Quantitative Finance

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.

Discover how AI models can improve question classification in banking.

A new algorithm enhances accuracy in solving backward stochastic differential equations.

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

Examining the relationship between economic complexity and environmental sustainability.

An overview of stablecoins, their types, challenges, and future directions.

How rising public awareness influences inflation dynamics and consumer behavior.

Europe shifts to hydrogen and carbon capture amid reduced gas supplies.

Examining how LLMs are altering job dynamics in China.

An analysis of the WallStreetBets community and its impact on asset prices.

This study analyzes how happiness searches impact stock performance.

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.

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.

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.

A study on robust finance and pricing in uncertain markets.

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.

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

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.

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.

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.

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.

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.