Latest Articles for Finance

Exploring the Proxy Dynamic Factor Model's impact on understanding monetary policy.

Introducing efficient techniques for evaluating uncertain outcomes in programming.

Explore how statistical games improve approximate inference in data analysis.

A novel method combines reinforcement learning and predictive models for trading in the Malaysian stock market.

Learn how math and tech improve sports betting outcomes.

This article delves into the study of complex systems influenced by randomness.

A fresh approach speeds up optimization using past experiences.

This study simplifies Wiener processes, focusing on energy-efficient approximations.

Applying deep learning for financial decision-making with delayed impacts.

New algorithms improve decision-making by addressing advice reliability in uncertain environments.

Exploring methods and applications of stochastic partial differential equations in various fields.

A new method improves analysis of large datasets in complex systems.

A new method to analyze feature coalitions for machine learning insights.

Learn about Markov chains and their vital role in various fields.

Learn how to design effective contracts when one party has more information.

This article discusses bias in machine learning and its impacts on minority groups.

A study on deep learning algorithms for optimizing investment portfolios.

A new approach to measuring risk using advanced quantile methods.

Learn how machine learning is changing option pricing and volatility calculations.

This study highlights key properties of evolution operators in mathematical systems.

Discover the latest innovations in portfolio optimization and risk management.

TabADM offers a new approach to identifying anomalies in tabular data efficiently.

This paper outlines methods to detect no-arbitrage violations in financial markets.

TransFusion improves the generation of high-quality long-sequence synthetic time-series data.

A straightforward look at how volatility affects investment decisions.

A look at the evolving dynamics of decentralized finance lending.

A look at operator learning and the HJ-Net framework for PDEs.

Exploring a novel approach to regression using quantum computing.

An analysis of market shifts during COVID-19's impact on stocks and cryptocurrencies.

A new method for comparing signals using partial transport distances improves accuracy and flexibility.

This article highlights reduced order models for solving fractional elliptic PDEs efficiently.

A look at how the geometric median aids in robust data analysis.

RoSAS improves anomaly detection using labeled data and innovative techniques.

Explore survival probability's role in finance, insurance, and system stability.

Examining how sample choices affect estimates of market power and profits.

QUAM enhances uncertainty estimates in predictions across various fields.

A method for locating change points in piecewise polynomial models with uncertainty quantification.

A new algorithm streamlines communication in feature-distributed data analysis.

SIP balances data sharing and privacy for real-time applications.

Examining new strategies for managing risks in credit index options using Reinforcement Learning.