Latest Articles for Finance

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.

Exploring the role of limit theorems in Gaussian random fields, especially in finance.

Learn how DKGs enhance financial decision-making through trend analysis.

A new approach enhances data distribution modeling on complex shapes.

Learn how data augmentation algorithms improve data analysis and model building.

A look at how brokers interact with informed and uninformed traders.

A new method for detecting changes in data correlations quickly and accurately.

Study on optimizing particle behavior through control strategies in unpredictable environments.

Discover how StockAgent uses AI to simulate stock trading and analyze market behavior.

The downfall of Silicon Valley Bank shook the stablecoin market significantly.

Introducing a two-step method to improve stock trend forecasting accuracy.

Explore the role of futures contracts and pricing models in commodities trading.

Examining the role and impact of kill switches for smart contracts.

Researchers develop methods to solve complex FPL equations more efficiently.

A look at PAC learning and its role in efficient data-driven decision-making.

Learn how Policy Trees aid decision-making in healthcare and finance.

DistPred improves outcome predictions by accounting for uncertainty effectively.

This article explores new machine learning techniques for predicting Brent oil prices accurately.

Explore how machine learning can improve hedging strategies for complex financial products.

A new approach to dynamic interest rates and collateral management in DeFi lending.

Exploring privacy risks in synthetic data and introducing the Data Plagiarism Index.

A new method combines Bayesian predictions and vine copulas for improved data analysis.

This article presents a new method for managing money supply in decentralized finance.

Learn how kernel regression and Bayesian updating improve predictions with new data.

Examining the fall of TerraUSD and its impact on the crypto market.

Control theory enhances optimization methods for better system performance across various fields.

A closer look at the Ivancevic model for option pricing in finance.

This study examines how SBP's tone affects stock market performance in Pakistan.

A new method improves model accuracy in situations with class imbalance.

A closer look at new methods for text anonymization and their benefits.

Explore the differences and implications of deep and delta hedging.

A new approach to decision-making that considers how choices shape outcomes.

Investigating random walks in uneven spaces reveals complex movement dynamics.

Discover how GDAN enhances credit risk analysis using advanced graph techniques.