Tariff threats: how social media shapes expectations?
A team of researchers has developed a multi-agent model to understand how tariff threats influence households' economic...
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When 'no effect' hides two different truths
Ever read a study claiming "we found no evidence that X affects Y"? Sounds like a non-result, but in finance it happens...
Neural shrinkage: the matrix of small stocks
Imagine building a portfolio with thousands of stocks, including many small companies listed recently. The problem?...
How Much Does AI Really Cost?
Artificial intelligence: a new way to measure how much its services cost. The published prices for AI services have...
What if AI read the news to predict the stock market?
Imagine an AI devouring thousands of news articles about 52 major companies for five straight years. It doesn't just...
How can we measure portfolio risk without knowing the covariances between assets?
Imagine having to pick stocks for a portfolio but only a few observations and many assets: estimating how each pair...
How to trade without moving the market? The math that solves the investor's puzzle
Imagine you need to buy one million shares of a company. If you did it all at once, the price would skyrocket and you'd...
Dynamic Hedging on Bitcoin: Do Neural Networks Beat Classic Methods?
Bitcoin option hedging is complex: classic methods like Black-Scholes assume free, continuous rebalancing, impossible...
How to improve swaption calibration? A first-order correction to the HJM model.
A factor HJM stochastic volatility model helps price swaptions. Usually, the model "freezes" the nonlinear swap‑rate...