Explore our collection of in-depth quantitative finance research and market insights
A comprehensive comparison of the Black-Scholes-Merton and Kou's Double Exponential Jump-Diffusion models for option pricing, examining their theoretical foundations and practical applications.
Read MoreA transformative, data-driven approach using machine learning to assess and mitigate summer overheating in council housing, enhancing resilience against climate change.
Read MoreA practical approach to creating a lightweight automation pipeline that transforms raw market data into structured reports using AI, Python analytics, and workflow orchestration.
Read MoreThis article examines the critical role of repurchase agreement (repo) rates within contemporary financial systems and their linkages with other fundamental economic indicators.
Read MoreDiscover how genetic algorithms can be leveraged to develop and optimize trading rules that consistently outperform conventional approaches in complex market conditions.
Read MoreA comprehensive analysis of the Vasicek and Cox-Ingersoll-Ross (CIR) models for interest rate modeling, including mathematical formulations, calibration techniques, and applications in fixed income markets.
Read MoreExploring how machine learning models can accelerate Formula 1 front wing design by predicting aerodynamic performance from CFD simulation data without running computationally expensive simulations.
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