Quantitative Finance

A new method enhances financial simulations focusing on realistic drawdown characteristics.

The -Cell model merges traditional and machine learning techniques for predicting volatility.

DeepVol uses deep learning for improved volatility predictions across various financial assets.

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

A new method enhances model accuracy through federated learning and kernel regression.

Learn about modern techniques for accurately pricing American options with multiple assets.

Learn how position sizing helps manage risk in volatile markets.

Study compares price limits and circuit breakers in managing stock price declines.

This article examines how technology and institutions shape income distribution and economic outcomes.

Exploring new factors behind capital growth beyond saving and consumption.

This article reviews how public debt costs affect fiscal policy and economic growth.

This study examines how people make strategic decisions based on others' choices.

Study reveals how better electricity affects agricultural labor wages in rural India.

A new tool for policymakers to handle satellites and debris in space.

Examining the trade-offs in human-AI interactions and their societal impacts.

An auction-based system aims to improve ticket distribution fairness.

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.

A look at design choices in financial research and their impact on findings.

This paper assesses the solvency and financial management of virtual asset service providers.

This study examines how sentiment analysis biases affect stock trading decisions.

Learn about leverage staking and its role in decentralized finance.

This paper examines how firms operate in carbon credit markets to reduce emissions.

A look into the mechanics and behaviors within financial markets.

A study on robust finance and pricing in uncertain markets.

ESG investing merges profit with social and environmental responsibility.

Exploring the impact of momentum traders on asset correlations.

Learn about automated market makers and their impact on trading strategies in DeFi.

Learn how to handle job-switching and retirement decisions for maximum satisfaction.

A study on how managers handle cash amidst risk and ambiguity.

This article examines the role of discount rates in climate change strategies.

InfoQGAN enhances financial modeling through advanced quantum machine learning techniques.

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

Explore new methods for optimizing investment portfolios with minimized risks.

Learn methods to select portfolios that surpass standard benchmarks while managing risks.

A new approach to building efficient sparse portfolios using Topological Data Analysis.

Discover how AI transforms investment strategies for better returns and lower risks.

This article examines how cyber risk affects company valuations and stock returns.

Examining the link between asset pricing factors and market performance using random portfolios.

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.

An analysis of investment performance in cybersecurity ventures from 2010 to 2022.

Analyzing models to predict electricity prices in the evolving balancing market.

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.

A study on how managers handle cash amidst risk and ambiguity.

This paper examines how firms operate in carbon credit markets to reduce emissions.

Analyzing loss events for better risk management using a Markov renewal process.

Learn how traders use statistical arbitrage for profit.

Using large language models to enhance investment strategies and analyze annual reports.

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

A look into XRP's price behavior and transaction patterns for investors.

Researchers improve stock price models using physics concepts for better predictions.

This article examines how market data reflects bank risks and distress probabilities.

Explore key features and dynamics of German bond futures trading.

A new approach to building efficient sparse portfolios using Topological Data Analysis.

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.

Learn about automated market makers and their impact on trading strategies in DeFi.

Study compares price limits and circuit breakers in managing stock price declines.

Learn essential steps to prepare and submit your research paper effectively.

Discover how AMMs support trading in thin markets and enhance price stability.

Learn how trading works on Uniswap and the factors that influence costs.

Studying adversarial impacts on automated stock trading agents in competitive markets.