Latest Articles for Finance

A look at how goodness-of-fit tests evaluate data against statistical models.

A new framework for efficient reinforcement learning in complex environments.

Exploring random matrices and their significance in complex systems across various fields.

RoTHP improves predictions in event modeling through rotary position encoding.

A look at how dependence measures help analyze relationships between multiple variables.

A novel approach improves distance optimization strategies at singular points.

Learn how stochastic Volterra equations model random systems across various fields.

Explore the principles and applications of Kernel Ridge Regression in various fields.

New methods improve prediction accuracy and uncertainty measurement in data analysis.

This study proposes a new method for change point detection in complex datasets.

Enhancing decision-making by integrating risk into reinforcement learning.

Exploring methods to enhance stability in crypto-backed stablecoins like Dai.

Innovative methods improve decision-making in control systems with incomplete data.

A new method improves efficiency and accuracy in solving complex reaction-diffusion equations.

New neural architectures enhance modeling of interacting particle systems.

A new method using Bayesian networks enhances system identification and prediction.

This paper models liquidity provider strategies in decentralized finance markets.

Examining financial relationships and their impact on healthcare practices.

Learn how POMDPs aid decision-making in uncertain environments.

Learn how second order stochastic dominance can enhance your investment strategy.

Learn about dimension reduction methods for simplifying complex data analysis.

A guide to feature importance and its role in model predictions.

A new approach to enhance learning in infinite-horizon average-reward MDPs.

A new scoring method improves the quality of synthetic anomalies in machine learning.

A new method utilizes deep learning for complex mathematical equations in various fields.

Exploring new models for improved long-term predictions in various sectors.

NFCL combines accuracy and clarity in multivariate time-series predictions.

Explore techniques to enhance covariance matrix estimation in large datasets.

Exploring a novel method for optimizing semi-continuous variables in complex scenarios.

This article examines how stocks behave during calm and crisis periods.

Discover how tensor networks can transform various industrial applications and optimize processes.

This research investigates using large language models for detecting anomalies in time series data.

A new method helps banks identify misleading loan records for better risk management.

A look at the G-LSM method for pricing American options effectively.

This paper discusses the use of the Dickman distribution in modeling small jumps in Levy processes.

Learn how Chebyshev polynomials improve function approximation in data analysis.

A look at how MLMC improves complex estimations using layered approaches.

New techniques improve scalability in differentially private machine learning.

A clear guide on decision trees and their real-world applications.

This paper presents a new version of the alpha-stable distribution that includes degrees of freedom.