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Literature Library

On the hedging problem in general 1D diffusion markets

作者
Authors: Alexis Anagnostakis | David Criens | Mikhail Uruso... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 160 📚 22

From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM 模型 (Model)s

From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models

作者
Authors: Daniyal Ali Hameedi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 116 📚 15

A Multiscale Ball Test for Conditional Mean Independence

作者
Authors: Simon Rudkin | Wanling Rudkin 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 61 📚 14

Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation

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

👁 37 📚 15

Concentrated Liquidity Provision: a Reinforcement 学习 (Learning) Perspective

Concentrated Liquidity Provision: a Reinforcement Learning Perspective

作者
Authors: Georgios Chionas | Charalampos Kleitsikas | Stefan... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 138 📚 21

The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Pr...

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

👁 168 📚 3

Buy the Rumor, Sell the News: When Is News Priced In?

作者
Authors: Alireza Kargarzadeh | Nariman Khaledian | Navid Pa... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 97 📚 17

When to Sell an Asset? - A Distribution Builder Approach

作者
Authors: Peter Carr | Stephan Sturm 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 159 📚 14

Dependence-Informed Sparse Neural Architecture for Stock Return 预测 (Prediction)

Dependence-Informed Sparse Neural Architecture for Stock Return Prediction

作者
Authors: Hongyu Lin | Yulin Chen | Yuanrong Wang | Antonio ... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 115 📚 0

Disclosed Human-Capital Disruption and Firm-Specific Risk

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

👁 135 📚 15

Calibration Bets on the Past: Post-Training Quantization for Financial Time-Series Forecasting

作者
Authors: Junyi Ye | Ivy Gateri Wanjiku 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 81 📚 13

Physical Extinction and Long-Run Pricing under Time-Varying Beliefs

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

👁 57 📚 27

What Makes a Peer? Valuation-Anchored Similarity in Private Markets

作者
Authors: Sebastian Frank | Jingrao Lyu | Max Jarmey | Preet... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 168 📚 20

The Price of Permission: 分类 (Classification) Uncertainty in Constrained Capital Markets

The Price of Permission: Classification Uncertainty in Constrained Capital Markets

作者
Authors: Abdulrahman Qadi | Akash Sharma | Francesca Medda 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 172 📚 30

Fee Implied Volatility on Uniswap v3: A DEX Native Proxy and Its Limits

作者
Authors: Amy Oumayma Khaldoun 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 130 📚 17

Universality and Heterogeneity of Stylized Facts in Cryptocurrency and Equity Markets

作者
Authors: Jaesung Kim | Changhee Cho | Jae Woo Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 89 📚 18

Lower spectrum of financial correlation matrices: a new perspective on market synchronization

作者
Authors: Rosanna Grassi | Caterina Pastorino | Pierpaolo Ub... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 93 📚 18

Thermodynamic statistics of given names in USA and France

作者
Authors: Klaus M. Frahm | Dima L. Shepelyansky 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 45 📚 27

FinSMART: Financial Sentiment 分析 (Analysis) for Algorithmic Trading through Market-Aligned Reinforce...

FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement ...

作者
Authors: Giorgos Iacovides | Wuyang Zhou | Danilo Mandic 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 157 📚 29

Boundary-Induced Apparent Risk Aversion in Nonergodic Multiplicative Growth

作者
Authors: Ling Zhang | Boyan Xing | Zhenyu She | Zixiang Xu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 131 📚 4