAdvancing Alpha Factors with QFR Algorithm

A new algorithm enhances the creation of alpha factors for better investment insights.

Junjie Zhao, Chengxi Zhang, Min Qin

2025-06-16T17:21:27+00:00 ― 5 min read

Computational FinanceDeep Learning Approaches to Optimal Stopping Problems in Finance

This article discusses deep learning methods for solving optimal stopping problems in financial options.

Jiefei Yang, Guanglian Li

2025-06-15T22:49:00+00:00 ― 6 min read

Computational FinanceImproving Portfolio Risk Management with Current Market Analysis

This article examines how to refine risk measures by incorporating current market data.

Krishan Mohan Nagpal

2025-06-13T21:22:28+00:00 ― 7 min read

Statistical FinanceThe Impact of Media on Clean Energy Risks

Analyzing how television news shapes perceptions of climate risks for clean energy firms.

Wasim Ahmad, Mohammad Arshad Rahman, Suruchi Shrimali

2025-06-12T20:39:12+00:00 ― 4 min read

Computation and LanguageIntroducing KodeXv0.1: A New Standard in Financial Language Models

KodeXv0.1 sets a new benchmark for answering financial queries with precision.

Neel Rajani, Lilli Kiessling, Aleksandr Ogaltsov

2025-06-12T14:28:23+00:00 ― 5 min read

Computational FinanceImpact of Adverse Fills on Trading Strategies

This study analyzes how adverse fills affect trading outcomes in financial markets.

Luca Lalor, Anatoliy Swishchuk

2025-06-10T06:51:02+00:00 ― 7 min read

Computational FinanceA Closer Look at the Heston Model in Option Pricing

Examining the Heston model's effectiveness in pricing options and its applications in crude oil markets.

Zheng Cao, Xinhao Lin

2025-06-09T18:29:24+00:00 ― 5 min read

BiomoleculesAdvancing RNA Structure Prediction with Language Models

New methods improve RNA distance predictions using advanced machine learning techniques.

Jiaxing Yang

2025-06-07T23:13:41+00:00 ― 4 min read

Computational FinanceModular Neural Networks Transform Option Pricing

New approach improves accuracy in pricing American call options.

Ananya Unnikrishnan

2025-06-04T21:03:53+00:00 ― 5 min read

Computational FinanceReinforcement Learning: A Game Changer in Finance

Reinforcement Learning adapts strategies for better financial decision-making.

Yahui Bai, Yuhe Gao, Runzhe Wan

2025-06-03T07:58:59+00:00 ― 5 min read

Information RetrievalPredicting Stock Prices with Language Models

Using language models to forecast stock price movements through financial and news data.

Ali Elahi, Fatemeh Taghvaei

2025-06-01T18:54:05+00:00 ― 5 min read

Trading and Market MicrostructureUnderstanding Pegged Assets in Cryptocurrency

A look at pegged assets and their role in the crypto market.

Philippe Bergault, Louis Bertucci, David Bouba

2025-05-25T04:18:36+00:00 ― 6 min read

Mathematical FinanceUnderstanding Dynamic Pricing in Real Estate

Learn how dynamic pricing affects real estate sales.

Lev Razumovskiy, Mariya Gerasimova, Nikolay Karenin

2025-05-24T18:06:00+00:00 ― 5 min read

Trading and Market MicrostructureReinforcement Learning in Stock Market Trading

Investigating reinforcement learning techniques for smarter stock trading using technical indicators.

Alhassan S. Yasin, Prabdeep S. Gill

2025-05-24T07:53:24+00:00 ― 8 min read

Computation and LanguageThe Impact of Analyst Sentiment on Stock Performance

This study examines how analyst feelings affect stock prices in China.

Rui Liu, Jiayou Liang, Haolong Chen

2025-05-22T15:03:00+00:00 ― 6 min read

Computational FinanceLarge Language Models Transforming Financial Analysis

Discover how advanced models improve market predictions and analysis.

Hoyoung Lee, Youngsoo Choi, Yuhee Kwon

2025-05-22T04:50:24+00:00 ― 9 min read

Portfolio ManagementNavigating Investment Choices with AI Assistance

Learn how AI is shaping smart investment decisions through portfolio optimization.

Yaacov Kopeliovich, Michael Pokojovy

2025-05-21T18:37:48+00:00 ― 5 min read

Computational FinanceNew Method for Predicting Stock Trading Volume

A fresh approach to predicting stock trading volume using advanced technology.

Hanwool Lee, Heehwan Park

2025-05-16T20:40:30+00:00 ― 5 min read

Computational FinanceUsing AI to Improve Stock Trading Success

Discover how combining reinforcement learning and market sentiment can enhance trading.

Ananya Unnikrishnan

2025-05-16T00:50:00+00:00 ― 6 min read

General FinanceUnderstanding Cryptocurrency Through Wavelet Analysis

An easy look at how wavelet analysis reveals trends in cryptocurrency prices.

Tatsuru Kikuchi

2025-05-07T18:25:00+00:00 ― 6 min read

Computational FinanceThe Rise of Synthetic Financial Market Data

Synthetic data is changing how finance professionals analyze markets and make decisions.

Andrew Lesniewski, Giulio Trigila

2025-05-06T22:34:30+00:00 ― 7 min read

Mathematical SoftwareRevolutionizing Finance with Automatic Differentiation

Learn how AD tools enhance efficiency in finance and decision-making.

Juan Lucas Rey

2025-05-03T15:12:30+00:00 ― 8 min read

Portfolio ManagementAssessing Stock Market Predictions: LLMs vs. Traditional Models

A look into how large language models stack up against traditional methods in market predictions.

Jerick Shi, Burton Hollifield

2025-05-01T23:31:30+00:00 ― 7 min read

Machine LearningHarnessing AI for Smarter Energy Trading

New deep learning model optimizes electricity price forecasting for virtual bidding.

Xuesong Wang, Sharaf K. Magableh, Oraib Dawaghreh

2025-04-30T07:50:30+00:00 ― 7 min read

Computational FinanceNew Methods in Trading: Decision Transformers

A fresh approach to trading strategies using Decision Transformers and Offline Reinforcement Learning.

Suyeol Yun

2025-04-28T21:31:48+00:00 ― 6 min read

Portfolio ManagementOptimizing Your Investment Portfolio with Modern Techniques

Discover strategies for better investment growth with minimized risks.

Jiahao Zhu, Hengzhi Wu

2025-04-22T17:35:18+00:00 ― 5 min read

Statistical FinanceHarnessing Deep Learning for Financial Predictions

Deep learning models enhance financial time series analysis for better investment strategies.

Howard Caulfield, James P. Gleeson

2025-03-30T21:31:20+00:00 ― 7 min read