A look at MCMC algorithms for estimating stochastic volatility models in finance.
― 6 min read
Cutting edge science explained simply
A look at MCMC algorithms for estimating stochastic volatility models in finance.
― 6 min read
Examining how jump processes affect the occurrence of rare events.
― 5 min read
A practical approach to improve financial risk estimates using SMLE.
― 6 min read
Explore how martingale transport links probability measures in various fields.
― 6 min read
This article explores new methods in yield curve modeling using deep learning techniques.
― 7 min read
Survival analysis helps predict when events occur in various fields.
― 5 min read
Explore key features and dynamics of German bond futures trading.
― 6 min read
Learn how small investors can transition portfolios while minimizing costs and maximizing value.
― 6 min read
Discover how language models are reshaping financial analysis and decision-making.
― 5 min read
A look at the significance of polynomials and their behaviors in various fields.
― 5 min read
New methods improve testing in high-dimensional statistical analysis.
― 5 min read
A new method using max-stable random vectors for better variable estimation.
― 5 min read
Examining performance of language models on financial reasoning tasks.
― 6 min read
A new algorithm merges BQL and CFR for better learning in dynamic environments.
― 5 min read
Examining biases and rationality in large language models used for financial analysis.
― 6 min read
A system to check fairness in machine learning while protecting model privacy.
― 5 min read
A look at the Continual Self-Organizing Map and its learning capabilities.
― 6 min read
A detailed look into the ECL dataset for bankruptcy prediction.
― 7 min read
A search tool to simplify data trend analysis using natural language.
― 5 min read
Research examines FPGA improvements for enhanced market risk analysis efficiency.
― 7 min read
Explore how graphical models reveal relationships in extreme events across various fields.
― 5 min read
A look into mixed order operators and their role in modeling complex systems.
― 5 min read
Understanding how banks are linked can aid in managing financial risks.
― 5 min read
Learn how MTFA reduces data dimensions for clearer insights.
― 4 min read
A novel approach for spotting anomalies using breakpoints in time series data.
― 6 min read
Explore innovative p-value combination methods addressing multiple comparisons with heavy-tailed distributions.
― 5 min read
A new method improves estimation for minimizing losses in nonlinear models.
― 6 min read
A look at how information flow impacts various scientific fields.
― 5 min read
Examining option pricing using partial differential equations in regime-switching markets.
― 5 min read
Analyzing the link between carbon emissions and stock prices in today's market.
― 6 min read
Investigating the impact of random environments on random walk behavior.
― 5 min read
Using language models to better evaluate borrower risk in lending.
― 6 min read
Addressing privacy concerns in systems that manage sensitive data.
― 5 min read
A new collective approach enhances counterfactual explanations in decision-making processes.
― 6 min read
A look into how Markov processes influence complex systems over time.
― 5 min read
Examining how deep learning enhances decision-making in uncertain environments.
― 6 min read
Exploring the role of anisotropic H older spaces in various mathematical applications.
― 3 min read
A new approach to building efficient sparse portfolios using Topological Data Analysis.
― 5 min read
This study examines how debt impacts medical students' well-being and career choices.
― 8 min read
Explore strategies for managing dividends while ensuring company growth and stability.
― 5 min read