Quantitative Finance

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

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

Learn how small investors can transition portfolios while minimizing costs and maximizing value.

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

A detailed look into the ECL dataset for bankruptcy prediction.

Examining option pricing using partial differential equations in regime-switching markets.

Examining how deep learning enhances decision-making in uncertain environments.

Examining how marked Hawkes processes shed light on event interactions over time.

Investigating how skill differences impact performance in competitive settings.

A practical approach to improve financial risk estimates using SMLE.

How team composition and coordination impact performance in organizations.

Latin America shows promise for AI growth and investment across various sectors.

Explore how multiple stable states impact urban population and market dynamics.

A look at how U.S. businesses are connected and how capital flows through them.

Study shows AI affects fairness, trust, and cooperation in social interactions.

Fast-charging hubs play a vital role in supporting the growth of electric vehicles.

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

Analyzing trends and key contributors in quantitative finance from arXiv papers.

A look at the complexities of mergers and acquisitions and determining fair exchange ratios.

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

This article examines the financial impact of cyber incidents on companies.

A look at the USS pension scheme's valuation complexities and external influences.

A new model enhances fraud detection, reducing losses and improving security.

A method to maximize profits while considering price and advertising costs across markets.

Learn how Hawkes processes model interconnected events in various fields.

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

Exploring how quantum probability changes our view of asset returns and trading behaviors.

A clear overview of affine term structure models and their role in interest rate analysis.

A modern tontine design focusing on longevity risk and financial stability.

Examining how disorder influences the behavior of physical systems.

Learn effective methods for pricing various debt securities in financial markets.

Learn how fluid dynamics concepts illuminate financial market behaviors.

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.

Learn how to optimize your portfolio while considering price impacts in trading.

StockGPT uses advanced modeling for predicting stock returns based on 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.

Learn how the Volterra-Heston model prices geometric Asian options.

Learn effective methods for pricing various debt securities in financial markets.

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.

Latin America shows promise for AI growth and investment across various sectors.

Using language models to better evaluate borrower risk in lending.

Introducing Causal-NECO VaR for better risk prediction in finance.

A new model enhances risk assessment using multiple measures for accurate predictions.

An analysis of claims trading to stabilize distressed banks and manage systemic risk.

This study examines how CPI can refine loss predictions for commercial real estate loans.

Explore key features and dynamics of German bond futures trading.

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

Examining how marked Hawkes processes shed light on event interactions over time.

Introducing a framework to improve stock prediction and explanations.

A new dataset enhances stock market predictions using news sentiment analysis.

This model aids in analyzing complex datasets across various fields.

Discover how machine learning is reshaping asset pricing in finance.

Combining stress index and news sentiment for smarter investment decisions.

This study explores changing currency preferences in international trade from 2010 to 2020.

Explore key features and dynamics of German bond futures trading.

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

DeepTraderX utilizes deep learning to improve trading strategies in financial markets.

A look into limit order book simulations and their implications for trading.

This paper explores methods to estimate fill probabilities for limit orders.

L2 solutions are changing the trading landscape, offering lower fees and faster transactions.

Learn how to optimize your portfolio while considering price impacts in trading.