A new method enhances investment portfolio efficiency and accuracy.
― 9 min read
Quantitative Finance - Computational Finance
RSSRobo-advisors enhance investment advice through insights into client preferences.
― 5 min read
A deep look into path-dependent volatility and its impact on options pricing.
― 7 min read
This paper explores how AI and machine learning can improve market trend predictions.
― 7 min read
A study comparing HAR model and machine learning in stock volatility forecasting.
― 8 min read
A new method improves predictions of asset relationships for better investment strategies.
― 4 min read
A novel method improves the accuracy and efficiency of implied volatility estimates.
― 4 min read
Analyzing how fee structures affect automated market makers and arbitrage in decentralized finance.
― 7 min read
This article explores how geometry helps analyze complex systems through Betti curves and manifolds.
― 5 min read
Strategies for increasing earnings in decentralized exchanges through arbitrage.
― 5 min read
This study examines private equity's impact on predicting public stock performance.
― 6 min read
A deep look into basket options and their innovative pricing strategies.
― 4 min read
A new model tackles biases and improves stock price predictions using diverse data.
― 5 min read
A concise overview of equity research reports and their significance in investing.
― 5 min read
Learn how the Kalman filter helps forecast asset prices in finance.
― 8 min read
Examining the role of risk in machine learning for asset pricing.
― 6 min read
A new control system aims to improve interest rate management in DeFi.
― 6 min read
Learn how DKGs enhance financial decision-making through trend analysis.
― 6 min read
Explore the role of futures contracts and pricing models in commodities trading.
― 8 min read
This article presents a new method for managing money supply in decentralized finance.
― 7 min read
Explore the differences and implications of deep and delta hedging.
― 4 min read
This article explores methods for predicting RFQ fulfillment for mortgage-backed securities.
― 7 min read
This article examines non-identifiability in market simulations and proposes a solution using multiple data features.
― 5 min read
A new approach using machine learning to streamline Dynamic Initial Margin calculations.
― 5 min read
Discover how Hopfield networks are transforming asset management and portfolio optimization.
― 5 min read
This article explores LLMs for predicting stock returns based on financial news.
― 5 min read
This article discusses a new dynamic hedging strategy using implied volatility.
― 5 min read
A look at how order books influence market behavior and asset pricing.
― 7 min read
A look into option pricing using financial mathematics and stochastic calculus.
― 6 min read
Exploring how group structures improve machine learning model explanations in finance.
― 5 min read
A new method enhances stock market predictions after earnings reports using AI.
― 6 min read
Explore advanced strategies in high-frequency options trading to enhance investment outcomes.
― 6 min read
A new approach enhances financial data analysis for smarter trading.
― 5 min read
Enhancing asset return predictions through causal feature selection in unstable markets.
― 6 min read
Deep-MacroFin utilizes deep learning to solve complex economic equations effectively.
― 5 min read
This article discusses improving SAA with Multilevel Monte Carlo method to handle bias.
― 7 min read
New data-driven methods enhance delta hedging performance for traders.
― 6 min read
This study examines how stock networks can improve price predictions.
― 5 min read
Discover how dynamic pricing can improve revenue in real estate.
― 6 min read
Discover how neural models improve option pricing accuracy and flexibility.
― 6 min read