Artificial intelligence (AI) is a key component in the field of antitrust, as it is utilized to analyze vast quantities of data with the aim of detecting indications of unjust business practices. This paper provides a comprehensive survey of the issue of algorithmic biases in computational...

We present a novel tool for generating speculative and hedging foreign exchange (FX) trading policies. Our solution provides a schedule that determines trades in each rebalancing period based on future currency prices, net foreign account positions, and incoming (outgoing) flows from business...

The LIBOR Market Model (LMM or BGM) has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however, we propose a lattice (or tree) approach...