Latest Articles for Finance

A study on sentiment analysis and the effectiveness of language models.

New methods enhance statistical analysis of non-stationary time series data.

An overview of Brownian motion and its significance in various fields.

Exploring how stock price correlation varies throughout the trading day.

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

Learn how to make sense of complex neural networks.

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

A new method aims to enhance fairness in machine learning through data sample reweighting.

New techniques improve value estimation from Markov chain data.

Accurate predictions depend on proper calibration to match probabilities with actual outcomes.

Exploring numerical methods for uncertain systems with stochastic differential equations.

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

New techniques improve efficiency in addressing the Subset Sum challenge.

This approach improves efficiency and adaptability in planning under uncertainty.

A new method enhances detection of outliers in data analysis.

Neural models N-HiTS and N-BEATS outperform traditional methods in market predictions.

Learn how signatures simplify complex data for better insights.

SINDyG improves understanding of complex systems through better network modeling.

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

Introducing a robust test for assessing elliptical models in high-dimensional datasets.

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

A look at improved techniques for identifying changes in various systems.

New methods improve testing of financial models, addressing data complexity.

S-money tokens offer a new way to conduct secure financial transactions with privacy.

Learn how causal knowledge graphs analyze relationships and inform decisions.

Clear AI explanations build trust and ensure responsible use in various fields.

A clear look at bivariate copulas and their role in modeling relationships between random variables.

Learn effective methods for testing auto-calibration in regression models for finance and insurance.

Guiding overall system behavior amidst uncertainty using advanced techniques.

A deep dive into the properties and applications of LSL copulas.

This article discusses a model for detecting sudden changes in trading activity.

This paper discusses methods for risk-averse decision-making using Markov Decision Processes.

Learn how to optimize effectively using biased information sources.

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

InvariantStock offers stable stock predictions in changing market conditions.

An overview of Hawkes processes and their relevance in various fields.

A distributed method for optimization in networked systems with infinite constraints.

TE-PWS enables precise evaluation of information flow in complex systems.

Exploring the significance of Brownian motion in various fields.

Learn how MoA enhances information quality and efficiency in financial analysis.