Traditional methods of stock selection often rely on fundamental and technical analyses, which can be time-consuming...

In the fast-paced world of finance, traders are constantly seeking innovative strategies to cap italize on market opportunities and...

The Monte Carlo simulation is a computational algorithm that relies on repeated random sampling to obtain numerical results...

The growing interest of European insurers and policymakers in green finance is a direct result of increased awareness...

Within the expansive domain of quantitative trading, Kakushadze and Serur’s ”151 Trading Strategies” present a panorama of diverse...

Asset Pricing Models are sophisticated theoretical frameworks employed to ascertain the value of an asset predicated on its anticipated...

A Levy process is a stochastic process that follows a random walk with an infinitely divisible one-step distribution...

In the recent past there has been a growth in alternative equity trading platforms, with dark pools...

Risk aversion, a fundamental concept in economics and finance, revolves around the preferences individuals exhibit...

The concept behind the Phillips curve suggests that changes in the unemployment rate in the economy have a predictable impact on price...

Based on Gatev et al. (2006), pairs trading follows a two-period process: in the first period (training period) the objective is to find...

In the realm of financial mathematics, understanding the intricate dynamics of interest rates is of paramount importance...

In the analysis of macroeconomic data, we often find values in some phenomena for which the variances of the terms of error...

Christopher Sims proposed, in 1980, the Vector Autoregression which is a multivariate linear time series model...

The volatility risk premium refers to the compensation that investors require for holding risky assets, such as stocks or options...

The main objective of the article is how the world of finance was changed by scientific research throughout the last century...

Institutional investors have portfolios worth hundreds of billions of dollars, this means that every position they need to liquidate will...