Latest Articles for Finance

A new approach for generating controlled financial market scenarios.

Researchers present a faster way to solve complex differential equations using random walks.

Innovative approach enhances control strategies in high-dimensional environments.

A look at how past events shape future occurrences in random processes.

Explore methods to optimize binary mixed integer linear program solutions.

This article examines advanced models for predicting stock prices using deep learning techniques.

StockTime combines numerical and textual data for better stock predictions.

A new framework enhances extreme value estimation using distributionally robust optimization techniques.

Explore how parabolic equations impact physics, engineering, and finance.

Examining a pricing method for American-style options in complex markets.

Discover how neural models improve option pricing accuracy and flexibility.

Learn how concentration inequalities help analyze random matrices.

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.