Quantitative Finance

A new approach improves identification of unusual financial data points using cumulants.

Learn about CPPI and VBPI for investment protection.

A new system aims to streamline company and product classification.

A look at the Quadratic Local Variance Gamma Model in finance.

A new method improves stock trading predictions using synergistic alpha factors.

This paper examines fraud risks in the NFT market, focusing on wash trading behaviors.

A new method to assess misstatement detection accuracy in financial documents.

A new method enhances domain adaptation by analyzing data differences more effectively.

Explore the effects of monetary policy announcements on market price fluctuations.

Insights into industry connections and economic impacts in the Netherlands.

Examining the conflict between data access and confidentiality in research.

New approach improves accuracy in connecting diverse datasets across languages.

Examining the internal struggles that led to Venezuela's economic crises.

A look into the fairness issues in STV elections through monotonicity anomalies.

Examining how address changes affect school admissions and fairness.

This study analyzes how players' risk levels affect rewards in competitive environments.

Exploring methods to detect fraud in DeFi using advanced data analysis techniques.

Analyzing the effectiveness of zero-shot learning in financial language tasks.

Coarse-grained boson sampling offers a new approach to blockchain's Proof-of-Work.

A look at how implied certainty equivalent rates influence investment decisions.

A review of LP incentives to enhance trading efficiency.

A look into the dynamics of specialty insurance and its key participants.

Learn how anomaly detection can reveal unusual patterns in finance.

This study analyzes the potential for MEV in Ethereum's Layer 2 networks.

A guide to managing risk in investment portfolios using dynamic strategies.

This study examines how unimodal maps inform financial systems under random noise.

A look at the Quadratic Local Variance Gamma Model in finance.

A method for investors to increase returns despite information delays.

An analysis of recent changes in Austria's electricity prices and market dynamics.

Learn how discounts affect bond pricing and investment decisions.

Triangle fees adjust based on trade size, improving efficiency for traders.

This article presents multi-fractional stochastic dominance for better choice evaluation.

A fresh algorithm to tackle optimization in probability simplex efficiently.

A guide to managing risk in investment portfolios using dynamic strategies.

Learn how to create eco-friendly investment strategies.

A method for investors to increase returns despite information delays.

Combining Random Matrix Theory and Nested Clustered Optimization for better investment strategies.

This model helps traders improve investment decisions with a focus on price changes.

Combining reinforcement learning and barrier functions for smarter investment strategies.

Learn how AI and math can improve large asset transaction strategies.

A new model improves stock return predictions through advanced deep learning techniques.

A look at the Quadratic Local Variance Gamma Model in finance.

An overview of decentralized exchanges and constant function market makers.

Exploring machine learning models for enhancing European options pricing accuracy.

This article explores latent factor analysis for short panels in finance.

Learn how convexity adjustment affects interest rate pricing.

New methods enhance accuracy in predicting financial price movements and option pricing.

Examining risks and methodologies for valuing vulnerable derivatives in today's markets.

A guide to managing risk in investment portfolios using dynamic strategies.

A look at the Quadratic Local Variance Gamma Model in finance.

Evaluating dynamic VaR models for better risk management in finance.

Combining reinforcement learning and barrier functions for smarter investment strategies.

An analysis of recent changes in Austria's electricity prices and market dynamics.

This article examines how deep learning predicts financial volatility across various assets.

A look at how implied certainty equivalent rates influence investment decisions.

This article presents multi-fractional stochastic dominance for better choice evaluation.

A new approach improves identification of unusual financial data points using cumulants.

Explore how random matrices unveil correlations in financial time series data.

A new method improves stock trading predictions using synergistic alpha factors.

Discover how quantum techniques can enhance predictions in banking.

Evaluating dynamic VaR models for better risk management in finance.

How emotions in news impact stock prices through sentiment analysis.

Combining Random Matrix Theory and Nested Clustered Optimization for better investment strategies.

A new method reveals product-level value chain connections through trade data analysis.

This paper examines fraud risks in the NFT market, focusing on wash trading behaviors.

Explore how order flow impacts asset pricing in trading strategies.

A look at how trading costs affect profitability and the importance of accurate models.

A look at how ML aids trading in volatile markets.

Examining the performance of reinforcement learning strategies in stock trading.

Explore how bond pricing relates to stock market behavior.

A look at deep learning models used for predicting stock price trends.

A review of LP incentives to enhance trading efficiency.