Quantitative Finance

A new approach to pricing financial options using quantum techniques.

A new method enhances accuracy in predicting cryptocurrency price movements.

Monotonicity ensures fairness and transparency in machine learning decision-making.

A look at methods for effective portfolio risk management and allocation.

A look into how trading affects cryptocurrency prices and market behavior.

This study investigates how FOMC communication influences financial markets and monetary policy.

A new method combines two techniques for better option pricing accuracy.

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

Recent updates in climate models provide a clearer view of future challenges.

Italy's ChatGPT ban disrupts productivity for tech professionals and users.

Exploring the path to reduce carbon emissions in manufacturing through alternative technologies.

Analyzing player strategies in political lobbying for wind turbine investments.

Examining time management and wage disparities between working mothers and fathers.

Reassessing trade methods to better identify country strengths.

This paper examines how monetary policies shape income and wealth disparities in Euro area countries.

This paper examines the use of AI in enhancing hedonic pricing models for online apparel.

AI is changing how asset management works, from trading to risk management.

A study of XRP transactions and price changes from 2017 to 2018.

A new method combines two techniques for better option pricing accuracy.

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.

An analysis of strategies candidates use in elections with three or more candidates.

A practical look at using the HJM framework in energy market analysis.

A novel method to analyze complex financial data with missing values.

Learn how to manage investments by focusing on gains over time while considering risks.

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.

A methodical approach to success in China's unique mutual fund landscape.

Innovative predictive models enhance investment strategies by integrating risk measures.

A guide to optimizing retirement spending through habit awareness.

A new approach combines quantum and classical methods to tackle complex optimization problems.

Learn effective methods for optimizing investment portfolios to balance risks and returns.

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 look at how travel time derivatives can manage transportation risks.

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.

A look at how travel time derivatives can manage transportation risks.

A new method helps lenders predict losses more accurately in credit risk.

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.

Neural networks enhance financial analysis with faster, accurate parameter predictions.

A new method enhances accuracy in predicting cryptocurrency price movements.

This article discusses a method for classifying companies using historical stock returns.

An overview of cryptocurrency market growth and dynamics.

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.

Neural networks enhance financial analysis with faster, accurate parameter predictions.

A look into how trading affects cryptocurrency prices and market behavior.

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.