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Found 3 papers, 1 papers with code
Self-organised criticality in high frequency finance: the case of flash crashes
With the rise of computing and artificial intelligence, advanced modeling and forecasting has been applied to High Frequency markets.
Simplicial persistence of financial markets: filtering, generative processes and portfolio risk
We observe long memory in the evolution of structures from correlation filtering, with a two regime power law decay in the number of persistent simplicial complexes.
P2P Loan acceptance and default prediction with Artificial Intelligence
Logistic Regression and Support Vector Machine algorithms, together with Linear and Non-Linear Deep Neural Networks, are applied to lending data in order to replicate lender acceptance of loans and predict the likelihood of default of issued loans.
Risk Management General Finance
