Latest Articles for Finance

This article investigates the stochastic heat equation and the behavior of its solutions.

Researchers reveal a method to efficiently solve large linear equation systems using binary optimization.

Studying adversarial impacts on automated stock trading agents in competitive markets.

A study on improving language models in finance with external tools.

This article introduces a model to simplify complex high-dimensional data using Gaussian processes.

This article explores a new way to compare solutions in Wasserstein space.

Using deep learning for better basket option pricing accuracy.

A new method improves privacy and accuracy in data-driven models.

Explore the key concepts and applications of random matrix theory in various fields.

This paper assesses the solvency and financial management of virtual asset service providers.

A new method enhances simulation speed and accuracy across various scientific fields.

A new approach for predicting events utilizing self-supervised learning techniques.

New methods for analyzing functional data enhance insights across various fields.

A study on identifying unusual patterns in time series using one-class classification.

This study examines how sentiment analysis biases affect stock trading decisions.

Learn how regime-switching models enhance investment decision-making.

This article presents a method for parameter estimation in the Hawkes process using discrete observations.

A look into FBSDEs and their applications in finance and biology.

New method improves GNN explainability using proxy graphs.

Explore the relationship between Markov processes and Laplace transforms for advanced analysis.

Exploring squared Wasserstein distance for effective SDE reconstruction from noisy data.

A new method improves efficiency in loading data into quantum computers.

Learn about leverage staking and its role in decentralized finance.

Examining how Thompson Sampling improves choices amid uncertainty and noise.

Learn how Hawkes processes model interconnected events in various fields.

Exploring the use of LLMs to analyze time series data across various fields.

New strategies in Federated Learning enhance privacy and efficiency in machine learning.

This article explores stochastic differential equations and their applications in managing uncertainty.

New methods combine structured and unstructured data for better predictions.

Exploring the realized stochastic volatility model for better financial predictions.

This article discusses warm-starting and classical methods in QAOA for portfolio optimization.

Analyzing trends and key contributors in quantitative finance from arXiv papers.

This study introduces advanced testing methods for assessing investment performance.

Analyzing loss events for better risk management using a Markov renewal process.

Explore new methods for optimizing investment portfolios with minimized risks.

Online stochastic optimization helps navigate uncertainty in decision-making.

Learn how long memory influences predictions in various fields.

This research combines Fourier analysis with diffusion models for better time series generation.

An insight into how DRO and robust statistics improve decision-making under uncertainty.

A look at the complexities of mergers and acquisitions and determining fair exchange ratios.