Learn how to make informed investment decisions amid uncertain signals.
― 5 min read
Quantitative Finance - Mathematical Finance
RSSLatest Articles
Latest Articles
A new approach combines rough volatility and jump models for better market predictions.
― 5 min read
This article reviews ruin probability and its impact on insurance companies.
― 5 min read
A look at how deep incremental learning enhances accuracy in financial predictions.
― 6 min read
A look into affine models and their role in financial markets.
― 5 min read
A guide to managing investment risks and returns for better financial outcomes.
― 6 min read
This research analyzes how price affects investor demand in portfolio choices.
― 4 min read
An updated approach to option pricing considering market uncertainty.
― 5 min read
This study explores how investor actions impact stock prices in financial markets.
― 5 min read
This article examines how investor decisions impact asset prices in financial markets.
― 6 min read
An analysis of strategies candidates use in elections with three or more candidates.
― 5 min read
A practical look at using the HJM framework in energy market analysis.
― 6 min read
A novel method to analyze complex financial data with missing values.
― 6 min read
Learn how to manage investments by focusing on gains over time while considering risks.
― 6 min read
A guide to managing risk in investment portfolios using dynamic strategies.
― 7 min read
This study examines how unimodal maps inform financial systems under random noise.
― 4 min read
A look at the Quadratic Local Variance Gamma Model in finance.
― 4 min read
A method for investors to increase returns despite information delays.
― 5 min read
An analysis of recent changes in Austria's electricity prices and market dynamics.
― 5 min read
Learn how discounts affect bond pricing and investment decisions.
― 4 min read
Triangle fees adjust based on trade size, improving efficiency for traders.
― 5 min read
This article presents multi-fractional stochastic dominance for better choice evaluation.
― 5 min read
Key concepts in risk management and their applications in finance.
― 5 min read
Learn how to design effective contracts when one party has more information.
― 6 min read
This article examines the impact of carbon pricing on credit risk for banks.
― 5 min read
Analyzing market making through a novel continuous order process model.
― 5 min read
Learn the essentials of pairs trading and its market strategies.
― 4 min read
New methods enhance accuracy in predicting financial price movements and option pricing.
― 6 min read
Learn effective strategies for managing risk and returns in your investment portfolio.
― 4 min read
Discover effective strategies for portfolio allocation using Dirichlet factor portfolios.
― 4 min read
Examining risks and methodologies for valuing vulnerable derivatives in today's markets.
― 7 min read
Delayed information affects investment decisions and strategies in financial markets.
― 6 min read
Explore the role of contingent claims in stock market strategies.
― 5 min read
Learn how implied volatility shapes trading strategies and market behavior.
― 9 min read
Explore continuous volatility modeling and its role in financial markets.
― 4 min read
A look into the mechanics and behaviors within financial markets.
― 6 min read
A study on robust finance and pricing in uncertain markets.
― 7 min read
ESG investing merges profit with social and environmental responsibility.
― 5 min read
Exploring the impact of momentum traders on asset correlations.
― 6 min read
Learn about automated market makers and their impact on trading strategies in DeFi.
― 5 min read
Learn how to handle job-switching and retirement decisions for maximum satisfaction.
― 6 min read