Latest Articles for Risk Management

An analysis of rare, unexpected events and their impact on decision-making.

Exploring the impact of biases on cybersecurity investments and defender strategies.

Tail calibration focuses on improving predictions for extreme weather and financial outcomes.

Explore how BGIG distributions model complex financial scenarios effectively.

This article discusses a new dynamic hedging strategy using implied volatility.

Exploring the need for effective regulation of advanced AI systems.

This article discusses methods for identifying input values for simulation outcomes.

Discover how math shapes financial decisions and market strategies.

A new model improves predictions for rare climate events.

Research reveals how gouge influences fault behavior and earthquake occurrences.

A new framework emphasizes trust in software risk assessment.

Explore the strategies and dynamics in different poker variations.

A look at quadratic and linear mean-variance equilibria in financial markets.

Learn how PROF reduces risks in decentralized finance while benefiting validators.

A guide to estimating integrated volatility and its importance for investors.

Analyzing software failures helps improve practices in various industries.

A framework to analyze causal relationships in extreme scenarios.

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

A guide to creating low volatility portfolios using statistical methods.

Digital Twins help airports strengthen defenses against growing cyber threats.

A look at the significance of subweibull distributions in data analysis.

Examining strategies to create AI systems that prioritize safety and minimize risk.

Assessing how climate change affects credit risk and lender strategies.

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

This paper discusses improving digital twins for reliable risk assessment and decision-making.

A clear guide to securitizing insurance risks and forecasting future losses.

Researchers develop neural networks to improve earthquake size forecasts.

Explore advanced strategies in high-frequency options trading to enhance investment outcomes.

A new method streamlines parameter estimation in stochastic volatility models.

A study on using big data to forecast disruptions in supply chains.

Learn how minimax estimation helps in managing uncertainty in data analysis.

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

Explore the role of BSDEs in managing dynamic financial risks.

A look at conditional least square hedging within jump diffusion models.

New data-driven methods enhance delta hedging performance for traders.

Learn how decision theory and logic improve choices in uncertain situations.

A new framework enhances extreme value estimation using distributionally robust optimization techniques.

Examining a pricing method for American-style options in complex markets.

A framework for fair pricing in smart home cyber insurance.

A deep dive into probabilistic programming for handling uncertainty in various applications.