Latest Articles for Finance

This article discusses the essential aspects of constrained reinforcement learning and its real-world applications.

A look into smart contracts, their mechanics, benefits, and security concerns.

Exploring decision-making in uncertain environments to minimize costs.

This paper examines how rising U.S. interest rates affect developing countries.

A look at mini-batch stochastic subgradient method in optimization.

A clear overview of affine term structure models and their role in interest rate analysis.

Learn how NPRK methods improve solving ordinary differential equations.

Examining the link between asset pricing factors and market performance using random portfolios.

A new method enhances trust in predictions for businesses using counterfactual explanations.

MTASA enhances time series analysis for better insights across various fields.

A new model enhances risk assessment using multiple measures for accurate predictions.

A streamlined approach to solving multi-objective optimization problems using utility functions.

A new approach to understanding crypto market dynamics through advanced modeling techniques.

This article explores elliptic equations and their significance in various fields.

This paper examines how analyst claims influence market behavior and stock values.

This method creates realistic explanations for AI decisions in finance and healthcare.

A new method helps tackle tough statistical inference issues using artificial samples.

A look at methods to improve model predictions and reduce uncertainty.

Using quantum computing to improve investment strategies through the knapsack problem.

Innovative techniques to improve optimization performance in the presence of noise.

PORTSEA advances extreme value statistics, influencing various fields and education.

How machine learning enhances audit sampling methods in data-rich environments.

A comprehensive method for selecting effective counterfactuals in machine learning models.

A new model enhances dynamic hedging by accounting for market impact and liquidity.

Analyzing the significance of compensated weighted sums in mathematical models of randomness.

Assessing subtle shifts in language within financial reports.

An analysis of claims trading to stabilize distressed banks and manage systemic risk.

This model aids in analyzing complex datasets across various fields.

HD-Explain provides precise insights into machine learning model predictions.

A novel method using Fourier transforms for better data moment estimation.

A modern tontine design focusing on longevity risk and financial stability.

DAGnosis improves data reliability by effectively identifying inconsistencies.

Exploring new methods and technologies shaping the future of option pricing.

A new model enhances fraud detection, reducing losses and improving security.

A new framework for training models without sharing sensitive data.

An overview of eigenvalue problems in fractional Laplacian and their applications.

A new method reduces data needs for accurate logistic regression predictions.

A look at how neural networks can model complex functions in various fields.

Learn how the Volterra-Heston model prices geometric Asian options.

A guide to sampling methods and strategies in black-box optimization.