Latest Articles for Finance

New approach improves regression estimates by effectively handling outliers linked to variables.

A new system enhances bug detection in smart contracts.

Examining fairness issues in transaction fraud detection systems.

A look into decision-making tools for uncertain financial systems.

Discover how truncated stop loss contracts help insurers manage risks efficiently.

This article discusses deep learning methods for solving optimal stopping problems in financial options.

Software uses machine learning for accurate cryptocoins price predictions.

A study on how economic conditions impact yield curve behavior using a new model.

This article discusses how covariance matrices impact complex system behavior over time.

Introducing an improved approach for tackling stochastic optimization problems with constraints.

A new model improves risk assessment in finance using advanced techniques.

Exploring correlations and dynamics in chaotic systems with neutral centers.

A new method combining LLMs and multi-agent systems improves stock investment strategies.

A fresh approach to understanding price movements in financial markets.

This article explores periodic solutions in McKean-Vlasov stochastic differential equations.

A new method for estimating true distributions from noisy streaming data.

Exploring the roles of tensors and random walks in data science.

An effective method for approximating complex diffusion behaviors in various fields.

Analyzing how positive news affects company stock prices and their networks.

This article examines how to refine risk measures by incorporating current market data.

A method for better decision-making under uncertainty using innovative computational techniques.

A look into random walks, their measures, and real-world applications.

Learn how chance constraints manage uncertainty in various fields.

A look at how financial models price options in varying market conditions.

A look at numerical methods enhancing option pricing in finance.

A new method enhances blockchain's reliability and efficiency in decentralized networks.

A fresh method for accurately modeling and predicting credit spreads over time.

Improved methods for assessing Pareto type-I distribution with censored data.

Explore the behavior and applications of Lévy-type processes in probability.

A new approach enhances prediction speed and accuracy in various fields.

Exploring deep learning techniques for continuous time series data analysis.

KodeXv0.1 sets a new benchmark for answering financial queries with precision.

Analyzing how companies report cyber risks and their effects on financial performance.

Exploring methods to manage label noise in Gradient Boosted Decision Trees.

A new method improves clustering by focusing on covariance matrices in various fields.

This study evaluates LLM performance on Indonesian professional exams across multiple fields.

A novel approach to understanding networks despite missing information.

A fresh approach enhances understanding of data relationships in machine learning.

A look at how to learn from networks that evolve over time.

Innovative approaches enhance cointegration testing using optimization strategies.