Latest Articles for Finance

A new method enhances variable selection for complex datasets in two-view tasks.

This article discusses enhancing decision tree explanations for fairer outcomes.

Examining the performance of reinforcement learning strategies in stock trading.

A new method to visualize feature effects in dynamic machine learning models.

Learn how Bayesian methods improve data insights in various fields.

Explore how bond pricing relates to stock market behavior.

A look into local and nonlocal mathematical challenges and their implications.

Learn how machine learning improves variable ordering in multiobjective optimization.

A new approach improves the execution of multiple trading orders efficiently.

Learn how discounts affect bond pricing and investment decisions.

A look at how implied certainty equivalent rates influence investment decisions.

A new method enhances reliability in deep learning models by addressing predictive uncertainty.

Examines how social influence affects lending decisions in peer-to-peer platforms.

SeCAM enhances understanding of AI image classification models.

A look into the challenges of decision tree learning, especially with queries.

Exploring methods to enhance recommendations with knowledge graphs and machine learning.

A method combining PCA and HMM for predicting stock price movements.

LendingClub can leverage data to enhance decision-making and drive profitability.

Exploring the effects of resetting on particle movement in Brownian motion.

Examining the unpredictable nature of nonlinear systems over time.

This article discusses finding solutions for stochastic delay differential equations and their significance.

This article examines bias in insurance predictions and solutions for equitable treatment.

New methods enhance the accuracy of company valuation through AI-driven peer identification.

This article explores the link between lognormal distributions and mutual information analysis.

Exploring machine learning models for enhancing European options pricing accuracy.

Algorithm MGB efficiently tackles complex nonlinear PDEs for various applications.

This article explores how perturbation analysis improves understanding of AI decisions with time series data.

This article explores latent factor analysis for short panels in finance.

This article presents multi-fractional stochastic dominance for better choice evaluation.

Learn about Large Language Models and their applications across various fields.

A new method improves clarity in analyzing complex multivariate functional data.

Explore patterns in time series data using the martingale difference hypothesis.

A look into the properties of the -Sun density and its applications.

Explore new bounds for sums of dependent random vectors in high dimensions.

This article examines stock price behavior using Shannon entropy for market insights.

A look at deep learning models used for predicting stock price trends.

An exploration of optimal transport principles through the lens of martingales.

This article explores hitting probabilities related to fractional Brownian motion in various fields.

This article explores the link between feature attributions and counterfactual explanations in AI.

Learn how to handle risk effectively in uncertain decision-making scenarios.