Quantitative Finance

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.

This study examines private equity's impact on predicting public stock performance.

A deep look into basket options and their innovative pricing strategies.

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

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.

A review of Texas's efforts to improve electricity reliability through a payment system.

A tool helps link current events to historical contexts.

New methods enhance the connection of individuals in historical texts.

Discover how AI is reshaping the study of human behavior.

This study examines how AI assistants affect teamwork and communication dynamics.

Analyzing how the 2020 election affected financial markets in real-time.

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.

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.

A deep look into basket options and their innovative pricing strategies.

This paper examines strategies for handling risky client orders in trading.

An overview of the complexities in modern electronic trading.

Asian options use average prices to manage risk in financial markets.

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.

Discover how Hopfield networks are transforming asset management and portfolio optimization.

This article explores LLMs for predicting stock returns based on financial news.

Learn how network analysis can improve stock investment strategies.

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.

An overview of Uniswap V3's features and strategies for liquidity providers.

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.

This article presents a new method for managing money supply in decentralized finance.

Explore the differences and implications of deep and delta hedging.

A strategic approach to safeguard research investments.

This study examines the relationship between cryptocurrencies and global financial markets.

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.

Introducing a new method for statistical modeling on quantum processors.

Learn how the Kalman filter helps forecast asset prices in finance.

Learn about passive investing, its risks, and effective strategies for investors.

This study examines how SBP's tone affects stock market performance in Pakistan.

This article examines the challenges limit orders face in financial markets.

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.

Exploring the benefits of an offline digital euro for secure transactions.

This paper examines strategies for handling risky client orders in trading.

This study analyzes machine learning models to enhance Bitcoin trading strategies.

A look at how brokers interact with informed and uninformed traders.