Latest Articles for Finance

A look into precision-focused estimation methods in critical fields.

New method ESQA uses large language models for event sequence analysis.

Explore how financial knowledge shapes investment behavior and market involvement.

GENTLE advances machine learning by effectively learning conditional distributions from limited data.

A concise overview of equity research reports and their significance in investing.

A method for accurate modeling of uncertainties in science and engineering.

A novel method combining news insights with stock price forecasts.

This paper examines strategies for handling risky client orders in trading.

Explore the benefits and applications of conformal hyperrectangles for reliable predictions.

Exploring how systems develop over time and their convergence behaviors.

Asian options use average prices to manage risk in financial markets.

A new approach enhances Federated Learning by generating synthetic data while protecting privacy.

An overview of tensor algebras and their applications in data analysis.

Exploring the importance of security and user feedback in e-payment apps.

Learn how the Kalman filter helps forecast asset prices in finance.

A new model improves the generation of synthetic tabular data for various applications.

Joint estimation of VaR and ES enhances financial risk assessment.

A new approach to improve security in decentralized finance protocols.

Learn how MMDPs improve decision-making in uncertain environments.

Backdoors in ML models pose serious threats to finance and healthcare.

New method improves optimization in machine learning with efficient training.

A fresh look at optimization challenges involving probabilities.

This article examines the relationship between stretched Brownian motion and Bass martingales.

A new classifier improves explainability and accuracy in AI image recognition.

A fresh approach to assess Human-AI Collaboration across various fields.

Discover how digital nets improve efficiency in complex mathematical tasks.

An overview of symplectomorphism neural networks and their importance in Hamiltonian systems.

Learn about passive investing, its risks, and effective strategies for investors.

FinCon leverages multi-agent systems to improve financial decision-making.

A look into the Kummer distribution and its role in free probability.

Exploring methods to evaluate extreme risks using simulation in finance and weather science.

Examining the role of risk in machine learning for asset pricing.

A look at skew Brownian motion and its role in finance and risk assessment.

New schemes enhance weak convergence in stochastic differential equations with super-linear coefficients.

Exploring quantum computing's impact on financial derivatives and the Black-Scholes model.

New methods in quantum simulation offer solutions for complex partial differential equations.

Explore a simple method for identifying shifts in factor models using residuals.

A new algorithm tackles complex multiobjective optimization challenges.

A new control system aims to improve interest rate management in DeFi.

FAR-Trans dataset offers insights for improving investment recommendations based on real transaction data.