An analysis of rare, unexpected events and their impact on decision-making.
― 6 min read
Cutting edge science explained simply
An analysis of rare, unexpected events and their impact on decision-making.
― 6 min read
Exploring the impact of biases on cybersecurity investments and defender strategies.
― 6 min read
Tail calibration focuses on improving predictions for extreme weather and financial outcomes.
― 6 min read
Explore how BGIG distributions model complex financial scenarios effectively.
― 5 min read
This article discusses a new dynamic hedging strategy using implied volatility.
― 5 min read
Exploring the need for effective regulation of advanced AI systems.
― 5 min read
This article discusses methods for identifying input values for simulation outcomes.
― 7 min read
Discover how math shapes financial decisions and market strategies.
― 4 min read
A new model improves predictions for rare climate events.
― 5 min read
Research reveals how gouge influences fault behavior and earthquake occurrences.
― 5 min read
A new framework emphasizes trust in software risk assessment.
― 8 min read
Explore the strategies and dynamics in different poker variations.
― 6 min read
A look at quadratic and linear mean-variance equilibria in financial markets.
― 7 min read
Learn how PROF reduces risks in decentralized finance while benefiting validators.
― 5 min read
A guide to estimating integrated volatility and its importance for investors.
― 4 min read
Analyzing software failures helps improve practices in various industries.
― 6 min read
A framework to analyze causal relationships in extreme scenarios.
― 4 min read
A look into option pricing using financial mathematics and stochastic calculus.
― 6 min read
A guide to creating low volatility portfolios using statistical methods.
― 5 min read
Digital Twins help airports strengthen defenses against growing cyber threats.
― 4 min read
A look at the significance of subweibull distributions in data analysis.
― 5 min read
Examining strategies to create AI systems that prioritize safety and minimize risk.
― 9 min read
Assessing how climate change affects credit risk and lender strategies.
― 5 min read
This study explores market crashes as phase transitions, offering fresh insights for investors.
― 5 min read
This paper discusses improving digital twins for reliable risk assessment and decision-making.
― 4 min read
A clear guide to securitizing insurance risks and forecasting future losses.
― 7 min read
Researchers develop neural networks to improve earthquake size forecasts.
― 6 min read
Explore advanced strategies in high-frequency options trading to enhance investment outcomes.
― 6 min read
A new method streamlines parameter estimation in stochastic volatility models.
― 5 min read
A study on using big data to forecast disruptions in supply chains.
― 6 min read
Learn how minimax estimation helps in managing uncertainty in data analysis.
― 5 min read
Enhancing asset return predictions through causal feature selection in unstable markets.
― 6 min read
Explore the role of BSDEs in managing dynamic financial risks.
― 5 min read
A look at conditional least square hedging within jump diffusion models.
― 5 min read
New data-driven methods enhance delta hedging performance for traders.
― 6 min read
Learn how decision theory and logic improve choices in uncertain situations.
― 5 min read
A new framework enhances extreme value estimation using distributionally robust optimization techniques.
― 6 min read
Examining a pricing method for American-style options in complex markets.
― 6 min read
A framework for fair pricing in smart home cyber insurance.
― 7 min read
A deep dive into probabilistic programming for handling uncertainty in various applications.
― 6 min read