Latest Articles for Investment Strategies

A study on maximizing returns through alpha and phi-portfolios.

Strategies for optimizing asset allocation while considering data uncertainty.

A new pricing formula for VIX options using the Heston-Hawkes model enhances volatility trading strategies.

Learn how to refine trading strategies while managing transaction costs in real markets.

Addressing pollution and investment challenges in the shift to renewable energy.

Learn how advanced methods improve investment strategies for better returns.

A look at how companies in Europe are rated on sustainability.

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

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

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

Explore how financial knowledge shapes investment behavior and market involvement.

Asian options use average prices to manage risk in financial markets.

Learn how the Kalman filter helps forecast asset prices in finance.

Joint estimation of VaR and ES enhances financial risk assessment.

FinCon leverages multi-agent systems to improve financial decision-making.

Examining the role of risk in machine learning for asset pricing.

FAR-Trans dataset offers insights for improving investment recommendations based on real transaction data.

Discover how StockAgent uses AI to simulate stock trading and analyze market behavior.

The downfall of Silicon Valley Bank shook the stablecoin market significantly.

A closer look at the Ivancevic model for option pricing in finance.

A novel approach to understanding stock interactions during market changes.

AROhI simplifies ROI evaluation for data analytics investments.

A strategic approach to safeguard research investments.

This study examines the relationship between cryptocurrencies and global financial markets.

A new model for classifying multi-sector companies improves investment strategies.

Discover how Hopfield networks are transforming asset management and portfolio optimization.

A comparison of LLMs and traditional methods for predicting credit ratings.

Learn how network analysis can improve stock investment strategies.

Exploring the impact of quantum algorithms on portfolio optimization performance.

Restaking presents new earning opportunities along with significant risks for node operators.

A study on the effectiveness of LLMs in reviewing ESG literature and financial performance.

Discover how math shapes financial decisions and market strategies.

This paper presents a method to identify risk factors using modern data techniques.

A look into option pricing using financial mathematics and stochastic calculus.

This study explores market crashes as phase transitions, offering fresh insights for investors.

A new method enhances stock market predictions after earnings reports using AI.

Examining how climate change affects crude oil, carbon emissions, and agricultural markets.

Quantum techniques improve accuracy in predicting financial markets and managing risks.

This study explores machine learning applications in predicting financial market movements.

Enhancing asset return predictions through causal feature selection in unstable markets.