Advanced Risk Analytics: Hyperbolic Graph Clustering and Worst-Case Portfolio Optimization
25 Feb 2026
Uncover complex data structures with LSEnet's Differentiable Structural Information (DSI) and shield investments from market crashes using Indifference BSDEs
Mastering LSEnet: Automated Graph Clustering in Lorentz Hyperbolic Space
25 Feb 2026
Learn how LSEnet uses Differentiable Structural Information (DSI) and the Lorentz model to reveal natural data hierarchies via gradient backpropagation.
2026 Graph Analytics & Financial Risk Modeling: LSEnet vs. Stochastic Crash Optimization
25 Feb 2026
Explore LSEnet's automated clustering in hyperbolic space and advanced strategies for worst-case portfolio optimization against market crashes
Worst-Case Portfolio Optimization and Stochastic Control References
25 Feb 2026
Explore foundational research in worst-case portfolio optimization, stochastic interest rate risk, and robust preferences.
Bates and Heston Model Numerics: CIR Process Simulation and Infinite Activity Jumps
25 Feb 2026
Explore numerical experiments for Bates and Heston models, featuring CIR process volatility modeling, infinite activity jumps, and exact simulation techniques
Indifference Strategies and Viscosity Solutions in Worst-Case Portfolio Optimization
24 Feb 2026
Learn how viscosity solutions and stochastic volatility models like Heston and Bates define worst-case optimal trading strategies.
BSDE Characterization of Indifference Strategies for Worst-Case Portfolios
24 Feb 2026
Learn how backward stochastic differential equations ensure existence and uniqueness in optimal portfolio models.
Optimizing Pre-Crash Portfolios: Indifference Strategies and Stochastic Market Coefficients
24 Feb 2026
Learn how super- and subindifference strategies define the optimal worst-case investment frontier.
LSEnet & Market Defense: Hyperbolic AI and Crash-Proof Portfolios (2026)
22 Feb 2026
Master automated graph clustering with LSEnet and discover worst-case portfolio optimization strategies for Heston and Kim-Omberg market models.