📚 文献库
Literature Library

Are cryptocurrencies real financial bubbles? Evidence from quantitative analyses

作者
Authors: Marco Bianchetti | Camilla Ricci | Marco Scaringi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 117 📚 2

Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs

作者
Authors: Jodi Dianetti | Giorgio Ferrari | Yunzhi Hu | Hao ... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 62 📚 5

The Science and Practice of Trend-Following Systems

作者
Authors: Artur Sepp | Vladimir Lucic 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 83 📚 11

Path-Space 模型 (Model) Risk via Signature-Induced Optimal Transport

Path-Space Model Risk via Signature-Induced Optimal Transport

作者
Authors: Tomoyuki Ichiba | Qijin Shi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 110 📚 27

Retail Trader's Ruin: An Anatomy of Popular Signal Failure

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

👁 198 📚 15

模型 (Model) Risk via Signature-Induced Optimal Transport

Model Risk via Signature-Induced Optimal Transport

作者
Authors: Tomoyuki Ichiba | Qijin Shi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 122 📚 23

Observable Matrix Dynamics of Stocks

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

👁 42 📚 11

Optimal Market Making in 预测 (Prediction) Markets

Optimal Market Making in Prediction Markets

作者
Authors: Dominik Feil | Max Nendel 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 144 📚 30

How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment

作者
Authors: Sanggyu Sean Choi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 106 📚 26

Equilibrium analysis in a multi-agent reinsurance chain

作者
Authors: Kaizheng Wang | Wei Liu | Zhuo Jin | Wenyuan Wa 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 42 📚 3

Thermodynamic theory of voting and EU elections

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

👁 86 📚 0

SciPhy Reinforcement 学习 (Learning) for Portfolio 优化 (Optimization)

SciPhy Reinforcement Learning for Portfolio Optimization

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

👁 94 📚 10

统计 (Statistical) Properties and Power 分析 (Analysis) of Divergence Measures for Credit Risk 模型 (Model...

Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring

作者
Authors: Abdullah Karasan | Alper Hekimoğlu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 142 📚 28

Recovering Structural Organization in Noisy Correlation Networks Using Financial Systems as a Testbe...

作者
Authors: Imran Ansari | Shashi Jain | Srikanth K. Iyer 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 77 📚 4

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

👁 158 📚 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

👁 176 📚 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

👁 50 📚 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

👁 199 📚 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

👁 120 📚 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

👁 220 📚 27