📚 文献库
Literature Library

Designing On-Chain Options: Amortizing Perpetual Options

作者
Authors: Maxim Bichuch | Zachary Feinstein 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 170 📚 1

Mining Financial 数据 (Data) using Mixtures of Mirrored Weibull Distributions

Mining Financial Data using Mixtures of Mirrored Weibull Distributions

作者
Authors: Zijun Jia | Sharon X. Lee 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 183 📚 27

Sequential Structure in Intraday Futures 数据 (Data): LSTM vs Gradient Boosting on MNQ

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ

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

👁 142 📚 17

SURGE: Approximation-free Training Free Particle Filter for Diffusion Surrogate

作者
Authors: Lifu Wei | Yinuo Ren | Naichen Shi | Yiping Lu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 161 📚 19

Multi-regime Markov-switching models with time-varying transition probabilities: An application to U...

作者
Authors: Samuel Modée | Yushu Li | Sjur Westgaard | Stein A... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 112 📚 6

Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage

作者
Authors: Fusheng Luo | H'elyette Geman 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 151 📚 16

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Rankin...

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Rankin...

作者
Authors: Namhyoung Kim | Jae Wook Song 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 69 📚 16

Enhancing a Risk 模型 (Model) by Adding Transient 统计 (Statistical) Factors

Enhancing a Risk Model by Adding Transient Statistical Factors

作者
Authors: Alexandros E. Tzikas | Emmanuel J. Candès | Trevor... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 165 📚 23

Nonlinear filtering with stochastic discontinuities

作者
Authors: Thorsten Schmidt | Félix B. Tambe-Ndonfack 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 106 📚 15

统计 (Statistical) 模型 (Model) Checking of the Keynes+Schumpeter 模型 (Model): A Transient Sensitivity 分析...

Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Mac...

作者
Authors: Stefano Blando | Giorgio Fagiolo | Mauro Napoletan... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 173 📚 20

模型 (Model)ing Dynamic Correlation Matrices with Shrinkage Priors

Modeling Dynamic Correlation Matrices with Shrinkage Priors

作者
Authors: Daniel Andrew Coulson | David S. Matteson | Martin... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 169 📚 26

Stochastic Calculus and the Black-Scholes-Merton 模型 (Model): A Simplified Approach

Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach

作者
Authors: Kuo-Ping Chang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 165 📚 20

学习 (Learning) Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterizatio...

Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization

作者
Authors: Jan Rovirosa | Jesse Schmolze 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 213 📚 17

Funding-Aware Optimal Market Making for Perpetual DEXs

作者
Authors: Nam Anh Le 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 134 📚 11

SNAPO: Smooth Neural Adjoint Policy 优化 (Optimization) for Optimal Control via Differentiable Simulat...

SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation

作者
Authors: Dmitri Goloubentsev | Natalija Karpichina 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 94 📚 20

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study

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

👁 108 📚 8

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

👁 107 📚 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

👁 208 📚 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

👁 119 📚 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

👁 176 📚 26