Latest Articles for Finance

Learn how implied volatility shapes trading strategies and market behavior.

Analyzing how selection bias affects personalized loan pricing strategies.

A novel meta-learning model improves predictions with less data.

This article covers an innovative framework for pricing perpetual contracts in trading.

A new filtering method improves state estimation under challenging noise conditions.

This article examines power variations in stochastic processes influenced by fractional Brownian motion.

Examining the link between causality and explainable AI for better decision-making.

This article explores statistical arbitrage in crude oil futures markets.

AI uncertainty quantification helps improve decision-making by informing users about prediction reliability.

Explore continuous volatility modeling and its role in financial markets.

Explore how interest rates influence commodity market dynamics and pricing.

A new model for stablecoins aims to enhance reliability and encourage investment.

A new method enhances financial simulations focusing on realistic drawdown characteristics.

A look at smoothing techniques for optimizing challenging nonsmooth functions.

A fresh approach aims to enhance understanding of model predictions through counterfactuals.

A look into how fractional Brownian motion crosses levels over time.

The -Cell model merges traditional and machine learning techniques for predicting volatility.

Learn how to solve related MIP problems more quickly using past solutions.

This study examines how elderly family members influence financial risk attitudes.

InfoQGAN enhances financial modeling through advanced quantum machine learning techniques.

A look into the challenges and techniques of predicting infrequent events.

RHALE improves feature effect measurement in AI, addressing key limitations of existing methods.

A novel approach for spotting unusual data points in various fields.

DeepVol uses deep learning for improved volatility predictions across various financial assets.

A method to improve predictions in data with missing outcomes.

Exploring how risk and performance measures adapt over time.

Learn how traders use statistical arbitrage for profit.

A novel quantum algorithm improves investment portfolio optimization efficiency.

A look at the blend of online learning and kernel regression for complex data.

A look at Q4FuturePOP's innovative methods for better investment strategies.

Using large language models to enhance investment strategies and analyze annual reports.

A new method streamlines graph structure learning without heavy computational constraints.

New methods improve decision tree predictions amid changing data conditions.

An overview of unit-linked life insurance and its risk factors.

Explore Bernstein-gamma functions, their properties, and real-world applications.

Learn how to identify changes in data with confidence sequences.

A new trading system that enhances decision-making through advanced communication and memory.

A look at pricing bonds in illiquid markets and the use of RFQs.

A look into the mechanics and behaviors within financial markets.

A new approach to market makers improves trader privacy in decentralized finance.