📚 文献库
Literature Library

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility

作者
Authors: Sohaib El Karmi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 95 📚 11

Statistics of a multi-factor function from its Fourier transform

作者
Authors: Matthew A. Herman | Stephen Doro 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 199 📚 13

Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints mark...

作者
Authors: Jing He | Shuzhen Yang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 113 📚 22

模型 (Model)ing Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law

作者
Authors: Tomasz J. Kozubowski | Andrey Sarantsev | James A.... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 166 📚 26

Optimal Merton's Problem under Multivariate Affine Volterra 模型 (Model)s with Jumps

Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps

作者
Authors: Sigui Brice Dro | Emmanuel Gnabeyeu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 172 📚 20

Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Ba...

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

👁 166 📚 8

A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices

作者
Authors: Luyun Lin | Lixing Lin | Zhen Zhang | Moxuan Zheng... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 203 📚 19

数据 (Data)-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers

Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers

作者
Authors: Chiheb Ben Hammouda | Michael Samet | Raúl Tempone 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 156 📚 13

Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Network...

作者
Authors: Fan Wu | Anqi Liu | Maggie Chen | Yuhua Li 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 134 📚 22

非独特时间和市场不完整

Non-unique time and market incompleteness

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

👁 80 📚 15

前进差异模型中的VIX选项的波动性扩大

Implied Volatility Expansions for VIX Options in Forward Variance Models

作者
Authors: Ying Liao | Ankush Agarwal | Florian Bourgey 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 175 📚 13

非独特时间和市场不完整

Non-unique time and market incompleteness

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

👁 110 📚 13

高效多变量 Kelly 优化启示录 Sigmoidal 放大法

Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws

作者
Authors: Ruslan Tepelyan | Daniel Lam 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 115 📚 3

在具有组合约束的 " 弹性波动模式 " 下进行最佳投资并规范学习

Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfoli...

作者
Authors: Thai Nguyen | Pertiny Nkuize 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 202 📚 21

外生冲击期间G5股票市场的结构动态:随机矩阵理论-复杂性差距方法

Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Comple...

作者
Authors: Kundan Mukhia | Imran Ansari | Md. Nurujjaman 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 73 📚 3

兼并中的定价和套取金融衍生物

Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact

作者
Authors: Emilio Barucci | Yuheng Lan | Daniele Marazzina 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 169 📚 6

通过 LLM 增强语义网络实现跨斯多克可预见性

Cross-Stock Predictability via LLM-Augmented Semantic Networks

作者
Authors: Yikuan Huang | Zheqi Fan | Kaiqi Hu | Yifan Ye 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 199 📚 25

过失作为信贷工具

Vault as a credit instrument

作者
Authors: Anastasiia Zbandut | Carolina Goldstein 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 224 📚 18

日前电价、电池交易战略和预测准确性经济评价的概率预测

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Econo...

作者
Authors: Simon Hirsch | Florian Ziel 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 76 📚 8

Nelson-Siegel-Svensson利率曲线模型的正对称: 条件、诊断和可识别性

Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, ...

作者
Authors: Robert Flassig | Emrah Gülay | Daniel Guterding 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 201 📚 0