Latest Articles for Finance

Examining DRL algorithms and their impact on trading strategies in finance.

Introducing a new method to optimize investment portfolios for real-world applications.

A new method improves accuracy in predicting state transitions using Markov chains.

A look at how trading volume trends inform financial strategies.

This study examines private equity's impact on predicting public stock performance.

Exploring particle systems that simulate jumps and their stability in various fields.

A look at the arc-search interior-point algorithm and its applications.

Examining how partial resets affect growth and stability in complex systems.

A deep look into basket options and their innovative pricing strategies.

This research explores innovative methods for managing uncertainty in control systems.

A new model tackles biases and improves stock price predictions using diverse data.

Research unveils methods to tackle sparse quadratic optimization challenges effectively.

New method enhances the analysis of jump-diffusion processes through neural networks.

Introducing a new method for statistical modeling on quantum processors.

Analyzing how the 2020 election affected financial markets in real-time.

A model-based approach to effective stock selection.

A look into how CER systems analyze data patterns in real-time.

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.