New methods enhance accuracy in predicting financial price movements and option pricing.
― 6 min read
Quantitative Finance - Statistical Finance
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New measures provide insights into financial asset behavior during market stress.
― 4 min read
New models improve identification of Ponzi schemes in cryptocurrency.
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Learn how traders use statistical arbitrage for profit.
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Using large language models to enhance investment strategies and analyze annual reports.
― 5 min read
A look at pricing bonds in illiquid markets and the use of RFQs.
― 6 min read
A look into XRP's price behavior and transaction patterns for investors.
― 6 min read
Researchers improve stock price models using physics concepts for better predictions.
― 5 min read
This article examines how market data reflects bank risks and distress probabilities.
― 5 min read
Explore key features and dynamics of German bond futures trading.
― 6 min read
A new approach to building efficient sparse portfolios using Topological Data Analysis.
― 5 min read
Examining how marked Hawkes processes shed light on event interactions over time.
― 7 min read
Introducing a framework to improve stock prediction and explanations.
― 6 min read
A new dataset enhances stock market predictions using news sentiment analysis.
― 7 min read
This model aids in analyzing complex datasets across various fields.
― 6 min read
Discover how machine learning is reshaping asset pricing in finance.
― 9 min read
Combining stress index and news sentiment for smarter investment decisions.
― 6 min read
A new method improves pairs trading by reducing risks and costs.
― 6 min read
A model for tailored stock suggestions, considering preferences and timing.
― 5 min read
A system that identifies key information in financial news for investors.
― 5 min read
An overview of the unique factors affecting cryptocurrency investment.
― 6 min read
StockGPT uses advanced modeling for predicting stock returns based on historical data.
― 7 min read
A new method uses patent data to forecast mergers and acquisitions effectively.
― 7 min read
Explore how mathematical models forecast cryptocurrency price movements.
― 6 min read
Discover how new models improve predictions in mergers and acquisitions.
― 5 min read
An analysis of the evolving NFT market and its trading behaviors.
― 7 min read
A new method helps banks identify misleading loan records for better risk management.
― 6 min read
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.
― 6 min read