Sökresultat - "Quantitative Finance - Computational Finance"

Path-dependent option pricing with two-dimensional PDE using MPDATA

Magnuszewski, Paweł, Arabas, Sylwester

A Causation-Based Framework for Pricing and Cost Allocation of Energy, Reserves, and Transmission in Modern Power Systems

Ribeiro, Luiza, Street, Alexandre, Arroyo, Jose Manuel, Moreno, Rodrigo

Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization

Dang, Duy-Minh, Chen, Chang

Classifying and Clustering Trading Agents

Wilinski, Mateusz, Goel, Anubha, Iosifidis, Alexandros, Kanniainen, Juho

Comparative analysis of financial data differentiation techniques using LSTM neural network

Stempień, Dominik, Gajda, Janusz

Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures

Hu, Chen, Zhang, Kouxiao

Machine learning approach to stock price crash risk

Karasan, Abdullah, Alp, Ozge Sezgin, Weber, Gerhard-Wilhelm

Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study

Zhang, Yuke

R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization

Li, Yuante, Yang, Xu, Yang, Xiao, Xu, Minrui, Wang, Xisen, Liu, Weiqing, Bian, Jiang

SAE-FiRE: Enhancing Earnings Surprise Predictions Through Sparse Autoencoder Feature Selection

Zhang, Huopu, Liu, Yanguang, Du, Mengnan

Geometric Formalization of First-Order Stochastic Dominance in $N$ Dimensions: A Tractable Path to Multi-Dimensional Economic Decision Analysis

Li, Jingyuan

The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents

Islam, Mohammad Rubyet

A Set-Sequence Model for Time Series

Epstein, Elliot L., Sadhwani, Apaar, Giesecke, Kay

Words That Unite The World: A Unified Framework for Deciphering Central Bank Communications Globally

Shah, Agam, Sukhani, Siddhant, Pardawala, Huzaifa, Budideti, Saketh, Bhadani, Riya, Gopal, Rudra, Somani, Siddhartha, Galarnyk, Michael, Lee, Soungmin, Hiray, Arnav, Ravichandran, Akshar, Kim, Eric, Aluru, Pranav, Zhang, Joshua, Jaskowski, Sebastian, Guda, Veer, Tarte, Meghaj, Ye, Liqin, Gosden, Spencer, Routu, Rutwik, Yuh, Rachel, Chava, Sloka, Chava, Sahasra, Kelly, Dylan Patrick, Chiang, Aiden, Mittal, Harsit, Chava, Sudheer

Fast Learning in Quantitative Finance with Extreme Learning Machine

Cheng, Liexin, Cheng, Xue, Liu, Shuaiqiang

Monte-Carlo Option Pricing in Quantum Parallel

Scriba, Robert, Li, Yuying, Wang, Jingbo B

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity

Lao, Xin, Chen, Shiping, Wang, Qin

Transfer Learning Across Fixed-Income Product Classes

Camenzind, Nicolas, Filipovic, Damir

Forecasting Intraday Volume in Equity Markets with Machine Learning

Cucuringu, Mihai, Li, Kang, Zhang, Chao

DeFi Liquidation Risk Modeling Using the Reflection Principle for Zero-Drift Brownian Motion

Belenko, Timofei, Vosorov, Georgii