Quantitative Finance

A new method enhances stock market predictions after earnings reports using AI.

Explore advanced strategies in high-frequency options trading to enhance investment outcomes.

A new approach enhances financial data analysis for smarter trading.

Enhancing asset return predictions through causal feature selection in unstable markets.

Deep-MacroFin utilizes deep learning to solve complex economic equations effectively.

This article discusses improving SAA with Multilevel Monte Carlo method to handle bias.

New data-driven methods enhance delta hedging performance for traders.

This study examines how stock networks can improve price predictions.

Merging remote sensing maps with ground truth data enhances accuracy in environmental assessments.

A deep dive into how players make choices in games.

Analyzing the link between mineral trade and conflicts across Africa from 2000 to 2020.

How planning and intelligence impact competitive outcomes across various fields.

Examining the impact of IPR on climate technology transfer in developing countries.

New methods improve decision-making in group settings using probabilistic models.

Exploring the role of utility models in fostering innovation and growth.

This research explores how small energy producers can join energy markets effectively.

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.

This study examines how language models behave in financial decision-making scenarios.

A guide to how emissions markets impact pollution reduction efforts.

Exploring a new dataset of Bitcoin transactions for deeper insights.

Explore the credit risks associated with stablecoins in simple terms.

This study explores market crashes as phase transitions, offering fresh insights for investors.

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

Examining how trader interactions shape market behavior and price stability.

A look at conditional least square hedging within jump diffusion models.

Discover how dynamic pricing can improve revenue in real estate.

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

Discover how neural models improve option pricing accuracy and flexibility.

Honoring the contributions of Tom Hurd in mathematics and financial research.

A guide to creating low volatility portfolios using statistical methods.

A look at conditional least square hedging within jump diffusion models.

Methods using hypernetworks excelled in predicting asset returns in recent competitions.

This strategy offers investors a refined approach to managing risks and returns.

A method to measure asset price fluctuations using Kullback-Leibler cluster entropy.

A new approach to managing financial portfolios through deep learning methods.

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

Analyzing how companies report cyber risks and their effects on financial performance.

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 how climate change affects crude oil, carbon emissions, and agricultural markets.

A new framework enhances extreme value estimation using distributionally robust optimization techniques.

An overview of lapse-supported life insurance and its implications for consumers and insurers.

A model using weather derivatives helps Indian businesses manage climate-related risks.

Exploring a government program to protect society from AI-related risks.

A new model improves risk assessment in finance using advanced techniques.

A look at challenges and strategies in claims processing.

A fresh method for accurately modeling and predicting credit spreads over time.

A guide to creating low volatility portfolios using statistical methods.

A new method enhances stock market predictions after earnings reports using AI.

A study of different tokens and their patterns in the evolving Web3 space.

A new method streamlines parameter estimation in stochastic volatility models.

This study explores machine learning applications in predicting financial market movements.

New data-driven methods enhance delta hedging performance for traders.

This study examines how stock networks can improve price predictions.

A new approach improves sentiment analysis using market-based datasets.

Explore advanced strategies in high-frequency options trading to enhance investment outcomes.

This article analyzes how Execution Tickets impact MEV and decentralization in Ethereum.

Discover how dynamic pricing can improve revenue in real estate.

A new approach for generating controlled financial market scenarios.

MarS leverages generative models to simulate realistic financial market scenarios.

Examine how traders build positions amid competition and market impact.

Learn key trading strategies in a competitive environment.

This study examines how specific trade traits forecast future market prices.