Showing 1–13 of 13 results
/ Date/ Name
Apr 24, 2026Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatilityApr 23, 2026Agentic Artificial Intelligence in Finance: A Comprehensive SurveyMar 22, 2026FinRL-X: An AI-Native Modular Infrastructure for Quantitative TradingAug 26, 2025Identifying Risk Variables From ESG Raw Data Using A Hierarchical Variable Selection AlgorithmAug 10, 2025Can LLMs Identify Tax Abuse?Feb 24, 2025Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM EvaluationAug 13, 2024Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM ApproachMay 13, 2024Data-driven measures of high-frequency tradingApr 1, 2022The return of (I)DeFiXMar 29, 2022Sample Recycling for Nested Simulation with Application in Portfolio Risk MeasurementOct 11, 2017Stochastic Gradient Descent in Continuous Time: A Central Limit TheoremAug 24, 2017DGM: A deep learning algorithm for solving partial differential equationsNov 16, 2015Pricing Two-asset Options under Exponential Lévy Model Using a Finite Element Method