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Risk Management
⚖️ Risk Management
Value at Risk, Portfolio Hedging, Tail Risk, Volatility Modeling
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36
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Oil’s Seven-Week Low Lasted One Evening as US Strikes on Iran Jolt
Markets
📊
Quantitative Finance For Portfolio Management
easternherald.com
·
2d
2 days ago
Actions for Oil’s Seven-Week Low Lasted One Evening as US Strikes on Iran Jolt Markets
Emerging
Markets
Are Delivering Over 22 Percent Returns and Most American Investors Are Missing It Entirely
📊
Quantitative Finance For Portfolio Management
247wallst.com
·
3d
3 days ago
Actions for Emerging Markets Are Delivering Over 22 Percent Returns and Most American Investors Are Missing It Entirely
3 warnings from analysts on the truth lurking beneath the ‘barnburner’ jobs report — and why America’s AI hiring crisis is far from over
🕸
Complexity Economics
Content type:
News
fortune.com
·
6d
6 days ago
Actions for 3 warnings from analysts on the truth lurking beneath the ‘barnburner’ jobs report — and why America’s AI hiring crisis is far from over
Bayesian Dynamic Factor
Models
for High-Dimensional
Matrix-Valued
Time Series
📊
Quantitative Finance For Portfolio Management
Content type:
Academic
arxiv.org
·
2d
2 days ago
Actions for Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series
Who's looking out for passive investors?
📊
Quantitative Finance For Portfolio Management
Content type:
News
Content type:
Blog
thetwocents.substack.com
·
6d
6 days ago
·
Substack
Actions for Who's looking out for passive investors?
Shared Infrastructure Investment and
Pricing
: Stackelberg Equilibria in
Risk-Aware
Take-or-Pay Contracts
📈
Reinforcement Learning In Finance
Content type:
Academic
arxiv.org
·
1d
1 day ago
Actions for Shared Infrastructure Investment and Pricing: Stackelberg Equilibria in Risk-Aware Take-or-Pay Contracts
JPMorgan Goes Neutral on Turkey as Election
Risk
and Dollarization Fears Rattle Wall Street
📊
Quantitative Finance For Portfolio Management
easternherald.com
·
5d
5 days ago
Actions for JPMorgan Goes Neutral on Turkey as Election Risk and Dollarization Fears Rattle Wall Street
MASK: Multi-Agent Semantic K-Scheduling for
Risk-Sensitive
6G Robotics
📈
Reinforcement Learning In Finance
Content type:
Academic
arxiv.org
·
1d
1 day ago
Actions for MASK: Multi-Agent Semantic K-Scheduling for Risk-Sensitive 6G Robotics
Asymptotic Optimality of Thompson Sampling for
Risk-Averse
Bandits with Sub-Gaussian Rewards
📊
Quantitative Finance For Portfolio Management
Content type:
Academic
arxiv.org
·
3d
3 days ago
Actions for Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards
Gold Slides Below 200-Day Average as Blowout Jobs Report Kills Fed
Rate-Cut
Hopes
🎲
Ergodicity Economics
easternherald.com
·
5d
5 days ago
Actions for Gold Slides Below 200-Day Average as Blowout Jobs Report Kills Fed Rate-Cut Hopes
On the Skew Stickiness
Ratio
📊
Quantitative Finance For Portfolio Management
Content type:
Academic
arxiv.org
·
3d
3 days ago
Actions for On the Skew Stickiness Ratio
Risk-Aware
Planning for Transit Desert Remediation Under Demand Uncertainty
📊
Quantitative Finance For Portfolio Management
Content type:
Academic
arxiv.org
·
3d
3 days ago
Actions for Risk-Aware Planning for Transit Desert Remediation Under Demand Uncertainty
Benchmarking Quantum Algorithmic Resilience for CVaR
Portfolio
Optimization: The Expressibility-Coherence Trade-off
📈
Reinforcement Learning In Finance
Content type:
Academic
arxiv.org
·
3d
3 days ago
Actions for Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off
Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS
📈
Reinforcement Learning In Finance
Content type:
Academic
arxiv.org
·
3d
3 days ago
Actions for Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS
Volatility
Forecasting and Return Prediction under
Market
Regimes: Evidence from High-Frequency Chinese Equity Data
📊
Quantitative Finance For Portfolio Management
Content type:
Academic
arxiv.org
·
3d
3 days ago
Actions for Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data
Fast-excursion limit of the Heston
model
📊
Quantitative Finance For Portfolio Management
Content type:
Academic
arxiv.org
·
4d
4 days ago
Actions for Fast-excursion limit of the Heston model
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