Quantitative Finance

This article discusses a new quantum algorithm transforming financial simulations.

UBET AMM aims to create fairer and more efficient trading in decentralized exchanges.

A new model improves long-term stock price forecasting accuracy.

Retail investors leverage Twitter and Reddit to influence stock prices.

Combining machine learning and options for better investment strategies.

This article discusses a novel generative AI approach for modeling order flow in financial markets.

Using Grover's algorithm for better portfolio selection in finance.

Examining how Quantum Computing may improve stock price forecasts compared to traditional methods.

This study analyzes how local and visiting fans affect team performance in football.

New insights challenge traditional views on risk aversion and decision-making.

This study examines how fires affect employment across U.S. counties.

Exploring the relationship between AI exposure and job risks in the workforce.

Rethinking how we measure ecosystem services amidst growing economies.

This study examines how centrist parties use ambiguity in political positions across Europe.

A new method to determine prices in dynamic economic environments.

Examining the key factors behind Silicon Valley Bank's unexpected failure.

Learn how anomaly detection can reveal unusual patterns in finance.

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

A study on Quantum Machine Learning methods to enhance fraud detection in finance.

Examining the key factors behind Silicon Valley Bank's unexpected failure.

This article explores statistical arbitrage in crude oil futures markets.

A new way to measure NBA player contributions relative to their salaries.

A look into the mechanics and behaviors within financial markets.

A new model offers insights and support for financial decision-making.

Learn effective strategies for managing risk and returns in your investment portfolio.

Discover effective strategies for portfolio allocation using Dirichlet factor portfolios.

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

Delayed information affects investment decisions and strategies in financial markets.

Explore the role of contingent claims in stock market strategies.

Learn how implied volatility shapes trading strategies and market behavior.

Explore continuous volatility modeling and its role in financial markets.

A look into the mechanics and behaviors within financial markets.

Learn how SmartDCA improves investment strategies for better returns.

A new method improves stock portfolio management using modern data analysis techniques.

Discover effective strategies for portfolio allocation using Dirichlet factor portfolios.

Revolutionizing investment strategies with a combined model for better returns.

This study analyzes how happiness searches impact stock performance.

Combining machine learning and options for better investment strategies.

A fresh approach to portfolio management using hierarchical clustering and machine learning techniques.

A new approach improves forecast accuracy using flexible weighting.

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

Explore the role of contingent claims in stock market strategies.

An overview of unit-linked life insurance and its risk factors.

This study presents a new model for predicting the VIX index using historical data.

A critical look at the effectiveness of rough volatility models in financial markets.

Analyzing the link between carbon emissions and stock prices in today's market.

Learn how signature models analyze price movements and improve volatility predictions.

Exploring the growth and dynamics of perpetual futures trading in blockchain.

Banks must balance loans and cash to ensure stability.

Using technology to reveal overlooked consumer concerns in complaint data.

New measures provide insights into financial asset behavior during market stress.

Exploring how risk and performance measures adapt over time.

This article examines how feed cost volatility impacts salmon harvesting decisions.

This study presents a new model for predicting the VIX index using historical data.

Learn how position sizing helps manage risk in volatile markets.

Learn essential methods for evaluating loan default probability and credit risk management.

VLSTMs enhance predictions of asset price volatility using flexible time scales.

Learn how to assess cryptocurrency risks for better investment choices.

A new model improves long-term stock price forecasting accuracy.

Overview of volatility models in geography, finance, and environmental science.

A competition highlights strategies to defend machine learning models in finance.

New measures provide insights into financial asset behavior during market stress.

New models improve identification of Ponzi schemes in cryptocurrency.

Learn how traders use statistical arbitrage for profit.

Learn how reinforcement learning can enhance your blackjack strategy and decision-making.

Machine learning transforms trading strategies in commodities, creating new opportunities for investors.

Examining the market dynamics of green bonds versus traditional bonds.

This article discusses a novel generative AI approach for modeling order flow in financial markets.

Discover how advanced simulators reshape trading strategies and market analysis.

This article covers an innovative framework for pricing perpetual contracts in trading.

A new trading system that enhances decision-making through advanced communication and memory.

A look at pricing bonds in illiquid markets and the use of RFQs.