Quantitative Finance

A new model enhances portfolio management through AI and traditional theories.

A new framework for improved decision-making in dynamic situations.

A new method enhances investment portfolio efficiency and accuracy.

Robo-advisors enhance investment advice through insights into client preferences.

A deep look into path-dependent volatility and its impact on options pricing.

This paper explores how AI and machine learning can improve market trend predictions.

A study comparing HAR model and machine learning in stock volatility forecasting.

A new method improves predictions of asset relationships for better investment strategies.

An overview of behaviors in crowdsourcing communities and their impacts.

A new model proposes revenue sharing for copyright owners in generative AI.

Examining how time impacts the production process in today’s economy.

Exploring how local connections enhance business performance and innovation.

Brands are embracing recommerce to boost sustainability and connect with customers.

This study examines how aesthetics influence buying decisions in the fashion industry.

This article examines how new ideas drive business and economic development.

This study examines how social preferences influence ethical choices in market scenarios.

This study shows how external factors can enhance sales predictions.

This paper examines how certain funds mislead investors with inflated returns.

An overview of how dividend policies impact companies and investors.

A comparison of LLMs and traditional methods for predicting credit ratings.

Discover the impact of climate transition on property values and energy efficiency.

Examining the issues affecting carbon trading efficiency in the EU ETS.

A new method combines NLP and IRT to enhance ESG scoring accuracy.

This research presents a method to predict stock market volatility accurately.

Examining how diverse investor beliefs impact welfare in trading.

Learn how investors manage estimation risk through effective information strategies.

An overview of how strategic trading shapes market prices and dynamics.

A new approach to measuring fairness in college admissions and credit assessments.

A deep look into path-dependent volatility and its impact on options pricing.

A clear overview of limit order books and their significance in trading.

This paper analyzes market makers' interactions using game theory for insights into pricing strategies.

An overview of how dividend policies impact companies and investors.

Learn how Bayesian predictive decision synthesis enhances portfolio management.

A new method for portfolio optimization focusing on efficiency and risk management.

A new method enhances investment portfolio efficiency and accuracy.

Learn how the Sharpe Ratio and MAB algorithms improve investment strategies.

Discover how Exponentiated Gradient Algorithms optimize investment strategies in real-time.

Strategies to lower risk while providing liquidity in decentralized exchanges.

Learn how to refine trading strategies while managing transaction costs in real markets.

Learn how advanced methods improve investment strategies for better returns.

This paper examines how certain funds mislead investors with inflated returns.

A deep look into path-dependent volatility and its impact on options pricing.

Learn how optimal stopping impacts decision-making in finance and engineering.

Examining a pricing method for American-style options in complex markets.

Discover how neural models improve option pricing accuracy and flexibility.

This study enhances American option pricing using Piecewise Diffusion Markov Processes.

A new method combining LLMs and multi-agent systems improves stock investment strategies.

A look into stochastic volatility models and their impact on finance.

A new method helps banks identify misleading loan records for better risk management.

A look at measuring systemic risk and its impact on financial stability.

Explore debt recycling and its impact on mortgage repayment strategies.

Discover the role of Cluster GARCH in understanding asset relationships.

Strategies to lower risk while providing liquidity in decentralized exchanges.

Examining risks and their connections in finance helps improve risk management.

Joint estimation of VaR and ES enhances financial risk assessment.

A look at skew Brownian motion and its role in finance and risk assessment.

An analysis of the evolving NFT market and its trading behaviors.

A new method helps banks identify misleading loan records for better risk management.

This paper presents a new version of the alpha-stable distribution that includes degrees of freedom.

This study reviews stock order changes amid the US-China trade conflict.

A new method for better economic predictions using latent factors and kernel techniques.

A look at rare stock market events and their impact.

This article explores how unique data can improve property price predictions in Japan.

Analyzing trader clusters reveals patterns to enhance investment predictions.

Examining solutions to enhance auction markets and their efficiency for all traders.

Explore key strategies for effective market making and inventory management.

This paper examines how certain funds mislead investors with inflated returns.

An overview of how strategic trading shapes market prices and dynamics.

A study on how queue-reactive models simulate limit order books in finance.

A clear overview of limit order books and their significance in trading.

This paper analyzes market makers' interactions using game theory for insights into pricing strategies.

This paper explores how AI and machine learning can improve market trend predictions.