Infrastructure vs Regulatory Shocks: Asymmetric Volatility Response in Cryptocurrency Markets
Short-term prediction of the Romanian stock market benchmark index using genetic programming
Prediction and ranking of corporate diversity in European and American firms
InfoGAT: A Superior Stock Recommendation Framework Combining Informer Time-Series Modeling with Graph Attention Networks
Implied Yields in Liquid Restaking: An Empirical Decomposition of Market-Implied Risk and Reward Premia
Bridging Finance and AI: A Comprehensive Survey of Large Language Models in Financial Applications
Gen AI for API Generation in Portfolio Optimization
Bibliometric analysis on determinants of money laundering
Using Quantitative Methods to Detect Financial Statement Manipulation for SMEs in an emerging market: Case of Albania
Quantitative Portfolio Optimization Framework with Market Regimes Classification, Probabilistic Time Series Forecasting, and Hidden Markov Models