📚 文献库
Literature Library

Multi-Scale Markov Switching GARCH

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

👁 209 📚 18

Competition in Dealer Markets with Internalisation and Externalisation

作者
Authors: Robert Boyce | Eyal Neuman 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 107 📚 21

Change-point estimation for Weibull time series with copula-based Markov models

作者
Authors: Li-Hsien Sun | Zong-Yuan Huang | Yi-Ling Huang | C... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 131 📚 9

From Classical 优化 (Optimization) to 贝叶斯 (Bayesian) Integration: A Comprehensive 分析 (Analysis) of Sys...

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfoli...

作者
Authors: Ajay Kumar Verma | Shravya Barkam 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 35 📚 5

An optimal transport foundation for a class of dynamically consistent risk measures

作者
Authors: Sven Fuhrmann | Michael Kupper | Max Nendel 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 21 📚 18

From Arbitrage Removal to Density Extraction: A 模型 (Model)-Free Framework for Short-Dated Options

From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options

作者
Authors: Aaron Wizman | Gabriel Turinici | Gregory Merran 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 110 📚 19

Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943

作者
Authors: Keiichi Morimoto | Akihiko Noda | Takenobu Yuki 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 166 📚 14

Designing On-Chain Options: Amortizing Perpetual Options

作者
Authors: Maxim Bichuch | Zachary Feinstein 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 147 📚 1

Mining Financial 数据 (Data) using Mixtures of Mirrored Weibull Distributions

Mining Financial Data using Mixtures of Mirrored Weibull Distributions

作者
Authors: Zijun Jia | Sharon X. Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 163 📚 27

Sequential Structure in Intraday Futures 数据 (Data): LSTM vs Gradient Boosting on MNQ

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ

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

👁 124 📚 17

SURGE: Approximation-free Training Free Particle Filter for Diffusion Surrogate

作者
Authors: Lifu Wei | Yinuo Ren | Naichen Shi | Yiping Lu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 141 📚 19

Multi-regime Markov-switching models with time-varying transition probabilities: An application to U...

作者
Authors: Samuel Modée | Yushu Li | Sjur Westgaard | Stein A... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 99 📚 6

Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage

作者
Authors: Fusheng Luo | H'elyette Geman 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 127 📚 16

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Rankin...

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Rankin...

作者
Authors: Namhyoung Kim | Jae Wook Song 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 51 📚 16

Enhancing a Risk 模型 (Model) by Adding Transient 统计 (Statistical) Factors

Enhancing a Risk Model by Adding Transient Statistical Factors

作者
Authors: Alexandros E. Tzikas | Emmanuel J. Candès | Trevor... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 151 📚 23

Nonlinear filtering with stochastic discontinuities

作者
Authors: Thorsten Schmidt | Félix B. Tambe-Ndonfack 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 94 📚 15

统计 (Statistical) 模型 (Model) Checking of the Keynes+Schumpeter 模型 (Model): A Transient Sensitivity 分析...

Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Mac...

作者
Authors: Stefano Blando | Giorgio Fagiolo | Mauro Napoletan... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 145 📚 20

模型 (Model)ing Dynamic Correlation Matrices with Shrinkage Priors

Modeling Dynamic Correlation Matrices with Shrinkage Priors

作者
Authors: Daniel Andrew Coulson | David S. Matteson | Martin... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 150 📚 26

Stochastic Calculus and the Black-Scholes-Merton 模型 (Model): A Simplified Approach

Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach

作者
Authors: Kuo-Ping Chang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 153 📚 20

学习 (Learning) Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterizatio...

Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization

作者
Authors: Jan Rovirosa | Jesse Schmolze 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 180 📚 17