Latest Articles for Market Analysis

Learn how regime-switching models enhance investment decision-making.

This study introduces advanced testing methods for assessing investment performance.

Explore new methods for optimizing investment portfolios with minimized risks.

A critical look at the effectiveness of rough volatility models in financial markets.

Explore how multiple stable states impact urban population and market dynamics.

Explore key features and dynamics of German bond futures trading.

Examining option pricing using partial differential equations in regime-switching markets.

This article discusses the Growth Optimal Portfolio and its role in continuous markets.

Introducing a framework to improve stock prediction and explanations.

Exploring how AI transforms trading decision-making in financial markets.

This article examines the financial impact of cyber incidents on companies.

Introducing Causal-NECO VaR for better risk prediction in finance.

Analyzing how winner-pays-bid auctions stabilize seller revenue.

Examining the link between asset pricing factors and market performance using random portfolios.

A new model enhances risk assessment using multiple measures for accurate predictions.

A new approach to understanding crypto market dynamics through advanced modeling techniques.

A new model enhances dynamic hedging by accounting for market impact and liquidity.

Exploring new methods and technologies shaping the future of option pricing.

A new approach to trading energy helps optimize decisions and profits.

A study on arbitrage strategies in decentralized finance using zkSync Era.

Learn how the Volterra-Heston model prices geometric Asian options.

Analyzing the changes and challenges in the Nordic power market.

A new framework aiding research in the complex art market.

Learn effective methods for pricing various debt securities in financial markets.

Discover how machine learning is reshaping asset pricing in finance.

Combining stress index and news sentiment for smarter investment decisions.

A new method improves pairs trading by reducing risks and costs.

A new method to better value renewable energy contracts for companies.

Learn how fluid dynamics concepts illuminate financial market behaviors.

How trading strategies and constraints shape market behavior and player decisions.

This research examines transaction data to assess the impact of exchanges on Polkadot.

Analyzing how noise affects student and college matching in admissions processes.

A look at how global markets influence each other during crises.

Analyzing consumer choices using statistical moments reveals rational behavior patterns.

A look into benchmark-neutral pricing for financial products like bonds.

A review of electricity market pricing zones in Europe amid rising renewable energy usage.

A look into new methods for pricing financial options using market data.

Discover how new models improve predictions in mergers and acquisitions.

A new model simplifies asset pricing analysis, yielding better predictions.

New methods streamline the pricing of complex financial options for traders.