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End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI 模型 (Model)s Beat...

End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simp...

作者
Authors: Austin Pollok | Kevin Robik 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 110 📚 18

Portfolio 优化 (Optimization) under Fast and Slow Latent Mean-Reverting and Momentum Drift

Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift

作者
Authors: Dannin J. Eccles | Roger Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 68 📚 14

Liquidity Premium and Investment Horizons

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

👁 109 📚 27

A Cap-Axis Integral Diagnostic of Factor 模型 (Model)s

A Cap-Axis Integral Diagnostic of Factor Models

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

👁 103 📚 28

Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

作者
Authors: Sichao He | Yansong Zhang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 149 📚 4

Multi-Stream Temporal Fusion for Financial Fraud Detection

作者
Authors: Mohammadamin Dashti Moghaddam | Nick Sciarrilli 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 135 📚 15

Pretrained Time-Series Foundation 模型 (Model)s for Financial Return Forecasting

Pretrained Time-Series Foundation Models for Financial Return Forecasting

作者
Authors: Miquel Noguer I Alonso | Rodolfo Pereira Franklin 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 139 📚 4

The 推断 (Inference)-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book 预测 (Pr...

The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction

作者
Authors: C. Evans Hedges 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 97 📚 20

Valuing American options and Flexible Forwards contracts in time-dependent models

作者
Authors: Leif Andersen | Andrey Itkin | Rakhymzhan Kazbek 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 193 📚 11

Empirical Confirmation of the Square-Root Law of Market Impact in a U.S. Large-Cap Equity

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

👁 164 📚 30

Path Space Robust 贝叶斯 (Bayesian) Portfolio Selection

Path Space Robust Bayesian Portfolio Selection

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

👁 67 📚 11

Continuous Hidden Markov 模型 (Model)s for Equity Returns: Heavy-Tail Emission Families and Regime-Con...

Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditio...

作者
Authors: Abdulrahman Alswaidan | Cade Jin | Jeffrey D. Varn... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 117 📚 24

Financial Frequency Combs

作者
Authors: Madhurendra Mishra | Armaan Aryan | Arsh Gogia | A... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 97 📚 6

Collective completeness and pricing-hedging duality II

作者
Authors: Alessandro Doldi | Marco Frittelli | Marco Maggis 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 153 📚 14

Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets

作者
Authors: Sara A. Safari | Christoph Schmidhuber 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 189 📚 19

A Multiplex Network Hawkes 模型 (Model) for Systemic Risk Measurement

A Multiplex Network Hawkes Model for Systemic Risk Measurement

作者
Authors: Mante Zelvyte | Jim E. Griffin 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 47 📚 3

Fitting Accumulated Stock Returns with Tempered Skew t-Distribution

作者
Authors: Siqi Shao | R. A. Serota 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 112 📚 26

Crashing Together, Rallying Apart: Dynamic Conditional Tail Dependence in Cryptocurrency Markets

作者
Authors: Rama Siva Sarwari Mallela | Manuele Leonelli 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 204 📚 12

Sharpe Ratio and Return-VaR Ratio Maximization for Option Portfolios with Skew-Elliptical $t$ Underl...

作者
Authors: Kyle Sung | Traian A. Pirvu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 94 📚 6

Correlation emergence and the Epps effect in two coupled limit order books

作者
Authors: Chris Angstmann | Tim Gebbie 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 40 📚 26