Quantitative Finance

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Latest Articles in Computational Finance

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Statistical Finance Harnessing Deep Learning for Financial Predictions

Deep learning models enhance financial time series analysis for better investment strategies.

Howard Caulfield, James P. Gleeson

2025-03-30T21:31:20+00:00 ― 7 min read

Computational Finance How News Shapes Stock Prices

Explore the impact of news sentiment on stock volatility.

Zheng Cao, Helyette Geman

2025-03-26T04:12:20+00:00 ― 7 min read

Computational Finance Enhancing Asset Price Predictions with Geometry

Using geometry to improve predictions of asset price movements through covariance matrices.

Andrea Bucci, Michele Palma, Chao Zhang

2025-03-23T00:39:40+00:00 ― 7 min read

Computational Finance Isogeometric Analysis: A New Tool for Finance

Discover how IGA transforms financial derivative pricing methods.

Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek

2025-03-19T21:07:00+00:00 ― 6 min read

Computation and Language Transforming Financial Reporting with SusGen Tools

New NLP tools enhance ESG reporting in finance.

Qilong Wu, Xiaoneng Xiang, Hejia Huang

2025-03-10T10:29:00+00:00 ― 6 min read

Mathematical Finance Simplifying the Square-Root Process in Finance

A new method to simulate square-root processes easily and accurately.

Eduardo Abi Jaber

2025-03-07T06:56:20+00:00 ― 5 min read

Machine Learning FINN: The Future of Option Pricing

FINN blends finance theory with machine learning for accurate option pricing.

Amine M. Aboussalah, Xuanze Li, Cheng Chi

2025-02-21T11:15:15+00:00 ― 7 min read

Computational Finance Machine Learning and Stock Price Predictions

A study on using machine learning for predicting high-frequency stock prices.

Akash Deep, Chris Monico, Abootaleb Shirvani

2025-02-21T02:59:20+00:00 ― 6 min read

Latest Articles in Economics

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Computation and Language Revolutionizing Company Analysis with Technology

Discover how new methods are changing the way we analyze company similarities.

Marco Molinari, Victor Shao, Vladimir Tregubiak

2025-04-14T01:28:20+00:00 ― 8 min read

General Economics The Twitter Effect on Suicide Rates: What Research Reveals

Study finds no link between Twitter use and suicide rates in U.S. counties.

Alexis Du, Thomas Renault

2025-04-12T11:42:00+00:00 ― 7 min read

General Economics E-Commerce: Bridging Africa's Urban-Rural Divide

Examining how e-commerce impacts growth in Africa's urban and rural areas.

Jaelyn S. Liang, Rehaan S. Mundy, Shriya Jagwayan

2025-04-09T08:09:20+00:00 ― 6 min read

Physics and Society Revolutionizing Network Analysis with Multi-Scale Node Embeddings

A new model improves our grasp of complex networks and their interactions.

Riccardo Milocco, Fabian Jansen, Diego Garlaschelli

2025-04-07T18:23:00+00:00 ― 7 min read

Optimization and Control Preparing for the Unexpected: Mastering Risk Measurement

Learn how robust risk measurement helps navigate uncertainty in decision-making.

Guanyu Jin, Roger J. A. Laeven, Dick den Hertog

2025-04-06T04:36:40+00:00 ― 7 min read

General Economics The Impact of Generative AI on Law

Exploring how generative AI is changing the legal landscape.

Henry A. Thompson

2025-04-04T14:50:20+00:00 ― 7 min read

General Economics AI's Impact on Jobs: What to Expect

Explore how AI is reshaping the job market and which roles are at risk.

Enrico Maria Fenoaltea, Dario Mazzilli, Aurelio Patelli

2025-04-03T01:04:00+00:00 ― 6 min read

Computation and Language The Rising Trend of IPOs in India

Explore the factors influencing IPO success in India's growing market.

Sohom Ghosh, Arnab Maji, N Harsha Vardhan

2025-04-01T11:17:40+00:00 ― 6 min read

Latest Articles in Mathematical Finance

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Mathematical Finance Harnessing Machine Learning for Smart Investing

Learn how reinforcement learning can enhance your investment strategies.

Huy Chau, Duy Nguyen, Thai Nguyen

2025-03-13T14:01:40+00:00 ― 6 min read

Mathematical Finance Simplifying the Square-Root Process in Finance

A new method to simulate square-root processes easily and accurately.

Eduardo Abi Jaber

2025-03-07T06:56:20+00:00 ― 5 min read

Mathematical Finance New Model for Option Pricing Revealed

A fresh approach to understanding option pricing with the CARMA(p,q)-Hawkes model.

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji

2025-02-19T13:13:00+00:00 ― 7 min read

Probability Rough Volatility Models: Navigating Market Swings

Discover how volatility models shape investment strategies in dynamic markets.

Ulrich Horst, Wei Xu, Rouyi Zhang

2025-02-16T09:40:20+00:00 ― 6 min read

Probability Understanding Stochastic Volterra Integral Equations

A simple guide to Stochastic Volterra Integral Equations and their applications in finance.

Martin Friesen, Stefan Gerhold, Kristof Wiedermann

2025-02-14T19:54:00+00:00 ― 6 min read

Mathematical Finance The Dance of Traders: Brokers vs. Informed Traders

A look at the strategic interplay between brokers and informed traders in finance.

Xuchen Wu, Sebastian Jaimungal

2025-02-05T09:16:00+00:00 ― 8 min read

Mathematical Finance The Rise of Concentrated Liquidity Market Makers

CLMMs revolutionize trading efficiency in decentralized finance, enhancing returns for liquidity providers.

Shen-Ning Tung, Tai-Ho Wang

2025-02-03T19:29:40+00:00 ― 8 min read

Mathematical Finance Navigating Dynamic Asset Allocation in Uncertain Markets

Learn how to manage investments wisely amid market uncertainty.

Qian Lei, Chi Seng Pun, Jingxiang Tang

2025-02-02T05:43:20+00:00 ― 5 min read

Latest Articles in Portfolio Management

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Portfolio Management Navigating the Crypto Portfolio Maze

Learn how portfolio size impacts cryptocurrency returns and correlation.

Graham L. Giller

2025-04-10T21:55:40+00:00 ― 6 min read

Portfolio Management LLMs Take on Time Series: A New Approach to Financial Forecasting

Discover how large language models are reshaping financial predictions.

Sebastien Valeyre, Sofiane Aboura

2025-03-24T14:26:00+00:00 ― 7 min read

Computational Finance Enhancing Asset Price Predictions with Geometry

Using geometry to improve predictions of asset price movements through covariance matrices.

Andrea Bucci, Michele Palma, Chao Zhang

2025-03-23T00:39:40+00:00 ― 7 min read

Portfolio Management Unpacking Trend-Following Strategies in Finance

A deep look into the effectiveness of trend-following investment strategies.

Alessandro Massaad, Rene Moawad, Oumaima Nijad Fares

2025-02-25T20:18:20+00:00 ― 6 min read

Latest Articles in Pricing of Securities

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Computational Finance Isogeometric Analysis: A New Tool for Finance

Discover how IGA transforms financial derivative pricing methods.

Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek

2025-03-19T21:07:00+00:00 ― 6 min read

Machine Learning Boosting Efficiency with Prediction-Enhanced Monte Carlo

PEMC combines Monte Carlo simulations with machine learning for faster, accurate results.

Fengpei Li, Haoxian Chen, Jiahe Lin

2025-02-19T23:38:58+00:00 ― 5 min read

Latest Articles in Risk Management

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Portfolio Management Navigating the Crypto Portfolio Maze

Learn how portfolio size impacts cryptocurrency returns and correlation.

Graham L. Giller

2025-04-10T21:55:40+00:00 ― 6 min read

Computational Finance Machine Learning and Stock Price Predictions

A study on using machine learning for predicting high-frequency stock prices.

Akash Deep, Chris Monico, Abootaleb Shirvani

2025-02-21T02:59:20+00:00 ― 6 min read

Risk Management How BRICS Nations Shape Global Grain Futures

Explore the influence of BRICS markets on U.S. grain futures and global trade.

Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou

2025-02-17T23:26:40+00:00 ― 7 min read

Risk Management Cryptocurrency Risks in the COVID Era

Examining how the pandemic reshaped cryptocurrency risks and investor behavior.

Wenjie Lan

2025-01-23T05:19:57+00:00 ― 7 min read

Risk Management Revolutionizing Credit Scoring with Machine Learning

Learn how machine learning reshapes credit scoring for banks and borrowers.

Abdollah Rida

2025-01-22T05:19:00+00:00 ― 7 min read

Latest Articles in Statistical Finance

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Machine Learning CatNet: A New Tool for Stock Predictions

CatNet helps investors identify key stock features with accuracy.

Jiaan Han, Junxiao Chen, Yanzhe Fu

2025-04-22T15:54:45+00:00 ― 6 min read

Portfolio Management Navigating the Crypto Portfolio Maze

Learn how portfolio size impacts cryptocurrency returns and correlation.

Graham L. Giller

2025-04-10T21:55:40+00:00 ― 6 min read

Statistical Finance Harnessing Deep Learning for Financial Predictions

Deep learning models enhance financial time series analysis for better investment strategies.

Howard Caulfield, James P. Gleeson

2025-03-30T21:31:20+00:00 ― 7 min read

Methodology Decoding Financial Relationships in a Chaotic Market

A closer look at understanding asset connections in finance.

Beatrice Foroni, Luca Merlo, Lea Petrella

2025-03-27T03:59:24+00:00 ― 5 min read

Machine Learning Revolutionizing Stock Predictions with New Models

Higher Order Transformers enhance stock movement predictions using diverse data sources.

Soroush Omranpour, Guillaume Rabusseau, Reihaneh Rabbany

2025-03-16T17:34:20+00:00 ― 9 min read

Quantum Physics Quantum Support Vector Machines: Transforming Finance

Discover how quantum techniques improve financial data analysis.

Seemanta Bhattacharjee, MD. Muhtasim Fuad, A. K. M. Fakhrul Hossain

2025-03-08T20:42:40+00:00 ― 6 min read

Machine Learning Predicting Cryptocurrency Prices: Techniques and Strategies

Discover methods to enhance cryptocurrency price prediction accuracy.

Arash Peik, Mohammad Ali Zare Chahooki, Amin Milani Fard

2025-02-22T16:45:40+00:00 ― 6 min read

Statistical Finance Transforming High-Frequency Trading with ALPE

Learn how ALPE improves price forecasting in high-frequency trading.

Adamantios Ntakaris, Gbenga Ibikunle

2025-01-25T08:51:40+00:00 ― 5 min read

Latest Articles in Trading and Market Microstructure

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Trading and Market Microstructure Pairs Trading: A Smart Strategy for Investors

Learn how pairs trading offers a unique profit strategy without market reliance.

Jirat Suchato, Sean Wiryadi, Danran Chen

2025-03-05T17:10:00+00:00 ― 6 min read

Trading and Market Microstructure Mastering Market-Neutral Strategies for Investing

Learn how to invest safely with a market-neutral multi-factor approach.

Georgios M. Gkolemis, Adwin Richie Lee, Amine Roudani

2025-03-04T03:23:40+00:00 ― 6 min read

Trading and Market Microstructure Cash Productivity: The Key to Stock Success?

Discover how cash productivity influences stock performance and investment strategies.

Veer Vohra, Devyani Vij, Jehil Mehta

2025-02-28T23:51:00+00:00 ― 6 min read

Portfolio Management Unpacking Trend-Following Strategies in Finance

A deep look into the effectiveness of trend-following investment strategies.

Alessandro Massaad, Rene Moawad, Oumaima Nijad Fares

2025-02-25T20:18:20+00:00 ― 6 min read

Mathematical Finance The Dance of Traders: Brokers vs. Informed Traders

A look at the strategic interplay between brokers and informed traders in finance.

Xuchen Wu, Sebastian Jaimungal

2025-02-05T09:16:00+00:00 ― 8 min read

Mathematical Finance The Rise of Concentrated Liquidity Market Makers

CLMMs revolutionize trading efficiency in decentralized finance, enhancing returns for liquidity providers.

Shen-Ning Tung, Tai-Ho Wang

2025-02-03T19:29:40+00:00 ― 8 min read

Trading and Market Microstructure A Game-Changer in Trading Strategies

New trading framework uses multiple agents for smarter decisions and better returns.

Yijia Xiao, Edward Sun, Di Luo

2025-01-20T15:32:40+00:00 ― 6 min read

Trading and Market Microstructure Trading Strategies: Brokers vs. Informed Traders

Discover the dynamic relationship between brokers and informed traders in asset markets.

Alif Aqsha, Fayçal Drissi, Leandro Sánchez-Betancourt

2025-01-19T01:46:20+00:00 ― 8 min read