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Research, analysis, and thought leadership from our team of mathematicians and engineers.
ParameterSensitivityAnalysisinRiskBudgetingModels
2026-07-06 14:40:03
8 min read
This comprehensive article explores parameter sensitivity analysis in risk budge
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ApplicationofExtremeValueTheoryinCatastropheBondPricing
2026-07-05 16:15:34
8 min read
This comprehensive article explores the application of Extreme Value Theory (EVT
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EstimationMethodsforHigh-FrequencyRealizedVolatility
2026-07-04 17:16:04
8 min read
An in-depth article on estimation methods for high-frequency realized volatility
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TestingtheTime-VaryingNatureofCointegrationRelationships
2026-07-03 18:37:29
8 min read
本文深入探讨了“检验协整关系时变性”的核心理论与实战应用。作者结合在BRAIN TECHNOLOGY LIMITED的量化从业经历,从经典协整假设的缺陷讲起,详
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AnomalyDetectionAlgorithmsforTimeSeries
2026-07-02 19:49:30
8 min read
Explore the world of anomaly detection algorithms for time series in this compre
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ImprovementstoGARCHFamilyModelsforVolatilityForecasting
2026-07-01 21:06:37
8 min read
This article explores key improvements to GARCH family models for volatility for
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IdentifyingInter-CommodityFuturesArbitrageOpportunities
2026-06-30 22:18:42
8 min read
This comprehensive article explores the strategies and techniques for identifyin
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DecompositionofCreditSpreadsbyMacroeconomicFactors
2026-06-29 23:25:54
8 min read
This comprehensive article explores the decomposition of credit spreads by seven
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ComparisonofInterpolationMethodsforInterestRateCurveConstruction
2026-06-29 00:35:18
8 min read
This article provides a detailed comparison of interpolation methods for interes
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CalibrationTechniquesforStochasticVolatilityModels
2026-06-28 01:47:36
8 min read
This professional article delves into the complex world of calibrating stochasti
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ApplicationofJumpDiffusionProcessesinOptionPricing
2026-06-27 03:23:07
8 min read
This professional article from a BRAIN TECHNOLOGY LIMITED quant explores the app
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JumpDetectionMethodsinHigh-FrequencyData
2026-06-26 04:28:37
8 min read
This comprehensive article explores jump detection methods in high-frequency fin
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