📚 文献库
Literature Library

Where Backtests and Live Trading Part Ways: Six Defects from One Intraday System

作者
Authors: Alex Vidovich | Zivana Zerjal 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 204 📚 5

Regime Detection in Latent Factor 模型 (Model)s -- A 贝叶斯 (Bayesian) Decision-Theoretic Approach

Regime Detection in Latent Factor Models -- A Bayesian Decision-Theoretic Approach

作者
Authors: Karl Kristian Engelund 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 161 📚 12

Structured SDEs for Realized GARCH: Continuous-Time Volatility 模型 (Model)ling and Component-Level 分析...

Structured SDEs for Realized GARCH: Continuous-Time Volatility Modelling and Component-Level Analysi...

作者
Authors: Hongyu Yao | Zhengyang Chi | Junbin Gao 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 167 📚 17

Three options are roughly enough - Variance-optimal semi-static hedging in the rough Heston model

作者
Authors: Paolo Di Tella | Martin Keller-Ressel | Beatrice O... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 151 📚 29

Residual 学习 (Learning) in Empirical Asset Pricing

Residual Learning in Empirical Asset Pricing

作者
Authors: Dexin Peng | Xiaoyu Wang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 209 📚 25

Diffusive Market Impact: A Consistent Microfoundation

作者
Authors: Julius F. Bonart 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 64 📚 30

DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting

作者
Authors: Aashish Bohra | Lokendra Vishwakarm 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 225 📚 3

Latent Continuum of Regimes in Limit Order Book Dynamics

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

👁 151 📚 18

Latent Continuum of Regimes in Limit Order Book Dynamics

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

👁 68 📚 13

From Word Counts to Context: Topic 模型 (Model)s for Asset Pricing

From Word Counts to Context: Topic Models for Asset Pricing

作者
Authors: Kevin Foley | Jonathan Hartadi | Shivesh Prakash |... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 188 📚 23

A Generalized Langevin 模型 (Model) of Latent Liquidity and Concave Price Impact

A Generalized Langevin Model of Latent Liquidity and Concave Price Impact

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

👁 36 📚 29

From Cointegration to Out-of-Sample Failure: A Pairs-Trading Case Study on PEP-KO

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

👁 58 📚 23

Algorithmic trading and stochastic integration

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

👁 59 📚 6

Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets

作者
Authors: Arkadiusz Lipiecki | Nikolaos Kourentzes | Rafal W... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 142 📚 2

Affine Volterra covariance processes and application to commodity markets

作者
Authors: Boris Günther | Ludger Overbeck 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 176 📚 27

Quadratic and $p$-th variation of random signed Takagi--Landsberg bridges

作者
Authors: Purba Das | Alexander Schied 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 141 📚 13

Regularity of a Multidimensional Principal-Agent Problem with Separable Effort Costs

作者
Authors: Shuaijie Qian | Guan Qiao 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 167 📚 24

Principal component error in high-dimensional factor models

作者
Authors: Alex Bernstein | Lisa R. Goldberg | Nicholas Gunth... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 72 📚 23

Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback

作者
Authors: Jaehyun Kim | Hyungbin Park 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 144 📚 25

VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

作者
Authors: Aashish Bohra | Vivek Vijay 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 119 📚 7