Latest Articles for Finance

Learn techniques for estimating missing values in stationary stochastic sequences.

Improving reinforcement learning with value function estimates for faster task adaptation.

Explore the dynamics and implications of explosive behavior in SDEs.

Learn how the tunneling method improves multi-objective optimization solutions.

A method for effective analysis of high-dimensional tensor factor models in finance.

A novel approach to enhance security in smart contracts using new technology.

A new framework improves prediction accuracy while minimizing the size of prediction sets.

A look at deep learning approaches to improve cryptocurrency price forecasting.

A look into path signatures and their role in stochastic modeling.

Explore the traits and applications of chaos in various systems.

This article examines the challenges limit orders face in financial markets.

New system uses LLMs for accurate financial news analysis and sentiment extraction.

This article examines how credit ratings affect a company's leverage decisions.

A new approach using machine learning to streamline Dynamic Initial Margin calculations.

A look at how transformations impact mean and covariance in data analysis.

An overview of market making and its competitive challenges.

A new approach to training AI models using structured learning techniques.

A study on balancing transfer learning and individual privacy in data usage.

AI's role in shaping financial crises and stability is complex and requires careful attention.

BART is a powerful tool for predicting outcomes in various fields.

Learn how nudging influences choices and its ethical implications.

PDEformer-1 simplifies solving one-dimensional partial differential equations using machine learning techniques.

Discover how Hopfield networks are transforming asset management and portfolio optimization.

A new approach to quantum money using cloud technology for practical use.

A comparison of LLMs and traditional methods for predicting credit ratings.

A new method significantly speeds up sampling from non-Gaussian Lévy processes.

This article explores LLMs for predicting stock returns based on financial news.

A new approach to sampling diverse models for better AI insights.

An analysis of rare, unexpected events and their impact on decision-making.

Discover how quantum machine learning is changing the financial landscape.

DAM model improves forecasting accuracy for various time series data.

This method improves asset analysis using advanced learning techniques on financial data.

Analyzing FOMC meetings reveals hidden disagreements on monetary policy.

A look at methods to analyze shifts in evolving data.

Learn how network analysis can improve stock investment strategies.

Advancements in deep learning offer solutions to complex mathematical problems in multiple fields.

Analyzing policy impacts through high-frequency event studies in economics and finance.

A new method for identifying change points in data patterns using continuous optimization.

Learn how missForestPredict enhances the handling of missing data in predictions.

Tail calibration focuses on improving predictions for extreme weather and financial outcomes.