Joint estimation of VaR and ES enhances financial risk assessment.
― 9 min read
Quantitative Finance - Risk Management
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This study examines the relationship between cryptocurrencies and global financial markets.
― 7 min read
A new approach using machine learning to streamline Dynamic Initial Margin calculations.
― 5 min read
A comparison of LLMs and traditional methods for predicting credit ratings.
― 4 min read
This article discusses a new dynamic hedging strategy using implied volatility.
― 5 min read
Restaking presents new earning opportunities along with significant risks for node operators.
― 7 min read
This article examines how climate change affects maize farming and insurance risks.
― 7 min read
Discover the impact of climate transition on property values and energy efficiency.
― 4 min read
Assessing how climate change affects credit risk and lender strategies.
― 5 min read
Examining how climate change affects crude oil, carbon emissions, and agricultural markets.
― 6 min read
A new framework enhances extreme value estimation using distributionally robust optimization techniques.
― 6 min read
An overview of lapse-supported life insurance and its implications for consumers and insurers.
― 5 min read
A model using weather derivatives helps Indian businesses manage climate-related risks.
― 5 min read
Exploring a government program to protect society from AI-related risks.
― 5 min read
A new model improves risk assessment in finance using advanced techniques.
― 7 min read
A look at challenges and strategies in claims processing.
― 5 min read
A fresh method for accurately modeling and predicting credit spreads over time.
― 7 min read
A new approach to enhancing prediction accuracy amidst data uncertainty.
― 6 min read
Exploring the complexities of banks, contracts, and payment recovery in finance.
― 6 min read
Analyzing how the Russia-Ukraine conflict affects global grain futures markets.
― 6 min read
A deep dive into managing extreme losses in finance.
― 7 min read
A look into how investors manage risk through asset allocation strategies.
― 6 min read
A look at how Vulnerability Conditional risk measures can assess cryptocurrency risks.
― 6 min read
Explore the credit risks associated with stablecoins in simple terms.
― 6 min read
Learn how to assess risks in the unpredictable world of cryptocurrencies.
― 7 min read
Learn how investors can make better payoff choices.
― 6 min read
FE-GAN provides improved predictions for financial risk management using historical data.
― 7 min read
Learn how OCCR Score shapes lending in decentralized finance.
― 7 min read
Learn how portfolio size impacts cryptocurrency returns and correlation.
― 6 min read
A study on using machine learning for predicting high-frequency stock prices.
― 6 min read
Explore the influence of BRICS markets on U.S. grain futures and global trade.
― 7 min read
Examining how the pandemic reshaped cryptocurrency risks and investor behavior.
― 7 min read
Learn how machine learning reshapes credit scoring for banks and borrowers.
― 7 min read