Latest Articles for Finance

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.

This article presents a method to test independence in categorized data.

A look at decision-making under uncertainty and how to make optimal choices.

These models improve understanding and adaptability in AI decision-making.

Innovative approaches improve the analysis of complex time series data.

A look at the Toda lattice and its significance in various fields.

Learn methods to monitor market changes and identify potential financial bubbles.

Explore non-commutative probability and its applications in diverse fields.

ARC provides a flexible solution for detecting anomalies across various graph datasets.

This study reviews stock order changes amid the US-China trade conflict.

A method to enhance the accuracy of statistical estimates efficiently.

A new method identifies variable interactions in complex time series data.

Learn how Bayesian predictive decision synthesis enhances portfolio management.

A deep dive into Excess-of-Loss reinsurance and its advantages over Stop-Loss contracts.

A new method for portfolio optimization focusing on efficiency and risk management.

This article discusses the SARMA model for analyzing complex time series data.

TSRMs offer a new way to analyze time series data effectively.

An overview of stochastic games and their mean-payoff objectives.

Learn how investors manage estimation risk through effective information strategies.

Clustering organizes data into groups, revealing insights across various fields.

An overview of how particles behave independently in large systems.

Examining solutions to enhance auction markets and their efficiency for all traders.

ALCM enhances causal discovery by combining LLMs with traditional methods for better insights.

New techniques improve Bayesian inference in Hidden Markov Models for better data analysis.

Learn about an efficient method for calculating left-tail rare event probabilities.

This approach simplifies and enhances network reconstruction across various fields.

Study reveals new techniques for continuous learning in complex environments.

A guide to conformal prediction and its role in estimating uncertainty.

Introducing S3, a method to enhance time-series data analysis through intelligent rearrangement.

This study discusses methods to approximate complex equations with interacting particle systems.

Explore key strategies for effective market making and inventory management.

Researchers combine particle methods and tensor networks to solve complex equations.

Discover key methods and applications of anomaly detection in changing data structures.

A novel approach to group similar functional time series for better analysis.

This paper examines how certain funds mislead investors with inflated returns.

New approaches enhance the understanding of complex particle movement.