Quantitative Finance

Deep-MacroFin utilizes deep learning to solve complex economic equations effectively.

This article discusses improving SAA with Multilevel Monte Carlo method to handle bias.

New data-driven methods enhance delta hedging performance for traders.

This study examines how stock networks can improve price predictions.

Discover how dynamic pricing can improve revenue in real estate.

Discover how neural models improve option pricing accuracy and flexibility.

Using algorithms to find investment opportunities in stock markets.

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

How planning and intelligence impact competitive outcomes across various fields.

Examining the impact of IPR on climate technology transfer in developing countries.

New methods improve decision-making in group settings using probabilistic models.

Exploring the role of utility models in fostering innovation and growth.

This research explores how small energy producers can join energy markets effectively.

Examining how increased military budgets affect greenhouse gas emissions and sustainability efforts.

An analysis of investor actions during financial crises and their impact on market stability.

Uncover strategies in the social deduction game of Werewolf.

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

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

Introducing a model that combines classic methods with deep learning for better insurance predictions.

Exploring how LLMs reflect human investment behaviors tied to personality.

This study examines how language models behave in financial decision-making scenarios.

A guide to how emissions markets impact pollution reduction efforts.

Exploring a new dataset of Bitcoin transactions for deeper insights.

Explore the credit risks associated with stablecoins in simple terms.

A look at conditional least square hedging within jump diffusion models.

Discover how dynamic pricing can improve revenue in real estate.

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

Discover how neural models improve option pricing accuracy and flexibility.

Honoring the contributions of Tom Hurd in mathematics and financial research.

Examining how entropy regularization enhances decision-making in uncertain environments.

A fresh approach to understanding price movements in financial markets.

A fresh method for accurately modeling and predicting credit spreads over time.

A look at conditional least square hedging within jump diffusion models.

Methods using hypernetworks excelled in predicting asset returns in recent competitions.

This strategy offers investors a refined approach to managing risks and returns.

A method to measure asset price fluctuations using Kullback-Leibler cluster entropy.

A new approach to managing financial portfolios through deep learning methods.

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

Analyzing how companies report cyber risks and their effects on financial performance.

Discover how machine learning improves investment decisions through better predictions.

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 look into pricing and managing risks in structured products.

An overview of Uniswap V3's features and strategies for liquidity providers.

Discover how IGA transforms financial derivative pricing methods.

A new framework enhances extreme value estimation using distributionally robust optimization techniques.

An overview of lapse-supported life insurance and its implications for consumers and insurers.

A model using weather derivatives helps Indian businesses manage climate-related risks.

Exploring a government program to protect society from AI-related risks.

A new model improves risk assessment in finance using advanced techniques.

A look at challenges and strategies in claims processing.

A fresh method for accurately modeling and predicting credit spreads over time.

A new approach to enhancing prediction accuracy amidst data uncertainty.

New data-driven methods enhance delta hedging performance for traders.

This study examines how stock networks can improve price predictions.

A new approach improves sentiment analysis using market-based datasets.

A fresh approach to understanding cryptocurrency relationships and market dynamics.

StockTime combines numerical and textual data for better stock predictions.

This paper addresses the need for fairness in AI systems.

A novel approach leverages autoencoders for clearer insights in financial markets.

A method to measure asset price fluctuations using Kullback-Leibler cluster entropy.

This article analyzes how Execution Tickets impact MEV and decentralization in Ethereum.

Discover how dynamic pricing can improve revenue in real estate.

A new approach for generating controlled financial market scenarios.

MarS leverages generative models to simulate realistic financial market scenarios.

Examine how traders build positions amid competition and market impact.

Learn key trading strategies in a competitive environment.

This study examines how specific trade traits forecast future market prices.

A new model optimizes earnings data for better stock price forecasting.