Latest Articles for Finance

This article studies the effects of randomness in path-dependent systems.

New slicing-free methods improve data analysis for complex datasets.

A new method enhances testing for asset mispricing in finance.

A look at decision-making in uncertain environments through stochastic control.

A look at maximizing profit in item selection while considering costs and budget constraints.

Improved estimators for analyzing data with varying importance.

A look into the Tracy-Widom distribution and its significance in random matrices.

Learn how to manage financial risks with advanced strategies and techniques.

Learn how manifold fitting simplifies complex data analysis across various fields.

A new method for measuring bank risk using Marginal Expected Shortfall.

A look at essential methods for measuring financial risk.

A look into the behavior of particles in random motion and first-passage times.

A look into improving company classification using NLP and zero-shot learning.

This article examines how economic uncertainty influences commodity prices during various crises.

A new method to analyze time series data from a frequency perspective.

Explore asset allocation methods to mitigate risks during persistent inflation.

Learn how Bayes Hilbert spaces improve Bayesian statistics with large datasets.

Local differential privacy protects individual identities while still allowing data analysis.

TangleSim offers insights into DAG-based DLT performance and security through simulation.

The adaptive Lasso improves data analysis by managing outliers and providing reliable estimates.

Learn how Equity Protection Swaps can secure your retirement savings.

A method that helps learning algorithms adjust to shifting data without prior knowledge.

Exploring new methods to price European options using the GTS distribution.

A look at how QB-QAOA improves optimization in quantum computing.

Learn how the Hawkes process impacts financial stability in insurance.

Explore how Topological Data Analysis helps forecast market trends and price changes.

Introducing techniques to enhance decision-making in uncertain environments.

A new approach improves decision tree accuracy using gradient descent techniques.

The STST model enhances stock price predictions using advanced technology.

A new method improves handling of missing node data in graphs.

Examining reflected diffusion processes and their implications in uniform domains.

Exploring how quantum computing can enhance financial calculations and pricing strategies.

Examining how system size affects observed patterns in complex systems.

Neural networks enhance financial analysis with faster, accurate parameter predictions.

Exploring Markov Chains, decision problems, and their connections to Linear Recurrence Sequences.

Explore the significance and tools for analyzing ordinal time series data.

Parameterized pulses offer flexibility and improved performance for quantum computing tasks.

A new approach to pricing financial options using quantum techniques.

How payment methods impact the success of order flow auctions.

Recent methods improve estimation accuracy in various fields through advanced filtering techniques.