Learn about Robert F. Engle III, a Nobel laureate credited with developing the ARCH model for analyzing financial market ...
Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...
Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...
Bitcoin volatility is pushing investors toward diversified crypto allocation models to manage risk, stabilize returns, and ...
This paper is devoted to the price–storage dynamics in natural gas markets. A novel stochastic path-dependent volatility model is introduced with path dependence in both price volatility and storage ...
Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...
Deep learning is increasingly used in financial modeling, but its lack of transparency raises risks. Using the well-known Heston option pricing model as a benchmark, researchers show that global ...
After experiencing significant volatility, the cryptocurrency market has seen a strong rebound, with Bitcoin prices climbing back above the $70,000 ...