Quantitative Finance

A deep look into path-dependent volatility and its impact on options pricing.

This paper explores how AI and machine learning can improve market trend predictions.

A study comparing HAR model and machine learning in stock volatility forecasting.

A new method improves predictions of asset relationships for better investment strategies.

A novel method improves the accuracy and efficiency of implied volatility estimates.

Analyzing how fee structures affect automated market makers and arbitrage in decentralized finance.

This article explores how geometry helps analyze complex systems through Betti curves and manifolds.

Strategies for increasing earnings in decentralized exchanges through arbitrage.

Renewable energy forecasting needs better coordination for efficiency and cost-effectiveness.

Explore debt recycling and its impact on mortgage repayment strategies.

This article explores how language models can help us understand human choices.

Effective strategies for baggage handling teams amidst uncertain travel times.

This study examines how peers influence students' test scores across subjects.

This article examines how human beliefs shape views on AI capabilities.

A rich dataset of 2.7 million news articles from 1878 to 1977.

This study presents a novel use of deep learning in economic modeling.

An overview of how dividend policies impact companies and investors.

A comparison of LLMs and traditional methods for predicting credit ratings.

Discover the impact of climate transition on property values and energy efficiency.

Examining the issues affecting carbon trading efficiency in the EU ETS.

A new method combines NLP and IRT to enhance ESG scoring accuracy.

This research presents a method to predict stock market volatility accurately.

Introducing a model that combines classic methods with deep learning for better insurance predictions.

Exploring how LLMs reflect human investment behaviors tied to personality.

A new approach to measuring fairness in college admissions and credit assessments.

A deep look into path-dependent volatility and its impact on options pricing.

A clear overview of limit order books and their significance in trading.

This paper analyzes market makers' interactions using game theory for insights into pricing strategies.

An overview of how dividend policies impact companies and investors.

A new pricing formula for VIX options using the Heston-Hawkes model enhances volatility trading strategies.

Learn how advanced methods improve investment strategies for better returns.

Examining risks and their connections in finance helps improve risk management.

Learn how the Sharpe Ratio and MAB algorithms improve investment strategies.

Discover how Exponentiated Gradient Algorithms optimize investment strategies in real-time.

Strategies to lower risk while providing liquidity in decentralized exchanges.

Learn how to refine trading strategies while managing transaction costs in real markets.

Learn how advanced methods improve investment strategies for better returns.

Learn how stochastic control methods help in uncertain decision-making.

Introducing a new method to optimize investment portfolios for real-world applications.

A new model for classifying multi-sector companies improves investment strategies.

A deep look into path-dependent volatility and its impact on options pricing.

Learn how optimal stopping impacts decision-making in finance and engineering.

Examining a pricing method for American-style options in complex markets.

Discover how neural models improve option pricing accuracy and flexibility.

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

A new method combining LLMs and multi-agent systems improves stock investment strategies.

A look into stochastic volatility models and their impact on finance.

A look into pricing and managing risks in structured products.

A look at measuring systemic risk and its impact on financial stability.

Explore debt recycling and its impact on mortgage repayment strategies.

Discover the role of Cluster GARCH in understanding asset relationships.

Strategies to lower risk while providing liquidity in decentralized exchanges.

Examining risks and their connections in finance helps improve risk management.

Joint estimation of VaR and ES enhances financial risk assessment.

A look at skew Brownian motion and its role in finance and risk assessment.

A new control system aims to improve interest rate management in DeFi.

A new method for better economic predictions using latent factors and kernel techniques.

This article explores how unique data can improve property price predictions in Japan.

Analyzing trader clusters reveals patterns to enhance investment predictions.

A clear overview of limit order books and their significance in trading.

A study comparing HAR model and machine learning in stock volatility forecasting.

Analyzing how fee structures affect automated market makers and arbitrage in decentralized finance.

A look at how trading volume trends inform financial strategies.

A new model tackles biases and improves stock price predictions using diverse data.

A study on how queue-reactive models simulate limit order books in finance.

A clear overview of limit order books and their significance in trading.

This paper analyzes market makers' interactions using game theory for insights into pricing strategies.

This paper explores how AI and machine learning can improve market trend predictions.

This article presents a new method for pricing options using deep learning techniques.

New strategies aim to improve liquidity in decentralized trading systems.

Introducing CryptoTrade, a system for smarter cryptocurrency trading using innovative data analysis.

Examining DRL algorithms and their impact on trading strategies in finance.