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Literature Library

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

👁 146 📚 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

👁 176 📚 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

👁 106 📚 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

👁 166 📚 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

👁 124 📚 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

👁 145 📚 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

👁 89 📚 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

👁 63 📚 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

👁 179 📚 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

👁 223 📚 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

👁 140 📚 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

👁 101 📚 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

👁 100 📚 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

👁 52 📚 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

👁 165 📚 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

👁 140 📚 4

Bootstrap inference in autoregressive duration models

作者
Authors: Giuseppe Cavaliere | Thomas Mikosch | Anders Rahbe... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 183 📚 27

Almost stochastic dominance via optimal transport

作者
Authors: Alfred Müller | Johannes Wiesel 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 127 📚 8

Emergent Latent-State Computation under Stochastic Volatility

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

👁 105 📚 17

An Analytic COS Method for Compound Option Valuation

作者
Authors: Zhipeng Huang | Cornelis W. Oosterlee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 186 📚 3