The -Cell model merges traditional and machine learning techniques for predicting volatility.
― 4 min read
Quantitative Finance - Computational Finance
RSSDeepVol uses deep learning for improved volatility predictions across various financial assets.
― 6 min read
This article examines how feed cost volatility impacts salmon harvesting decisions.
― 4 min read
A new method enhances model accuracy through federated learning and kernel regression.
― 5 min read
Learn about modern techniques for accurately pricing American options with multiple assets.
― 6 min read
Learn how position sizing helps manage risk in volatile markets.
― 6 min read
Study compares price limits and circuit breakers in managing stock price declines.
― 4 min read
Exploring methods to make AI in finance more understandable and trustworthy.
― 6 min read
This article discusses the need for clarity in machine learning models.
― 5 min read
Using deep learning for better basket option pricing accuracy.
― 6 min read
Using data analysis to identify promising startups before investment.
― 5 min read
This paper examines how firms operate in carbon credit markets to reduce emissions.
― 7 min read
A critical look at the effectiveness of rough volatility models in financial markets.
― 6 min read
Learn how small investors can transition portfolios while minimizing costs and maximizing value.
― 6 min read
Learn methods to select portfolios that surpass standard benchmarks while managing risks.
― 5 min read
A detailed look into the ECL dataset for bankruptcy prediction.
― 7 min read
Examining option pricing using partial differential equations in regime-switching markets.
― 5 min read
Examining how deep learning enhances decision-making in uncertain environments.
― 6 min read
Examining how marked Hawkes processes shed light on event interactions over time.
― 7 min read
Exploring how AI transforms trading decision-making in financial markets.
― 7 min read
Introducing Causal-NECO VaR for better risk prediction in finance.
― 5 min read
Examining the link between asset pricing factors and market performance using random portfolios.
― 6 min read
A new approach to understanding crypto market dynamics through advanced modeling techniques.
― 6 min read
This paper examines how analyst claims influence market behavior and stock values.
― 5 min read
A new model enhances dynamic hedging by accounting for market impact and liquidity.
― 7 min read
A look into limit order book simulations and their implications for trading.
― 8 min read
This paper explores methods to estimate fill probabilities for limit orders.
― 5 min read
Learn effective methods for pricing various debt securities in financial markets.
― 6 min read
A new approach to detect spoofing in financial markets using machine learning and expert input.
― 5 min read
An overview of the unique factors affecting cryptocurrency investment.
― 6 min read
StockGPT uses advanced modeling for predicting stock returns based on historical data.
― 7 min read
Quantum algorithms enhance risk calculations for financial derivatives.
― 5 min read
New methods streamline the pricing of complex financial options for traders.
― 6 min read
Enhancing decision-making by integrating risk into reinforcement learning.
― 6 min read
Learn how second order stochastic dominance can enhance your investment strategy.
― 6 min read
Exploring polynomial Ornstein-Uhlenbeck models for financial volatility and derivative pricing.
― 7 min read
A look at the G-LSM method for pricing American options effectively.
― 5 min read
A look at how MLMC improves complex estimations using layered approaches.
― 6 min read
A new model enhances portfolio management through AI and traditional theories.
― 7 min read
A new framework for improved decision-making in dynamic situations.
― 7 min read