Discover how a groundbreaking cross-border market model sheds light on trading dynamics between countries and the potential impacts of limited transmission capacities on your investments and the broader economy.
Tired of biased pricing models? This guide dives into the Leave-One-Out Least Squares Monte Carlo (LOOLSM) algorithm, offering a breakthrough in Bermudan option pricing by eradicating look-ahead bias without extra simulations.
Discover how a novel semi-parametric framework can help you better understand and manage portfolio risk, offering a more robust defense against market downturns.
Explore how Research Joint Ventures (RJVs) provide a collaborative pathway for startups and small businesses to overcome financial constraints, enhance research capabilities, and drive innovation in competitive markets. Find out if an RJV is the right move for your business growth.
Discover the power of Hawkes models in predicting market volatility. This article simplifies complex research, highlighting their real-time capabilities and increasing predictive accuracy.
Discover how the long tail of travel time distribution significantly impacts commute costs and decision-making. Learn to better balance reliability, punctuality, and overall expenses.
Discover how to optimize your consumption and investment strategies while navigating market uncertainties. Learn about drawdown constraints and practical financial planning for long-term stability.
Explore the cutting-edge zero-inflated autoregressive conditional duration (ZIACD) model and its impact on understanding trade durations in finance. Learn how this approach overcomes the limitations of traditional models, providing a more accurate and nuanced view of market activity.
Missing data can cripple your financial models. Learn how to handle it effectively using machine learning techniques to build robust investment portfolios and gain a competitive edge.
Explore the cutting-edge world of affine models and their application in finance, focusing on how parameter uncertainty and path dependence are reshaping risk management and investment strategies.
