Latest Articles for Finance

Learn about new methods for analyzing complex time series data.

Exploring methods to predict inflation using detailed data and modern techniques.

Examining risks and methodologies for valuing vulnerable derivatives in today's markets.

Exploring causal relationships using minimum message length in multivariate Hawkes processes.

Understanding the impact of false financial information on individuals and the economy.

A guide to second-order cone functions and their role in optimization.

Combining machine learning and options for better investment strategies.

This study examines how stable noise affects escape times in various systems.

Learn about T-SaS, a method for improving model adaptability to data changes.

Overview of volatility models in geography, finance, and environmental science.

A look into the fractional Laplacian and its implications in various fields.

Delayed information affects investment decisions and strategies in financial markets.

A fresh approach to portfolio management using hierarchical clustering and machine learning techniques.

A competition highlights strategies to defend machine learning models in finance.

A look at how the pandemic affected airline stock prices.

A look into singular stochastic control and its strategies for maximizing rewards.

This article examines methods for parameter estimation in new copula families for improved modeling.

An overview of Gibbs-type priors and their applications in various fields.

A look at the unique properties of the real Ginibre ensemble in random matrix theory.

A new method protects user privacy while ensuring accountability in blockchain transactions.

How digital interfaces impact choices between gains and losses.

Improved methods for estimating covariance enhance data analysis across various fields.

A new approach improves forecast accuracy using flexible weighting.

How managerial responses in earnings calls affect stock prices.

This study examines sample complexity in learning DDAGs and their connections over time.

Introducing a boundary-preserving scheme for accurate SDE simulations.

Discover how Dyson Brownian motion enhances our grasp of particle behavior.

Using Grover's algorithm for better portfolio selection in finance.

New measures provide insights into financial asset behavior during market stress.

Explore the role of contingent claims in stock market strategies.

A new approach to improving algorithmic recourse over time and competition.

Examining how Quantum Computing may improve stock price forecasts compared to traditional methods.

Discover how advanced simulators reshape trading strategies and market analysis.

Discover how AI models can improve question classification in banking.

Fin-Fact helps improve financial fact-checking to combat misinformation.

SHAPNN enhances predictions and explanations in tabular data analysis using deep learning.

A new algorithm enhances accuracy in solving backward stochastic differential equations.

A guide to isomorphic means and their applications in comparisons.

A new market aims to link investments and environmental performance.

Learn how implied volatility shapes trading strategies and market behavior.