Balancing Risk and Fairness in Power Grid Cyber-Insurance Design
4 Feb 2026
A new Shapley-based cyber-insurance model aims to fairly price risk and reduce insolvency in power systems facing unpredictable cyber threats.
Modeling Cyberattacks on Power Grids to Price Risk in Mutual Insurance Systems
4 Feb 2026
A new epidemic-based cyber-physical model links power grid cyberattacks to load loss, reliability, and insurance pricing strategies.
A New Cyber-Insurance Model Uses Game Theory to Protect Smart Power Grids
4 Feb 2026
A new cyber-insurance model uses smart monitoring, epidemic risk modeling, and Shapley values to fairly price cyber risk in power grids.
How Apple Stock Exposes the Limits of the Classic CAPM
4 Nov 2025
Discover how the asymmetric CAPM redefines market risk by factoring in investor position—revealing why Apple stock behaves differently for longs and shorts.
Twin‑Tower Neural Architecture for Δ‑Estimation in Differential Financial Models
4 Nov 2025
Neural networks act as adaptive parametric bases, improving hedging accuracy and reducing relative PnL variance versus classical methods.
Mathematics of Differential Machine Learning in Derivative Pricing and Hedging: Choice of Basis
4 Nov 2025
Drawing from Barron, Hornik, and Telgarsky, it proves neural networks yield superior efficiency in higher‑dimensional pricing tasks.
Constructing Loss Functions for Differential Machine Learning in Derivative Pricing
4 Nov 2025
A digital‑option example demonstrates the approach, using weak derivatives to recover sensitivity (∆) from discontinuous pay‑offs.
A Theoretical and Practical Framework for Differential Machine Learning in Derivative Pricing
4 Nov 2025
Theoretical results validate the algorithm’s efficiency and unify prior pricing models under a single differential‑learning formulation.
A Practical Guide to G-LSM: Improving High-Dimensional Option Pricing with Minimal Overhead
24 Sept 2025
Solving high-dimensional option pricing: G-LSM leverages Hermite polynomials and gradients to achieve a 10x accuracy boost over LSM.