📚 文献库
Literature Library

Objective and subjective entropy measures of portfolio suboptimality

作者
Authors: Ati S Sharma 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 141 📚 19

tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal 预测 (Prediction) for Time Ser...

tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series

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

👁 161 📚 9

Iterative detection of global factors near the BBP phase transition

作者
Authors: Andrés García-Medina 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 32 📚 18

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Ma...

作者
Authors: Ying Chen | Hoa Nguyen | Julian Sester | Hoang Hai... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 184 📚 19

Estimating the Stochastic Discount Factor from Option Prices and Predicting the Equity Premium

作者
Authors: Kenichiro Shiraya | Tomohisa Yamakami | Akira Yama... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 105 📚 5

Optimal 预测 (Prediction) of Resistance and Support Levels under Constant Elasticity of Variance Proce...

Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes

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

👁 205 📚 27

End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI 模型 (Model)s Beat...

End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simp...

作者
Authors: Austin Pollok | Kevin Robik 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 97 📚 18

Portfolio 优化 (Optimization) under Fast and Slow Latent Mean-Reverting and Momentum Drift

Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift

作者
Authors: Dannin J. Eccles | Roger Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 54 📚 14

Liquidity Premium and Investment Horizons

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

👁 92 📚 27

A Cap-Axis Integral Diagnostic of Factor 模型 (Model)s

A Cap-Axis Integral Diagnostic of Factor Models

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

👁 90 📚 28

Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

作者
Authors: Sichao He | Yansong Zhang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 137 📚 4

Multi-Stream Temporal Fusion for Financial Fraud Detection

作者
Authors: Mohammadamin Dashti Moghaddam | Nick Sciarrilli 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 124 📚 15

Pretrained Time-Series Foundation 模型 (Model)s for Financial Return Forecasting

Pretrained Time-Series Foundation Models for Financial Return Forecasting

作者
Authors: Miquel Noguer I Alonso | Rodolfo Pereira Franklin 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 124 📚 4

The 推断 (Inference)-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book 预测 (Pr...

The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction

作者
Authors: C. Evans Hedges 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 86 📚 20

Valuing American options and Flexible Forwards contracts in time-dependent models

作者
Authors: Leif Andersen | Andrey Itkin | Rakhymzhan Kazbek 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 176 📚 11

Empirical Confirmation of the Square-Root Law of Market Impact in a U.S. Large-Cap Equity

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

👁 126 📚 30

Path Space Robust 贝叶斯 (Bayesian) Portfolio Selection

Path Space Robust Bayesian Portfolio Selection

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

👁 53 📚 11

Continuous Hidden Markov 模型 (Model)s for Equity Returns: Heavy-Tail Emission Families and Regime-Con...

Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditio...

作者
Authors: Abdulrahman Alswaidan | Cade Jin | Jeffrey D. Varn... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 102 📚 24

Financial Frequency Combs

作者
Authors: Madhurendra Mishra | Armaan Aryan | Arsh Gogia | A... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 86 📚 6

Collective completeness and pricing-hedging duality II

作者
Authors: Alessandro Doldi | Marco Frittelli | Marco Maggis 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 141 📚 14