Recent Articles
DOI: 10.66693/finai.1031
We study intraday canonicalization and auditing of implied-volatility (IV) surfaces for S&P 500 index (SPX) options when the available observations are sparse, trade-based open–high–low–close–volume (...
DOI: 10.66693/finai.1008
This paper presents a methodology for forming an adaptive investment portfolio structure based on a multi-module architecture implemented using an ensemble of neural network models. The developed syst...
DOI: 10.66693/finai.1010
Decision-making in omnichannel logistics networks requires balancing multiple performance dimensions under dynamic and uncertain operating conditions. In practice, key performance indicators (KPIs) ar...
DOI: 10.66693/finai.1011
The article examines the problem of formalizing investment cash flow in a distributed ledger environment. Within the framework of the digital transformation of financial relations, the cash flow of an...
