Latest Articles for Risk Management

A study on improving volatility forecast accuracy using innovative methods.

This article discusses optimizing control systems while managing associated risks.

This article examines feedback effects in contagious McKean-Vlasov problems with common noise.

A new approach to algorithmic recourse that emphasizes risk awareness in decision-making.

A new model enhances interest rate predictions using three interrelated factors.

Learn how covariance matrix estimation enhances financial decision-making and risk management.

Banks must balance loans and cash to ensure stability.

Exploring critical-time and its role in cyber-physical system security.

New insights reveal how afterslip behaves post-earthquake, shifting our understanding.

An overview of stablecoins, their types, challenges, and future directions.

A new method improves stock portfolio management using modern data analysis techniques.

Discover effective strategies for portfolio allocation using Dirichlet factor portfolios.

Revolutionizing investment strategies with a combined model for better returns.

A new model improves long-term stock price forecasting accuracy.

Examining risk-averse gamblers and the St. Petersburg paradox.

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

Combining machine learning and options for better investment strategies.

Delayed information affects investment decisions and strategies in financial markets.

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

This article examines remote code execution vulnerabilities in LLM frameworks and suggests protective measures.

Exploring Moving Target Defense strategies to combat advanced cyber threats and uncertainties.

A new approach improves forecast accuracy using flexible weighting.

A new method helps robots learn safely in uncertain environments.

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 algorithm enhances accuracy in solving backward stochastic differential equations.

Learn how implied volatility shapes trading strategies and market behavior.

This article explores statistical arbitrage in crude oil futures markets.

Learn how to handle extreme data points in analysis effectively.

Explore continuous volatility modeling and its role in financial markets.

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

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

A novel approach for predicting delays in agile projects using real-time data.

Exploring how risk and performance measures adapt over time.

Learn how traders use statistical arbitrage for profit.

Trusta and TDTs enhance the process of creating assurance cases for system safety.

Engineers use innovative methods to monitor and maintain infrastructure safety.

Misconfigured cloud storage poses security risks for sensitive data exposure.

Dive into the unique elements of requirements engineering for quantum software.