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Literature Library

A general technique for explicit quantile representations

作者
Authors: Wolfgang Schadner 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 161 📚 9

Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents

作者
Authors: Eric Benhamou | Jean-Jacques Ohana | Beatrice Guez... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 37 📚 25

Mean Field Games of Optimal Trading with an SPDE 模型 (Model) of the Limit Order Book

Mean Field Games of Optimal Trading with an SPDE Model of the Limit Order Book

作者
Authors: Hanchao Liu | Dena Firoozi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 71 📚 9

Calibration of Passive Market Impact with a Queue-Sensitive Propagator 模型 (Model)

Calibration of Passive Market Impact with a Queue-Sensitive Propagator Model

作者
Authors: Yadh Hafsi | Fabrizio Lillo | Grégoire Szymanski 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 111 📚 18

Comparing tail forecasts: the number of exceedances is the sample size

作者
Authors: Raphael Coelho 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 43 📚 15

Sparse Autoencoders as Implicit Diversification Regularisers for Cross-Sectional Cryptocurrency Retu...

作者
Authors: Weijia Han | Lisha Qu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 62 📚 25

Exponential Convergence of the Lifted Gradient Flow of the Bass Functional

作者
Authors: Danila Litvinov 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 53 📚 9

Event definition and the branching ratio: Hawkes estimates of price-change clustering in the consoli...

作者
Authors: Hyoeun Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 47 📚 7

Contemporaneous Transmission Networks and Systemic Risk in European Banking

作者
Authors: Minh Duc Duong | Alessio Moneta | Fabrizio Lillo |... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 164 📚 1

Optimal Order Placement under a State-Dependent Hawkes Process Limit Order Book model

作者
Authors: Jonathan Chávez Casillas | Li Gan 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 113 📚 26

Weekend Crypto Volatility and Monday Market Risk

作者
Authors: Pedram Ebadollahyvahed | Nneka Umeorah 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 63 📚 6

Differentiability and Convexity of the Solution Maps for Fully Non-linear Parabolic HJB Equations

作者
Authors: Jean-François Chassagneux | Stéphane Crépey | Grég... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 197 📚 7

On the continuity of conditional distributions and stratification for derivative pricing

作者
Authors: Aleksandar Arandjelovic | Patrick Cheridito 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 115 📚 29

Intraday Forecasting Ability and Liquidity Provision of Institutional Traders

作者
Authors: Xinlei Hao | Jiajun Guo | Jussi Keppo | Xianhua Pe... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 190 📚 10

What 预测 (Prediction)-Market Contracts Reveal at Launch: Trading Volume and Dispute Risk

What Prediction-Market Contracts Reveal at Launch: Trading Volume and Dispute Risk

作者
Authors: Ahmed Mahrous | Roberto Di Pietro 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 120 📚 2

Distributions or Quantiles? A Convex Variational Theory of Worst-Case Risk

作者
Authors: Jianjun Gao | Jonathan Li | Zhen Wang | Yang Zhang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 130 📚 12

Arithmetic 模型 (Model)s for Commodity Futures, Vanilla, and Calendar Spread Options

Arithmetic Models for Commodity Futures, Vanilla, and Calendar Spread Options

作者
Authors: Malthe Rauh Johansen | Nina Lange | David Skovmand 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 108 📚 8

Probability-Weighting Functions for Normal Tempered-Stable Laws: Orthogonal Channels and Information...

作者
Authors: Akash Deep | Bhathiya Divelgama | A. Alexandre Tri... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 112 📚 12

From Alpha to Execution: Trading Horizons, Regimes, and Schedules under Concave Impact and Hurst Sca...

作者
Authors: Dnyanesh Kulkarni | Revant Nayar 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 169 📚 7

Common Signals, Spurious Cross-Excitation, and Identification in Multivariate Hawkes Processes

作者
Authors: Jiwon Jung | Kiseop Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 182 📚 29