This article examines how market data reflects bank risks and distress probabilities.
― 5 min read
Quantitative Finance - Statistical Finance
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This model aids in analyzing complex datasets across various fields.
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Discover how machine learning is reshaping asset pricing in finance.
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Combining stress index and news sentiment for smarter investment decisions.
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A new method improves pairs trading by reducing risks and costs.
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A model for tailored stock suggestions, considering preferences and timing.
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A system that identifies key information in financial news for investors.
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An overview of the unique factors affecting cryptocurrency investment.
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StockGPT uses advanced modeling for predicting stock returns based on historical data.
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A new method uses patent data to forecast mergers and acquisitions effectively.
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Explore how mathematical models forecast cryptocurrency price movements.
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Discover how new models improve predictions in mergers and acquisitions.
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An analysis of the evolving NFT market and its trading behaviors.
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A new method helps banks identify misleading loan records for better risk management.
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This paper presents a new version of the alpha-stable distribution that includes degrees of freedom.
― 6 min read
This study reviews stock order changes amid the US-China trade conflict.
― 7 min read
A new method for better economic predictions using latent factors and kernel techniques.
― 5 min read
A look at rare stock market events and their impact.
― 6 min read
This article explores how unique data can improve property price predictions in Japan.
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Analyzing trader clusters reveals patterns to enhance investment predictions.
― 5 min read
A clear overview of limit order books and their significance in trading.
― 6 min read
A study comparing HAR model and machine learning in stock volatility forecasting.
― 8 min read
Analyzing how fee structures affect automated market makers and arbitrage in decentralized finance.
― 7 min read
A look at how trading volume trends inform financial strategies.
― 6 min read
A new model tackles biases and improves stock price predictions using diverse data.
― 5 min read
Introducing a new method for statistical modeling on quantum processors.
― 6 min read
Learn how the Kalman filter helps forecast asset prices in finance.
― 8 min read
Learn about passive investing, its risks, and effective strategies for investors.
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This study examines how SBP's tone affects stock market performance in Pakistan.
― 7 min read
This article examines the challenges limit orders face in financial markets.
― 8 min read
This method improves asset analysis using advanced learning techniques on financial data.
― 6 min read
Learn how network analysis can improve stock investment strategies.
― 5 min read
Explore advanced forecasting techniques for futures trading using machine learning.
― 8 min read
A guide to creating low volatility portfolios using statistical methods.
― 5 min read
A new method enhances stock market predictions after earnings reports using AI.
― 6 min read
A study of different tokens and their patterns in the evolving Web3 space.
― 6 min read
A new method streamlines parameter estimation in stochastic volatility models.
― 5 min read
This study explores machine learning applications in predicting financial market movements.
― 5 min read
New data-driven methods enhance delta hedging performance for traders.
― 6 min read
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― 5 min read
A new approach improves sentiment analysis using market-based datasets.
― 5 min read