3 papers
q-fin.MF2026
Anomaly detection in European cryptocurrency exchange-traded products
Julia Kończal, Rafał Połoczański
Cryptocurrency exchange-traded products (ETPs) listed on European exchanges provide a regulated environment for studying intraday market anomalies. We study four Bitcoin and Ethere…
q-fin.PR2025
Machine learning models for predicting catastrophe bond coupons using climate data
Julia KoÅczal, MichaÅ Balcerek, Krzysztof Burnecki
In recent years, the growing frequency and severity of natural disasters have increased the need for effective tools to manage catastrophe risk. Catastrophe (CAT) bonds allow the t…
q-fin.MF2025
Pricing options on the cryptocurrency futures contracts
Julia KoÅczal, Julia Kończal
The cryptocurrency options market is notable for its high volatility and lower liquidity compared to traditional markets. These characteristics introduce significant challenges to…