Learn how the Volterra-Heston model prices geometric Asian options.
― 5 min read
Cutting edge science explained simply
Learn how the Volterra-Heston model prices geometric Asian options.
― 5 min read
A guide to sampling methods and strategies in black-box optimization.
― 5 min read
An overview of POMDPs and their role in decision-making with incomplete information.
― 4 min read
Examining how disorder influences the behavior of physical systems.
― 4 min read
Exploring quantum algorithms' role in detecting financial crimes.
― 5 min read
A new method uses deep learning to tackle stochastic differential equations effectively.
― 5 min read
Fractional calculus expands mathematical tools for complex system modeling across various fields.
― 6 min read
Data cleaning ensures reliable information for informed choices across various industries.
― 6 min read
Exploring robust optimization methods for uncertain data in decision-making.
― 6 min read
A system to classify short banking texts enhances personal finance management.
― 5 min read
A new method improves efficiency in evaluating various decision-making policies.
― 5 min read
A new method improves moment estimation with less computation and greater accuracy.
― 8 min read
Examining how public debt affects inflation and price stability in economies.
― 7 min read
Explore how coalitions make better investment decisions together.
― 6 min read
Explore how Rayleigh-Levy flights help understand the universe's formation and behavior.
― 12 min read
Understanding how homogenization simplifies complex random processes.
― 5 min read
This article discusses deep learning techniques for pricing complex path-dependent options.
― 6 min read
This paper explores methods to estimate fill probabilities for limit orders.
― 5 min read
This article examines online learning systems and their challenges regarding unknown constraints.
― 5 min read
How different communication methods influence decision-making in uncertain situations.
― 6 min read
A new approach to improve uncertainty quantification in multi-dimensional time series data.
― 7 min read
PCA reduces data complexity while retaining important information across various fields.
― 6 min read
An overview of mixed local-nonlocal equations and their significance in various fields.
― 6 min read
This article examines decision-making strategies in nonstationary optimal stopping problems.
― 5 min read
TREET utilizes transformers to improve transfer entropy analysis across various fields.
― 5 min read
A new approach to improve investment strategies through player interactions analysis.
― 6 min read
Blockchain technology reshapes money transfers, boosting efficiency and access globally.
― 7 min read
Learn effective methods for pricing various debt securities in financial markets.
― 6 min read
Discover how machine learning is reshaping asset pricing in finance.
― 9 min read
Synthetic data enables companies to share insights while protecting sensitive information.
― 5 min read
A look into random matrices and their applications in various fields.
― 6 min read
A look into how diffusion processes shape our world.
― 5 min read
Combining stress index and news sentiment for smarter investment decisions.
― 6 min read
A look at effective strategies for negotiating contracts within financial networks.
― 6 min read
A new method improves pairs trading by reducing risks and costs.
― 6 min read
A new method enhances decision strategies using the Value-at-Risk framework.
― 5 min read
Hyperdrive streamlines trading of fixed and variable rate financial products.
― 5 min read
New techniques enhance language models for finance using Adaptive Semantic Space Learning.
― 7 min read
A new approach to compare matrices effectively using structural similarities.
― 6 min read
This research evaluates strategies for managing complex systems under uncertainty.
― 5 min read