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Classification vs. Regression in Crisis Prediction

Predicting financial crises is a complex yet crucial task for investors, economists, and policymakers.

Sebastian Petric
Thu 19 Sep 2024
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Quantpedia Research Review - Issue 20

Issue 20 explores the efficacy of active versus passive life cycle savings strategies by comparing multiple asset classes, examines the innovative use of Convolutional Neural Networks (CNNs) for pairs trading, and analyzes financial analysts' counter-cyclical views on risk premia.

Quantpedia
Tue 16 Jul 2024
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Optimal Trading in the Presence of Economic Events

In this article, the author explores the problem of optimal buy/sell strategies in the presence of economic events.

Alexander Ya. Polishchuk
Fri 14 Jun 2024
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Quantpedia Research Review - Issue 19

Issue 19 explores the use of Google Trends data to predict cryptocurrency returns, discusses the influence of business cycles on machine learning stock predictions, and studies an analysis of currency market strategies over a 200-year history.

Quantpedia
Tue 11 Jun 2024
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Calculating Value-at-Risk Using Option Implied Probability Distribution of Asset Price

In this article, the author uses the probability distribution of asset prices extracted from option prices to get the VaR of a portfolio using Monte-Carlo method.

Samit Ahlawat
Fri 10 May 2024
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What Salary Could You Earn Working in Quantitative Finance?

Embark on your quant finance career journey with the 2024 CQF Careers Guide to Quantitative Finance.

CQF
Tue 7 May 2024
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Quantpedia Research Review - Issue 18

Issue 18 delves into cryptocurrency hedging strategies, discusses the impact of Bitcoin’s future expiration on prices, and explores the role of art as a portfolio diversifier.

Quantpedia
Wed 24 Apr 2024
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The Heston–Hull–White Model Part I: Finance and Analytics

This is the first article in a series of three on financial modeling. The aim of this series is to show the full life cycle of model development. We have chosen an equity model with stochastic volatility and stochastic interest rates.

Holger Kammeyer, Joerg Kienitz
Fri 5 Apr 2024
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Negative Probabilities in Financial Modeling

The article explores the concept of negative probabilities and how they can be used in financial modeling, specifically in the valuation of certain financial options known as Caps and Floors.

Mark Burgin, Gunter Meissner
Wed 3 Apr 2024
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Quantpedia Research Review - Issue 17

Issue 17 delves into stock market concentration in the United States, discusses how to improve portfolios using mutual information, and explores the robust testing of country and asset ETF momentum strategies.

Quantpedia
Mon 25 Mar 2024

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