smq/directoryAn evolving quant resource archive

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9638 hand-picked resources for learning quantitative finance, grouped by format. Each links to a page with its authors, level, topics and source.

Curated collections

AI and portfolio research: from signals to portfolios
Five papers connecting AI-generated signals to portfolio decisions: factor evaluation, agent screening, systemic risk, covariance estimation and trading costs. Start with FactorBench, then follow the reading path below. The companion resource page includes short paper descriptions, a deep dive and a runnable Python lab.
Top 15 Quantitative Finance Research Papers Every Quant Should Know
Top 15 Quantitative Finance Research Papers Every Quant Should Know
Reinforcement Learning & Quant Finance

Research papers

A step-by-step guide to the Black-Litterman Model · Thomas M. Idzorek
'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade · Mathias Hoffmann, Toshihiro Okubo
'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat' · Jan L. M. Dhaene, Moshe A. Milevsky
'Ergodicity Economics' is Pseudoscience · Alexis Akira Toda
'Excess Reserves, Monetary Policy and Financial Volatility · Keyra Primus
‘Forecasting Time Series Subject to Multiple Structural Breaks’ · Pesaran, M.H., Pettenuzzo, D.
‘Lucking Up’ – until beta fails · CFM
'Money markets and trade’ defining provincial financial agents in England and Japan · Ishizu, Mina
“An application of deep learning for exchange rate forecasting” · Enric Monte, Oscar Claveria
“Bank risk behavior and connectedness in EMU countries” · Manish K. Singh, Marta Gómez-Puig
“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures” · Jaume Belles-Sampera, Miguel Santolino
"Commonality, macroeconomic factors and banking profitability" · Diego F. Manotas-Duque, Jorge M. Uribe-Gil
“Corrigendum to “The financial trilemma’’ [Economics letters 111 (2011) 57–59]”, Economics Letters, Volume 224, March 2023. · Jérôme Mathis
"Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine" · Adrian Fernandez-Perez, Olga Dodd
"Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk · Shutter Zor
“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities” · Adrian Fernandez-Perez, Julián Andrada-Félix
"Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets" · Marta Gómez-Puig, Mary Pieterse-Bloem
“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” · Helena Chuliá, Pilar Abad
“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis” · Fernando Fernández-Rodríguez, Marta Gómez-Puig
“Forecasting emerging market currencies: Are inflation expectations useful?” · Alberto Fuertes, Simón Sosvilla-Rivero
“Forward Looking Banking Stress in EMU Countries” · Manish K. Singh, Marta Gómez-Puig
“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series” · Andreu Sansó, Josep Lluís Carrion-i-Silvestre
"It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction · Stanislav Selitskiy
“Measuaring Uncertainty in the Stock Market” · Helena Chuliá, Jorge M. Uribe
“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News” · Borek Vašícek, Peter Claeys
"Microstructure Modes" -- Disentangling the Joint Dynamics of Prices & Order Flow · Guillaume Maitrier, Jean-Philippe Bouchaud
“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index" · Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero
"Rethinking Asset Pricing with Quantile Factor Models" · Jorge M. Uribe, Montserrat Guillen
“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis” · Helena Chuliá, Jorge M. Uribe
“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” · Helena Chulià, Jorge M. Uribe
"Too big to fail? An analysis of the Colombian banking system through compositional data" · Juan David Vega Baquero, Miguel Santolino
“Uncovering the time-varying relationship between commonality in liquidity and volatility” · Christoph Koser, Helena Chuliá
“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis” · Helena Chulià, Nàtalia Valls
(Car)Bon Voyage: The Road to Low Carbon Investment Portfolios · Alice Zhao, Christopher Palazzolo
(Early) AI Compute Asset Pricing · Federico M. Bandi, Yinan Su
(Il)liquidity Premium in Credit Markets: A Myth? · Diogo Palhares, Scott A. Richardson
(In)Efficient Market States and Rough Volatility Detected via Grunwald-Letnikov Fractional Derivative · Daniele Angelini
(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies · Daniel Cunha Oliveira, Grover Guzman
(Systematic) Investing in Emerging Market Debt · Zhikai Xu
(Un)anticipated monetary policy in a DSGE model with a shadow banking system · Drumond, Inês, Martins, Manuel M. F.
\textsc{Perseus}: Tracing the Masterminds Behind Cryptocurrency Pump-and-Dump Schemes · Cong Wu, Honglin Fu
$\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning · Feng Xu, Shengyi Jiang
$\texttt{findr}$: Transparent and Fair Credit Risk Decisions through Semi-Structured Regressions · Jonathan Crook, Stefan Lessmann
$α$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs · Carsten Hartmann, Mohamed Riad Remita
$α$-robust utility maximization with intractable claims: A quantile optimization approach · Xinyu Chen, Zuo Quan Xu
101 Formulaic Alphas · Zura Kakushadze
150 Years of Return Predictability Around the World: A Holistic View · Yang Bai
151 Trading Strategies · Juan Andrés Serur, Zura Kakushadze
2007): “Fitting and testing vast dimensional timevarying covariance models · Kevin Keith Sheppard, Neil Shephard
3D Investing: Implications for Net Zero · Clint Howard, Mike Y. Chen
3D Tensor-based Deep Learning Models for Predicting Option Price · Boping Tian, Muyang Ge
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization · Claudia Szabo, Diksha Goel
A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments · Drew M. Thomas
A Bayesian Analysis Of The Unit Root In Real Exchange Rates · Schotman P., van Dijk, H. K.
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises · Guo, X., McAleer, M.J.
A Bayesian Confidence Interval for Value-at-Risk · Contreras, P., Satchell, S.E.
A Bayesian methodology for systemic risk assessment in financial networks · Gandy, Axel, Veraart, Luitgard A. M.
A Bayesian Model of Intraday Specialist Pricing · Ananth Madhavan, Seymour Smidt
A Bayesian quantile time series model for asset returns · Griffin, Jim E., Mitrodima, Gelly
A Bayesian take on option pricing with Gaussian processes · Martin Tegner, Stephen Roberts
A Bayesian theory of market impact · Louis Saddier, Matteo Marsili
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios · Brendan Bradley, Jeffrey A. Wurgler
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting · Jing Liu, Maria Grith
A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets · Emanuela Sasso, Matteo Gardini
A Black-Scholes user's guide to the Bachelier model · Chyng Wen Tee, Jaehyuk Choi
A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreads · Tingyi Lin
A Brief Guide to Pricing and Taxation of Variable Prepaid Forwards · Joseph Liberman, Nathan Sosner
A Calculus of Variations Approach to Stochastic Control · Matthew Lorig
A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions · Carlo von der Osten, Fabio Caccioli
A Cap-Axis Integral Diagnostic of Factor Models · Useong Shin
A Case for AXI · Viktor Tsyrennikov
A Case Study of Next Portfolio Prediction for Mutual Funds · Denis Maua, Guilherme Thomaz
A case study on different one-factor Cheyette models for short maturity caplet calibration · Arun Kumar Polala, Bernhard Hientzsch
A causal interactions indicator between two time series using extreme variations in the first eigenvalue of lagged correlation matrices · Alejandro Rodriguez Dominguez, Om Hari Yadav
A Causal Perspective of Stock Prediction Models · Chi-Guhn Lee, Qiangqiang Cheng
A Censored Transformed Model for Proportional Outcomes with Boundary Mass and an Application to Loss Given Default Modeling · Fabio Sigrist, Yuan Christopher Qiang
A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market · Corsetti, G., Marin, E. A.
A Century of Evidence on Trend-Following Investing · Brian K. Hurst, Yao Hua Ooi
A century of global equity market correlations · Dennis Quinn, Joachim Voth
A Century of Global Stock Markets · Philippe Jorion, William Goetzmann
A Certainty Equivalent Merton Problem · Nicholas Moehle, Stephen Boyd
A Certified Higher Order Quantum Framework for CSA and Margin-Aware Collateral Optimization · Stuart Florescu, Tao Jin
A change of measure formula for recursive conditional expectations · Alessandro Gnoatto, Luca Di Persio
A Changing Stock-Bond Correlation · Alfie Brixton, Antti Ilmanen
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization · Haeun Jeon, Hyunglip Bae
A Cholesky-MIDAS model for predicting stock portfolio volatility · Adam Clements, Ralf Becker
A Clarifying Note on Long-Horizon Investment and Dollar-Cost Averaging: An Effective Investment Exposure Perspective · Zeusu Sato
A class of financial products and models where super-replication prices are explicit · Emmanuel Gobet, Emmanuel Temam
A class of locally state-dependent models for forward curves · Nils Detering, Silvia Lavagnini
A Classical Model of Speculative Asset Price Dynamics · Sabiou Inoua, Vernon Smith
A closed formula for illiquid corporate bonds and an application to the European market · Aldo Nassigh, Emanuele Nastasi
A closed-form approximation for pricing geometric Istanbul options · Kamal Boukhetala, Mohamed Amine Kacef
A closed-form formula for pricing bonds between coupon payments · Sylvia Gottschalk
A closed-form option pricing approximation formula for a fractional Heston model · Elisa Alòs, Yan Yang
A Closed-Form Solution for Options with Stochastic Volatility · Steven L. Heston
A closer look at financial development and income distribution · Céline Gimet, Thomas Lagoarde-Ségot
A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory · Alejandro Rodriguez Dominguez, David Stynes
A Co-evolutionary Approach for Heston Calibration · Julian Gutierrez
A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges · Abhimanyu Nag, Madhur Prabhakar
A common risk factor and the correlation between equity and corporate bond returns · Demirovic, Amer, Kabiri, Ali
A Common Shock Model for multidimensional electricity intraday price modelling with application to battery valuation · Thomas Deschatre, Xavier Warin
A comparative analysis of machine learning algorithms for predicting probabilities of default · Adrian Iulian Cristescu, Matteo Giordano
A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books · Ivan Letteri
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks · Abhishek Dutta, Jaydip Sen
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market · Arup Dasgupta, Jaydip Sen
A comparative study of the MACD-base trading strategies: evidence from the US stock market · Pat Tong Chio
A comparison of biased simulation schemes for stochastic volatility models · Dick van Dijk, Remmert Koekkoek
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes · Alessio Brini, Jimmie Lenz
A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83) · Chen, Nai-fu, Copeland, Thomas E.
A comparison of stock market mechanisms · Giovanni Cespa
A comparison of the effectiveness of alternative DC and CDC designs in a UK market · James Dalby, John Armstrong
A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions · Daniels, Hennie, Triepels, Ron
A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin · Abdul Jabbar, Syed Qaisar Jalil
A comprehensive review and analysis of different modeling approaches for financial index tracking problem · Amita Sharma, Anubha Goel
A Computational Framework for Financial Structures · Andrea Monaco, Antonio Scala
A Conceptual Model of Investor Behavior · Kaymak, U., Lovric, M.
A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors · Erik Schlögl, Martino Grasselli
A continuous-time Kyle model with price-responsive traders · Eunjung Noh
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market · Anthony D. Hall, Nikolaus Hautsch
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments · Nabeel Ahmad Saidd
A Corporate Balance-Sheet Approach to Currency Crises · Abhijit Banerjee, Philippe Aghion
A cost of capital approach to determining the LGD discount rate · Arno Botha, Gerrit Lodewicus Grobler
A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation · Yiqing Wang
A Coupled Component GARCH Model for Intraday and Overnight Volatility · Linton, O., Wu, J.
A Cross-Sectional Performance Measure for Portfolio Management · Dominique Guegan, Ludovic Calès
A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing · Tarun Chitra
A Data-driven Deep Learning Approach for Bitcoin Price Forecasting · Abdelhak M. Zoubir, Kamyar Arshi
A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk · András Borsos, Christian Diem
A Decadal Analysis of the Lead-Lag Effect in the NYSE · Aarush Pratik Sheth, Jonah Riley Weinbaum
A decision rule to minimize daily capital charges in forecasting value-at-risk · Jiménez-Martín, J.A., McAleer, M.J.
A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis · Ali Abrishami, AmirAli Jarrahi
A Declining CVaR Glidepath Framework for Target-Date Fund Design with an Application to the Chilean Pension System · Arturo Cifuentes, Fernando Suárez
A decomposition formula for fractional Heston jump diffusion models · Marc Lagunas-Merino, Salvador Ortiz-Latorre
A decomposition formula for option prices in the Heston model and applications to option pricing approximation · Elisa Alòs
A Decomposition of Global Linkages in Financial Markets Over Time · Chinn, Menzie David, Forbes, Kristen
A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options · Balint Negyesi, Cornelis W. Oosterlee
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options · Cornelis Oosterlee, Kristoffer Andersson
A deep learning approach for pricing convertible bonds with path-dependent reset and call provisions · Nicolas Langrené, Qinwen Zhu
A Deep Learning Approach for Trading Factor Residuals · Victor Xiao, Wo Long
A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks · Dayu Yang
A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications · Ankit Banarjee, Hasib Uddin Molla
A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs · Dong Yan, Junyi Guo
A deep primal-dual BSDE method for optimal stopping problems · Guanglian Li, Jiefei Yang
A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks · Armin Salimi-Badr, Faezeh Sarlakifar
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market · Gang Huang, Qingyang Song
A Deep Reinforcement Learning Framework For Financial Portfolio Management · Jinyang Li
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem · Dixing Xu, Jinjun Liang
A deep solver for backward stochastic Volterra integral equations · Alessandro Gnoatto, Camilo Andrés García Trillos
A deep solver for BSDEs with jumps · Alessandro Gnoatto, Athena Picarelli
A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers · Maxim Bichuch, Zachary Feinstein
A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow · Sohaib El Karmi
A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance · Boneva, L., Linton, O.
A Discretionary Wealth Approach to Investment Policy · Frank Fabozzi, Jarrod Wilcox
A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction · Bin Zhang, Mingyang Geng
A Distributed Method for Cooperative Transaction Cost Mitigation · Dylan Rueter, Logan Bell
A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles · Diego Vallarino
A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets · Harjoat Bhamra, Nicolas Coeurdacier
A dynamic equilibrium of imperfectly integrated financial markets · Nicolas Coeurdacier, Stéphane Guibaud
A Dynamic Model of Private Asset Allocation · Giovanni Gambarotta, Hui Chen
A Dynamic Network of Arbitrage Characteristics · Ge, S., Li, S.
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection · Connor, G., Li, S.
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors · Osman Doğan, Philipp Otto
A factor analysis approch to measuring European loan and bond market integration · Ebner, André, Morgese Borys, Magdalena
A Fast Implied Volatility Method with Expansions · Alper Hekimoglu, Ismail Hakki Gokgoz
A Feasible Central Limit Theory for Realised Volatility Under Leverage · Neil Shephard, Ole E. Barndorff-Nielsen
A Financial Brain Scan of the LLM · Antoine Didisheim, Hanqing Tian
A Financial Time Series Denoiser Based on Diffusion Model · Carmine Ventre, Zhuohan Wang
A Finite Bid--Ask Spread from Replenishment Displaced from the Quote · Christopher Angstmann, Derick Diana
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models · Ekaterina Voltchkova, Rama Cont
A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms · Ligterink, J., Macrae, V.
A First Look at Financial Data Analysis Using ChatGPT-4o · Bingxin Li, Feng Liu
A five-factor asset pricing model · Eugene F. Fama, Kenneth R. French
A flow-based explanation for return predictability · Lou, Dong
A Fokker-Planck description for the queue dynamics of large tick stocks · CFM
A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)? · Asger Lunde, Peter Reinhard Hansen
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries · Alain Sand-Zantman, Aleksandra Zdzienicka-Durand
A Formal Approach to AMM Fee Mechanisms with Lean 4 · Alberto Lluch-Lafuente, Marco Dessalvi
A Formally Verified Library of Mathematical Finance in Lean 4 · Raphael Coelho
A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations · Long Teng, Lorenc Kapllani
A Forward Electricity Contract Price Projection: A Market Equilibrium Approach · Gerson C. Oliveira, Mario V. F. Pereira
A forward equation for barrier options under the Brunick & Shreve Markovian projection · Ben Hambly, Christoph Reisinger
A fractional reaction-diffusion description of supply and demand · CFM
A Framework for Environmental, Social, and Governance Considerations in Portfolio Design · Jeff Dunn
A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price · Francesco Reggiani, Irem Tuna
A Framework for Managing a Portfolio of Socially Responsible Investments · Hallerbach, W.G.P.M., Ning, H.
A Framework for Predictive Directional Trading Based on Volatility and Causal Inference · Ivan Letteri
A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40 · Fabian Billert, Stefan Conrad
A framework for the valuation of insurance liabilities by production cost · Christoph Moehr
A Framework for Treating Model Uncertainty in the Asset Liability Management Problem · Georgios I. Papayiannis
A Framework for Valuing Corporate Securities · Ericsson, Jan, Reneby, Joel
A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling · Claudio Nordio, Giacomo Le Pera
A Frequency-Controlled Comparison of Tick- and Minute-Based Information Bars for Cryptocurrency Markets · Abdul Jabbar, Faheem Ahmad Qureshi
A Fully Analog Pipeline for Portfolio Optimization · James S. Cummins, Natalia G. Berloff
A fully consistent, minimal model for non-linear market impact · Iacopo Mastromatteo, Jean‐Philippe Bouchaud
A Functional Representation of Credit Behavior for Probability of Default Modeling · Bjarne Højgaard, Jonas Brunholm
A functional variational approach to pricing path dependent insurance policies · David R. Baños, Oriol Zamora Font
A G-BSDE approach to the long-term decomposition of robust pricing kernels · Hyungbin Park, Jaehyun Kim
A Gabor--Epps uncertainty principle for traders · Tim Gebbie
A GARCH model of the implied volatility of the Swiss Market Index from options prices · Linton, Oliver, Sabbatini, Michael
A Gated Recurrent Unit Approach to Bitcoin Price Prediction · Aniruddha Dutta, Meheli Basu
A GCN-LSTM Approach for ES-mini and VX Futures Forecasting · Mihai Cucuringu, Nikolas Michael
A General CoVaR Based on Entropy Pooling · Xinyao Zhao, Yuhong Xu
A general decomposition formula for derivative prices in stochastic volatility models · Elisa Alòs
A General Framework for Impermanent Loss in Automated Market Makers · Alexander Port, Erik Lewis
A General Framework for Importance Sampling with Markov Random Walks · Cheng-Der Fuh, Steven Kou
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns · Kan Chen, Tuoyuan Cheng
A general framework for pricing and hedging under local viability · Huy N. Chau, Miklos Rasonyi
A General Theory of Arbitrage Pricing: When the Idiosyncratic Risks are Dependent and their Second Moments Do Not Exist · Jevons C. Lee, Taychang Wang
A General Theory of Risk Sharing · Vasily Melnikov
A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance · Dassios, Angelos, Jang, Jiwook
A generalised contagion process with an application to credit risk · Dassios, Angelos, Zhao, Hongbiao
A generalization of Hull and White formula and applications to option pricing approximation · Elisa Alòs
A Generalized Langevin Model of Latent Liquidity and Concave Price Impact · Andrey Itkin
A Generative Adversarial Graph Neural Network for Synthetic Time Series Data · Giorgio Gnecco, Johannes De Smedt
A generic nonparametric value-at-risk estimator for high dimensions · Siyuan Sun
A Geometric Approach To Asset Allocation With Investor Views · Alexander Lipton, Alexandre V. Antonov
A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula · Adil Reghai, Alex Lipton
A Global Optimal Theory of Portfolio beyond R-$σ$ Model · Shi-Dong Liang, Yifan Liu
A greedy algorithm for habit formation under multiplicative utility · Snezhana Kirusheva, Thomas S. Salisbury
A guide to 130/30 loss harvesting · Ben Schneider, Lisa R. Goldberg
A Haar-Fisz technique for locally stationary volatility estimation · Fryzlewicz, Piotr, Sapatinas, Theofanis
A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model · Chao Guo, Ning Yao
A Hamiltonian Approach to Floating Barrier Option Pricing · Chao Guo, Hong-tao Wang
A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis · Annapoorani Lakshmi Narayanan, Benjamin Patrick Evans
A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks · Atika Aouri, Philipp Otto
A hidden Markov model for statistical arbitrage in international crude oil futures markets · Claudio Fontana, Francesco Rotondi
A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting · Arya Chakraborty, Auhona Basu
A hierarchical mixture cure model with unobserved heterogeneity for credit risk · Andrey Vasnev, Bart Baesens
A hierarchical resource-efficient deep policy gradient method for continuous-time optimal control problems · Arash Fahim, Md. Arafatur Rahman
A high-frequency approach to Realized Risk Measures · Fabrizio Lillo, Federico Gatta
A High-Level Framework for Practically Model-Independent Pricing · Marco Airoldi
A high-order recombination algorithm for weak approximation of stochastic differential equations · Syoiti Ninomiya, Yuji Shinozaki
A Hybrid Approach on Conditional GAN for Portfolio Analysis · Danny Ding, Jun Lu
A Hybrid Architecture for Options Wheel Strategy Decisions: LLM-Generated Bayesian Networks for Transparent Trading · Boken Lin, Xiaoting Kuang
A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity · Huiyu Li, Junhua Hu
A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices · Ujjwala Vadrevu
A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model · Mara Kalicanin Dimitrov, Ying Ni
A Hybrid Model for Stock Market Forecasting: Integrating News Sentiment and Time Series Data with Graph Neural Networks · Christina Naguib, Mariam Elzahaby
A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting · Helyette Geman, Zheng Cao
A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods · Branka Hadji Misheva, Joerg Osterrieder
A hypothesis test for the long-term calibration in rating systems with overlapping time windows · Jan Streicher, Max Nendel
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy · Hans Dewachter, Konstantijn Maes
A Kernel Technique for Forecasting the Variance-Covariance Matrix · Adam Clements, Ralf Becker
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level · Yizun Lin, Yongxin He
A Langevin approach to stock market fluctuations and crashes · Jean-Philippe Bouchaud, Rama Cont
A Laplace-based perspective on conditional mean risk sharing · Christopher Blier-Wong
A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization · Du Cheng, Leqi Liu
A Learning and Control Perspective for Microfinance · Adhiraj Chakraborty, Assane Gueye
A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection · Huyên Pham, Maximilien Germain
A Levered ETF Anomaly Explained · Lisa R. Goldberg, Stephen W. Bianchi
A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions · Yoshihiro Shirai
A Limit Order Book Model for High Frequency Trading with Rough Volatility · Jiongmin Yong, Yukun Li
A Limit Order Market with Uncertain Informed Trading Participation · Mingwei Lin, Umut Çetin
A Line Graph-Based Framework for Identifying Optimal Routing Paths in Decentralized Exchanges · Claudio Tessone, Yafei Li
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models · Oliver Linton, Woocheol Kim
A lognormal type stochastic volatility model with quadratic drift · Peter Carr, Sander Willems
A Longitudinal Attribute-Conditioned Neural Network for Modeling Health-State Transition Probabilities in Temporally Irregular Data: The LANTERN Framework · Beckett Sterner, Bright Kwaku Manu
A Look at Financial Dependencies by Means of Econophysics and Financial Economics · M. Raddant, T. Di Matteo
A Machine Learning Approach to Regime Modeling · Two Sigma
A machine learning approach to volatility forecasting · Bezirgen Veliyev, Kim Christensen
A machine learning workflow to address credit default prediction · Marco Parola, Mario G. C. A. Cimino
A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations · Chi Seng Pun, Qian Lei
A Market Foundation for Conditional Asset Pricing · Fabio Maccheroni, Massimo Marinacci
A market resilient data-driven approach to option pricing · Anindya Goswami, Nimit Rana
A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting · Derek W. Bunn, Jochen L. Cremer
A Markov approach to credit rating migration conditional on economic states · Michael Kalkbrener, Natalie Packham
A Markov model of a limit order book: thresholds, recurrence, and trading strategies · Elena Yudovina, Frank Kelly
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle · Francesco Melloni, Manuela Pedio
A Markov-Chain Measure of Systemic Banking Crisis Frequency · Tambakis, D.
A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities · Chen, Fei, Diebold, Francis X.
A Martingale approach to continuous Portfolio Optimization under CVaR like constraints · Jérôme Lelong, Véronique Maume-Deschamps
A mathematical framework for modelling CLMM dynamics in continuous time · Shen-Ning Tung, Tai-Ho Wang
A mathematical framework for modelling order book dynamics · Lifan Xuan, Pierre Degond
A mathematical proof of the existence of trends in financial time series · Cédric Join, Michel Fliess
A mathematical study of the excess growth rate · Steven Campbell, Ting-Kam Leonard Wong
A mean bound financial model and options pricing · Yu Li
A Mean Field Game between Informed Traders and a Broker · Leandro Sánchez-Betancourt, Philippe Bergault
A Mean-Reverting Model of Exchange Rate Risk Premium Using Ornstein-Uhlenbeck Dynamics · SeungJae Hwang
A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities · Sidharth Mallik
A Meta Reinforcement Learning Approach to Goals-Based Wealth Management · Daniel Ostrov, Deep Srivastav
A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP · Lin Chen, Yan Zhang
A Methodology to Measure Impacts of Scenarios Through Expected Credit Losses · Mahmood Alaghmandan, Meghal Arora
A micro view on home equity withdrawal and its determinants. Evidence from Dutch households · Ebner, André
A Microstructure Analysis of Coupling in CFMMs · Althea Sterrett, Austin Adams
A Midsummer Meme's Dream: Investigating Market Manipulations in the Meme Coin Ecosystem · Alberto Maria Mongardini, Alessandro Mei
A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets · Julien Sauvagnat, Pouget, Sébastien
A minimal model of money creation under regulatory constraints · Damien Challet, Michael Benzaquen
A mixture transition distribution approach to portfolio optimization · Filippo Petroni, Luca Galati
A model of collateral, investment and adverse selection · Alberto Martin
A model of corporate liquidity · Anderson, Ronald W., Carverhill, Andrew
A Model of Cryptocurrencies · Michael Sockin, Wei Xiong
A Model of Optimal Portfolio Selection under Liquidity Risk and Price Impact · Huyen Pham, Mohamed Mnif
A Model of Shadow Banking · Andrei Shleifer, Nicola Gennaioli
A Model of Stochastic Liquidity · Masahiro Watanabe
A model of strategic sustainable investment · Caio César Graciani Rodrigues, Peter Tankov
A Model to Analyse Financial Fragility · Charles A.E. Goodhart, Dimitrios P Tsomocos
A Model to Analyse Financial Fragility: Applications · Charles A.E. Goodhart, Dimitrios P Tsomocos
A model-free backward and forward nonlinear PDEs for implied volatility · Andrey Itkin, Peter Carr
A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors · Jiaer He, Roberto Rivera
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation · Arturo Cifuentes, Domingo Ramírez
A Modular Agent-Based Environment for Studying Stock Markets · Boer-Sorban, K., Kaymak, U.
A Monotone Limit Approach to Entropy-Regularized American Options · Daniel Chee, Libo Li
A Motif-Based Framework for Decomposing Risk Spillovers · Yan-Hong Yang, Ying-Hui Shao
A Multi Agent Model for the Limit Order Book Dynamics · Marco Bartolozzi
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model · Kei Nakagawa, Kentaro Minami
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies · Allen, D.E., McAleer, M.J.
A Multi-factor Adaptive Statistical Arbitrage Model · Bindu Pan, Milan Djabirov
A multi-factor market-neutral investment strategy for New York Stock Exchange equities · Adwin Richie Lee, Amine Roudani
A multi-factor model for improved commodity pricing: Calibration and an application to the oil market · Christian Tezza, Luca Vincenzo Ballestra
A multi-horizon scale for volatility · Alexander Subbotin
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges · Daniele Maria Di Nosse, Federico Gatta
A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2 · Arati Uday Kamat
A multi-view contrastive learning framework for spatial embeddings in risk modelling · Christopher Blier-Wong, Freek Holvoet
A multidimensional exponential utility indifference pricing model with applications to counterparty risk \n · Gechun Liang, Vicky Henderson
A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks · Christophe Mues, Cristián Bravo
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist · Bo An, Haochong Xia
A Multiplex Network Hawkes Model for Systemic Risk Measurement · Jim E. Griffin, Mante Zelvyte
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics · Asai, M., McAleer, M.J.
A multivariate generalized independent factor GARCH model with an application to financial stock returns · García-Ferrer, Antonio, González-Prieto, Ester
A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics · Connor Oxenhorn
A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing · Offer Lieberman, Peter C.B. Phillips
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers · Ciamac C. Moallemi, Jason Milionis
A Natural Copula · Peter B. Lerner
A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment · Kenneth Q. Zhou, Lydia J. Gabric
A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities · Cecilia Aubrun, Emmanuel Bacry
A nested factor model for non-linear dependencies in stock returns · Jean-Philippe Bouchaud, Rémy Chicheportiche
A nested MLMC framework for efficient simulations on FPGAs · Irina-Beatrice Haas, Michael B. Giles
A network analysis of the volatility of high-dimensionalfinancial series · Barigozzi, Matteo, Hallin, Marc
A network-based strategy of price correlations for optimal cryptocurrency portfolios · Luis Enrique Correa Rocha, Ruixue Jing
A NEW ADAPTIVE MOVING AVERAGE (VAMA) TECHNICAL INDICATOR FOR FINANCIAL DATA SMOOTHING · Alex Pierrefeu
A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles · Chester Bella, Danny Boahen
A New Application of Hoeffding's Inequality Can Give Traders Early Warning of Financial Regime Change · Daniel Egger, Jacob Vestal
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem · Bixing Qiao, Jianfeng Zhang
A New Approach of Valuing Illiquid Asset Portfolios · Liang Peng
A new approach to cost of equity for private infrastructure · C Lennart Baumgärtner, Cameron Hepburn, Robert A Ritz
A new architecture of high-order deep neural networks that learn martingales · Syoiti Ninomiya, Yuming Ma
A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions · Paul Klemperer
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach · Francesco Cesarone, Jessica Riccioni
A new characterization of second-order stochastic dominance · Muqiao Huang, Ruodu Wang
A new decomposition approach to modeling financial returns: Conditioning sign on magnitude · Arsène Brou, Richard Luger
A new encoding of implied volatility surfaces for their synthetic generation · Carmine Ventre, John O'Hara
A new hype or a new hope? Neural networks applied to live market data · CFM
A new measure of risk using Fourier analysis · Galiya Klinkova, Michael Grabinski
A New Model for Pricing Collateralized Financial Derivatives · Tim Xiao
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach · Lu, Zudi, Siu, Tak Kuen
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps · Fangfang Wang, Jie Yang
A new self-exciting jump-diffusion process for option pricing · Cornelis W. Oosterlee, Luis A. Souto Arias
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables · Chen, J., Li, D.
A new spin on optimal portfolios and ecological equilibria · Jean-Philippe Bouchaud, Jerome Garnier-Brun
A New Traders' Game? -- Empirical Analysis of Response Functions in a Historical Perspective · Anton J. Heckens, Benjamin Köhler
A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits · Tsogt-Ochir Enkhbayar
A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility · Eduardo Rossi, Paolo Santucci de Magistris
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations · April, Francis X. Diebold
A Noise-Aware Quantum Algorithm for Credit Valuation Adjustments on Real Quantum Hardware · Francisco Gómez Casanova, Guillem Borràs Espert
A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning · Yang Liu, Yuhao Liu
A non-Gaussian option pricing model with skew · Jean‐Philippe Bouchaud, Lisa Borland
A non-parametric index of corporate governance in the banking industry: an application to Indian data · Gulati, Rachita, Kattumuri, Ruth
A nonlinear structural model for volatility clustering · Gaunersdorfer, A., Hommes, C.H.
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data · Feng, Phoenix, Lam, Clifford
A nonparametric test for rough volatility · Carsten H. Chong, Viktor Todorov
A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting · Cheng Zhang
A Note On 'Predicting Returns With Financial Ratios' · Amit Goyal, Ivo Welch
A note on a PDE approach to option pricing under xVA · Falko Baustian, Jan Pospíšil
A note on bequest preferences in utility maximisation for modern tontines · Thomas Bernhardt
A note on continuity and asymptotic consistency of measures of risk and variability · Foivos Xanthos, Niushan Gao
A note on extremality and completeness in financial markets with infinitely many risky assets · Luciano Campi
A note on markets with semi-static trading strategies · Miklós Rásonyi
A note on robust convex risk measures · Fernanda Müller, Marcelo Righi
A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity · Takashi Kato, Yuri Imamura
A note on the CAPM with endogenously consistent market returns · Andreas Krause
A note on the differences between European and international methodologies of banking regulation and supervision · Goodhart, C. A. E., Sato, Hideki
A note on the Malliavin differentiability of the Heston volatility · Christian-Olivier Ewald, Elisa Alòs
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics' · Jaehyuk Choi, Lixin Wu
A note on the sum-stability of exchange rate returns · Geert Gielens, Hans Dewachter
A note on two notions of arbitrage · Allouch, Nizar
A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes · Favour Nyikosa, Michael A. Osborne
A Novel approach to portfolio construction · L. Riso, M. G. Zoia
A novel approach to quantify volatility prediction · Pushpdant Jain, Shiv Manjaree Gopaliya
A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes · Hamza Bodor, Laurent Carlier
A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques · Robert Ślepaczuk, Tomasz Mroziewicz
A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting · Riaz Ud Din, Saddam Hussain Khan
A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks · Baohua Wang, Jiashu Lou
A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management · Hamed Taherkhani, Jafar Habibi
A novel k-generation propagation model for cyber risk and its application to cyber insurance · Na Ren, Xin Zhang
A Novel Loss Function for Deep Learning Based Daily Stock Trading System · Haochen Qiu, Ruoyu Guo
A novel portfolio construction strategy based on the core-periphery profile of stocks · Akshay Agrawal, Charu Sharma
A novel robust mixed integer linear programming model for index tracking problem under no rebalancing: heuristic optimization approach · Danial Ramezani, Mohamadreza Dehghani Ahmadabad
A novel scaling approach for unbiased adjustment of risk estimators · Marcin Pitera, Thorsten Schmidt
A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option pricing approximations · AdriÀ Masip BorrÀs, Suren Harutyunyan
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics · Gerald H. L. Cheang, Len Patrick Dominic M. Garces
A parallel monetary system based on the redeemable self-decaying money -- The ultimate hedge and safe haven of private wealth in the rising wave of over issuance of fiat and token money/stablecoin · Boliang Lin, Ruixi Lin
A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing · Luca Capriotti, Mark Stedman
A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimization · Luis Lozano
A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent Lévy Jumps · R. Drissi
A performance measure of Zero-dollar Long/Short equally weighted portfolios · Dominique Guegan, Ludovic Calès
A Perron-Frobenius comonotonic approximation for sums of lognormals · Chunle Huang
A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection · Sotirov, R., Takano, Y.
A Portfolio's Common Causal Conditional Risk-neutral PDE · Alejandro Rodriguez Dominguez
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money · Baquero, G., Verbeek, M.J.C.M.
A posteriori error bounds for the Uncertain Volatility Model · Chassagneux Jean-Fran{\c c}ois, Gr{é}goire Loeper
A Practical Approach to Financial Crisis Indicators Based on Random Matrices · Antoine Kornprobst, Raphael Douady
A Practical Guide to Quantitative Volatility Trading · Daniel Bloch
A Practical Guide to Strip Caplet Volatilities · Fabien Le Floc'h
A Practical Machine Learning Approach for Dynamic Stock Recommendation · Hongyang Yang, Qingwei Wu
A Practitioner's Guide to AI+ML in Portfolio Investing · Mehmet Caner Qingliang Fan
A Preference-Free Formula to Value Commodity Derivatives · Rodriguez, J.C.
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers · Gourinchas, Pierre-Olivier, Ray, Walker
A preferred-habitat model of the term structure of interest rates · Vayanos, Dimitri, Vila, Jean-Luc
A Price-Based Framework for Stochastic Portfolio Theory · Donghan Kim, Jongbong An
A primal-dual decomposition based interior point approach to two-stage stochastic linear programming · Berkelaar, A.B., Dert, C.L.
A Probabilistic Approach to Nonparametric Local Volatility · Martin Tegnér, Stephen Roberts
A property of log-concave and weakly-symmetric distributions for two step approximations of random variables · Ionel Popescu, Mihaela-Adriana Nistor
A proposal for an open-source financial risk model · Ho Hwang, Jong
A proposal for impact-adjusted valuation: critical leverage and execution risk · CFM
A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics · Gerald H. L. Cheang, Len Patrick Dominic M. Garces
A q-binomial extension of the CRR asset pricing model · Jean-Christophe Breton, Jun Fan
A Quantum algorithm for linear PDEs arising in Finance · Antoine Jacquier, Filipe Fontanela
A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation · Adrian Lomas, Titos Matsakos
A Random Forest approach to detect and identify Unlawful Insider Trading · Igor Griva, Krishna Neupane
A random forest based approach for predicting spreads in the primary catastrophe bond market · Despoina Makariou, Pauline Barrieu
A Range-Based Multivariate Model for Exchange Rate Volatility · Mahieu, R.J., Tims, B.
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models · Daniel Ziggel, Mark Podolskij
A Rank Approach to Equity Forecast Construction · Satchell, S.E., Wright, S.M.
A Reappraisal of the Allocation Puzzle through the Portfolio Approach · Benhima Kenza
A Recommitment Strategy for Long Term Private Equity Fund Investors · Frieser, B., de Zwart, G.J.
A reconsideration of Minsky’s financial instabilityhypothesis · Bhattacharya, Sudipto, Goodhart, Charles
A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS · Alessio Lapolla
A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures · Tim Bollerslev, Torben G. Andersen
A Reflective LLM-based Agent to Guide Zero-shot Cryptocurrency Trading · Bingqiao Luo, Bingsheng He
A Regression-Based Share Market Prediction Model for Bangladesh · B M Mainul Hossain, Farzana Aktar
A regularity structure for rough volatility · Benjamin Stemper, Christian Bayer
A Regulator's Career Option: Revolving Doors, Regulatory Signals, and Firm Tail Risk · G. Charles-Cadogan
A reinforcement learning extension to the Almgren-Chriss model for optimal trade execution · Diane Wilcox, Dieter Hendricks
A Relative View on Tracking Error · Igor Pouchkarev, Winfried George Hallerbach
A remark on arbitrage free prices in multi-period economy · Abhishek Ranjan, Bernard Cornet
A ReMeDI for Microstructure Noise · Linton, O., Merrick Li, Z.
A representation of Keynes's long-term expectation in financial markets · Alain Chateauneuf, Giuliano Antonio
A return-diversification approach to portfolio selection · Fabio Tardella, Francesco Cesarone
A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective · Olivia Zhang, Zhilin Zhang
A Review of Reinforcement Learning in Financial Applications · Rui Song, Runzhe Wan
A review of the Markov model of life insurance with a view to surplus · Angus S. Macdonald, Oytun Haçarız
A revised comparison between FF five-factor model and three-factor model,based on China's A-share market · Haixiang Yao, Qinghua Ma
A Risk Management Approach for Portfolio Insurance Strategies · Benjamin Hamidi, Bertrand Maillet
A Risk Mitigation Model of Monetary Ecosystem with Stablecoins · Hongzhe Wen, R. S. M. Lau
A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging · Bo Xiao, Xiang Zhou
A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures · Jian'an Zhang
A Robust Statistical Analysis of the Role of Hydropower on the System Electricity Price and Price Volatility · Chaopeng Shen, Deborah A. Sunter
A robust stochastic control problem with applications to monotone mean-variance problems · Peng Luo, Tianjiao Hua
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy · Junpei Komiyama, Kei Nakagawa
A Run on Fossil Fuel? Climate Change and Transition Risk · Michael Barnett
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection · Matias Quiroz, Samuel Muller
A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management · Fumihide Tanaka, Zhenhan Huang
A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral · Hovik Tumasyan
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance · A. M. Ferreiro-Ferreiro, J. A. García-Rodríguez
A semi-parametric dynamic conditional correlation framework for risk forecasting · Chao Wang, Giuseppe Storti
A semiparametric single-factor model of the term structure · Kristensen, Dennis
A Set-Sequence Model for Time Series · Apaar Sadhwani, Elliot L. Epstein
A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution · Alejandro Rodriguez Dominguez
A short note on super-hedging an arbitrary number of European options with integer-valued strategies · Dorsaf Cherif, Emmanuel Lepinette
A simple expected volatility (SEV) index · McAleer, M.J., Wiphatthanananthakul, C.
A Simple Factoring Pricing Model · Claudio Nordio, Davide Cuccio
A simple learning agent interacting with an agent-based market model · Andrew Paskaramoorthy, Matthew Dicks
A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package · Basu, Kaushik
A Simple Strategy to Deal with Toxic Flow · Leandro Sánchez-Betancourt, Álvaro Cartea
A Simple Test for Causality in Volatility · Chang, C-L., McAleer, M.J.
A simple test for GARCH against a stochastic volatility · Franses, Ph.H.B.F., Paap, R.
A simulated electronic market with speculative behaviour and bubble formation · Magdalena Mosionek-Schweda, Nicolas Cofre
A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios · Abdulnasser Hatemi-J, Alan Mustafa
A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields · Amit Kumar Jha
A social constructivist analysis of the 2007 banking crisis: building trust and transparency through community currencies · Breitstein, Lance, Dini, Paolo
A Space Mapping approach for the calibration of financial models with the application to the Heston model · Anna Clevenhaus, Claudia Totzeck
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios · Fabio Sigrist, Pascal Kündig
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing · Carlo Favero, Fulvio Ortu
A Spectral Generalisation of the Variance Ratio: Eigenstructure of Long-Horizon Portfolio Covariance and a Multi-Memory Factor Model of U.S. Equity Returns · Anders G Frøseth
A Spread-Gated Hawkes-Flocking Model for Best Bid and Ask Dynamics, with an Application to Limit Order Placement · Hyoeun Lee, Kiseop Lee
A Stackelberg reinsurance-investment game under $α$-maxmin mean-variance criterion and stochastic volatility · Guohui Guan, Yilun Song
A stationary Kyle setup: microfounding propagator models · Bence Tóth, Iacopo Mastromatteo
A Statistical Field Perspective on Capital Allocation and Accumulation · Aïleen Lotz, Pierre Gosselin
A Statistical Field Perspective on Capital Allocation and Accumulation: Individual dynamics · Aïleen Lotz, Pierre Gosselin
A statistical technique for cleaning option price data · Jaco Visagie
A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY · Alex Chen
A Stochastic Control Approach to Managed Futures Portfolios · Raphael Yan, Tim Leung
A stochastic control perspective on term structure models with roll-over risk · Claudio Fontana, Simone Pavarana
A stochastic correlation extension of the Vasicek credit risk model · Dhruv Bansal, Mayank Goud
A Stochastic Dominance Approach to Spanning · Post, G.T.
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? · Chang, C-L., Jiménez-Martín, J.A.
A stochastic forward-looking model to assess the profitability and solvency of European insurers · Berdin, Elia, Kok Sørensen, Christoffer
A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement · Erina Nanyonga, Fred Mayambala
A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio · Caroline Hillairet, Lionel Sopgoui
A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications · Amit Kumar Jha
A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction · Paolo Dai Pra, Paolo Pigato
A Stock Prediction Model Based on DCNN · Ningning Liu, Qiao Zhou
A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images · Bailing Yang, Jianqi Yan
A structural approach to default modelling with pure jump processes · Jean-Philippe Aguilar, Nicolas Pesci
A Structural Dynamic Factor Model for Daily Global Stock Market Returns · Linton, O. B., Tang, H.
A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns · Andrea Bucci, Eduardo Rossi
A Structured Survey of Quantum Computing for the Financial Industry · Damian Lötscher, Denis Bieri
A study about who is interested in stock splitting and why: considering companies, shareholders or managers · Jiaquan Nicholas Chen, Marcel Ausloos
A study on Determinants of Dividend Policy and its Impact on Financial Performances: A Panel Data Analysis for Indian Listed Firms · Pooja M, Suresh N
A Study on Impact of Capital Structure on Profitability of Companies Listed in Indian Stock Exchange with respect to Automobile Industry · P. Aishwarya, Sudharani R
A Study on Impact of Dividend Policy on Initial Public Offering Price Performance · J. C. Usha, N. Suresh
A Study on the Efficiency of the Indian Stock Market · Aman Narsaria, Devansh Jain
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks · Christian Haefke, Dimitris N. Politis
A Survey of Financial AI: Architectures, Advances and Open Challenges · Junhua Liu
A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges · H. Vincent Poor, John M. Mulvey
A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion · Olivier David Zerbib
A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching · Guanxing Fu, Xiaomin Shi
A Systematic Approach to Constructing Market Models with Arbitrage · Johannes Ruf, Wolfgang Runggaldier
A systematic literature review on solution approaches for the index tracking problem in the last decade · Adiel Teixeira de Almeida Filho, Julio Cezar Soares Silva
A systematic review of early warning systems in finance · Ali Namaki, Reza Eyvazloo
A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall · Georgios I. Papayiannis, Georgios Psarrakos
A tale of fire-sales and liquidity hoarding · Aleksander Berentsen, Benjamin Müller
A Tale of Tail Covariances (and Diversified Tails) · Jan Rosenzweig
A tale of two allocations: Risk capital contributions versus risk contributions in the tail · Edward Furman, Nawaf Mohammed
A Tale of Two Anomalies: The Implication of Investor Attention for Price and Earnings Momentum · Kewei Hou, Lin Peng
A tale of two indexes: predicting equity market downturns in China · Lleo, Sebastien, Ziemba, William
A Taxonomy of Event-Linked Perpetual Futures: Design Axes, Failure Modes, and Empirical Evaluability · Maksym Nechepurenko
A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking · Nneka Umeorah, Tolulope Fadina
A Term Structure Model for Dividends and Interest Rates · Damir Filipović, Sander Willems
A Test for Mean-Variance Efficiency of a given Portfolio under Restrictions · Post, G.T.
A test for the rank of the volatility process: the random perturbation approach · Jean Jacod, Mark Podolskij
A test of speculative arbitrage: is the cross-section of volatility invariant? · Barardehi, Yashar H., Bernhardt, Dan
A theoretical analysis of Guyon's toy volatility model · Antoine Jacquier, Chloe Lacombe
A Theoretical Framework Bridging Model Validation and Loss Ratio in Insurance · C. Evans Hedges
A theoretical framework for fees in AMMs · Abe Alexander, Lars Fritz
A Theory of Equivalent Expectation Measures for Contingent Claim Returns · Sanjay K. Nawalkha, Xiaoyang Zhuo
A Theory of monetary union and financial integration · Luca Fornaro
A theory of socially responsible investment · Oehmke, Martin, Opp, Marcus
A theory of strategic intermediation and endogenous liquidity · Rahi, Rohit, Zigrand, Jean-Pierre
A theory of the evolution of derivatives markets · Axelson, Ulf
A Three--Dimensional Efficient Surface for Portfolio Optimization · Yimeng Qiu
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration · Canlin Li, Francis X. Diebold
A three-step machine learning approach to predict market bubbles with financial news · Abraham Atsiwo
A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations · Useong Shin
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates · Denise R Osborn, Dilem Yildirim
A Tick-by-Tick Solution for Concentrated Liquidity Provisioning · Corinne Powers
A Time Series Analysis of Financial Fragility in the UK Banking System · Bank of England, Charles A.E. Goodhart
A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection · Branka Hadji Misheva, Marc Wildi
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies · Giovanni, URGA, Michael, ROCKINGER
A time-dependent Markovian model of a limit order book · Jonathan A. Chávez-Casillas
A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options · Tim Leung, Yang Zhou
A Topological Approach to Parameterizing Deep Hedging Networks · Alok Das, Kiseop Lee
A Tourism Financial Conditions Index · Chang, C-L., Hsu, H-K.
A Tourism Financial Conditions Index for Tourism Finance · Chang, C-L., Hsu, H-K.
A transformer-based model for default prediction in mid-cap corporate markets · Christophe Mues, Cristián Bravo
A Tree Implementation of a Credit Spread Model for Credit Derivatives · Schönbucher, Philipp J.
A Two-Factor Model for Commodity Prices and Futures Valuation · Diana Ramos Ribeiro, Stewart D. Hodges
A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition · Bin Zou, Yi Xia
A Two-Stage Decision Support System for Sustainability-Aware Long Short Portfolio Optimization · Filippo Piccotto, Giacomo di Tollo
A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing · Ce Wang
A unified approach to informed trading via Monge-Kantorovich duality · Eunjung Noh, Ibrahim Ekren
A unified approach to xVA with CSA discounting and initial margin · Alessandro Gnoatto, Francesca Biagini
A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives · Arpita Chatterjee, Dixon Domfeh
A Unified Credit Expansion Theory on Housing Cycle: Causal Evidence for Within- and Cross-Metro Patterns in the Prior, Boom, Bust, and Recovery Periods · Bo Li
A Unified Framework for Fast Large-Scale Portfolio Optimization · Abolfazl Safikhani, Pawel Polak
A unified theory of order flow, market impact, and volatility · Grégoire Szymanski, Johannes Muhle-Karbe
A Unified Theory of Ownership Concentration, Overlap, and Dependence · Iro Tasitsiomi, Miquel Noguer i Alonso
A Unifying Approach for the Pricing of Debt Securities · Anne Mackay, Marie-Claude Vachon
A unifying approach to the empirical evaluation of asset pricing models · Enrique Sentana, Francisco Peñaranda
A unifying perspective on the collapse to the mean for law-invariant functionals · Felix-Benedikt Liebrich
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model · De Jong , F.
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data · Mathias Mesfin
A Valuation Study of Stock-Market Seasonality and Firm Size · Jan Jindra, Zhiwu Chen
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices · Lixing Lin, Luyun Lin
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence · Antoine Heranval, Daniel Nkameni
A Welfare Analysis of Fragmented Liquidity Markets · Guembel, Alexander, Sussman, Oren
A Wiener Chaos Approach to Martingale Modelling and Implied Volatility Calibration · Pere Diaz-Lozano, Thomas K. Kloster
A3T-GCN for FTSE100 Components Price Forecasting · A. L. Paredes
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models · Dennis Kristensen, Michael Creel
ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets · Aymeric Moulin, Jared Vann
ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book · Jean-Loup Dupret, Patrick Cheridito
ABIDES: Towards High-Fidelity Market Simulation for AI Research · David Byrd, Maria Hybinette
Abnormal Trading Detection in the NFT Market · Agam Shah, Mingxiao Song
About constant-product automated market makers · Arthur Vinciguerra, Guillaume Méroué
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning · Hadi Keramati, Samaneh Jazayeri
Accelerating Machine Learning Training Time for Limit Order Book Prediction · Mark Joseph Bennett
Accounting Discretion of Banks During a Financial Crisis · Huizinga, H.P., Laeven, L.
Accounting for leases and corporate investment · Chen, Ciao-Wei, Correia, Maria
Accounting Noise and the Pricing of CoCos · Mike Derksen, Peter Spreij
Accuracy of Deep Learning in Calibrating HJM Forward Curves · Fred Espen Benth, Nils Detering
Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm · Diego Porras, Juan José García-Ripoll
Achieving a Given Financial Goal with Optimal Deferred Term Insurance Purchasing Policy · Lihua Zhang, Yuqi Li
Acquisition finance and market timing · Vermaelen, Theo, Xu, Moqi
ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification · Juntao Li, Liang Zhang
Action-Space Entropy Regularization in Bayesian Markowitz · Andy Au
Action-State Dependent Dynamic Model Selection · Alessio Sancetta, Francesco Cordoni
Active Financial Intermediation: Evidence on the Role of Organizational Specialization and Human Capital · Laura Bottazzi, Marco Da Rin
Active Portfolio Management in Concentrated Equity Markets · Brian Ceco, Ting-Kam Leonard Wong
Active Risk Management and Banking Stability · Silva Buston, C.F.
Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change · Jean Cordier, Martial Phélippé-Guinvarc
Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps · Davood Ahmadian, Foad Shokrollahi
Actuarial Transform Pricing · Luiz Vitiello, Oleg A. Ruban
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation · Daniël Linders, Fan Yang
Adaptative predictability of stock market returns · Casas Villalba, Maria Isabel, Mao, Xiuping
Adapted Law Invariance and Time-Consistent Dynamic Risk Measures · Mathias Beiglböck, Maxime Sylvestre
Adapting Altman's bankruptcy prediction model to the compositional data methodology · Fatemeh Keivani, Germà Coenders
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence · Chen Zhou, Cécile Mercadier
Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study · Vincent Maciejewski
Adapting the CVA model to Leland's framework · A. P. Mogni, P. Amster
Adaptive Agents and Data Quality in Agent-Based Financial Markets · Brian F. Tivnan, Colin M. Van Oort
Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading · Hiroaki Kawashima, Qizhao Chen
Adaptive and Regime-Aware RL for Portfolio Optimization · Gabriel Nixon Raj
Adaptive calibration of Heston Model using PCRLB based switching Filter · Kumar Yashaswi
Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation · Ashraf Ghiye, Baptiste Barreau
Adaptive Curves for Optimally Efficient Market Making · Pramod Viswanath, Sanjeev Kulkarni
Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba · Zhaofeng Zhang
Adaptive Entangled Game Modules in Artificial General Intelligence · Haochen Li, Jingdong Ouyang
Adaptive Finite-Budget Training for CVaR Risk-Aware Q-Learning · Junjie Lei, Wenjie Huang
Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting · Diego Vallarino
Adaptive Modelling Approach for Row-Type Dependent Predictive Analysis (RTDPA): A Framework for Designing Machine Learning Models for Credit Risk Analysis in Banking Sector · Hema Date, Minati Rath
Adaptive Money Market Interest Rate Strategy Utilizing Control Theory · Yuval Boneh
Adaptive Multi-Strategy Market-Making Agent For Volatile Markets · Alexey Glushchenko, Ali Raheman
Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing · Riccardo Gozzo
Adaptive Multilevel Stochastic Approximation of the Value-at-Risk · Azar Louzi, Jonathan Spence
Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management · Lei Zhao, Lin Cai
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos · Chuyi Yu, Jonathan Chávez-Casillas
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models · Cizek, P., Haerdle, W.
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk · Bauwens, L., Bos, C.S.
Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control · Hussein Al Osman, Mahtab Haj Ali
Adaptive singular-point method for pricing and hedging surrenderable equity-linked contracts · Andrea Molent, Marcellino Gaudenzi
Adaptive Strategies for Pension Fund Management · Emmanuel Candes, Peter R. Fisher
Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction · Amin Milani Fard, Arash Peik
Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery · Fryzlewicz, Piotr, Schroeder, Anna Louise
Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions · Mohit Beniwal
Adaptive Window Selection for Financial Risk Forecasting · Chenxin Lyu, Ruodu Wang
Adaptive-Robust Portfolio Optimisation · Leandro Sánchez-Betancourt, Theerawat Bhudisaksang
AdaVol: An Adaptive Recursive Volatility Prediction Method · Nicklas Werge, Olivier Wintenberger
Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman · Angelos Stefanidis, Daniil Mikriukov
Adjustment to target capital, finance and growth · Antonio Ciccone, Elias Papaioannou
Admissible Information Structures, Immersion, and the Order of Non-Anticipative Aggregation · Alejandro Rodriguez Dominguez
Admissible Portfolio Optimization: Information Constraints, Conditional Efficient Frontiers, and the Price of Causal Identification · Alejandro Rodriguez Dominguez
ADOL - Markovian approximation of rough lognormal model · Andrey Itkin, Peter Carr
Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets · Harshitha, Manideep Gongalla
Advanced Calibration Analysis and Tools: Identifying Influential Observations in Stochastic Interest Rate Model Calibration · Peter Ruckdeschel, Philipp Mahler
Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications · Amssatou Diagne, Evan Daykin
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models · Kunyuan Ma, Mengfang Sun
Advanced simulation paradigm of human behaviour unveils complex financial systemic projection · Changjun Jiang, Cheng Wang
Advanced Statistical Arbitrage with Reinforcement Learning · Boming Ning, Kiseop Lee
Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service · Eduard Horch, Evgenii Onishchuk
Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets · Md Imrul Hasan Showmick, Md. Jakir Hossen
Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges · Chuang Li, Henglin Liu
Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS · Mohit Apte, Yashodhara Haribhakta
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks · Abootaleb Shirvani, Ali Jaffri
Adversarial blockchain queues and trading on a CFMM · Andrew W. Macpherson
Adversarial Deep Reinforcement Learning in Portfolio Management · Hao Chen, Junhao Zhu
Adversarial Training for Deep Hedging in Nonstationary Markets · Antoine Garin, Daniel Kuhn
Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending · Gijs A. F. Niewzwaag, Manuele Massei
Advisors and Asset Prices: A Model of the Origins of Bubbles · Harrison Hong, Jose Scheinkman
Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225 · Torben B. Rasmussen
Affine Pricing and Hedging of Collateralized Debt Obligations · Damir Filipović, Zehra Eksi
Affine Pricing Models from Group Quantization and Holonomy · Santiago Garcia
Affine Volterra covariance processes and application to commodity markets · Boris Günther, Ludger Overbeck
Affordability, financial innovation and the start of the housing boom · Benjamin J. Keys, Jane K. Dokko
Agency‐Based Asset Pricing and the Beta Anomaly · David C. Blitz
Agent Policy-Value Audit: Separating Transition Composition from Event Selection in Financial LLM Agents · Chen, Huiwen
Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents · Jiawei Du, Joey Tianyi Zhou
Agent-based Liquidity Risk Modelling for Financial Markets · Dingqiu Zhu, Jianfei Zhang
Agent-based model of information diffusion in the limit order book trading · Juho Kanniainen, Mateusz Wilinski
Agent-based models for latent liquidity and concave price impact · Bence Toth, Iacopo Mastromatteo
Agent-Based Models for Two Stocks with Superhedging · Dario Crisci, Konrad Gajewski
Agent-Based Simulation of a Perpetual Futures Market · Ramshreyas Rao
Agent-to-Agent Finance: Blockchain Payments and Trust Infrastructure for Autonomous AI Agents · Hui Gong
Agentic AI Systems and Financial Stability, From Model Risk to Systemic Risk · Seung Jung Lee, Sriram Nagaraj
Agentic Artificial Intelligence in Finance: A Comprehensive Survey · Alex Ng, Chia-Yi Chien
Agentic Empirical Asset Pricing: Methodological Foundations · Kay Giesecke, Xiaowei Ding
Agentic Limit Order Books: Phase Transitions and Market Impact · Jan Rosenzweig
Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation · Bokai Cao, Fengrui Hua
AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems · Ivan Letteri
Aggregate Investment and Investor Sentiment · Arif, Salman, Lee, Charles M. C.
Aggregate Volatility Expectations and Threshold CAPM · Aslihan Altay-Salih, Eser Arisoy
Aggregation of financial markets · Georg Menz, Moritz Voß
Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets · Marco Ottaviani, Peter Norman Sørensen
Agnostic Risk Parity: Taming Known and Unknown-Unknowns · Emmanuel Sérié, Jean‐Philippe Bouchaud
AgonAlpha: Autonomous Alpha Discovery via Prompt Economy and Scalable Agentic Search · Chugang Yi, Haizhao Yang
Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets · Keisuke Hara, Takanori Adachi
AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications · Hui Gong
AI and Exchange Rate Predictability · Amin Izadyar
AI Economist Agent: An Agentic Framework for Evidence-Based Economic and Financial Analysis with RAG, Knowledge Graphs, and Large Language Models · Masahiro Kato
AI Financial Advice: Supply, Demand, and Life Cycle Implications · Matthew Akuzawa, Taha Choukhmane
AI for AI: Optimizing Additional Infrastructure Build-out to Power Artificial Intelligence Data Centers · Alexander Crosier, Kyle Onghai
AI for trading strategies · Danijel Jevtic, Joerg Osterrieder
AI Governance for Institutional Readiness in Finance · Irene Aldridge, Steve Krawciw
AI in Investment Analysis: LLMs for Equity Stock Ratings · Kassiani Papasotiriou, Shayleen Reynolds
AI Trading: Evaluating Large Language Models for Technical Market Analysis · Geofrey Ntale
AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring · Chun Chet Ng, Jia Yu Lim
AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets · Shuchen Meng, Xupeng Chen
AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management · Christoph Ostermair, David Scholz
AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics · Jiajun Gu, Sixun Chen
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks · Tiago Monteiro
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets · Chao Huang, Tianyu Fan
Air Pollution, Affect, and Forecasting Bias: Evidence from Chinese Financial Analysts · Nianhang Xu, Raymond Fisman
ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes · Jian-Qiang Hu, Yan-Feng Wu
Algometrics: Forecasting Under Algorithmic Feedback · Marc Schmitt
Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models · Anatoliy Swishchuk, Luca Lalor
Algorithmic Monitoring: Measuring Market Stress with Machine Learning · Marc Schmitt
Algorithmic trading and investment-to-price sensitivity · Aliyev, Nihad, Huseynov, Fariz
Algorithmic trading and stochastic integration · Aleksandar Arandjelovic, Uwe Schmock
Algorithmic trading in a microstructural limit order book model · Côme Huré, Frédéric Abergel
Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning · Farokh Marvasti, Mahdi Shamsi
Algorithms for Claims Trading · Carmine Ventre, Lisa Wilhelmi
AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies · Bao Chan Nguyen, Nguyet Nguyen Thi
Aligning Language Models with Investor and Market Behavior for Financial Recommendations · Fernando Spadea, Oshani Seneviratne
Aligning Multilingual News for Stock Return Prediction · Andreas Veneris, Charles Martineau
All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant · Roger Lee
Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data · Chenkai Wang, Junji Ren
Almost Perfect Shadow Prices · Eberhard Mayerhofer
Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing · Anatoliy Malyarenko, Mara Kalicanin Dimitrov
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis · Doriana Ruffino, Fabio Maccheroni
Alpha Discovery via Grammar-Guided Learning and Search · Dong Hao, Han Yang
Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment · Weizhe Ren, Yang Li
Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment · Hang Yuan, Jian Guo
Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment · Hang Yuan, Heung-Yeung Shum
Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning · Cheng Hua, Daxin Jiang
AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay · Jiarui Yang, Jiayao Mai
AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions · Dhagash Mehta, Harrison Garber
AlphaCrafter: A Full-Stack Multi-Agent Framework for Cross-Sectional Quantitative Trading · Jiaheng Liu, Jiaqi Wang
AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining · Binqi Chen, Guoyi Shao
AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors · Cuicui Luo, Hamid Arian
AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models · Bo An, Huaiyu Jia
AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation · Shengli Zhang, Taotao Wang
AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion · Chen-Hui Song, Fei Shen
AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning · Ke Zhu, Zhoufan Zhu
AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading · Changlong Yu, Jiashu Wang
AlphaRJM: Reward-Jump Memory for Stochastic Return-Guided Alpha Discovery · Sayan Dhan, Selvaraju Natarajan
AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration · Binqi Chen, Hongjun Ding
AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics · Hassan Sawaf, Kamer Ali Yuksel
AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market · Paulo André Lima de Castro
AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios · Boris Belyakov
Alternative Asymmetric Stochastic Volatility Models · Asai, M., McAleer, M.J.
Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment · William Margrabe
Alternative Loss Function in Evaluation of Transformer Models · Jakub Michańków, Paweł Sakowski
Alternative models for FX: pricing double barrier options in regime-switching Lévy models with memory · Sergei Levendorskiĭ, Svetlana Boyarchenko
Alternative Trading Systems and Liquidity · Hans Degryse, Mark Van Achter
Alternatives to classical option pricing · Svetlozar T. Rachev, W. Brent Lindquist
am-AMM: An Auction-Managed Automated Market Maker · Austin Adams, Ciamac C. Moallemi
AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction · Chang-Tien Lu, Dan Wang
Ambiguïté, comportements et marchés financiers · Jean-Marc Tallon, Meglena Jeleva
Ambiguity and Coordination in a Global. Game Model of Financial Crises · Daniel Laskar
Ambiguity and the Historical Equity Premium · Fabrice Collard, Jean‐Marc Tallon
Ambiguity and Volatility : Asset Pricing Implications · Pataracchia, B.
Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles · Alonso, Irasema, Prado, Jr., Jose Mauricio
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature · Francesca Rinaldi, Massimo Guidolin
Ambiguity Preferences and Portfolio Choices · Jean-Marc Tallon, Milo Bianchi
Ambiguity Preferences and Portfolio Choices: Evidence from the Field · Jean-Marc Tallon, Milo Bianchi
Ambiguity, Pessimism, Optimism and Financial Crises in a Simple Global Game Model · Daniel Laskar
American Call Options Pricing With Modular Neural Networks · Ananya Unnikrishnan
American Exchange option driven by a Lévy process · Zakaria Marah
American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework · Roshan Shah
American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution · Lars Stentoft
American option pricing using generalised stochastic hybrid systems · Agnes Mallinger, Amira Meddah
American Option Pricing using Self-Attention GRU and Shapley Value Interpretation · Yanhui Shen
American options in the Volterra Heston model · Elizabeth Zúñiga, Etienne Chevalier
American options in time-dependent one-factor models: Semi-analytic pricing, numerical methods and ML support · Andrey Itkin, Dmitry Muravey
American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs · Amit N. Kumar, Rohan
American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions · Andrey Itkin
American Passport options in an exponential Lévy model · Zakaria Marah
American Put Option pricing using Least squares Monte Carlo method under Bakshi, Cao and Chen Model Framework (1997) and comparison to alternative regression techniques in Monte Carlo · Anurag Sodhi
Amortizing Perpetual Options · Zachary Feinstein
Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility · Anaïs Després, Francois Buet-Golfouse
Amsterdam and London as financial centers in the eighteenth century · Carlos, Ann M., Neal, Larry
An ‘Atypical’ Case? The First Emergence of Brussels as an International Financial Centre, 1830-1860 · Stefano Ugolini
An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework · Sourojyoti Barick
An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options · Chinonso Nwankwo, Weizhong Dai
An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution · Hong Kee Sul, Jimyeong Kim
An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming · Chi-Wen Jevons Lee, Joaguin R. Trigueros
An Adaptive Multi Agent Bitcoin Trading System · Aadi Singhi
An adaptive network-based approach for advanced forecasting of cryptocurrency values · Ali Mehrban, Pegah Ahadian
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition · Joseph de Vilmarest, Nicklas Werge
An adoption model of cryptocurrencies · Rzayev, Khaladdin, Sakkas, Athanasios
An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model · Anindya Sarkar, G. Vadivu
An Agent-Based Model to Study Informational Cascades in Financial Markets · Frédéric Amblard, Sadek Benhammada
An Algebraic Framework for the Modeling of Limit Order Books · Johannes Bleher, Michael Bleher
An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives · Gabin Taibi, Joerg Osterrieder
An Algorithmic Information-theoretic Approach to the Behaviour of Financial Markets · Hector Zenil, Jean-Paul Delahaye
An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices · Thomas K. Kloster
An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry · Abhijit Dutta, Kiran Sharma
An Analysis of the Interdependence Between Peanut and Other Agricultural Commodities in China's Futures Market · Suke Li
An Analytic COS Method for Compound Option Valuation · Cornelis W. Oosterlee, Zhipeng Huang
An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution · Graham L. Giller
An Analytic Solution for Interest Rate Swap Spreads · Grinblatt, Mark
An analytical perturbative solution to the Merton Garman model using symmetries · Nathaniel Wiesendanger Shaw, Xavier Calmet
An Anlysis Of The Real Interest Rate Under Regime Shifts · Garcia, R., Perron, P.
An Application of Dirac's Interaction Picture to Option Pricing · Mauricio Contreras G
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index · Klaus Reiner Schenk-Hoppï¿½, Martin Stalder
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading · Ava Zhao, Danran Chen
An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians · Gechun Liang, Shuo Huang
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model · Francis X. Diebold, Glenn D. Rudebusch
An arbitrage-free interpolation of class $C^2$ for option prices · Fabien Le Floc'h
An asset-level analysis of financial tail risks under extreme weather events · Baer, Moritz, Bernhofen, Mark
An Asymmetric Capital Asset Pricing Model · Abdulnasser Hatemi-J
An asynchronous double auction market to study the formation of financial bubbles and crashes · Frédéric Amblard, Sadek Benhammada
An auto-regressive conditional binomial option pricing model · Prigent, Jean-Luc, Renault, Olivier
An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks · Csóka, Péter, Herings, P.J.J.
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors · Chang, C-L., McAleer, M.J.
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models · Mark Podolskij, Silja Kinnebrock
An Econometric Analysis of Nonsyschronous-Trading · Andrew W. Lo, Craig A. MacKinlay
An econometric analysis of volatility discovery · Fruet Dias, Gustavo, Papailias, Fotis
An Econometric Study of Vine Copulas · Dominique Guegan, Pierre-André Maugis
An Economy with Personal Currency: Theory and Evidence · Juergen Huber, Martin Angerer
An effective interest rate cap: a clarification · Mikhail V. Sokolov
An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers · Guillermo Angeris, Max Resnick
An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps · Keyuan Wu, Tenghan Zhong
An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book · Jiahao Yang, Jun Zhou
An Efficient Machine Learning Framework for Option Pricing via Fourier Transform · Liying Zhang, Ying Gao
An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio · Emmanuel Gobet, Florian Bourgey
An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model · Edoardo Berton, Lorenzo Mercuri
An Emerging Market Financial Conditions Index: A VAR Approach · Michael A. Stemmer, Rémy Charleroy
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings · Andreas Milidonis, Erik Berwart
An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules · Andrea Resti, Giovanni Petrella
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence · Marno Verbeek, Wessel Marquering
An Empirical Analysis of Scam Tokens on Ethereum Blockchain · Vahidin Jeleskovic
An empirical analysis of the hedging effectiveness of currency futures · Veld, C.H., de Jong, A.
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics · Carmine Ventre, Haochen Li
An empirical approach to financial crisis indicators based on random matrices · Antoine Kornprobst, Raphaël Douady
An Empirical Assessment of Characteristics and Optimal Portfolios · Christopher G. Lamoureux, Huacheng Zhang
An Empirical Assessment of the Accounting Semi-Identity Problem's Pervasiveness and Severity · F. Javier Sánchez-Vidal
An empirical behavioral model of price formation · J. Doyne Farmer, Szabolcs Mike
An Empirical Comparison of Default Swap Pricing Models · Patrick Houweling, Ton Vorst
An Empirical Implementation of the Shadow Riskless Rate · Davide Lauria, Frank J. Fabozzi
An Empirical Investigation of the Forward Interest Rate Term Structure · Andrew Matacz, Jean‐Philippe Bouchaud
An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities · Arthur Gervais, Kaihua Qin
An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap · Jan Arvid Berg, Lioba Heimbach
An empirical study of market risk factors for Bitcoin · Shubham Singh
An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds · Rajesh ADJ Jeyaprakash, Senthil Arasu Balasubramanian
An Empirical Study on the Holiday Effect of China's Time-Honored Companies · Haoxuan Xu, Jiayi Xu
An End to Consensus? The Selective Impact of Corporate Law Reform on Financial Development · Deakin, S., Sarkar, P.
An End-To-End LLM Enhanced Trading System · Ronitt Mehra, Ziyao Zhou
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting · Chufeng Li, Jianyong Chen
An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading · Diego Klabjan, Shuyang Wang
An Entropic Factor Model for Robust Portfolio Replication · Argimiro Arratia, Henryk Gzyl
An Equilibrium Model for the Cross-Section of Liquidity Premia · Chen Yang, Johannes Muhle-Karbe
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior · Gechun Liang, Thaleia Zariphopoulou
An ergodic theorem for multi-period mutual insurance · John Armstrong
An Evaluation of Deep Learning Models for Stock Market Trend Prediction · Andrew McCarren, Gonzalo Lopez Gil
An Expanded Local Variance Gamma model · Andrey Itkin, Peter Carr
An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring · Sandeep Neela
An explanation for the distribution characteristics of stock returns · Bo Li
An Explicit Scheme for Pathwise XVA Computations · Botao Li, Bouazza Saadeddine
An Explicit Solution for the Problem of Optimal Investment with Random Endowment · Christoph Knochenhauer, Michael Donisch
An Explicit Solution to Black-Scholes Implied Volatility · Wolfgang Schadner
An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables · Garvit Arora, Shubhangi Tiwari
An extendable, integrated, and dynamic approach to forecasting and stress-testing credit risk · Arno Botha, Conrad Beyers
An extended CIR process with stochastic discontinuities · Claudio Fontana, Simone Pavarana
An extended macro-finance model with financial factors · Hans DEWACHTER, Leonardo IANIA
An extended Merton problem with relaxed benchmark tracking · Lijun Bo, Xiang Yu
An Extension of Good-Deal Asset Price Bounds · Longarela, Iñaki R.
An extremal fractional Gaussian with a possible application to option-pricing with skew and smile · Alexander Jurisch
An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions · Igor Griva, Krishna Neupane
An Historical Perspective on the Quest for Financial Stability and the Monetary Policy Regime · Michael D. Bordo
An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts · Sotirios D. Nikolopoulos
An Impact Analysis of Microfinance in Bosnia and Herzegovina · Denis Nadolnyak, Valentina Hartarska
An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges · Benjamin Kraner, Claudio Tessone
An Improved Estimator For Black-Scholes-Merton Implied Volatility · Hallerbach, W.G.P.M.
An Impulse Control Approach to Market Making in a Hawkes LOB Market · Jonathan Kochems, Konark Jain
An Infinite-Dimensional Insider Trading Game · Christian Keller, Michael C. Tseng
An information based one-factor asset pricing model · Ghosh, Anisha, Julliard, Christian
An Information-Geometric Framework for Bayesian Credit Risk Monitoring · Lorenzo Quirini
An information-theoretic asset pricing model · Ghosh, Anisha, Julliard, Christian
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default · Germano, Guido, Sariev, Eduard
An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans · Duc-Thi Luu, Khuong Nguyen-An
An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences · Jianming Xia, Sheng Wang
An Integrated Approach to Hedging and Pricing Eurodollar Derivatives · Robert Jarrow, Stuart Turnbull
An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models · Stefan Weber, Sören Bettels
An Interpretable Deep Learning Model for General Insurance Pricing · Bernard Wong, Patrick J. Laub
An Intertemporal CAPM with stochastic volatility · Campbell, John Y., Giglio, Stefano
An introduction to statistical finance · Jean‐Philippe Bouchaud
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability · Hui Jun Zhang, Oliver Linton
An Investigation of Underwriting Fees for Asset-Backed Securities · Aron A. Gottesman, David Puskar
An investor-led framework of pilot indicators to assess banks on the transition to net zero · Bienkowska, Beata, Dietz, Simon
An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns · Stig V. Møller, Tom Engsted
An Offline Learning Approach to Propagator Models · Eyal Neuman, Wolfgang Stockinger
An Old Friend: The Stock Market's Shiller P/E · Cliff Asness
An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems · Amine Ben Amar
An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics · Ana Isabel Castillo Pereda
An operator-level ARCH Model · Alexander Aue, Gregory Rice
An Optimal Transport approach to arbitrage correction: application to Volatility Stress-Tests · Marius Chevallier, Pierre-Emmanuel Lévy-dit-Vehel
An optimal transport foundation for a class of dynamically consistent risk measures · Max Nendel, Michael Kupper
An overall perspective on banking regulation · Xavier Freixas
An SFP--FCC Method for Pricing and Hedging Early-exercise Options under Lévy Processes · Chan, Tat Lung
An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing · Amirhessam Yazdi, Ghazal Farhani
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond · Sourojyoti Barick, Sudip Ratan Chandra
Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches · Xuefan, Pan
Analysis of bank leverage via dynamical systems and deep neural networks · Lillo, Fabrizio, Livieri, Giulia
Analysis of Contagion in China's Stock Market: A Hawkes Process Perspective · Junwei Yang
Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance · Kirill Kolmykov
Analysis of frequent trading effects of various machine learning models · Jiahao Chen, Xiaofei Li
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach · Beier Liu, Haiyun Zhu
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios · Chudik, A., Pesaran, M. H.
Analysis of Optimal Portfolio Management Using Hierarchical Clustering · Kapil Panda
Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market · Tetsuya Takaishi, Ting Ting Chen
Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation · Isao Yagi, Shuto Endo
Analysis of the Impact of the Union Budget Announcements on the Indian Stock Market: A Fractal Perspective · Andrew Eberhard, Asha Rao
Analysis of the optimal exercise boundary of American put options with delivery lags · Gechun Liang, Zhou Yang
Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective · Javier Gómez Morales
Analysis of the RMM-01 Market Maker · Colin Roberts, Waylon Jepsen
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation · Anne MacKay, Marie-Claude Vachon
Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach · Hyong Chol O, Tae Song Kim
Analyst Reports and Stock Performance: Evidence from the Chinese Market · Haolong Chen, Jiayou Liang
Analytic approximation for Bachelier option prices and applications · Elisa Alòs, Òscar Burés
Analytic Approximation of Finite‐Maturity Timer Option Prices · Fabio Mercurio, Minqiang Li
Analytic Calibration in Andreasen-Huge SABR Model · K. E. Feldman
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing · Mikołaj Łabędzki
Analytic formula for option margin with liquidity costs under dynamic delta hedging · Byoung Ki Seo, Kyungsub Lee
Analytic Pricing of Bermudan Swaptions with Few Exercise Dates · Emiliano Papa
Analytic Pricing of SOFR Futures Contracts with Smile and Skew · Aurelio Romero-Bermúdez, Colin Turfus
Analytic RFR Option Pricing with Smile and Skew · Aurelio Romero-Bermúdez, Colin Turfus
Analytical approximations of local-Heston volatility model and error analysis · Emmanuel Gobet, Romain Bompis
Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications · Fukiat Nualsri, Khamron Mekchay
Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk · Dae Song Choe, Gyong-Dok Rim
Analytical quasi maximum likelihood inference in multivariate volatility models · Hafner, C.M., Herwartz, H.
Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk · Cristin Buescu, Juan Jose Francisco Miguelez
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets · Chang, C-L., McAleer, M.J.
Analyzing Communicability and Connectivity in the Indian Stock Market During Crises · Charu Sharma, Niteesh Sahni
Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs · Narayan Tondapu
Analyzing distortion riskmetrics and weighted entropy for unimodal and symmetric distributions under partial information constraints · Baishuai Zuo, Chuancun Yin
Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches · Amirhossein Karamoozian, Shafique Ur Rehman
Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach · H. Vicky Zhao, Huisheng Wang
Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis · Danielsson, Jon, Saltoglu, Burak
Anatomy of a Stablecoin's failure: the Terra-Luna case · Antonio Briola, David Vidal-Tomás
Anatomy of the Market: A Body-Tail Test of Factor Models · Useong Shin
Anchored Geodesic Analysis for Multivariate Extremes · Alberto Quaini, Chen Zhou
Anglo-Saxon Capitalism in Crisis? Models of Liberal Capitalism and the Preconditions for Financial Stability · Fovargue-Davies, M., Konzelmann, S.
Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market · Veld, C.H., de Roon, F.A.
Annuities, Bequest and Portfolio Diversification · Emmanuel Thibault, Hippolyte d'Albis
Annuities, Bequests and Portfolio Diversification · D'ALBIS Hippolyte, THIBAULT Emmanuel
Anomalies and News · Jeffrey Pontiff, Joseph Engelberg
Anomalous diffusion and price impact in the fluid-limit of an order book · Derick Diana, Tim Gebbie
Anomalous diffusions in option prices: connecting trade duration and the volatility term structure · Antoine Jacquier, Lorenzo Torricelli
Anomalous Impact in Reaction-Diffusion Financial Models · Bence Toth, Iacopo Mastromatteo
Anomalous impact in reaction-diffusion models · CFM
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets · Bence Toth, Cyril Deremble
Anomaly detection in European cryptocurrency exchange-traded products · Julia Kończal, Rafał Połoczański
Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy · Kleyton da Costa
Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks · Lehdili Noureddine, Maud Thomas
Anomaly prediction in XRP price with topological features · Illia Donhauzer, Pierluigi Cesana
Anonymization and Information Loss · Baozhong Yang, Dexin Zhou
Another look at yield spreads: The role of liquidity · D H Kim
Anti-correlation network among China A-shares · Peng Liu
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets · Ana Beatriz Galvão, Michael P. Clements
Anticipating the financial crisis: Evidence from insider trading in banks · José M. Marín, José-Luis Peydró
Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup · Aman Saggu, Ender Demir
Anticipatory Portfolio Optimization · Miquel Noguer i Alonso
Apparent multifractality in financial time series · Jean-Philippe Bouchaud, Marc Potters
Applicability of Large Corporate Credit Models to Small Business Risk Assessment · Khalid El-Awady
Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers · Birbil, S.I., Frenk, J.B.G.
Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs · Nigar Karimova
Application of Deep Learning for Factor Timing in Asset Management · Haoshu Lyu, Maysam Khodayari Gharanchaei
Application of deep quantum neural networks to finance · Takayuki Sakuma
Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging · Jakub Michańków, Paweł Sakowski
Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock · Dengxin Huang
Application of Neural Networks to House Pricing and Bond Rating · Daniëls, H.A.M., Kamp, B.
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks · Marco Bianchetti, Sergei Kucherenko
Application of the Kelly Criterion to Prediction Markets · Bernhard K Meister
Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting · Xitai Yu
Applications of Mean Field Games in Financial Engineering and Economic Theory · Rene Carmona
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network · Frensi Zejnullahu, Joerg Osterrieder
Applying Deep Learning to Calibrate Stochastic Volatility Models · Abir Sridi, Paul Bilokon
Applying Informer for Option Pricing: A Transformer-Based Approach · Feliks Bańka, Jarosław A. Chudziak
Applying News and Media Sentiment Analysis for Generating Forex Trading Signals · Oluwafemi F Olaiyapo
Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis · Arno Botha, Tanja Verster
Approaching multifractal complexity in decentralized cryptocurrency trading · Jarosław Kwapień, Marcin Królczyk
Approximate Arbitrage · Bernardo, Antonio, Ledoit, Olivier
Approximate Design-Based Intervals for Downsampled Cross-Sectional Market Aggregates: A Randomized Design for Bandwidth-Constrained Financial Data Pipelines · Minmin Zeng
APPROXIMATE HEDGING IN A LOCAL VOLATILITY MODEL WITH PROPORTIONAL TRANSACTION COSTS · Emmanuel Lépinette, Tuan Tran Quoc
Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model · Xudong Zheng, Yuecai Han
Approximate XVA for European claims · Alessandro Ramponi, Fabio Antonelli
Approximation and regularity results for the Heston model and related processes · Edoardo Lombardo
Approximation of stochastic insurer balance-sheet results using signatures of economic scenarios · Alexandre Boumezoued, Arthur Bourdon
Approximation of supply curves · Andres M. Alonso, Zehang Li
Approximation of the distribution of a stationary Markov process with application to option pricing · Fabien Panloup, Gilles Pagès
Arbitrage Analysis in Polymarket NBA Markets · Guang Cheng, Haoxuan Zou
Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities · Cuong Le Van, Nguyen Manh-Hung
Arbitrage and endogenous market integration · Zigrand, Jean-Pierre
Arbitrage and equilibrium with portofolio constraints · Bernard Cornet, Ramu Gopalan
Arbitrage and price revelation with private beliefs · Lionel de Boisdeffre
Arbitrage and sampling uncertainty in financial stochastic programming models · Berkelaar, A.B., Hoek, H.
Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks · Abhijit Chakraborty, Yuichi Ikeda
Arbitrage in Estimate Nothing: an example · Johannes Brutsche, Julian Sester
Arbitrage in stationary markets · Dhruv Kapoor, Igor Evstigneev
Arbitrage networks · Rahi, Rohit, Zigrand, Jean-Pierre
Arbitrage on Decentralized Exchanges · Chen Yang, Xue Dong He
Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives · Raymond Brummelhuis, Zhongmin Luo
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence · Andrea Ricci, Massimo Guidolin
Arbitrage theory for non convex financial market models · Emmanuel Lépinette, Tuan Tran
Arbitrage with bounded Liquidity · Christoph Schlegel, Quintus Kilbourn
Arbitrage-Aware Multi-Step Forecasting of Implied Volatility Surfaces: Modelling Surface Trajectories Using Latent Diffusion · Dominik Manuel Buchegger, Lukas Gonon
Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints · Cody Hyndman, Xiang Gao
Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims · Hongbiao Zhao, Jiwook Jang
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders · Brian Ning, Maxime Bergeron
Arbitrage-Free Multi-Maturity Risk-Neutral Marginals · Charlie Che, Hao Qin
Arbitrage-Free Option Price Surfaces via Chebyshev Tensor Bases and a Hamiltonian Fog Post-Fit · Robert Jenkinson Alvarez
Arbitrage-Free Price-Update and Price-Impact Functions · Gur Huberman, Werner Stanzl
Arbitrage-Free Pricing with Diffusion-Dependent Jumps · Hamza Virk, Majnu John
Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets · Kenneth F. Kroner, Robin J. Brenner
Are "market neutral" hedge funds really market neutral? · Patton, Andrew J.
Are AI Risks Priced in the U.S. Stock Market? Evidence from Financial News Factors · Yanhui Shen
Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets · German Forero-Laverde
Are Banks Liquidity Transformers? · Deep, Akash, Schaefer, Guido
Are Banks Too Big to Fail or Too Big to Save? International Evidence from Equity Prices and CDS Spreads · Demirgüc-Kunt, A., Huizinga, H.P.
Are Charter Value and Supervision Aligned? A Segmentation Analysis · Ana Lozano-Vivas, Jesus T. Pastor
Are Completion Portfolios Effective for Managing Concentrated Stock Risk? · Joseph Liberman, Marcus Stevens
Are Critical Slowing Down Indicators Useful to Detect Financial Crises? · Hayette Gatfaoui, Isabelle Nagot
Are cryptocurrencies real financial bubbles? Evidence from quantitative analyses · Camilla Ricci, Marco Bianchetti
Are Expectations Misled by Chance? Quasi-Experimental Evidence from Financial Analysts · Egon Franck, Pascal Flurin Meier
Are financial crashes predictable? · Jean-Philippe Bouchaud, Jean-Pierre Aguilar
Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium · Gasparini, Matteo
Are financial regulations impairing the transition to net zero? · Beinhocker, Eric, Carr, Ben
Are Large Traders Harmed by Front-running HFTs? · Xue Cheng, Ziyi Xu
Are People Systematically Inactive Across Financial Decisions? Linking Evidence from Mortgage and Retirement Saving Decisions · Camilla Skovbo Christensen, Claus Thustrup Kreiner
Are the Central European Stock Markets Still Different? A Cointegration Analysis · Rousova, Linda
Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent? · Jesper Pedersen, Peter Norman Sørensen
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs · Mayordomo, Sergio, Peña, Juan Ignacio
Are there Monday effects in stock returns: a stochastic dominance approach · Cho, Young-Hyun, Linton, Oliver
Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization · Igor Halperin
Are trading invariants really invariant? Trading costs matter · Fabrizio Lillo, Frédéric Bucci
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies? · Alexei Orlov, Massimo Guidolin
Are We Becoming Greener? Life-time Experiences and Responsible Investment · Bianchi, Milo, Liu, Zhengkai
Are we in a bubble? A simple time-series-based diagnostic · Franses, Ph.H.B.F.
Are Whitepaper Claims Reflected in Market Structure? A Contamination-Aware Pipeline and a Power-Limited Null · Murad Farzulla
ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility · Carmine Ventre, Maria Polukarov
ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics · Rahul D Ray
Artificial intelligence and financial crises · Danielsson, Jon, Uthemann, Andreas
Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets · Shuchen Meng, Xupeng Chen
Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing · Linsen Zhu, Mengqing Cai
Artificial Intelligence in Ship Finance: Applications, Opportunities, and a Case Study in AI-Augmented Loan Origination · Lasse Dierich, Orestis Schinas
Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets · Kapil Panda
Artificial Intelligence, Human Capital Risk and Household Portfolio Choice · Berg, K., Danyu-Zhang, J.
Asian Basket Spread Options: A New Approximation Based on Stochastic Taylor Expansions · Fabien Le Floc'h
Asian Option Pricing under Uncertain Volatility Model · Chunyang Liu, Yuecai Han
Asian Option Pricing with Orthogonal Polynomials · Sander Willems
Asian option valuation under price impact · Priyanshu Tiwari, Sourav Majumdar
Asian options for local-stochastic volatility models in the short-maturity regime · Dan Pirjol, Lingjiong Zhu
ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets · Andrew Maksakov, Murad Farzulla
Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events · Haibo Wang
Assessing financial model risk · Barrieu, Pauline, Scandolo, Giacomo
Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable · Adriana Ocejo, Riley Jones
Assessing Investment and Longevity Risks within Immediate Annuities · Bauer, Daniel, Weber, Frederik
Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis · Caden Lin, Paul Glasserman
Assessing Risk through Environmental, Social and Governance Exposures · Lukasz Pomorski, Shaun Fitzgibbons
Assessing Stablecoin Credit Risks · Ethan Jones, Yuval Boneh
Assessing the Cost of Regulatory Protections: Evidence on the Decision to Sell Securities Outside the United States · Stephen Choi
Assessing the costs of protection in a context of switching stochastic regimes · Barrieu, Pauline, Bellamy, Nadine
Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View · Alberto Montagnoli, Boriss Siliverstovs
Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice · Kévin Beaubrun-Diant, Tristan-Pierre Maury
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis · Dimitrios Karyampas, Álvaro Cartea
Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? · Bernhard Haslhofer, Burkhard Raunig
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method · Danny Dongning Sun, Jian Xu
Assessment of loan losses after default · Pomazanov Mikhail
Asset Allocation and Bad Habits · Andrew Ang
Asset Allocation in a Low Yield Environment · Zachary T. Mees
Asset Allocation of Mutual Fund Investors · Dengpan Luo
Asset allocation using a Markov process of clustered efficient frontier coefficients states · Jamey Thompson, Nolan Alexander
Asset Allocation: From Markowitz to Deep Reinforcement Learning · Ricard Durall
Asset and Factor Risk Budgeting: A Balanced Approach · Adil Rengim Cetingoz, Olivier Guéant
Asset Management Costs and Financial Performance of Dutch Pension Funds in 2011-2014 · Hollanders, David
Asset management with an ESG mandate · Davide Stocco, Emilio Barucci
Asset Opacity and Liquidity · Stenzel, A., Wagner, W.B.
Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement · C. A. Valle, J. E. Beasley
Asset Price Bubbles and Systemic Risk · Isabel Schnabel, Markus Brunnermeier
Asset price bubbles under model uncertainty and short-sale constraints: A discrete-time analysis · Lin Zhang, Wenqing Zhang
Asset Price Bubbles: An Option-based Indicator · Lassi Roininen, Martin Simon
Asset Price Changes, External Wealth and Global Welfare · Timothy Meyer
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs · Gerasymchuk, S., Pavlov, O.V.
Asset price dynamics with value-at-risk constrained traders · Danielsson, Jon, Shin, Hyun Song
Asset price manipulation with several traders · Walther, A.
Asset Price Volatility and Investment Horizons: An Experimental Investigation · Aleksei Chernulich, Jan Tuinstra
Asset Prices and Exchange Rates · Pavlova, Anna, Rigobon, Roberto
Asset prices and omitted moments; A stochastic dominance analysis of market efficiency · Post, G.T.
Asset Prices and Trading Volume Under Fixed Transactions Costs · Andrew Lo, Harry Mamaysky
Asset Prices with Investor Protection and Past Information · Ben-Zhang Yang, Jia Yue
Asset Prices, Traders' Behavior, and Market Design · Anufriev, M., Panchenko, V.
Asset Pricing and Decarbonization: Diversification versus Climate Action · Christoph Hambel, Holger Kraft
Asset Pricing and Deep Learning · Chen Zhang
Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation · Bruno Biais, Sophie Moinas
Asset pricing implications of benchmarking: A two-factor CAPM · Fernando Zapatero, Juan-Pedro Gómez
Asset Pricing in Pre-trained Transformer · Shanyan Lai
Asset Pricing in the Presence of Market Microstructure Noise · Peter Yegon, Svetlozar T. Rachev
Asset Pricing Model in Markets of Imperfect Information and Subjective Views · Amine Ben Amar, Hafid Lalioui
Asset pricing tests with long run risks in consumption growth · Constantinides, George M., Ghosh, Anisha
Asset pricing under optimal contracts · Cvitanić, Jakŝa, Xing, Hao
Asset Pricing vs Asset Expected Returning in Factor Models · Alessandro Melone, Carlo A. Favero
Asset Pricing with Heterogeneous Beliefs and Illiquidity · Johannes Muhle-Karbe, Marcel Nutz
Asset pricing with heterogeneous investors and portfolio constraints · Chabakauri, Georgy
Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints · Chabakauri, Georgy
Asset pricing with index investing · Chabakauri, Georgy, Rytchkov, Oleg
Asset pricing with limited risk sharing and heterogeneous agents · Gomes, Francisco, Michaelides, Alexander
Asset pricing with uncertain betas: A long-term perspective · Gollier, Christian
Asset pricing, measure changes, and a new Lévy model · Dilip B. Madan, King Wang
Asset Returns, Portfolio Choice, and Proportional Wealth Taxation · Anders G Frøseth
Asset Volatility · Johnny Kang, Maria Correia
Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk · Wilfried Kuissi-Kamdem
Asset-price redistribution · Fagereng, Andreas, Gomez, Matthieu
Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM · Konstantinos-Leonidas Bisdoulis
Assets Relative Risk for Long-term Investors · Gollier, Christian
Assets Returns Volatility and Investment Horizon: The French Case · Bec, Frédérique, Gollier, Christian
Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model · Ehsan Abbasnejad, Haiyao Cao
Asymmetric Correlation Propagationin Factor Stochastic Volatility Models · Marín Díazaraque, Juan Miguel, Romero, Eva
Asymmetric Long-Memory GARCH: Sign-Dependent Kernel Injection in a Two-Dimensional Markov Chain · Kennedy Titus Kayaki, Kyungsub Lee
Asymmetric Nonlinear Return Extrapolation and Optimal Portfolio Choice under Stochastic Volatility · Dong Yan, Wenrui Ye
Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes · Priyanka Chudasama, Srikanth Krishnan Iyer
Asymmetry and Leverage in Conditional Volatility Models · McAleer, M.J.
Asymmetry and leverage in realized volatility · Asai, M., McAleer, M.J.
Asymmetry and Long Memory in Volatility Modelling · Asai, M., McAleer, M.J.
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns · Hamed Farahani, R. A. Serota
Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing · Debdoot Ghosh
Asymptotic analysis of different covariance matrices estimation for minimum variance portfolio · Emmanuel Gobet, Jean-Philippe Lemor
Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations · Mykhaylo Shkolnikov, Ronnie Sircar
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling · Fan Yang, Minh Chau Nguyen
Asymptotic Arbitrage in Large Financial Markets With Friction · Emmanuel Lépinette, Lavinia Ostafe
Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives · Max Nendel
Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall · Azar Louzi, Gilles Pagès
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs · Akihiko Takahashi, Masaaki Fujii
Asymptotic fractional-order stochastic dominance with bounded relative risk aversion · Jiehua Xie, Liulei Sun
Asymptotic Inference about Predictive Accuracy Using High Frequency Data · Andrew J. Patton, Jia Li
Asymptotic Invariance of Kelly Allocation Under Power-Law Asset Dynamics: Evidence from Bitcoin · Ivan J. Vera-Marun
Asymptotic methods for transaction costs · Eberhard Mayerhofer
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks · Fan Yang, Gilles Stupfler
Asymptotic Results for GMM Estimators of Stochastic Volatility Models · Geert Dhaene, Olivier Vergote
Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models · Sourojyoti Barick
Asymptotic Static Hedge via Symmetrization · Flavia Barsotti, Jiro Akahori
Asymptotically-informed neural networks for Black-Scholes implied volatility computation · Samira Amiriyan, Youness Boutaib
Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility · Dan Pirjol, Lingjiong Zhu
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion · Dan Pirjol, Lingjiong Zhu
Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model · Jonathan Klinge, Maren Diane Schmeck
Asymptotics of Sum of Heavy-tailed Risks with Copulas · Fan Yang, Yi Zhang
Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims · Bingzhen Geng, Hongfu Wan
Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface · Dan Pirjol, Lingjiong Zhu
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets · Jan-Peter Calliess, Peer Nagy
At-the-money short-time call-price asymptotics for new classes of exponential Lévy models · Allen Hoffmeyer, Christian Houdré
Atlas-X Equity Financing: Unlocking New Methods to Securely Obfuscate Axe Inventory Data Based on Differential Privacy · Antigoni Polychroniadou, Gabriele Cipriani
ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination · Angeliki Dimitriou, Charidimos Papadakis
Attention Factors for Statistical Arbitrage · Elliot L. Epstein, Jaewon Choi
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction · Christophe Mues, Cristián Bravo
Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book · Jiwon Jung, Kiseop Lee
Attracting investor attention through advertising · Lou, Dong
Attributing Differences Between Forecast Runs to Input Changes, With Applications to CCAR and CECL Exercises · Junze Lin, Xuan Mei
Attributing Forecast Gaps to Component Models in Complex Model Suites · Junze Lin, Xuan Mei
Attribution Methods in Asset Pricing: Do They Account for Risk? · Dangxing Chen, Yuan Gao
Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation · Wenbin Wu
Auditing Collector-Generated Graduation Labels on Pump.fun: Measurement Error and Temporal Non-Generalization · Arati Uday Kamat
Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility · Ding, Y.
Augmenting Fundamental Analysis with Large Language Models: A RAG-Based System for Generating Investor Briefs · Bartosz Ziółko, Kacper Dobrzeniewski
Aumann and Serrano’s economic index of risk for sums of gambles · Minqiang Li
Auto-Balancer: Harnessing idle network resources for enhanced market stability · Arman Abgaryan, Utkarsh Sharma
Auto-Regressive Control of Execution Costs · Simeon Kolev
Auto.gov: Learning-based Governance for Decentralized Finance (DeFi) · Benjamin Livshits, Daniel Perez
Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading · Amir Naveh, Bartolomeo Montrucchio
Autodeleveraging as Online Learning · Mauricio Jean Pieer Trujillo Ramirez, Nagu Thogiti
Autodeleveraging: Impossibilities and Optimization · Tarun Chitra
Automate Strategy Finding with LLM in Quant Investment · Chengzhong Liu, Holam Yu
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data · Aaron Wray, Dave Cliff
Automated Liquidity: Market Impact, Cycles, and De-pegging Risk · B. K. Meister
Automated Market Makers · Kurt Nielsen, Mohsen Pourpouneh
Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes · Ali Sunyaev, Daniel Kirste
Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration · Ali Sunyaev, Daniel Kirste
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions · David Bouba, Louis Bertucci
Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies · Ali Sunyaev, Daniel Kirste
Automated Market Making and Arbitrage Profits in the Presence of Fees · Ciamac C. Moallemi, Jason Milionis
Automated Market Making and Decentralized Finance · Marcello Monga
Automated Market Making and Loss-Versus-Rebalancing · Anthony Lee Zhang, Ciamac C. Moallemi
Automated Market Making: the case of Pegged Assets · David Bouba, Julien Guilbert
Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering · Hamp, James, Luan, Qinmeng
Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound · Erum Iftikhar, John Cartlidge
Automated Trading System for Straddle-Option Based on Deep Q-Learning · Shengze Xu, Xinyu Ying
Automatic Financial Feature Construction · Jianwu Lin, Jie Fang
Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning · Jiayu Yi, Minxuan Hu
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns · Darcy Pu, Zefeng Chen
Autonomous Money Supply Strategy Utilizing Control Theory · Yuval Boneh
Autonomous Sparse Mean-CVaR Portfolio Optimization · Cheng Li, Yangyu Zhang
AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures · Kaihong Deng
Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making · Frank M. V. Feys
Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases · Adriano Koshiyama, Nick Firoozye
AWARE-FX: An Auditable Knowledge-Guided AI System for Measuring Corporate Foreign-Exchange Hedging Disclosure · Qi Wang
Axes that matter: PCA with a difference · Antoine Savine, Brian Huge
Axial-LOB: High-Frequency Trading with Axial Attention · Damian Kisiel, Denise Gorse
Axient: Canonical Protocol-Graph Composition for Leveraged Event Markets: Single State Authority, Atomic Composition, Durable Sagas, and Exactly-Once Recovery · Maksym Nechepurenko
Axient: Debt-Free Finality for Leveraged Binary Event Markets · Maksym Nechepurenko
Axient: On-Chain Credit and Loss Allocation for Leveraged Event Markets: A Venue-Agnostic Protocol for Traders, Credit Providers, Market Makers, and Liquidation Backstops · Maksym Nechepurenko
Axiomatic Market Making · Frank M. V. Feys
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance · Maxim Bichuch, Zachary Feinstein
Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds · Dassios, Angelos, Lim, Jia Wei
B-spline techniques for volatility modeling · Sylvain Corlay
Back to basics: historical option pricing revisited · Jean-Philippe Bouchaud, Marc Potters
Back-of-the-envelope swaptions in a very parsimonious multicurve interest rate model · Roberto Baviera
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials · Christophe Hurlin, Sullivan Hué
Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange · Andrey Urusov, Rostislav Berezovskiy
Backtesting Value-at-Risk: A Generalized Markov Framework · Thor Pajhede
Backward Deep BSDE Methods and Applications to Nonlinear Problems · Bernhard Hientzsch, Narayan Ganesan
Backward stochastic difference equations on lattices with application to market equilibrium analysis · Jun Sekine, Masaaki Fukasawa
Bad Habits and Good Practices · Amit Goyal, Antti Ilmanen
Bailouts in Financial Networks · Beni Egressy, Roger Wattenhofer
Bailouts, Bail-ins and Banking Crises · Todd Keister, Yuliyan Mitkov
Balancing on the Life Cycle: Target Date Funds Need Better Diversification · Jusvin Dhillon
Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model · Benjamin Avanzi, Bernard Wong
Balancing the Payment System · Paolo Dini, Tomaž Fleischman
Baldovin-Stella stochastic volatility process and Wiener process mixtures · Damien Challet, Pier Paolo Peirano
Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers · Alessandro Diego Scopelliti, Carlo Altavilla
Bank competition and credit risk in the Euro area, 2005-2017: Is there evidence of convergence? · Helen Louri, Maria Karadima
Bank Competition and Financial Stability: Much Ado About Nothing? · Diana Zigraiova, Tomas Havranek
Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer · Benbouzid, Nadia, Kumar, Abhishek
Bank Deposits and Liquidity Regulation: Evidence from Ethiopia · Francesco Strobbe, Nicola Limodio
Bank Disclosure and Market Assessment of Financial Fragility : Evidence from Banks' Equity Prices · Penas, M.F., Tumer-Alkan, G.
Bank Earnings and Regulatory Capital Management Using Available for Sale Securities · Barth, Mary E., Gomez-Biscarri, Javier
Bank efficiency and risk during the financial crisis: Evidence from weight restricted DEA models · Mette Asmild, Minyan Zhu
Bank Failure: Evidence from the Colombia Financial Crisis · Gomez-Gonzalez, Jose E., Kiefer, Nicholas M.
Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies · Helen Louri, Petros M. Migiakis
Bank liquidity, interbank markets and monetary policy · Antoine Martin, David Skeie
Bank Location and Financial Liberalization Reforms: Evidence from Microgeographic Data · Carlo Menon, Eva Lefevere
Bank Performance Determinants: State of the Art and Future Research Avenues · Anas Azzabi, Younes Lahrichi
Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support · Berger, Allen N., Bouwman, Christa H. S.
Bank Run Exposure in a Paycheck-to-Paycheck Economy with Loss-Averse Depositors · G. Charles-Cadogan
Bank Size, Credit and the Sources of Bank Market Risk · Ryan Stever
Bank-Advisor Certification and Willingness to Pay for Sustainable Finance Products · Katharina Holzheu, Tobias Wekhof
Bankers and bank investors: reconsidering the economies of scale in banking · Anderson, Ronald W., Jõeveer, Karin
Bankers’ Outside Options and Financial Risk · Georg Schneider, Valentin Kecht
Bankers’ pay and the evolving structure of US banking · Anderson, Ronald W., Jõeveer, Karin
Banking as an emerging technology: Hoare's Bank, 1702-1742 · Joachim Voth, Peter Temin
Banking competition and stability: The role of leverage · Kebin Ma, Xavier Freixas
Banking Deregulation and The Rise in House Price Comovement · Landier, Augustin, Sraer, David
Banking Deregulations, Financing Constraints and Firm Entry Size · Ramana Nanda, William R. Kerr
Banking Fragility & Disclosure: International Evidence · Solomon Tadesse
Banking in Africa · Robert Cull, Thorsten Beck
Banking on Experiments? · Martin Dufwenberg
Banking on trust: institutional trust and the geography of financial exclusion in Central and Eastern Europe · Rodríguez-Pose, Andrés, Sandu, Alexandra
Banking Regulation and Financial Accelerators: A One-Period Model with Unlimited Liability · Bühler, Wolfgang, Koziol, Christian
Banking Relationships and Syndicated Loans during the 2008 Financial Crisis · Catherine Refait-Alexandre, Herve Alexandre
Banking sector (under?) development in Central and Eastern Europe · Dinger, Valeriya, von Hagen, Jürgen
Banking Sector Development and Household Saving in Emerging Eastern Europe · Ramiz Rahmanov
Banking services for everyone? Barriers to bank access and use around the world · Beck, T.H.L., Demirgüc-Kunt, A.
Banking stability measures · Goodhart, Charles, Segoviano, Miguel A.
Banking Supervision and External Autditors: What works best? · Davide Romelli, Donato Masciandaro
Banking Supervision Outsourcing: Economics, Rules and Drivers · Donato Masciandaro
Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers · Carlos Altavilla, Frank Smets
Banking with Contingent Contracts, Macroeconomic Risks, and Banking Crises · Hans Gersbach
Banking-on-the-Average Rules · Hans Gersbach, Volker Hahn
Bankruptcy analysis using images and convolutional neural networks (CNN) · Fabio Barros, Francisco Paletta
Bankruptcy Law and Bank Financing · Emanuele Tarantino, Giacomo Rodano
Bankruptcy Law and Corporate Investment Decisions · Tarantino, E.T.
Bankruptcy Prediction from 10-K Narratives: Evidence from Interpretable Text Scores and Accounting Baselines · Lixing Lin, Luyun Lin
Bankruptcy prediction using disclosure text features · Sridhar Ravula
Banks and Markets: The Changing Character of European Finance · Rajan, Raghuram G., Zingales, Luigi
Banks and the net zero transition: tracking progress with the TPI Net Zero Banking Assessment Framework · Commarmond, Sidonie, Diaz Puerto, Nelson
Banks and the World's Major Banking Centers, 2010 · Choi, Sang Rim, Park, Daekeun
Banks as Buyers of Last Resort for Government Bonds? · Daniel Gros
Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy · Landier, Augustin, Sraer, David
Banks versus Bonds: A Simple Theory of Comparative Financial Institutions · Ben Polak, Sandeep Baliga
Banks Versus Bonds: the Emergence and Persistence of Two Financial Systems · Ben Polak, Sandeep Baliga
Banks, Bonds, and Collateral: A Microfounded Comparison under Adverse Selection · Lukyanov, Georgy
Banks, government bonds, and default: what do the data say? · Alberto Martin, Nicola Gennaioli
Banks, liquidity crises and economic growth · Alejandro Gaytan, Romain Rancière
Banks’ Earnings: an empirical evidence of the influence of economic and financial markets factors · Hervé Alexandre, Stéphane Albert
Banks’ equity stakes in firms: A blessing or curse in credit markets? · Falko Fecht, Günseli Tümer-Alkan
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market · Gabbi, Giampaolo, Germano, Guido
Bargaining Power, Business Cycle and Levered Equity Risk · Chen, Zhiyao, Strebulaev, Ilya A.
Barriers to portfolio investment in emerging stock markets · Demirgüç-Kunt, A., Huizinga, H.P.
Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method · Goodhart, Charles, Segoviano, Miguel A.
Basel II and developing countries: diversification and portfolio effects · Griffith-Jones, Stephany, Segoviano, Miguel Angel
BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models · Sohom Ghosh, Sudip Kumar Naskar
Basis Immunity: Isotropy as a Regularizer for Uncertainty · Florent Segonne
Basket implied volatility skew and stickiness · Jun Maeda, Masaaki Fukasawa
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement · Lech A. Grzelak, Nicola F. Zaugg
Battery Storage Co-Optimization in Day-Ahead and Real-Time Markets with Bayesian Optimization · Mike Ludkovski, Thiha Aung
Battery valuation on electricity intraday markets with liquidity costs · Enzo Cognéville, Thomas Deschatre
Bayesian Analysis of High Dimensional Vector Error Correction Model · Alexander Y Shestopaloff, Parley R Yang
Bayesian Analysis of Realized Matrix-Exponential GARCH Models · Asai, M., McAleer, M.J.
Bayesian Analysis of the Black-Scholes Option Price · Darsinos, T., Satchell, S.E.
Bayesian CART models for aggregate claim modeling · Charles C. Taylor, Georgios Aivaliotis
Bayesian Confidence Recalibration and Research-Equilibrium Criticality: Temporal Support in Robust Portfolios · Han Yanç
Bayesian Distributionally Robust Merton Problem with Nonlinear Wasserstein Projections · Hao Liu, Jiayi Cheng
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting · Mike West, Patrick Woitschig
Bayesian Estimation of Corporate Default Spreads · Beau Robinette, Maksim Papenkov
Bayesian Estimation of Risk-Premia in an APT Context · Darsinos, T., Satchell, S.E.
Bayesian estimation of the gaussian mixture garch model · Ausín Olivera, María Concepción, Galeano, Pedro
Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information · Darsinos, T., Satchell, S.E.
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff · Fernando Hernandez, Jose Blanchet
Bayesian learning for the Markowitz portfolio selection problem · Carmine de Franco, Huyên Pham
Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery · Dieter Hess, Nikolaus Hautsch
Bayesian Markov switching model for BRICS currencies' exchange rates · Ahmad, Wasim, Kumar, Utkarsh
Bayesian Model Averaging in the Presence of Structural Breaks · Franses, Ph.H.B.F., Paap, R.
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications · Strachan, R.W., van Dijk, H.K.
Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance · Farhana Afroz, Lisan Al Amin
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks · Gareth William Peters, Mario V. Wüthrich
Bayesian Optimization for CVaR-based portfolio optimization · Jinglai Li, Robert Millar
Bayesian Optimization of ESG Financial Investments · Eduardo C. Garrido-Merchán, Gabriel González Piris
Bayesian Parametric Portfolio Policies · Miguel C. Herculano
Bayesian Portfolio Optimization by Predictive Synthesis · Hibiki Kaibuchi, Kentaro Baba
Bayesian Reconciliation of Return Predictability · Borys Koval, Leopold Sögner
Bayesian regularized artificial neural networks for the estimation of the probability of default · Germano, Guido, Sariev, Eduard
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data · Bo An, Chuqiao Zong
Bayesian solutions for the factor zoo: we just ran two quadrillion models · Bryzgalova, Svetlana, Huang, Jiantao
BDG inequalities and their applications for model-free continuous price paths with instant enforcement · Rafał M. Łochowski
BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books · Stefan Zohren, Stephen Roberts
Be Water: An Evolutionary Proof for Trend-Following · Yijia Chen
Bear Markets and Recessions versus Bull Markets and Expansions · Abdulnasser Hatemi-J
Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence · Duy Khanh Lam
Before and after default: information and optimal portfolio via anticipating calculus · Bernardo D'Auria, Giulia Di Nunno
Before the Accord: U.S. Monetary-Financial Policy 1945-51 · Barry Eichengreen and Peter M. Garber.
Behavior and Performance of Investment Newsletters Analysts · Alok Kumar, Vicente Pascual Pons-Sanz
Behavior of Liquidity Providers in Decentralized Exchanges · Lioba Heimbach, Roger Wattenhofer
Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation · Guancheng Wan, Guangnan Ye
Behavioral heterogeneity in return expectations across equity style portfolios · Milan Vidojevic, Philip A. Stork
Behavioral Machine Learning? Regularization and Forecast Bias · Jing Gao, Keer Yang
Behavioral Participating Insurance: Optimal Investment under Probability Distortion and Aspiration Constraints · Hao Liu, Yang Liu
Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails · Abootaleb Shirvani, Ali M. Jaffri
Behavioural effects on XVA · Chris Kenyon, Hayato Iida
Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values · Lake, A.
Behind the Benchmark: Dissecting Active Bond Fund Performance · Vikas Jain, 甘应进
Belief at Risk: Quantifying Agentic AI Model Risk with LLM-Inferred Bayesian State Filters · Matthew Francis Dixon
Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment · Annika Weber, Christine Laudenbach
Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets · Martin T. Wells, Tejas Ramdas
Benchmark Beating with the Increasing Convex Order · Jianming Xia
Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims · Eckhard Platen, Michael Schmutz
Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance · Aidan Hung-Wen Tsai, Chi-Sheng Chen
Benchmarking Deep Time Series Models for Equity Portfolios · Aoxin Zhang, Kwanting Leung
Benchmarking Large Language Model Volatility · Boyang Yu
Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives · Alexander Aue, Matthew J. Schneider
Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off · G. Raghavan, K. Srinivasan
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management · Arpad Rimmel, Bich-Liên Doan
Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly · Brendan Bradley, Jeffrey A. Wurgler
Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity · Gurjeet Dhesi, Marcel Ausloos
Berms without Calibration · K. E. Feldman
Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation · Koichi Miyamoto
Bernstein Approximations to the Copula Function and Portfolio Optimization · A. Sancetta, Satchell, S.E.
BERT vs GPT for financial engineering · Edward Sharkey, Philip Treleaven
BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights · Enmin Zhu, Jerome Yen
Bertrand oligopoly in insurance markets with Value at Risk Constraints · Kolos Csaba Ágoston, Veronika Varga
Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information · Chuancun Yin, Mengshuo Zhao
Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets · Haoying Dai
Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention · CY Yan, Nate Leung
Betting Against (Bad) Beta · Miguel C. Herculano
Betting Against Beta · Andrea Frazzini
Betting against Quant: Examining the Factor Exposures of Thematic Indexes · David C. Blitz
Betting and financial markets are cointegrated on election night · Auld, T.
Betting Around the Clock: Time Change and Long Term Model Risk · Umberto Cherubini
Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models · Karmanpartap Singh Sidhu, Pranshi Saxena
Beyond capacity: contractual form in electricity reliability obligations · Han Shu, Jacob Mays
Beyond carbon pricing: the role of banking and monetary policy in financing the transition to a low-carbon economy · Campiglio, Emanuele
Beyond Cash Flows: A Multi-Agent AI Framework for Valuing Clinical-Stage, Cross-Border Biotechnology · Yuhan Fang
Beyond Co-Movement: Locality by Exposures Enables a Joint Factor-Graph Framework for Portfolio Diversification · Danilo Mandic, Giorgos Iacovides
Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios · Bernd Johannes Wuebben
Beyond Direct Indexing: Dynamic Direct Long-Short Investing · Joseph Liberman, Nathan Sosner
Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization · Longbing Cao, Xin Li
Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction · Clint Howard, Harald Lohre
Beyond Lognormal Sums: A Four-Moment Probability Framework for Basket and Spread Option Pricing · Dongdong Hu, Frederi Viens
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics · Andrew Lesniewski, Giulio Trigila
Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction · Fuat Alican, Hasan Ugur Koyluoglu
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction · Dehao Dai, Ding Ma
Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI · Allen Yikuan Huang, Zheqi Fan
Beyond Rough Volatility: Decoupling Memory and Scaling via a Generalized Langevin Equation · Andrey Itkin
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling · Alexis Lazanas, Spyridon Karpouzis
Beyond Supra-Competitive Outcomes: Collusive Behaviour in Deep Reinforcement Learning for Optimal Execution Games · Carlo Campajola, Christos Spyridon Koulouris
Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon · Abootaleb Shirvani, Barret Shao
Beyond the Fixed Price: Valuation and Risk of Non-Standard Renewable PPAs · Amia Santini, Nicola Bartolini
Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations · Anders Rahbek, Frederik Vilandt
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability · Krishna Neupane, Prem Sapkota
Beyond the Skew-Stickiness Ratio: Transport Geometry of Spot-Driven Variance Surface Dynamics · Charlie Che, Pradeepta Das
Beyond the Smile: A Hybrid Convolutional VAE for Crypto Volatility Surfaces · Allam Reddy, Manan Chopra
Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets · Abootaleb Shirvani, Ayush Jha
Beyond the VIX: Alternate Measures of Macro and Financial Uncertainty · Two Sigma
Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets · Khadijah, Rischan Mafrur
Beyond VaR and CVaR: Topological Risk Measures in Financial Markets · Amit Kumar Jha
Beyond Visual Realism: Toward Reliable Financial Time Series Generation · Fan Zhang, Jiabin Luo
BHC Derivatives Usage, Cost of Debt and Lending Patterns · Deng, Saiying, Elyasiani, Elyas
Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval · Eshwar Sai Kandimalla, Hem Sundhar Korukunda
Bi-LSTM Price Prediction based on Attention Mechanism · Jiashu Lou, Leyi Cui
Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ 2 regularization · Caccioli, Fabio, Kondor, Imre
Biases in Long-Horizon Predictive Regressions · Jacob Boudoukh, Ronen Israel
Bid--Ask Martingale Optimal Transport · Bryan Liang, Marcel Nutz
Bifurcation Routes to Volatility Clustering under Evolutionary Learning · Gaunersdorfer, A., Hommes, C.H.
Bilateral international investments: The big sur? · Fernando Broner, Goetz von Peter
Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders · Matej Steinbacher, Matjaz Steinbacher
Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach · Akash Deep, Chris Monico
Binding Commitments and Credit Spreads in Sustainability-Linked Bonds · Long, S., Mohaddes, K.
BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks · Daniel Gordon, Sebastian G. Huayamares
Biology-inspired geometric representation of probability and applications to completion and options' pricing · Felix Polyakov
Bitcoin Does Not Hedge Inflation · Mykola Pinchuk
Bitcoin ETF: Opportunities and risk · Di Wu
Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics · Huang, Hancheng, Huang, Jun
Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility · Alexander Aue, Anmar Kareem
Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy · Haoyang Yu, Luyao Zhang
Bitcoin option pricing: A market attention approach · Alet Roux, Alvaro Guinea Julia
Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network · Emmanuel Boadi
Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis · D. Frank Hsu, Jingyan Xu
Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse · Carlos Baquero
Bitcoin Returns and Public Attention to COVID-19: Do Timing and Individualism Matter? · Huaxin Wang-Lu
Bitcoin Runs on a Clock: Why Every Price Indicator Dies and the Halving Clock Doesn't · Josh Molnar
Bitcoin supply, demand, and price dynamics · Dennis Porter, Dr. Murray A. Rudd
Bitcoin, Currencies, and Fragility · Nassim Nicholas Taleb
Black to Negative: Embedded optionalities in commodities markets · Aldous Birchall, Richard J. Martin
Black was right: Price is within a factor 2 of Value · CFM
Black-Litterman and ESG Portfolio Optimization · Aviv Alpern, Svetlozar Rachev
Black-Litterman Asset Allocation under Hidden Truncation Distribution · Andrew L. Nguyen, Jungjun Park
Black-Scholes Model, comparison between Analytical Solution and Numerical Analysis · Francesco Romaggi
Black-Scholes without stochastics or PDEs · Richard J. Martin
Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw? · Frans J. de Weert, Mark Mink
Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS) · Quechen Yang
Block Structure Multivariate Stochastic Volatility Models · Asai, M., Caporin, M.
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series · Lucija Žignić, Stjepan Begušić
Blockchain analysis of the Bitcoin market · Makarov, Igor, Schoar, Antoinette
Blockchain mechanism and distributional characteristics of cryptos · Cathy Yi-Hsuan Chen, Kainat Khowaja
Blockchain Metrics and Indicators in Cryptocurrency Trading · José M. Amigó, Juan C. King
Blockchain Network Analysis: A Comparative Study of Decentralized Banks · Luyao Zhang, Yufan Zhang
Blockchain scaling and liquidity concentration on decentralized exchanges · Amit Chaudhary, Basile Caparros
Blockholder Disclosure Thresholds and Hedge Fund Activism · Bernhardt, Dan, Ordonez-Calafi, Guillem
Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets · Przemysław Rola
Bond and Stock Returns in a Simple Exchange Model · Campbell, John
Bond funds and credit risk · Choi, Jaewon, Dasgupta, Amil
Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia · Magnus Sander, Martin M. Andreasen
Bond market clienteles, the yield curve and the optimal maturity structure of government debt · Guibaud, Stéphane, Nosbusch, Yves
Bond Market Exposures to Macroeconomic and Monetary Policy Risks · Dongho Song
Bond Market Focus: Understanding Treasury Yields with Survey Data · Antti Ilmanen, Thomas Maloney
Bond Market Focus: Yield Curves and Mean Reverting Rate Expectations · Antti Ilmanen
Bond Market Making with a Hit-Ratio Target · Alexander Barzykin, Axel Ciceri
Bond markets where prices are driven by a general marked point process · Björk, T., Kabanov, Y.
Bond return predictability in expansions and recessions · Magnus Sander, Stig V. Møller
Bond Risk Premiums at the Zero Lower Bound · Andrew Meldrum, Kasper Jørgensen
Bond supply and excess bond returns · Greenwood, Robin, Vayanos, Dimitri
Bond underwriting fees and keiretsu affiliation in Japan · Roosenboom, P.G.J., Schramade, W.L.J.
Bond variance risk premia · Mueller, Philippe, Vedolin, Andrea
BondBERT: What we learn when assigning sentiment in the bond market · Eva Christodoulaki, Jing Chen
Bonds or Loans? The Effect of Macroeconomic Fundamentals · Galina Hale
Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities · Dhiti Osatakul, Shuanming Li
Book vs. fair value accounting in banking and intertemporal smoothing · Dimitrios P. Tsomocos, Xavier Freixas
Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns · Mark S. Grinblatt, Söhnke M. Bartram
Boom, Bubble, or Buildout? A Multi-Method Evaluation of Whether Artificial Intelligence Is in an Ongoing Financial Bubble · Qianan Wang, Zen Chen
Booms and Busts in Asset Prices · Albert Marcet, Klaus Adam
Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets · Marc Steffen Rapp, Marina Kononova
Boosting Binomial Exotic Option Pricing with Tensor Networks · Maarten van Damme, Martin Ganahl
Boosting Stock Price Prediction with Anticipated Macro Policy Changes · Ashiqul Haque Ahmed, Duc Minh Cao
Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure · Yuxi Hong
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks · Davide La Cara, Massimiliano Marcellino
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns · Nour Meddahi, Sílvia Gonçalves
Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models · Anders Rahbek, Giuseppe Cavaliere
Bootstrapping autoregressive duration models · Anders Rahbek, Frederik Vilandt
Bootstrapping high-frequency jump tests · Dovonon, Prosper, Goncalves, Silvia
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading · Ulrich Hounyo
Bootstrapping Liquidity in BTC-Denominated Prediction Markets · Fedor Shabashev
Bootstrapping pre-averaged realized volatility under market microstructure noise · Nour Meddahi, Sílvia Goncalves
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption · Ulrich Hounyo
Boundary behaviour of the Volterra square-root process · Kristof Wiedermann, Martin Friesen
Boundary error control for numerical solution of BSDEs by the convolution-FFT method · Cody Hyndman, Xiang Gao
Boundary-Induced Apparent Risk Aversion in Nonergodic Multiplicative Growth · Boyan Xing, Ling Zhang
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." · George M. Constantinides, Thaleia Zariphopoulou
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences · George M. Constantinides, Thaleia Zariphopoulou
Branching-ratio approximation for the self-exciting Hawkes process · Jean-Philippe Bouchaud, Stephen J. Hardiman
BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges · Aleksandr Simonyan
Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice · Byung Hwa Lim, Hyeng Keun Koo
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice · Byung Hwa Lim, Hyeng Keun Koo
Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection · Hyeng Keun Koo, Jeonggyu Huh
Breaking the Trend: How to Avoid Cherry-Picked Signals · Sebastien Valeyre
Brexit Risk and Asset Volatility · Two Sigma
Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile · Lassi Roininen, Martin Simon
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models · François Benhmad, Fredy Pokou
Bridging financial reporting research and policy: a discussion of “the impact of accounting standards on pension investment decisions” · Cascino, Stefano
Bridging socioeconomic pathways of $$\textrm{CO}_2$$ emission and credit risk · Emmanuel Gobet, Florian Bourgey
Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks · Jules Arzel, Noureddine Lehdili
Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data · Anton Golub, James B. Glattfelder
Bridging the Reality Gap in Limit Order Book Simulation · Mathieu Rosenbaum, Patrick Noble
Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock · Julián Andrada-Félix, Marta Gómez-Puig
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach · Andrey Ukhov, William Goetzmann
Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution · Arshia Ghasemi, Hamed Farahani
Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective · Arshia Ghasemi, R. A. Serota
Broker-Trader Partial Information Nash-Equilibria · Sebastian Jaimungal, Xuchen Wu
Brownian ReLU(Br-ReLU): A New Activation Function for a Long-Short Term Memory (LSTM) Network · Elijah Agbosu, George Awiakye-Marfo
BSDE representations for optimal switching problems with controlled volatility · Idris Kharroubi, Romuald Elie
Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments · Bao, T., Hommes, C.H.
Bubble Investors: What Were They Thinking? · Ravi Dhar, William Goetzmann
Bubbles and Crashes with Partially Sophisticated Investors · Bianchi, Milo, Jehiel, Philippe
Bubbles in Asset Prices · Burton G. Malkiel
Bubbles vs. Baselines: Token Valuation and Institutional Capital in PoS Networks under EIP-1559 · Mikhail Perepelitsa
Bubbles, crashes and intermittency in agent based market models · Irene Giardina, Jean‐Philippe Bouchaud
Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures · Giuseppe C. Calafiore
Build America Bonds · Andrew Ang, Vineer Bhansali
Building “Net-Zero-Aligned” Portfolios · Antonios Lazanas, Lingjuan Ma
Building a Better Commodities Portfolio · Yao Hua Ooi
Building an effective financial stability policy framework: lessons from the post-crisis decade · Demekas, Dimitri G.
Building an honest microfinance organization: Embezzlement and the optimality of rigid repayment schedules and joint liability · Doh-Shin Jeon, Domenico Menicucci
BUILDING ARBITRAGE-FREE IMPLIED VOLATILITY: SINKHORN'S ALGORITHM AND VARIANTS · Hadrien de March, Pierre Henry-Labordere
Building Cross-Sectional Systematic Strategies By Learning to Rank · Bryan Lim, Daniel Poh
Building crypto portfolios with agentic AI · Alessandro Piergallini, Antonino Castelli
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds · B. Guez, E. Benhamou
Bulls, Bears and Excess Volatility: can currency intervention help? · Corrado, L., Miller, M.
Bundling, Belief Dispersion, and Mispricing in Financial Markets · Milo Bianchi, Philippe Jehiel
Business Groups in Emerging Markets - Financial Control and Sequential Investment · Hainz, Christa
Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment · Benjamin Le Pendeven, Max Berre
Buy the Rumor, Sell the News: When Is News Priced In? · Alireza Kargarzadeh, Arman Khaledian
Buyback Derangement Syndrome · Scott A. Richardson, Todd Hazelkorn
Buying at Support: The Entry Problem under Multi-Skew Brownian Motion · Jun Maeda
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior · Campbell, John, Cochrane, John H.
ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space · Yang Li, Zhi Chen
C++ Design Patterns for Low-latency Applications Including High-frequency Trading · Burak Gunduz, Paul Bilokon
CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy · Jeyan Thiayagalingam, Jinjun Liang
CAESar: Conditional Autoregressive Expected Shortfall · Fabrizio Lillo, Federico Gatta
Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide · James B. Glattfelder, Thomas Houweling
Calibrated Credit Intelligence: Shift-Robust and Fair Risk Scoring with Bayesian Uncertainty and Gradient Boosting · Srikumar Nayak
Calibrated rank volatility stabilized models for large equity markets · David Itkin, Martin Larsson
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation · Andrey Itkin
Calibrating rough volatility models: a convolutional neural network approach · Henry Stone
Calibrating the Heston model with deep differential networks · Chen Zhang, Giovanni Amici
Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps · Claudio Aglieri Rinella, Gaetano Agazzotti
Calibration Bets on the Past: Post-Training Quantization for Financial Time-Series Forecasting · Ivy Gateri Wanjiku, Junyi Ye
Calibration of local volatility using the local and implied instantaneous variance · Gabriel Turinici
Calibration of stochastic volatility models via second order approximation: the Heston model case · Elisa Alòs, Josep Vives
Calibration of the rating transition model for high and low default portfolios · Asma Khedher, Jian He
Calibration-Induced Degeneracy in LLM Financial Forecasting: An Audit-Trailed Case Study on Next-Day Market Risk · Arin Mohanty
Call Option Price using Pearson Diffusion Processes · Barun Sarkar, Sesha Meka
Callable Bonds and Hedging · Haluk Unal, Levent Güntay
Can a financial transaction tax prevent stock price booms? · Adam, Klaus, Beutel, Johannes
Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst? · Bruno de Melo, Jamiel Sheikh
Can a Lucas model with habit generate realistic conditional volatility in exchange rate returns? · Jingyi Liu
Can a Machine Correct Option Pricing Models? · Caio Almeida, Francesca Tang
Can a stochastic cusp catastrophe model explain housing market crashes? · Wang, J.
Can AI Detect Wash Trading? Evidence from NFTs · Brett Hemenway Falk, Gerry Tsoukalas
Can an unsupervised clustering algorithm reproduce a categorization system? · Dhagash Mehta, Dhruv Desai
Can Artificial Intelligence Trade the Stock Market? · Jędrzej Maskiewicz, Paweł Sakowski
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization · Hongchul Lee, Joohyoung Jeon
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? · Baptiste Lefort, Beatrice Guez
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models · Alejandro Lopez-Lira, Yuehua Tang
Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment · Gaoguo Jia, Liyuan Chen
Can community-based microfinance groups match savers with borrowers? Evidence from rural Malawi · Marcel Fafchamps, Rachel Cassidy
Can Exchange Rates Forecast Commodity Prices? · Barbara Rossi, Kenneth Rogoff
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? · Eser Arisoy, Sofiane Aboura
Can GANs Learn the Stylized Facts of Financial Time Series? · Sohyeon Kwon, Yongjae Lee
Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams · Amarachi Mbakwe, Antony Papadimitriou
Can Higher-Order Risks Explain the Credit Spread Puzzle? · Cédric Okou, Georges Dionne
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence · Alexei Orlov, Massimo Guidolin
Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection · Dimosthenis Kyriazis, Georgios Fatouros
Can Large Language Models Execute Parent Orders? · Cong Chen, Dongyu Yan
Can Large Language Models Improve Venture Capital Exit Timing After IPO? · Mohammadhossien Rashidi
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations · Alejandro Lopez-Lira
Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis · Frankel, Jeffrey A., Saravelos, George
Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach · Deb Narayan Barik, Siddhartha P. Chakrabarty
Can LLM-based Financial Investing Strategies Outperform the Market in Long Run? · Hyeonjun Kim, Mihai Cucuringu
Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing? · Georgy Milyushkov
Can machine learning help to select portfolios of mutual funds? · André A. P. Santos, Francisco J. Nogales
Can Machines "Learn" Finance? · Ronen Israel
Can maker-taker fees prevent algorithmic cooperation in market making? · Bingyan Han
Can market volumes reveal traders' rationality and a new risk premium? · Francesca Mariani, Maria Cristina Recchioni
Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles · Monia Magnani
Can Nash inform capital requirements? Allocating systemic risk measures · Zachary Feinstein, Çağın Ararat
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? · Manuela Pedio, Marta Giampietro
Can Oil Prices Forecast Exchange Rates? · Barbara Rossi, Domenico Ferraro
Can rare events explain the equity premium puzzle? · Ghosh, Anisha, Julliard, Christian
Can Reinforcement Learning Efficiently Discover Price Manipulation? · Andrea Macrì, Fabrizio Lillo
Can the stock market anticipate future operating performance? Evidence from equity rights issues · Kabir, R., Roosenboom, P.G.J.
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests · Alejandro Bernales, Massimo Guidolin
Can we imitate the principal investor's behavior to learn option price? · Xin Jin
Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model · Kiyoshi Kanazawa, Yuki Sato
Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting · Fiona Xiao Jingyi, Lili Liu
Can You Delete a Year of Market Data? Machine Unlearning Against Exact Retraining Oracles · Junyi Ye
Cancellation and Uncertainty Aversion on Limit Order Books · Jeremy Large
Canonical insurance models: stochastic equations and comparison theorems · Christian Furrer, Marcus C. Christiansen
Canonical Portfolios: Optimal Asset and Signal Combination · Nick B. Firoozye, Stefan Zohren
Capacity of Smart Beta Strategies from a Transaction Cost Perspective · Andrew Ang, Paolo Miranda
Capital account liberalization, free long-term capital flows, financial crises and economic development · Ajit Singh
Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution · Enrique Calderín-Ojeda, Soon Wei Tan
Capital allocation on decentralized lending platforms · Bastien Baude, Hamza El Khalloufi
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk · William F. Sharpe
Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index · Abraham Atsiwo, Andrey Sarantsev
Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective · Alessandro Rebucci, Christopher Otrok
Capital Deaccumulation and the Large Persistent Effects of Financial Crises · Matthew Knowles
Capital Investment and Liquidity Management with collateralized debt · Pierre, Erwan, Villeneuve, Stéphane
Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking · Di Nicolo, G., Gamba, A.
Capital regulation, market-making, and liquidity · Haselmann, Rainer, Kick, Thomas
Capital Regulation, Monetary Policy and Financial Stability · Koray Alper, Luiz Pereira da Silva
Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role · Jamal Valipour, Kavian Abdolahi
Capital Structure and Investment Dynamics with Fire Sales · Gale, Douglas, Piero, Gottardi
Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions) · Addada Narasimha Rao, Kumpatla jaya surya
Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India · Addada Narasimha Rao, Kurada T S S Satyanarayana
Capital structure, investment, and fire sales · Gale, Douglas, Gottardi, Piero
Capital Structure, Rates of Return and Financing Corporate Growth: Comparing Developed and Emerging Markets, 1994-00 · Ajit Singh, Jack Glen
Capital-Allocation-Induced Risk Sharing · Kenneth Tsz Hin Ng, Runhuan Feng
Capital-Market Effects of Securities Regulation: The Role of Implementation and Enforcement · Christensen, Hans B., Hail, Luzi
Caplet pricing in affine models for alternative risk-free rates · Claudio Fontana
CAPM Over the Long-Run: 1926-2001 · Andrew Ang, Joseph S. Chen
CapOptix: An Options-Framework for Capacity Market Pricing · Agostino Capponi, Millend Roy
Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall · Emanuela Rosazza Gianin, Giulia Di Nunno
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX · Eduardo Abi Jaber, Li
Caratheodory, Finite Resources and the Geometry of Arbitrage · B. K. Meister
Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information · Daniele Mancinelli, Federico D'Amario
Carbon-Sensitive Fund Construction and Hedging for Green Unit-Linked Life Insurance · Alessandra Cretarola, Daniele Mancinelli
Career concerns in financial markets · Dasgupta, Amil, Prat, Andrea
CAROs: Climate Risk-Adjusted Refinancing Operations · Chiara Colesanti Senni, Florian B¨oser
Cash holding and control-oriented finance · Anderson, Ronald W., Hamadi, Malika
Cash holdings, corporate governance and financial constraints · Edith Ginglinger, Khaoula Saddour
Cash Mergers and the Volatility Smile · Bester, Alan, Martinez, Victor Hugo
Cash non-additive risk measures: horizon risk and generalized entropy · Emanuela Rosazza Gianin, Giulia Di Nunno
Cash-Flow Maturity and Risk Premia in CDS Markets · Diogo Palhares
Cash-invariant hull representation of divergence preferences · Aleš Černý, Johannes Ruf
CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets · Josiah Poon, Matloob Khushi
CAT Bond Pricing with Kolmogorov--Arnold Networks · Sean Seow Cheng Hong
Catalytic Finance: When Does It Work? · Hyun Song Shin, Stephen Morris
Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients · Frédéric Godin, Jose Garrido
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices · Leonid Kogan, Yeung Lewis Chan
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications · Yupeng Cao, Zhi Chen
CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market · Dixon Domfeh, Saeid Safarveisi
Causal analysis of extreme risk in a network of industry portfolios · Claudia Klüppelberg, Mario Krali
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles · Aryan Ranjan
Causal discovery from nonstationary time series · Achintya Gopal, Agathe Sadeghi
Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data · Achintya Gopal, Agathe Sadeghi
Causal Effects of Protocol-Fee Changes on Liquidity Provision in Automated Market Makers · Wen-Ting Wang
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition · Hiroshi Iyetomi, Oliver Kamps
Causal Inference in Financial Event Studies · Paul Goldsmith-Pinkham, Tianshu Lyu
Causal Interventions in Bond Multi-Dealer-to-Client Platforms · Javier Sabio, Paloma Marín
Causal Network Representations in Factor Investing · Clint Howard, Harald Lohre
Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers · Alejandro Rodriguez Dominguez
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions · Alejandro Rodriguez Dominguez
Causal Price-of-Risk Mandates under Overlapping Information · Alejandro Rodriguez Dominguez
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective · Anish Rai, Buddha Nath Sharma
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets · Chniguir Mounira, Henchiri Jamel Eddine
Causality Between Market Liquidity and Depth for Energy and Grains · Chang, C-L., Hammoudeh, S.M.
Causality-Inspired Models for Financial Time Series Forecasting · Andre Fujita, Daniel Cunha Oliveira
Causes and Consequences of Margin Levels in Futures Markets · Esben Hedegaard
CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features · Mitrodima, Gelly, Oberoi, Jaideep
CBDC Stress Test in a Dual-Currency Setting · Catalin Dumitrescu
CBI-time-changed Lévy processes for multi-currency modeling · Alessandro Gnoatto, Claudio Fontana
CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance · Arthur Gervais, Kaihua Qin
Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares · Harrison Katz
Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis · Radovan Fiser, roman Horvath
Central Bank Design and Banking Supervision · Anca Maria Podpiera, Martin Melecky
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets · Chang, C-L., Ilomäki, J.
Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies · Bal??zs ??gert
Central bank mandates, sustainability objectives and the promotion of green finance · Dikau, Simon, Volz, Ulrich
Central Bank Policies and Financial Markets: Lessons from the Euro Crisis · Ashoka Mody, Milan Nedeljkovic
Central Banking after the Crisis: Brave New World or Back to the Future? Replies to a questionnaire sent to central bankers and economists · Dominique Plihon, Emmanuel Carré
Central banks and financial crises · Buiter, Willem H.
Central Banks and the Financial System · Alberto Giovannini, Francesco Giavazzi
CEO job security and risk-taking · Cziraki, Peter, Xu, Moqi
CEO turnover and volatility under long-term employment contracts · Cziraki, Peter, Xu, Moqi
CEOs showing humanity: human care statements in conference calls and stock market performance during a crisis · C. Howe, Lauren, F. Wagner, Alexander
Certainly Uncertain · Jordan Brooks
Certified Alpha Capacity: Statistical Arbitrage When Learning Takes Time · Nicolò Bonacorsi
Certified High-Dimensional Wasserstein Robust Portfolio Optimization · Chung-Han Hsieh, Rong Gan
CFM’s views on Shorts and Derivatives · CFM
Chain-structured neural architecture search for financial time series forecasting · Biagio Nigro, Denis Levchenko
Change analysis of a dynamic copula for measuring dependence in multivariate financial data · Dominique Guegan, Jing Zhang
Change analysis of dynamic copula for measuring dependence in multivariate financial data · Dominique Guégan, Jing Zhang
Change of Measure in Midcurve Pricing · K. E. Feldman
Change of Measure in the Heston Model given a violated Feller Condition · Sascha Desmettre
Change-point estimation for Weibull time series with copula-based Markov models · Chi-Yang Chiu, Li-Hsien Sun
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses · Sancetta, A., Satchell, S.E.
Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013 · Oliver D. Bunn, Robert J. Shiller
Changing-regime volatility: A fractionally integrated SETAR model · Anne Peguin-Feissolle, Dominique Guegan
Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps · Marco Ioffredi, Matteo Tanzi
Chaotic Bayesian Inference: Strange Attractors as Risk Models for Black Swan Events · Crystal Rust
Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions · Benito Pires, José Pedro Gaivão
Characteristics Are Covariances: A Unified Model of Risk and Return · Seth Pruitt, Yinan Su
Characteristics-driven returns in equilibrium · Guillaume Coqueret
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns · Christian Deffo Tassak, Jules Sadefo-Kamdem
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks · Jan Ryckebusch, Koen Schoors
Characterizing revealing and arbitrage-free financial markets · Lionel De Boisdeffre
Chasing Your Own Tail (Risk), Revisited · Ashwin Thapar
ChatGPT and Corporate Policies · Baozhong Yang, Jialin Qian
ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy? · Guofu Zhou, Guohao Tang
ChatGPT as a Time Capsule: The Limits of Price Discovery · Alejandro Lopez-Lira, Sebastian Lehner
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs · Andrea Barbon, Carlo Zarattini
ChatGPT Informed Graph Neural Network for Stock Movement Prediction · Cheng Lu, Di Zhu
ChatGPT-based Investment Portfolio Selection · Akhilesh Narayan, Oleksandr Romanko
Cheats, Banks and Liquidity Constraints · B. E. Sørensen, W. R. M. Perraudin
Chebyshev Greeks: Smoothing Gamma without Bias · Andrea Maran, Andrea Pallavicini
ChequeMark: An Ensemble Machine Learning Framework for After-Hours Business Deposit Fraud Detection · Ann Youduo Xu, Emily Yu
China and Russia: Institutional Coherence between the Banking Systems · Andrei Vernikov
China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets · Johansson, Anders C.
Chinaâ€™s Model of Managing the Financial System · Markus K. Brunnermeier, Michael Sockin
Choice of Collateral Currency in Differential Swaps · Marek Rutkowski, Ruyi Liu
Choice of corporate risk management tools under moral hazard · Bena, Jan
Choice of pension management fees and effects on pension wealth · Javier Olivera Angulo, Noelia Bernal
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance · Chang, C-L., Jiménez-Martín, J.A.
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach · Ericsson, Johan, Karlsson, Sune
Choosing the Best Volatility Models:The Model Confidence Set Approach · Asger Lunde, James M. Nason
Choosing the narrative : the shadow banking crisis in the light of Covid · Miller, Marcus
Choquet rating criteria, risk measures, and risk consistency · Chenxi Xia, Jingping Yang
Chronologically Consistent Large Language Models · Asaf Manela, Jimmy Wu
CIFQA: A Deterministic Tool-Grounded Multi-Agent LLM Framework for Financial Query Answering · Anil Kumar Tiwari, Divya Saxena
Cities of Signals: Compression, Separation, and the Geometry of Novelty · Marc da Costa Nunes
Claims processing and costs under capacity constraints · Filip Lindskog, Mario V. Wüthrich
Class of topological portfolios: Are they better than classical portfolios? · Amita Sharma, Anubha Goel
Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring · Hanghang Zheng, Hong Liu
Classical Option Pricing and Some Steps Further · Victor Olkhov
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference · Qian Hui, Sidney I. Resnick
Classification of Financial Data Using Quantum Support Vector Machine · A. K. M. Fakhrul Hossain, MD. Muhtasim Fuad
Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks · Claudio Tessone, Yu Zhang
Classifying and Clustering Trading Agents · Alexandros Iosifidis, Anubha Goel
Cleaning correlation matrices · CFM
Cleaning large correlation matrices: Tools from Random Matrix Theory · Jean-Philippe Bouchaud, Joël Bun
Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision · Frederick Zadow, Maximilian Jager
Clearing in Liability Networks via Sheaves on Directed Hypergraphs · Robert Ghrist
Clearing prices under margin calls and the short squeeze · Zachary Feinstein
Clearing Sections of Lattice Liability Networks · Hans Riess, Julian Gould
Clearing time randomization and transaction fees for auction market design · Thibaut Mastrolia, Tianrui Xu
Client engineering of XVA in crisis and normality: Restructuring, Mandatory Breaks and Resets · Chris Kenyon
Climate aware lending allocation under NGFS scenarios - A Monte Carlo approach · Marina Palaisti
Climate change challenges for central banks and financial regulators · Campiglio, Emanuele, Dafermos, Yannis
Climate change risks: pricing and portfolio allocation · Anastasios Xepapadeas, Christos Karydas
Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts · Chris Kenyon, Mourad Berrahoui
Climate litigation as a financial risk: evidence from a global survey of equity investors · Chan, Tiffanie, Gostlow, Glen
Climate Patents and Financial Markets · Hege, Ulrich, Pouget, Sébastien
Climate Policy and Stranded Carbon Assets: A Financial Perspective · Armon Rezai, Rick Van der Ploeg
Climate Risk Pricing · Nicolae Gârleanu
Climate Risk Stress Testing in California: A Geospatial Framework for Banking and Climate-Exposed Sectors · Aishworzo Saha, Satya Narayana Panda
Climate value at risk of global financial assets · Bowen, Alex, Dietz, Simon
Climate-Conditioned Cascade Modeling for Multi-Peril Reinsurance: Analysis and Controlled Numerical Applications · E. Salavati, F. Shokrollahi
Climate-Contingent Finance · John Nay
Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery · Francois Buet-Golfouse, Xiaozhen Wang
Cliquet option pricing in a jump-diffusion Lévy model · Markus Hess
Cliquet option pricing with Meixner processes · Markus Hess
Close communications: hedge funds, brokers and the emergence of herding · Engel, Ofer, Kellard, Neil
Closed form optimal exercise boundary of the American put option · Yerkin Kitapbayev
Closed-End Formula for options linked to Target Volatility Strategies · Kai Wallbaum, Luca Di Persio
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES · Fabio Mercurio, Minqiang Li
Closed-form approximations in derivatives pricing: The Kristensen-Mele approach · Michael Kurz
Closed-form solutions for generic N-token AMM arbitrage · Christian Harrington, Matthew Willetts
Closed-form solutions for VIX derivatives in a Legendre empirical model · Cheng-Long Xu, Ping He
Closing the Investment Gap: How Targeted Financial Information Reduces Demographic Gaps in ETF Allocation · Moawad, Jad
Cloud failure and cyber insurance: calibration of stress scenarios and diversification · Daniel Nkameni, Olivier Lopez
CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents · Bo Qu, Mingguang Chen
Cluster GARCH · Chen Tong, Ilya Archakov
Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets · Bastien Buchwalter, Francis X. Diebold
Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction · Hugo Inzirillo
Clustering Financial Time Series: How Long is Enough? · Frank Nielsen, Gautier Marti
Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings · Deborah Miori, Mihai Cucuringu
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books · Alexander Y. Shestopaloff, Mihai Cucuringu
CLVR Ordering of Transactions on AMMs · Dahlia Malkhi, Dingyue Liu
CNN-DRL for Scalable Actions in Finance · Akram Mirzaeinia, Amir Mirzaeinia
Co-Existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model · Adam Majewski, Jean-Philippe Bouchaud
Co-Impact: Crowding Effects in Institutional Trading Activity · Charles-Albert Lehalle, Fabrizio Lillo
Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market · Blanco-Arroyo, Omar, Esteve, Vicente
Co-ordination failure and the role of banks in the resolution of financial distress · Pagratis, Spyros
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets · Gesine Reinert, Mihai Cucuringu
Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation · Kai Moriyama, Kumiko Tanaka-Ishii
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm · Andres R. Cruz-Hernández, Hirdesh K. Pharasi
Coarse Graining Reveals a Fluctuation-theorem-like Asymmetry in Financial Markets · Haijun Zhou, Jian Gao
CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation · Kiyoshi Izumi, Ryuji Hashimoto
Cognition and Wealth: The Importance of Probabilistic Thinking · Lee Lillard, Robert J. Willis
Cognitive Alpha Mining via LLM-Driven Code-Based Evolution · Fengyuan Liu, Junlan Feng
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity · Guolin Tang, Yimin Du
Coherent estimation of risk measures · Damian Jelito, Igor Cialenco
Coherent Measures of Risk · David Heath, Freddy Delbaen
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation · Duc Thinh Vu, Emmanuel Lepinette
Coherent risk measures and uniform integrability · Muqiao Huang, Ruodu Wang
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt · Pengbin Feng, Xiaojun Guo
Collateral constraints and asset prices · Chabakauri, Georgy, Yueyang Han, Brandon
Collateral Restrictions and Liquidity Under-Supply: A Simple Model · Ana Fostel, John Geanakoplos
Collective completeness and pricing hedging duality · Alessandro Doldi, Marco Frittelli
Collective completeness and pricing-hedging duality II · Alessandro Doldi, Marco Frittelli
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors · Damien Challet, Kevin Primicerio
Combination notes: market segmentation and equity transfer · Schaber, Albert
Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses · Daniel Nkameni, Olivier Lopez
Combined climate stress testing of supply-chain networks and the financial system with nation-wide firm-level emission estimates · András Borsos, Christian Diem
Combined machine learning for stock selection strategy based on dynamic weighting methods · Caiya Zhang, Lin Cai
Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall · Chao Wang, James W. Taylor
Combining Charitable Remainder Unitrusts and Tax-Aware Strategies to Diversify Low-Basis Stock · Jonathan Maron, Joseph Liberman
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting · Jakub Michańków, Janusz Morajda
Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading · Koti S. Jaddu, Paul A. Bilokon
Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models · Ali Elahi, Fatemeh Taghvaei
Combining Independent Smart Beta Strategies for Portfolio Optimization · Karl Moffett, Phil Maguire
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns · Pierre Perron, Rasmus Tangsgaard Varneskov
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization · Hejun Huang, Vincent Tam
Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions · Bertrand K. Hassani, Dominique Guegan
Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization · David Quintana, Pedro Isasi
Combining supervised and unsupervised learning methods to predict financial market movements · Gabriel Rodrigues Palma, Mariusz Skoczeń
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization · Angelos Stefanidis, Jionglong Su
Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set · Alessandra Amendola, Antonio Naimoli
Combining VPFs and Tax-Aware Strategies to Diversify Low-Basis Stock · Joseph Liberman, Nathan Sosner
COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning · Xinyi Lu, Zian Wang
Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method" · Francisco M. Fernández
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) · Lettau, M.
Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity · Jean-Marc Tallon, Norio Takeoka
Comment on Turbulent cascades in foreign exchange markets · ., Alain Arneodo
Comment on Two-phase behaviour of financial markets · CFM
Commodities for the Long Run · Ari Levine, Caroline Sasseville
Commodities Trading through Deep Policy Gradient Methods · Jonas Hanetho
Common Factors in Corporate Bond and Bond Fund Returns · Diogo Palhares, Ronen Israel
Common Firm-level Investor Fears: Evidence from Equity Options · Jozef Barunik, Mattia Bevilacqua
Common Idiosyncratic Quantile Factors and Asset Prices · Jozef Barunik, Matej Nevrla
Common Ownership Patterns in the European Banking Sector – The Impact of the Financial Crisis · Albert Banal-Estañol, Jo Seldeslachts
Common Risk Exposures in Bond Funds: Implications for Performance Evaluation and Portfolio Construction · David C. Blitz, Frank J. Fabozzi
Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market · Filippo Lechthaler, Lucas Bretschger
Common Risk Factors in Decentralized AI Subnets · Philip Z. Maymin
Common risk factors in the returns on stocks and bonds · Eugene F. Fama, Kenneth R. French
Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models · Christophe Mues, Cristián Bravo
Communication impacting financial markets · Ioannis Vrontos, Jørgen Vitting Andersen
Community-level Contagion among Diverse Financial Assets · An Pham Ngoc Nguyen, Marija Bezbradica
Comomentum: inferring arbitrage activity from return correlations · Lou, Dong, Polk, Christopher
Comonotonic and moment matching approximations for sums of lognormal random variables · Chunle Huang
Comonotonic improvement under feasibility constraints · Christopher Blier-Wong, Jean-Gabriel Lauzier
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk · Alain Chateauneuf, David Vyncke
Company Similarity using Large Language Models · Dhagash Mehta, Dhruv Desai
Comparative analysis of financial data differentiation techniques using LSTM neural network · Dominik Stempień, Janusz Gajda
Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction · Jue Xiao, Shuochen Bi
Comparative analysis of neural network architectures for short-term FOREX forecasting · Dimitris Kalles, Theodoros Zafeiriou
Comparative analysis of stationarity for Bitcoin and the S&P500 · Karina Arias-Calluari, Michael S. Harré
Comparative e-backtests for general risk measures · Qiuqi Wang, Yimiao Zhao
Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization · Banjo Francis, Joe Wayne Byers
Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation · Xin Tian
Comparative Performance of Cryptocurrencies through the Aumann and Serrano Economic Index of Riskiness · Jiro Hodoshima, Joseph Sheely
Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs · Jintao Li, Shuaijie Qian
Comparative Study of Bitcoin Price Prediction · Ali Mohammadjafari
Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement · Ibtasam Ahmad, Jumanah Ahmed Darwish
Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns · A. H. Nzokem
Comparing Density Forecasts in a Risk Management Context · Diks, C.G.H., Fang, H.
Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model · Isao Yagi, Takanobu Mizuta
Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management · Ahmed Saif, Alireza Ghahtarani
Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning · Anna Helena Reali Costa, Caio de Souza Barbosa Costa
Comparing Possible Proxies of Corporate Bond Liquidity · Albert Mentink, Patrick Houweling
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting · Christian Leschinski, Michael Will
Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression · Arno Botha, Henko Crewe
Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks · Hoong Khen Koo, Wei Yun Tan
Comparison of the effects of investor attention using search volume data before and after mobile device popularization · Jonghyeon Min
Compensation-based risk-sharing · Atibhav Chaudhry, Austin Riis-Due
Competition and Incentives in a Shared Order Book · Mathieu Rosenbaum, Philippe Bergault
Competition and opportunistic advice of financial analysts: theory and evidence · Sette, Enrico
Competition between DEXs through Dynamic Fees · Leandro Sanchez-Betancourt, Leonardo Baggiani
Competition Between Mail and Electronic Substitutes in the Financial Sector: A Hotelling Approach · Cremer, Helmuth, De Donder, Philippe
Competition in Dealer Markets with Internalisation and Externalisation · Eyal Neuman, Robert Boyce
Competition in Portfolio Management: Theory and Experiment · Brad Cornell, Debrah Meloso
Competition in the Chilean banking sector: a cross-country comparison · Karasulu, Meral
Competitive equilibria in trading · Neil A. Chriss
Competitive Equilibrium with Incomplete Financial Markets · David Cass
Competitive optimal portfolio selection under mean-variance criterion · Guojiang Shao, Qi Zhang
Complex discontinuities of the square root of Fredholm determinants in the Volterra Stein-Stein model · Eduardo Abi Jaber, Maxime Guellil
Complex network analysis of cryptocurrency market during crashes · Anish Rai, Chittaranjan Hens
Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses · Farhad Shahbazi, Mohammad Sharifi
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs · Ciamac C. Moallemi, Jason Milionis
Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading · Sahand Hassanizorgabad
Composition and growth effects of the current account: a synthesized portfolio view · Guo, Kai, Jin, Keyu
Compound poisson models for weighted networks with applications in finance · Gandy, Axel, Veraart, Luitgard A. M.
Compound V3 Economic Audit Report · Abhimanyu Nag, Arka Datta
Compounding Effects in Leveraged ETFs: Beyond the Volatility Drag Paradigm · Chung-Han Hsieh, Hui Hsiang Chen
Computable Countermarkets and the Limits of Universal Trading · Karl Svozil
Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus · Bilgi Yilmaz
Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport · Johan Karlsson, Linn Engström
Computational method for probability distribution on recursive relationships in financial applications · Jong Jun Park, Kyungsub Lee
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility · Eric M. Aldrich, Howard Kung
Computational Reproducibility in Finance: Evidence from 1,000 Tests · Akmansoy, Olivier, Dreber, Anna
Computationally-intensive Econometrics using a Distributed Matrix-programming Language · David F. Hendry, Jurgen A. Doornik
Computing corporate bond returns: a word (or two) of caution · Diogo Palhares, Martina Andreani
Computing Systemic Risk Measures with Graph Neural Networks · Lukas Gonon, Niklas Weber
Computing Tarski Fixed Points in Financial Networks · Lars Huth, Leander Besting
Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks · Lianzeng Zhang, Zan Yu
Computing the SSR · Jim Gatheral, Peter K. Friz
Computing trading strategies based on financial sentiment data using evolutionary optimization · Ronald Hochreiter
Concave Continuation: Linking Routing to Arbitrage · Long Wen, Ruichao Jiang
Concentrated Equity: Practice Versus Premise · Acadian
Concentrated Liquidity Provision: a Reinforcement Learning Perspective · Carmine Ventre, Charalampos Kleitsikas
Concentrated Liquidity with Leverage · Atis Elsts, Krešimir Klas
Concentrated N-dimensional AMM with Polar Coordinates in Rust · Derek Ding, Joseph Schiarizzi
Concentrated Superelliptical Market Maker · Vasily Tolstikov
Conditional Allocation of Control Rights in Venture Capital Finance · Gebhardt, Georg, Schmidt, Klaus M.
Conditional Correlations and Principal Regression Analysis for Futures · CFM
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns · Chang, C-L., McAleer, M.J.
Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics · Helin Zhao, Junchi Shen
Conditional Eurobonds and the Eurozone Sovereign Debt Crisis · John Muellbauer
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks · Gabriele Visentin, Marco D'Errico
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance · Houmin Yan, L. Jeff Hong
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness · Andrea Coletta, Joseph Jerome
Conditional Heteroskedasticity in the Volatility of Asset Returns · Ding, Y.
Conditional Leibniz Derivative Estimation with an Application to American Call Min-Options · Michael C. Fu, Pierre L'Ecuyer
Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management · Jun Cai, Tiantian Mao
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market · Pesaran, M.H.
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning · Anthony Coache, Sebastian Jaimungal
Conditioning on a Volatility Proxy Compresses the Apparent Timescale of Collective Market Correlation · Vince D Calhoun, Yuda Bi
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments · Foldes, Lucien
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs · Stephen Brown
Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria · Céline Gimet
Confidence intervals for empirical convergence rates of randomised quasi-Monte Carlo, with applications to option pricing · Giacomo Case
Conflicts of interest, information provision and competition in banking · Joel Shapiro, Patrick Bolton
Conformal Predictive Portfolio Selection · Masahiro Kato
Conglomerate entrenchment under optimal financial contracting · Faure-Grimaud, Antoine, Inderst, Roman
Conglomeration with bankruptcy costs: Separate or joint financing? · Albert Banal-Estañol, Marco Ottaviani
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs · Clotilde Napp, Elyès Jouini
Conservation of Short-term Flows: Signed Optimal Transport · Jiaxing Weng
Considering the shareholder perspective: value-based management systems and stock market performance · Rapp, Marc Steffen, Schellong, Daniel A.
Consistent asset modelling with random coefficients and switches between regimes · Felix L. Wolf, Griselda Deelstra
Consistent Estimation of the High-Dimensional Efficient Frontier · Nestor Parolya, Nikolaus Hautsch
Consistent pricing of bivariate interest rate exotics via constrained Schrödinger optimal transport · Patrick Roome
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making · Damien Challet, Vincent Ragel
Consistent Time-Homogeneous Modeling of SPX and VIX Derivatives · Andrew Papanicolaou
Consolidation, Market Power and Cost Economies in the Banking Industry. Empirical Evidence from Argentina · Delfino, Maira Eugenia
Constant Proportion Portfolio Insurance in presence of Jumps in Asset Prices · Peter Tankov, Rama Cont
Constrained by law: The impact of fiduciary duties on portfolios and prices in US equity markets · Cassella, Stefano, Rizzo, A.E.
Constrained deep learning for pricing and hedging european options in incomplete markets · Nicolas Baradel
Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach · Albert Dorador
Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients · Xiaomin Shi, Zuo Quan Xu
Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients · Xiaomin Shi, Zuo Quan Xu
Constrained portfolio optimization in a life-cycle model: A deep pricing kernel approach · Pengyu Wei, Wenyuan Li
Constrained Portfolio Optimization via Quantum Approximate Optimization Algorithm (QAOA) with XY-Mixers and Trotterized Initialization: A Hybrid Approach for Direct Indexing · Frederic Goguikian, Javier Mancilla
Constrained stochastic LQ control with regime switching and application to portfolio selection · Xiaomin Shi, Ying Hu
Construct sparse portfolio with mutual fund's favourite stocks in China A share market · Ke Zhang
Constructing a NFT Price Index and Applications · Hugo Inzirillo, Hugo Schnoering
Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models · Hanyong Cho, Jang Ho Kim
Constructing an Investment Fund through Stock Clustering and Integer Programming · Maysam Khodayari Gharanchaei, Prabhu Prasad Panda
Constructing elicitable risk measures · Akif Ince, Ilaria Peri
Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning · Dorien Herremans, Joel Ong
Construction and Hedging of Equity Index Options Portfolios · Maciej Wysocki, Robert Ślepaczuk
Consumer Loans, Heterogeneous Interest Rates, and Inequality · Bonomo, M., Cavalcanti, T.
Consumption-investment optimization problem in a Lévy financial model with transaction Costs and ladle strategies · Emmanuel Lépinette, Tuan Quoc Tran
Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets · Dejian Tian, Harry Zheng
Consumption-Investment Problem in Rank-Based Models · David Itkin
Consumption-Investment with anticipative noise · Benjamin Vallejo Jiménez, Mario Ayala
Consumption-portfolio choice with preferences for liquid assets · Guohui Guan, Jiaqi Hu
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns · Carlo Favero
Contagion as Domino Effect in Global Stock Markets · Kole, H.J.W.G., Markwat, T.D.
Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison · Dominique Guegan
Contagion Effects of the Silicon Valley Bank Run · Dong Beom Choi, Paul Goldsmith-Pinkham
Contagion in Derivatives Markets · H Peyton Young, Mark Paddrik
Contagion in Financial Networks · Paul Glasserman, Peyton Young
Contagion in financial networks: a threat index · Gabrielle Demange
Contagion on Financial Networks: An Introduction · Sunday Akukodi Ugwu
Contagious Illiquidity I: Contagion through Time · John Moore
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change · Wei-Xing Zhou, Yan-Hong Yang
ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism · Bo Yang, Jing Li
Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News · Nicholas Andrews, Ross Koval
Contingent Claim Valuation under Increasing Profit, Strong Arbitrage, and Arbitrage of the First Kind · Yukihiro Tsuzuki
Contingent Convertible Bonds in Financial Networks · Carlo Sala, Daniele Tantari
Continuous Cash-Overlay Filters for a Static Growth--Defensive Risk Sleeve: Slow-Tail Compensation, V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination · Zheli Xiong
Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk · Abdulrahman Alswaidan, Cade Jin
Continuous Program Search · Ahmed Khalifa, Jay Azhang
Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence · Zheli Xiong
Continuous-time Duality for Super-replication with Transient Price Impact · Peter Bank, Yan Dolinsky
Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs · Constantinos Stefanakis, Michail Anthropelos
Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach · Duy Nguyen, Huy Chau
Continuous-time Optimal Stopping through Deep Reinforcement Learning · Cosmin Borsa, Michael Ludkovski
Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction · Zhou Fang
Continuous-Time Reinforcement Learning for Asset-Liability Management · Yilie Huang
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty · Yanwei Jia
Continuous-time skewed multifractal processes as a model for financial returns · Emmanuel Bacry, Jean-François Muzy
Contractual resolutions of financial distress · Nicola Gennaioli, Stefano Rossi
Contrarians or Momentum Chasers? Individual Investors’ Behavior When Trading ETFs · Carlo Da Dalt, David Feldman
Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds · Carlo Da Dalt, David Feldman
Contrastive Learning of Asset Embeddings from Financial Time Series · Barry Smyth, Rian Dolphin
Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework · Frank Rudzicz, Nicholas Vinden
Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam · Quyen Van, Vy Tran
Control-theoretic framework for a quasi-Newton local volatility surface inversion · Gabriel Turinici
Controllable Financial Market Generation with Diffusion Guided Meta Agent · Chang Xu, Jiang Bian
Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders · Cornelis Vuik, Jing Wang
Controlled McKean--Vlasov Contagion with State-Dependent Killing · Aoxin Zhang, Yingzhe Wang
ControversyBERT: Detecting Social Controversies and Their Impact on Stock Returns · Ananthalakshmi Ranganathan, Carsten Rother
Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model · Emmanuel Coffie
Convergence of the equilibrium prices in a family of financial models · Elyès Jouini
Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models · Hiroki Yamamichi
Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999 · Hans Joachim Voth
Convertible Bond Arbitrageurs as Suppliers of Capital · Brian Henderson, Darwin Choi
Convex Asset Pricing · Emy Lécuyer, Victor Filipe Martins da Rocha
Convex duality for Epstein-Zin stochastic differential utility · Matoussi, Anis, Xing, Hao
Convex Modeling of Price Cross-Impact over Time · Madeleine Udell, Vincent Yinjun-Wang
Convex Order Beyond Dimension One: Projection Tests, Counterexamples and Gaussian Mixtures · Olivier Guéant
Convex ordering for stochastic control: the (path dependent) swing contracts case · Christian Yeo, Gilles Pagès
Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection · Andries Steenkamp
Convolution-FFT for option pricing in the Heston model · Cody Hyndman, Xiang Gao
Convolutional Attention in Betting Exchange Markets · António Pedro Aguiar, Roman Chertovskih
Cooperation between Independent Market Makers · Bingyan Han
Coordinated Mean-Field Control for Systemic Risk · Toshiaki Yamanaka
Coordinated Sniper Cohorts on Pump.fun: Detection of 1,012 Persistent Wallet Rings and a Contamination-Adjusted Estimate of Coordination-Specific First-Hour Buyer-Flow Lift · Arati Uday Kamat
Coordination of Expectations in Asset Pricing Experiments (Version March 2004) · Hommes, C.H., Sonnemans, J.
Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH · Aakhil Anvar, Adarsh Sajeev Kumar
Copula Based Monte Carlo Integration in Financial Problems · Sancetta, A.
Copula-Based Trading of Cointegrated Cryptocurrency Pairs · Jiří Witzany, Masood Tadi
Copula–Based Models for Financial Time Series · Andrew J. Patton
Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach · Imran Ansari, Kundan Mukhia
Corporate Arbitrage · Michael Schwert, Thomas Maloney
Corporate Bond Factors: Replication Failures and a New Framework · Christian Stolborg, Jens Dick-Nielsen
Corporate bond multipliers: substitutes matter · Chaudhary, Manav, Li, Jian
Corporate bond prices and co-ordination failure · Bruche, Max
Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach · Maochun Xu, Yi Hong
Corporate Credit Risk Premia · Berndt, Antje, Douglas, Rohan
Corporate Debt Structure, Precautionary Savings, and Investment Dynamics · Xiao, J.
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure · Hayne E. Leland.
Corporate Earnings Calls and Analyst Beliefs · Giuseppe Matera
Corporate finance and the monetary transmission mechanism · Patrick Bolton, Xavier Freixas
Corporate Finance In Europe Confronting Theory With Practice · Brounen, D., Koedijk, C.G.
Corporate Financial Distress of Industry Level Listings in an Emerging Market · McAleer, M.J., Pham, B.V.-N.
Corporate Financial Performance and the Use of Takeover Defenses · Rose, Caspar
Corporate Financial Policies and Performance Around Currency Crises · Bris, Arturo, Koskinen, Yrjö
Corporate Fundamentals and Stock Price Co-Movement · Jiawei Jiang, Lyuhong Wang
Corporate Governance and Acquisitions: Acquirer Wealth Effects in the Netherlands · Wolfswinkel, M., de Jong, A.
Corporate governance and stock market performance in Central and Eastern Europe: a study of nine countries, 1994-2001 · Anete Pajuste
Corporate governance, corporate finance and stock markets in emerging countries · Ajit Singh
Corporate Interest Rates and the Financial Accelerator in the Czech Republic · Fidrmuc, Jarko, Horváth, Roman
Corporate NPL portfolios in CESEE countries: how coprorate leverage and debt spillovers affect firm performance · Joze Damijan
Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy · Andreas Ziegler, Timo Busch
Corporate Restructuring and Bondholder Wealth · Renneboog, L.D.R., Szilagyi, P.G.
Corporate transparency and the disposition effect · Fei Ren, Siliu Chen
Correct implied volatility shapes and reliable pricing in the rough Heston model · Sergei Levendorskiǐ, Svetlana Boyarchenko
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction · Daouia, Abdelaati, Stupfler, Gilles
Corrected XVA Modelling Framework and Formulae for KVA and MVA · Antti Vauhkonen
Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility · Josselin Garnier, Knut Sølna
Correlating Lévy processes with Self-Decomposability: Applications to Energy Markets · Emanuela Sasso, Matteo Gardini
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test · Giancarlo Corsetti, Marcello Pericoli
Correlation emergence and the Epps effect in two coupled limit order books · Chris Angstmann, Tim Gebbie
Correlation emergence in two coupled simulated limit order books · Derick Diana, Dominic Bauer
Correlation Estimation in Hybrid Systems · Baron Law
Correlation structure of extreme stock returns · Jean‐Philippe Bouchaud, Marc Potters
Correlation Structures and Regime Shifts in Nordic Stock Markets · Maksym A. Girnyk
Correlation without Factors in Retail Cryptocurrency Markets · Graham L. Giller
Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph · Jun Nakayama, Kosuke Tatsumura
Correlations versus noise in the NFT market · Jarosław Kwapień, Marcin Wątorek
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) · Vayanos, Dimitri, Vila, Jean-Luc
COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing · Lucas Arenstein, Michael Kastoryano
Cost of Manipulation in AMM-Based Oracles · Adel Messaoudi, Nordine Moumeni
Cost-aware Portfolios in a Large Universe of Assets · Hanming Yang, Marcelo C. Medeiros
Cost-efficiency in Incomplete Markets · Carole Bernard, Stephan Sturm
Cost-efficient Payoffs under Model Ambiguity · Carole Bernard, Gero Junike
Cost-of-capital valuation with risky assets · Filip Lindskog, Hansjörg Albrecher
Cost-Sensitive Online Window Size Selection for Portfolio Management · Chung-Han Hsieh, Yi-Chen Liu
Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models? · Dingyuan Liu, Liya Li
Counter-monotonic risk allocations and distortion risk measures · Mario Ghossoub, Qinghua Ren
Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures · Mario Ghossoub, Qinghua Ren
Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil · Bernardus F. Nazar Van Doornik, José-Luis Peydró
Counterexamples for FX Options Interpolations -- Part I · Jherek Healy
Counterfactual Analysis via Large Language Models · Zonghao Yang
Country and Currency Risk Premia in an Emerging Market · Ananth Madhavan, Ian Domowitz
Country portfolios · Aart Kraay, Jaume Ventura
Country portfolios and the Solow-model · Volker Reinthaler
Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks · Peter Martey Addo
Covariance Matrix Analysis for Optimal Portfolio Selection · Lim Hao Shen Keith
Covariance matrix estimation for robust portfolio allocation · Ahmad W. Bitar, Nathan de Carvalho
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS · Christian Bongiorno, Damien Challet
Covariance-Aware Simplex Projection for Cardinality-Constrained Portfolio Optimization · Nikolaos Iliopoulos
Covered Call Strategies: One Fact and Eight Myths · Roni Israelov
Covered Calls Uncovered · Roni Israelov
Covering the World: Global Evidence on Covered Calls · Harsha Tummala, Matthew Klein
Crash Risk in Currency Markets · Adrien Verdelhan, Emmanuel Farhi
Crashing Together, Rallying Apart: Dynamic Conditional Tail Dependence in Cryptocurrency Markets · Manuele Leonelli, Rama Siva Sarwari Mallela
Create Better Diversified High-Conviction Equity Portfolios Using the Portfolio Diversification Index · Dominiek P. Crezée, Laurens A. P. Swinkels
Credibility and cheap talk of securities analysts: theory and evidence · Blanes i Vidal, Jordi
Credible Decentralized Exchange Design via Verifiable Sequencing Rules · David C. Parkes, Matheus V. X. Ferreira
Credit Booms, Financial Crises and Macroprudential Policy · Andrea Prestipino, Mark Gertler
Credit constraints, firms' precautionary investment and the business cycle · Ander Pérez Orive
Credit Crunch: The Role of Household Lending Capacity in the Dutch Housing Boom and Bust 1995-2018 · Menno Schellekens, Taha Yasseri
Credit Derivatives and Loan Pricing · Norden, L., Wagner, W.B.
Credit derivatives in emerging markets · Romain Rancière
Credit Enhancement through Financial Engineering: Freeport-McMoRan's Gold-Denominated Depository Shares · Chitru S. Fernando, N. K. Chidambaran
Credit Enhancement Through Targeted Risk Managment: Freeport-McMoRan's Gold-Dominated Depository Shares · Chitru S. Fernando, N. K. Chidambaran
Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks · Agathe Pernoud, Matthew O. Jackson
Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium · D. Pfajfar, G.J. Bratsiotis
Credit Information in Earnings Calls · Harry Mamaysky, Hongyu Wu
Credit lines: The other side of corporate liquidity · Ander Pérez Orive, Filippo Ippolito
Credit Market Distortions, Asset Prices and Monetary Policy · Pfajfar, D., Santoro, E.
Credit Market Imperfections and the Monetary Transmission Mechanism Part I: Fixed Exchange Rates · Peter J. Montiel, Pierre-Richard Agénor
Credit Market Imperfections and the Monetary Transmission Mechanism Part II: Flexible Exchange Rates · Peter J. Montiel, Pierre-Richard Agénor
Credit migration: Generating generators · Richard J. Martin
Credit Misallocation During the European Financial Crisis · Enrico Sette, Fabiano Schivardi
Credit portfolio losses with climate change factors · Luis Ortiz-Gracia, Oriol Tubella-Domingo
Credit Ratings and Cross-Border Bond Market Spillovers · Böninghausen, Benjamin, Zabel, Michael
Credit Rationing, Wealth Inequality, and Allocation of Talent · Maitreesh Ghatak, Massimo Morelli
Credit Risk Analysis Using machine and Deep Learning Models · Dominique Guegan
Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach · Aditya Saxena, Dr Parizad Dungore
Credit Risk Estimation with Non-Financial Features: Evidence from a Synthetic Istanbul Dataset · Atalay Denknalbant, Emre Sezdi
Credit risk for large portfolios of green and brown loans: extending the ASRF model · Alessandro Ramponi, Sergio Scarlatti
Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending · Javier Arroyo, Mario Sanz-Guerrero
CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP · Anne Eyraud-Loisel, Christophette Blanchet-Scalliet
Credit risk spillovers, systemic importance and vulnerability in financial networks · Grinis, Inna
Credit risk with asymmetric information and a switching default threshold · Imke Redeker, Ralf Wunderlich
Credit Risk with asymmetric information on the default threshold · Caroline Hillairet, Ying Jiao
Credit risk with semimartingales and risk-neutrality · Colino, Jesús P., Stute, Winfried
Credit Risk, Excess Reserves and Monetary Policy: The Deposits · George J. Bratsiotis
Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel · George Bratsiotis
Credit Scores: Performance and Equity · Domonkos F. Vamossy, Stefania Albanesi
Credit Shocks and Cycles: a Bayesian Calibration Approach · Roland Meeks
Credit spread approximation and improvement using random forest regression · Jean-Pierre Lardy, Mathieu Mercadier
Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity · Ahmed Kebaier, Djibril Sarr
Credit substitution in sustainable finance: an achilles heel? · Gozlugol, Alperen
Credit Value Adjustment for Counterparties with Illiquid CDS · Marta Leniec, Ola Hammarlid
CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration · DiYang Lu, Linna Zhou
CreditGrades Framework within Stochastic Covariance Models · Hamidreza Arian, Luis Seco
Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions · Renneboog, Luc, Szilagyi, Peter
Crises and Hedge Fund Risk · Loriana Pelizzon, Mila Getmansky
CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods · Salintip Supasanya, Xingyi Andrew
Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931 · Albrecht Ritschl, Samad Salferaz
Critical reflexivity in financial markets: a Hawkes process analysis · Jean-Philippe Bouchaud, Nicolas Bercot
Critical Slowing Down as Early Warning Signals for Financial Crises? · Diks, C.G.H., Hommes, C.H.
Critical volatility threshold for log-normal to power-law transition · Valerii Kremnev
Cross Currency Valuation and Hedging in the Multiple Curve Framework · Alessandro Gnoatto, Nicole Seiffert
Cross impact in derivative markets · Iacopo Mastromatteo, Mehdi Tomas
Cross-border banking in Europe: An empirical investigation · Josep García Blandón
Cross-Border Spillovers in Foreign Currency Credit · Christos S. Savva, Kyriakos C. Neanidis
Cross-Border Valuation: The International Cost of Equity Capital · Bodnar, Gordon, Dumas, Bernard
Cross-country evidence on the relation between equity prices and the current account · Berg, Tim Oliver
Cross-Currency Basis Swaps Referencing Backward-Looking Rates · Marek Rutkowski, Ruyi Liu
Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP · Henide, Karim
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting · Alessandro Gnoatto, Silvia Lavagnini
Cross-Domain Behavioral Credit Modeling: transferability from private to central data · C. Nordio, G. Le Pera
Cross-Impact of Order Flow Imbalance in Equity Markets · Chao Zhang, Mihai Cucuringu
Cross-Lingual News Event Correlation for Stock Market Trend Prediction · Nikhar Azhar, Rabia Latif
Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO · Alexander Walter, Jin Du
Cross-Market Spillovers with 'Volatility Surprise · Julien Chevallier, Sofiane Aboura
Cross-market timing in security issuance · Gao, Pengjie, Lou, Dong
Cross-market volatility index with Factor-DCC · Julien Chevallier, Sofiane Aboura
Cross-Modal Temporal Fusion for Financial Market Forecasting · Anandadeep Mandal, Daniel Gold
Cross-Sectional Heterogeneity in LSTM Networks for Financial Time Series · Julius Döbelt
Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach · Krzysztof Ozimek
Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk · Matthew Spiegel, Xiaotong Wang
Cross-Stock Predictability via LLM-Augmented Semantic Networks · Kaiqi Hu, Yifan Ye
Crossing penalised CAViaR · Tibor Szendrei
Crossing-Free Probabilistic K-Line Forecasts Without Retraining · Derek W. Bunn, Runyao Yu
Crossover from Linear to Square-Root Market Impact · Fabrizio Lillo, Frédéric Bucci
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH · Chang, C-L., McAleer, M.J.
Crypto assets: the role of ICO tokens within a well-diversified portfolio · Dominique Guegan, Saman Adhami
Crypto Inverse-Power Options and Fractional Stochastic Volatility · Boyi Li, Weixuan Xia
Crypto Pricing with Hidden Factors · Matthew Brigida
Cryptoasset Factor Models · Zura Kakushadze
Cryptocurrencies and decentralized finance (DeFi) · Makarov, Igor, Schoar, Antoinette
Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market · Olivier Guéant, Philippe Bergault
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions · Antonio Briola, Fabio Caccioli
Cryptocurrency as an Investable Asset Class: Coming of Age · Aleh Tsyvinski, Nicola Borri
Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND · Kanis Saengchote
Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse · Guangsheng Yu, Qin Wang
Cryptocurrency Or Usury? Crime And Alternative Money Laundering Techniques · Donato Masciandaro, Raffaella Barone
Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms · Kamal Paykan
Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems · Erveton P. Pinto, Marcelo A. Pires
CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting? · Josiah Poon, Matloob Khushi
CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators · Amit Kumar, Taoran Ji
CSMD: Curated Multimodal Dataset for Chinese Stock Analysis · Cen Chen, Fengran Mo
CTA and Macro Momentum Exposure · Two Sigma
CTA Market and Portfolio Diversification · Two Sigma
CTAs in a Regime of Rising Rates · CFM
CTBench: Cryptocurrency Time Series Generation Benchmark · Anthony K. H. Tung, Chen Jin
Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes · Gunther Capelle-Blancard
Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping · Elin Ranjan Das, Frank Mueller
Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ? · Jean-Christian LAMBELET
Currency Hedging for International Stock Portfolios · Nijman, T.E., Werker, B.J.M.
Currency regimes and the carry trade · Accominotti, Olivier, Cen, Jason
Currency School versus Banking School: an ongoing confrontation · Goodhart, Charles, Jensen, Meinhard
Currency Substitution in the Transition Economy: A Case of the Czech Republic 1993-2001 · Komarek, Lubos, Melecky, Martin
Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion · Amin Safaeesirat, Yazdan Babazadeh Maghsoodlo
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series · Gimin Kang, Insu Choi
Curved Greeks: A Geometric Layer for Option P&L Adjustments · Daniel Arrieta, Mengjue Lu
Customer Momentum · Mykola Pinchuk
CV@R penalized portfolio optimization with biased stochastic mirror descent · Lorick Huang, Manon Costa
CVA and vulnerable options in stochastic volatility models · Alessandro Ramponi, Elisa Alos
CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning · Edoardo Vittori, Marco Pinciroli
CVA Sensitivities, Hedging and Risk · Botao Li, Bouazza Saadeddine
Cyber contagion: impact of the network structure on the losses of an insurance portfolio · Brieuc Spoorenberg, Caroline Hillairet
Cyber risk and the cross-section of stock returns · Daniel Celeny, Loïc Maréchal
Cyclicality and Term Structure of Value-at-Risk in Europe · Bec, Frédérique, Gollier, Christian
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup · Bec, Frédérique, Gollier, Christian
Cyclically Adjusted Provisions and Financial Stability · L. Pereira da Silva, Pierre-Richard Agénor
Cylindrical Projections of Occupied Diffusions · Valentin Tissot-Daguette, Xin Zhang
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options · Cornelis W. Oosterlee, Kristoffer Andersson
Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate? · Almekinders, G.J., Eijffinger, S.C.W.
Daily Momentum And Contrarian Behavior Of Index Fund Investors · Massimo Massa, William Goetzmann
Damages and Materiality: Effects on voluntary disclosure · Adam J. Ostaszewski, Miles B. Gietzmann
Dark Matter in (Volatility and) Equity Option Risk Premiums · Gurdip Bakshi, John Crosby
Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning · Joao Eduardo Vuolo, Rudi Zagst
Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation · Denny Serdarevic, Guang Lin
Data-Driven Measures of High-Frequency Trading · Ben Moews, Dmitriy Muravyev
Data-Driven Merton's Strategies via Policy Randomization · Min Dai, Xun Yu Zhou
Data-driven Option Pricing · Hanqing Jin, Min Dai
Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning · Anindya Goswami, Atharva Tanksale
Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers · Chiheb Ben Hammouda, Michael Samet
Data-generating process and time-series asset pricing · Qiang Liu, Shuxin Guo
DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining · Raphael Tang, Wenxi Jiang
Dating the Timeline of Financial Bubbles during the Subprime Crisis · Jun Yu, Peter C. B. Phillips
DBOT: Artificial Intelligence for Systematic Long-Term Investing · João Sedoc, Vasant Dhar
DDPG based on multi-scale strokes for financial time series trading strategy · Cong-Xiao Chen, Jun-Cheng Chen
De Finetti's problem with fixed transaction costs and regime switching · Kaixin Yan, Kazutoshi Yamazaki
Deactivating Active Share · Andrea Frazzini, Jacques A. Friedman
Deadly embrace: sovereign and financial balance sheets doom loops · Emmanuel Farhi, Jean Tirole
Dealer liquidity in an auction market: evidence fom the London Stock Exchange · Friederich, Sylvain, Payne, Richard
Dealer Strategies in Agent-Based Models · Wladimir Ostrovsky
Dealing with multi-currency inventory risk in FX cash markets · Alexander Barzykin, Olivier Guéant
Debiasing Alternative Data for Credit Underwriting Using Causal Inference · Chris Lam
Debiasing LLMs by Fine-tuning · Wenxi Jiang, Yutong Yan
Debt and Incomplete Financial Markets: A Case for Nominal GDP Targeting · Kevin D. Sheedy
Debt Financing of High-growth Startups · Gaétan de Rassenfosse, Timo Fischer
Debt maturity and the liquidity of secondary debt markets · Bruche, Max, Segura, Anatoli
Debt signaling and outside investors in early stage firms · Martí Guasch, Mircea Epure
Debt-Deflation versus the Liquidity Trap: The Dilemma of Nonconventional Monetary Policy · Antonin Pottier, Gaël Giraud
Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem · Georgios Palaiokrassas, Leandros Tassiulas
Decentralised Finance and Automated Market Making: Execution and Speculation · Fayçal Drissi, Marcello Monga
Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision · Fayçal Drissi, Marcello Monga
Decentralised Multi-Manager Fund Framework · Arman Abgaryan, Joshua Tobkin
Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security · Feng Runhuan, Liang Zongxia
Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers · Fabian Schär, Tobias Bitterli
Decentralized lending and its users: Insights from Compound · Kanis Saengchote
Decentralized Payment Clearing using Blockchain and Optimal Bidding · Hamed Amini, Maxim Bichuch
Decentralized Prediction Markets and Sports Books · Hamed Amini, Maxim Bichuch
Deciphering the debt: the intersection of syndicated lending and moral hazard in East Asia’s financial crisis · Schlicht, Haley
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization · Juhyeong Kim, Sungyoon Choi
Decision Trees for Intuitive Intraday Trading Strategies · Dinesh Balivada, Poornoday Tiruveedi
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization · Takashi Hasuike, Yi Wang
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization · Stefan Zohren, Yaxuan Kong
Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis · Evans Kiptoo Korir, Zsolt Vizi
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics · Alicia Vidler, Toby Walsh
Decoding RWA Tokenized U.S. Treasuries: Functional Dissection and Address Role Inference · Di Wu, Junliang Luo
Decomposable Reward Modeling and Realistic Environment Design for Reinforcement Learning-Based Forex Trading · Nabeel Ahmad Saidd
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components · Jarosław Kwapień, Marcin Wątorek
Decomposing Global Equity Cross-Sectional Volatility · Andrei Morozov, Jose Menchero
Decomposing LIBOR in Transition: Evidence from the Futures Markets · David Skovmand, Jacob Bjerre Skov
Decomposition formula for jump diffusion models · Jan Pospíšil, Josep Vives
Decomposition formula for rough Volterra stochastic volatility models · Jan Pospíšil, Josep Vives
Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing · Atithi Acharya, Dylan Herman
Deconstructing the Low-Vol Anomaly · Alexios Beveratos, Guillaume Simon
Decoupled Probabilistic Forecasting and Arbitrage-Aware Refinement of Implied Volatility Surfaces · Lifeng Hao, Shaolin Ji
Decoupling Interday and Intraday Volatility Dynamics with Price Durations · Ingmar Nolte, Sandra Nolte
Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers · Alvaro Arroyo, Alvaro Cartea
Deep calibration of rough stochastic volatility models · Benjamin Stemper, Christian Bayer
Deep calibration of the quadratic rough Heston model · Jianfei Zhang, Mathieu Rosenbaum
Deep calibration with random grids · Fabio Baschetti, Giacomo Bormetti
Deep Curve-dependent PDEs for affine rough volatility · Antoine Jacquier, Mugad Oumgari
Deep Declarative Risk Budgeting Portfolios · Carlos Castro-Iragorri, Manuel Parra-Diaz
Deep deterministic portfolio optimisation · CFM
Deep deterministic portfolio optimization · Ayman Chaouki, Christian Schmidt
Deep equal risk pricing of financial derivatives with non-translation invariant risk measures · Alexandre Carbonneau, Frédéric Godin
Deep Estimation for Volatility Forecasting · Léo Parent
Deep Factor Model · Kei Nakagawa, Takumi Uchida
Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment · Hexiang Sun, Yilun Zhang
Deep Gamma Hedging · George Tatlow, John Armstrong
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review · Lars Ericson, Ping Hu
Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling · Christophe D. Hounwanou, Yae Ulrich Gaba
Deep Generators on Commodity Markets; application to Deep Hedging · Carl Remlinger, Carol Anne Hargreaves
Deep Hawkes Process for High-Frequency Market Making · Pankaj Kumar
Deep Hedging · Ben Wood, Hans Bühler
Deep Hedging Bermudan Swaptions · Kenjiro Oya
Deep Hedging of Green PPAs in Electricity Markets · Daniel Oeltz, Richard Biegler-König
Deep Hedging to Manage Tail Risk · Yuming Ma
Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options · Sheryan Kumar
Deep Hedging with Options Using the Implied Volatility Surface · Carlos O. Pérez-Mendoza, Frédéric Godin
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management · Carrie Hu, Christian Koch
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions · Ben Wood, Hans Buehler
Deep Hedging: Learning to Simulate Equity Option Markets · Ben Wood, Hans Buehler
Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies · Stefan Zohren, Stephen Roberts
Deep kernel hedging · Donatien Hainaut, Edouard Motte
Deep learning and American options via free boundary framework · Chinonso Nwankwo, Nneka Umeorah
Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise · Felipe J. P. Antunes, Sebastian Jaimungal
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data · Stefan Lessmann, Vincent Gurgul
Deep Learning Approximation for Stochastic Control Problems · Jiequn Han, Weinan E
Deep learning calibration of option pricing models: some pitfalls and solutions · A Itkin
Deep Learning Enhanced Multivariate GARCH · Chao Wang, Chen Liu
Deep Learning for Conditional Asset Pricing Models · Hongyi Liu
Deep Learning for Dynamic Programming with Recursive Utility · Wu Guo, Xianhua Peng
Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions · Jianfei Zhu, Songyan Wang
Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets · Derek W. Bunn, Fabian Leimgruber
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance · Adir Saly-Kaufmann, Jan Peter-Calliess
Deep Learning for Forecasting Stock Returns in the Cross-Section · Hideki Nakayama, Masaya Abe
Deep Learning for Limit Order Books · Justin Sirignano
Deep Learning for Market by Order Data · Bryan Lim, Stefan Zohren
Deep Learning for Options Trading: An End-To-End Approach · Stefan Zohren, Stephen Roberts
Deep Learning for Portfolio Optimization · Stefan Zohren, Stephen Roberts
Deep Learning for Predicting Asset Returns · Guanhao Feng, Jingyu He
Deep learning for quadratic hedging in incomplete jump market · Bernt Øksendal, Jan Rems
Deep Learning for Reflected BSDEs: Regularization and Error Analysis · Ruimeng Hu, Yihan Zou
Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach · Yuqi Luan
Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve · Remi Genet
Deep Learning Forecasting of the U.S. Aggregate Bond Index · Ajay Kumar Verma, Jul Jon Ramirez General
Deep Learning in Asset Pricing · Jason Zhu, Luyang Chen
Deep Learning in Finance · J. B. Heaton, J. H. Witte
Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study · Junjie Guo
Deep learning interpretability for rough volatility · Antoine Jacquier, Bo Yuan
Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation · Hamza Bodor, Laurent Carlier
Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point · Ashley Davey, Harry Zheng
Deep Learning modeling of Limit Order Book: a comparative perspective · Antonio Briola, Jeremy Turiel
Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022 · Cheng Zhang, Nilam Nur Amir Sjarif
Deep Learning Models Meet Financial Data Modalities · Kasymkhan Khubiev, Mikhail Semenov
Deep Learning of Robust Market Making under Regime-Switching Order Flow · Fabrizio Lillo, Felipe Moret
Deep learning of transition probability densities for stochastic asset models with applications in option pricing · David P. Newton, Haozhe Su
Deep Learning Option Pricing with Market Implied Volatility Surfaces · Egang Lu, Kin Cheung
Deep Learning Statistical Arbitrage · Greg Zanotti, Jorge Guijarro-Ordonez
Deep Learning Volatility · Aitor Muguruza, Blanka Horvath
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks · Hemanth Chandravamsi, Joao Felipe Gueiros
Deep learning with long short-term memory networks for financial market predictions · Christopher Krauss, Thomas Fischer
Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market · Caisheng Wang, Jiaxuan Gong
Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing · Jian Liang, Peter Li
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations · Arnulf Jentzen, Jiequn Han
Deep Learning, Predictability, and Optimal Portfolio Returns · Jozef Barunik, Mykola Babiak
Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees · Nicolas Langrené, Pavel V. Shevchenko
Deep Limit Order Book Forecasting · Antonio Briola, Silvia Bartolucci
Deep limit order book forecasting: a microstructural guide · Aste, Tomaso, Bartolucci, Silvia
Deep Local Volatility · Marc Chataigner, Matthew Dixon
Deep Neural Operator Learning for Probabilistic Models · Erhan Bayraktar, Qi Feng
Deep Partial Least Squares for Empirical Asset Pricing · Kemen Goicoechea, Matthew F. Dixon
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems · Pengyu Wei, Wei Wei
Deep Portfolio Theory · J. B. Heaton, J. H. Witte
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model · Kei Nakagawa, Kiyoshi Izumi
Deep Reinforcement Learning (DRL) for portfolio allocation · David Saltiel, Eric Benhamou
Deep Reinforcement Learning Algorithms for Option Hedging · Andrei Neagu, Frédéric Godin
Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization · Daniele Magazzeni, Fernando Acero
Deep Reinforcement Learning Approach for Trading Automation in The Stock Market · Ekrem Duman, Taylan Kabbani
Deep Reinforcement Learning for Active High Frequency Trading · Alvaro Cauderan, Antonio Briola
Deep Reinforcement Learning for Asset Allocation: Reward Clipping · Bo-Kwan Jeon, HyungJun Moon
Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy · Anwar Walid, Hongyang Yang
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures · Erick Delage, Jonathan Yumeng Li
Deep Reinforcement Learning for ESG financial portfolio management · Eduardo C. Garrido-Merchán, María Coronado-Vaca
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach · Arishi Orra, Aryan Bhambu
Deep Reinforcement Learning for Long-Short Portfolio Optimization · Gang Huang, Qingyang Song
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model · Bruno Gašperov, Zvonko Kostanjčar
Deep Reinforcement Learning for Online Optimal Execution Strategies · Alessandro Micheli, Mélodie Monod
Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE · Jin Zheng, John Cartlidge
Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization · Kassiani Papasotiriou, Marius Vaiciulis
Deep reinforcement learning for optimal trading with partial information · Andrea Macrì, Fabrizio Lillo
Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns · Andreas Maier, Dhagash Mehta
Deep Reinforcement Learning for Quantitative Trading · Jiawei Du, Maochun Xu
Deep Reinforcement Learning for Robust Goal-Based Wealth Management · Bruno Gašperov, Stjepan Begušić
Deep Reinforcement Learning for Trading · Stefan Zohren, Stephen Roberts
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets · Kamil Kashif, Robert Ślepaczuk
Deep Reinforcement Learning in Cryptocurrency Market Making · Jonathan Sadighian
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review · Tidor-Vlad Pricope
Deep Reinforcement Learning Stock Trading Strategy Optimization Framework Based on TimesNet and Self-Attention Mechanism · Huitao Zhang, Kaixian Xu
Deep Reinforcement Learning Strategies in Finance: Insights into Asset Holding, Trading Behavior, and Purchase Diversity · Akram Mirzaeinia, Alireza Mohammadshafie
Deep reinforcement learning with positional context for intraday trading · Sven Goluža, Tessa Bauman
Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals · Akshay SP, Ashutosh Sahoo
Deep Sequence Modeling: Development and Applications in Asset Pricing · Jingyuan Wang, Ke Tang
Deep Smoothing of the Implied Volatility Surface · Damien Ackerer, Natasa Tagasovska
Deep State-Space Model for Predicting Cryptocurrency Price · Angshul Majumdar, Emilie Chouzenoux
Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions · Fei Xie, Flood Sung
Deep Structural Estimation:With an Application to Option Pricing · Antoine Didisheim, Hui Chen
Deep Value · Ashwin Thapar
Deep xVA solver -- A neural network based counterparty credit risk management framework · Alessandro Gnoatto, Athena Picarelli
Deep-learning based numerical BSDE method for barrier options · Agus Sudjianto, Bing Yu
Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation · Alexandre Alouadi, Huyên Pham
DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection · Donghee Choi, Hyunjung Yi
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol · Ethan Buchman, Tomaž Fleischman
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books · Stefan Zohren, Stephen Roberts
Deeply Learning Derivatives · Andrew Green, Ryan Ferguson
DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management · Kieran Wood, Stefan Zohren
DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification · Boris Kriuk, Logic Ng
DeepSVM: Learning Stochastic Volatility Models with Physics-Informed Deep Operator Networks · Hakob Chakhoyan, Kieran A. Malandain
DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations · Armand Mihai Cismaru
DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts · Dorien Herremans, Joel Ong
Deepvol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions · Fernando Moreno-Pino, Stefan Zohren
Default Estimation for Low-Default Portfolios · Kiefer, Nicholas M.
Default Process Modeling and Credit Valuation Adjustment · David Xiao
Default Resilience and Worst-Case Effects in Financial Networks · Anton Proskurnikov, Giulia Fracastoro
Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System · Breig, Christoph, Elsas, Ralf
Default Risk in Stochastic Volatility Models · Hans Gersbach, Nicolae Surulescu
Default, Inflation Expectations, and the Currency Denomination of Sovereign Bonds · Maeng, F. S.
Defaultable bond liquidity spread estimation: an option-based approach · Paolo Spezzati, Pietro Rossi
Defaulting firms and systemic risks in financial networks · Frédéric Jouneau, Nicolas Houy
DeFi Lending During The Merge · Eric Schertenleib, Lioba Heimbach
DeFi Liquidation Risk Modeling Using Geometric Brownian Motion · Georgii Vosorov, Timofei Belenko
DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol · Fabian Schär, Felix Bekemeier
DeFi TrustBoost: Blockchain and AI for Trustworthy Decentralized Financial Decisions · Dale S. Fickett, Swati Sachan
DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools · Deborah Miori, Mihai Cucuringu
Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans · Laurence Siegel, Rodney N. Sullivan
Defining the payback period for nonconventional cash flows: an axiomatic approach · Mikhail V. Sokolov
Degreasing the wheels of finance · Aleksander Berentsen, Alessandro Marchesiani
Degree of Irrationality: Sentiment and Implied Volatility Surface · Jiahao Weng, Yan Xie
Delegated Monitoring in Public-Private Sector Credit Programs: Underinvestment, Overinvestment, and the Design of Subsidized Lending · G. Charles-Cadogan
Delegated portfolio management with random default · Alberto Gennaro, Thibaut Mastrolia
Delegating discipline: how indexes restructured the political economy of sovereign bond markets · Cormier, Benjamin, Naqvi, Natalya
Delegation or competition: optimal liquidation across dark and lit pools with information privilege · Hao Wang, Thibaut Mastrolia
Deleverage and Financial Fragility · Marco Maffezzoli, Tommaso Monacelli
DELPHYNE: A Pre-Trained Model for General and Financial Time Series · Aakriti Mittal, Achintya Gopal
Delta Hedging in Financial Engineering: Towards a Model-Free Approach · Cédric Join, Michel Fliess
Delta Hedging Liquidity Positions on Automated Market Makers · Adam Khakhar, Xi Chen
DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization · Feliks Bańka, Jarosław A. Chudziak
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets · Chao Zhang, Jian Guo
Demand shocks in equity markets and firm responses · Fernando Broner, Juan J. Cortina
Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries · Burkhard N. Schrage, Paul M. Vaaler
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns · Andrea Tamoni, Arie E. Gozluklu
Demographics and The Behaviour of Interest Rates · Arie E. Gozluklu, Carlo A. Favero
Demographics and the Econometrics of the Term Structure of Stock Market Risk · Andrea Tamoni, Carlo A. Favero
Demystifying Illiquid Assets: Expected Returns for Private Equity · Swati Chandra
Demystifying Illiquid Assets: Expected Returns for Private Real Estate · Swati Chandra
Demystifying Managed Futures · Brian K. Hurst, Yao Hua Ooi
Demystifying the Bergomi-Guyon expansion · Florian Bourgey, Jim Gatheral
Demystifying the trend of the healthcare index: Is historical price a key driver? · Payel Sadhukhan, Samrat Gupta
Denoised Monte Carlo for option pricing and Greeks estimation · Andrzej Daniluk, Evgeny Lakshtanov
Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications · Andres Garcia-Medina
Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls · Helin Zhao, Junchi Shen
Density Approximation of Affine Jump Diffusions via Closed-Form Moment Matching · Jian-Qiang Hu, Yan-Feng Wu
Dependence Analysis between Foreign Exchange Rates: A Semi-Parametric Copula Approach · Azam, Kazim
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables · Daniel Linders, Hamza Hanbali
Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices · Dominique Guegan, Sophie A. Ladoucette
Dependence-Informed Sparse Neural Architecture for Stock Return Prediction · Antonio Briola, Hongyu Lin
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints · Haojie Liu, Randall R. Rojas
Dependency structure and scaling properties of financial time series are related · Aste, Tomaso, Di Matteo, T.
Dependency structures in cryptocurrency market from high to low frequency · Antonio Briola, Tomaso Aste
Dependent Default Modeling through Multivariate Generalized Cox Processes · Alejandra Quintos, Djibril Gueye
Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data · Laeven, R. J. A., Li, Z. M.
Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? · Andrew Kuritzkes, Scott Weiner
Deposit Market Competition, Wholesale Funding, and Bank Risk · Craig, B.R., Dinger, V.
Deposit Volatility, Liquidity and Long-Term Investment: Evidence from a Natural Experiment in Pakistan · M. Ali Choudhary, Nicola Limodio
Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress · Arul Rhik Mazumder, Shreyan Ronit Mazumder
Der Internal Capital Adequacy Assessment Process als regulatorischer Treiber eines aktiven Kreditportfoliomanagements · Gann, Philipp
Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds · Gann, Philipp
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven · Macrae, V., Nijman, T.E.
Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks · Elyas Elyasiani, Jongmoo Jay Choi
Derivative pricing and hedging on Carbon Market · Dominique Guegan, Marius-Cristian Frunza
Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control · Miquel Noguer I Alonso
Derivatives and Default Risk · Scholz, Sebastian
Derivatives Discounting Explained · Wujiang Lou
Derivatives of Risk Measures · Battulga Gankhuu
Derivatives Pricing in Non-Arbitrage Market · N. S. Gonchar
Derivatives pricing using signature payoffs · Imanol Perez Arribas
Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study · Arno Botha, Janette Larney
Design and analysis of momentum trading strategies · Richard J. Martin
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market · Abhishek Dutta, Jaydip Sen
Design and Empirical Study of a Large Language Model-Based Multi-Agent Investment System for Chinese Public REITs · Zheng Li
Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets · Liyang Wang, Xingxin Gu
Design and pricing of a transparent parametric-modeled loss CAT bond: application to German windstorm · Erwan Koch, John Ery
Design and valuation of multi-region CoCoCat bonds · Jacek Wszoła, Krzysztof Burnecki
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities · Tianyi Ma
Design of a Deep Learning Credit Risk Early Warning System Integrating Multi-source Heterogeneous Data · Keyu Chen, LiYang Wang
Designating market maker behaviour in limit order book markets · Danielsson, Jon, Panayi, Efstathios
Designing Agentic AI-Based Screening for Portfolio Investment · Agostino Capponi, Jonathan Y. Tan
Designing an incentive-compatible safety net in a financial system in transition: the case of Serbia · Marinkovic, Srdjan T.
Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market · Jaydip Sen
Designing funding rates for perpetual futures in cryptocurrency markets · Hyungbin Park, Jaehyun Kim
Designing High-Frequency Market Liquidity Measures with Applications to Monetary Policy · Li, Z. M., Linton, O. B.
Designing institutions for financial stability: Regulation and supervision by objective for the Euro area · Carmine Di Noia, Giorgio di Giorgio
Designing On-Chain Options: Amortizing Perpetual Options · Maxim Bichuch, Zachary Feinstein
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise · Asger Lunde, Neil Shephard
Designing securities for scrutiny · Brendan Daley, Brett Green
Designing Time-Series Models With Hypernetworks & Adversarial Portfolios · Filip Staněk
Despite Absolute Information Advantages, All Investors Incur Welfare Loss · Qi Ye, Zongxia Liang
Destabilizing Exchange Rate Speculation: A Counterexample To Milton Friedman · Ljungqvist, Lars
Detecting and Explaining Unlawful Insider Trading: A Shapley Value and Causal Forest Approach to Identifying Key Drivers and Causal Relationships · Igor Griva, Jason Kinser
Detecting and repairing arbitrage in traded option prices · Christoph Reisinger, Samuel N. Cohen
Detecting and Triaging Spoofing using Temporal Convolutional Networks · Kaushalya Kularatnam, Tania Stathaki
Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans · Raffaella Calabrese, Victor Medina-Olivares
Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise · Mahya Karbalaii
Detecting data-driven robust statistical arbitrage strategies with deep neural networks · Ariel Neufeld, Daiying Yin
Detecting Financial Market Manipulation with Statistical Physics Tools · Carmine Ventre, Haochen Li
Detecting global financial crises over history: A multivariate nonlinear denoising strategy · Antoine Parent, Barbara Pascal
Detecting global financial crises with scarce data by multivariate nonlinear filtering · Antoine Parent, Barbara Pascal
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals · Max Menzies, Nick James
Detecting lead–lag relationships in stock returns and portfolio strategies · Mihai Cucuringu, Qi Jin
Detecting Lookahead Bias in LLM Forecasts · Wenxi Jiang, Yutong Yan
Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning · Peng Yang, Yushi Lin
Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets · George Evangelidis, George Gavalakis
Detecting Toxic Flow · Gerardo Duran-Martin, Leandro Sánchez-Betancourt
Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures · Jakub Zwydak, Jarosław Kwapień
Detection of arbitrage opportunities in multi-asset derivatives markets · Antonis Papapantoleon, Paulo Yanez Sarmiento
Detection of financial opportunities in micro-blogging data with a stacked classification system · Francisco J. González-Castaño, Francisco de Arriba-Pérez
Detection of multiple structural breaks in large covariance matrices · Fryzlewicz, Piotr, Li, Degui
Determinants of Capital Structure in Non-Financial Companies · Kühnhausen, Fabian, Stieber, Harald W.
Determinants of Financial Performance of Microfinance Banks in Kenya · King'ori S. Ngumo, Kioko W. Collins
Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya · David Haritone Shikumo, Mwangi Mirie
Determining a credit transition matrix from cumulative default probabilities · Henryk Gzyl, Silvia Mayoral
Determining Insolvency Regions in Banks: A Stochastic Dynamic Approach Integrating Liquidity and Credit Risk · Davood Ahmadian, Nader Karimi
Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems · Xiang Yu, Xin Guo
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market · Jarosław Kwapień, Marcin Wątorek
Developing a Framework for Real-Time Trading in a Laboratory Financial Market · Mark Marner-Hausen
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management · Kwan L. Yeung, Vincent Tam
Developing a precautionary approach to financial policy: from climate to biodiversity · Chenet, Hugues, Kedward, Katie
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation · Vincent Tam, Zhenglong Li
Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms · Haoran Zheng, Qianying Liu
Development of a Bankruptcy Prediction Model for the Banking Sector in Mozambique Using Linear Discriminant Analysis · Reis Castigo Intupo
Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk · Debbie Dupuis, Melina Mailhot
Deviations from Normality in a Financial Model without Short-selling · Nahuel I. Arca
Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning · Andrea Macrì, Fabrizio Lillo
Deviations from Tradition: Stylized Facts in the Era of DeFi · Daniele Maria Di Nosse, Fabrizio Lillo
DEX Specs: A Mean Field Approach to DeFi Currency Exchanges · April Nellis, Asaf Cohen
dexamine: A Python package for Uniswap event data on Ethereum · Magnus Hansson
DeXposure-Claw: An Agentic System for DeFi Risk Supervision · Aijie Shu, Bowei Chen
Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Models · Leran Zhang, Patrick Wong
Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models · Guo, Hongfei, Marín, Juan Miguel
Diagnosing the Recent Decade of Drawdown in Value · Two Sigma
Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities? · Merrill, Craig B., Nadauld, Taylor D.
Differences of Opinion and International Equity Markets · Bernard Dumas, Emilio Osambela
Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective · Karen Grigorian, Robert Jarrow
Differential information, arbitrage, and subjective value · Greene, Catherine
Differential Machine Learning · Antoine Savine, Brian Huge
Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps · Takayuki Sakuma
Differential ML with a Difference · Paul Glasserman, Siddharth Hemant Karmarkar
Differential Quantile-Based Sensitivity in Discontinuous Models · Andreas Tsanakas, Pietro Millossovich
DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books · Carmine Ventre, Zhuohan Wang
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction · Hyeng Keun Koo, Hyun-Gyoon Kim
DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation · Bolin Ding, Haokun Chen
DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models · Divyanshu Daiya, Harshit Singh Rao
Diffusion equations: convergence of the functional scheme derived from the Binomial tree with local volatility for non smooth payoff functions. · Emmanuel Lépinette, Julien Baptiste
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure · Minshuo Chen, Renyuan Xu
Diffusion models for dynamic volatility surface generation and data-driven hedging · Fernando Acero, Jack Yuxiang Zhang
Diffusion Models in Finance: A Survey · Carmine Ventre, Zhuohan Wang
Diffusion on the circle and a stochastic correlation model · Arnab Kumar Laha, Sourav Majumdar
Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios · Arishi Orra, Himanshu Choudhary
Diffusive behavior and the modeling of characteristic times in limit order executions · Fabrizio Lillo, János Kertész
Diffusive in plain sight: An inconspicuous law of market impact · Julius F. Bonart
Diffusive Limit of Hawkes Driven Order Book Dynamics With Liquidity Migration · Levon Mahseredjian
DiffVolume: Diffusion Models for Volume Generation in Limit Order Books · Carmine Ventre, Zhuohan Wang
Digging into Primary Financial Market: Challenges and Opportunities of Adopting Blockchain · Hao Wu, Ji Liu
Digital Money, Default Risk, and Financial Information: An Experiment on Europe · Alessandro Castagnetti, Alessandra Cillo, Giuseppe Gurrado, Donato Masciandaro
Digital Transformation and Corporate Financial Asset Allocation: Evidence from China · Han Liang, Li Shen
Dimensionality reduction techniques to support insider trading detection · Adele Ravagnani, Antonio Russo
Direct Inversion for the Squared Bessel Process and Applications · Anke Wiese, Simon J. A. Malham
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network · Bekiros, S., Georgoutsos, D.
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence · Anthony S. Tay, Francis X. Diebold
Directional Liquidity and Geometric Shear in Pregeometric Order Books · João P. da Cruz
Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books · Ivan Pavić, Sergio Potenciano Menci
Disability insurance with collective health claims: A mean-field approach · Christian Furrer, Philipp C. Hornung
Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing · Arthur Charpentier, Caroline Hillairet
Disclosed Human-Capital Disruption and Firm-Specific Risk · Ang Zhang
Disclosure under Noisy Information Processing · Edwige Cheynel, Jeremy Bertomeu
DisclosureBeta: A Measurement-Channel Theory for Regime-Conditioned Betas from LLM-Read Risk Disclosures · Ping Kuen Wong
Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh · Farhana Rahman
Discounting the distant future: What do historical bond prices imply about the long term discount rate? · J. Doyne Farmer, Jaume Masoliver
Discovering parametrizations of implied volatility with symbolic regression · Hannes Nikulski, Martin Keller-Ressel
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability · Mainak Singha
Discrete approximation of risk-based prices under volatility uncertainty · Alessandro Sgarabottolo, Jonas Blessing
Discrete asset pricing under transaction costs and model uncertainty with and without short-sale constraints · Wenqing Zhang
Discrete devaluations and multiple equilibria in a first generation model of currency crises · Fernando Broner
Discrete dividends after maturity adjust the stock and strike prices · Kevin W. Lu
Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment · Hagerud, Gustaf E.
Discrete time optimal investment under model uncertainty · Laurence Carassus, Massinissa Ferhoune
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning · Si Zhao, Xiangyu Cui
Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching · Kamil Kladivko, Vitaliy Golomoziy
Discrete-valued Levy processes and low latency financial econometrics · David G. Pollard, Neil Shephard
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion · Benjamin R. Auer, Kerstin Lamert
Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures · Christophe Chorro, Rahantamialisoa Fanirisoa Zazaravaka
Discrimination-free Insurance Pricing with Privatized Sensitive Attributes · Peng Shi, Suhan Liu
Discrimination-insensitive pricing · Kathleen Miao, Silvana Pesenti
Discriminatory fees, coordination and investment in shared ATM networks · Stijn FERRARI
Disentangling and quantifying market participant volatility contributions · Emmanuel Bacry, Jean-François Muzy
Disentangling the effects of a banking crisis: evidence from German firms and counties · Huber, Kilian
Disentangling the sources of cyber risk premia · Loïc Maréchal, Nathan Monnet
Disorder detection problems with applications in finance · A. N. ShiryaevM. V. Zhitlukhin, M. V. Zhitlukhin
Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts · Bastien Baldacci, Olivier Guéant
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors · Massimo Massa, William Goetzmann
Dispersion Trading · Marcio Moreno
Displaying risk in mergers: a diagrammatic approach for exchange ratio determination · Alessandra Mainini, Daniela Visetti
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias · Massimo Massa, William Goetzmann
Dissecting AI Trading: Behavioral Finance and Market Bubbles · Pengfei Sui, Shumiao Ouyang
Dissecting cross-impact on stock markets: an empirical analysis · Iacopo Mastromatteo, Jean-Philippe Bouchaud
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets · Daniele Bianchi, Manuela Pedio
Distance, Language, and Culture Bias: The Role of Investor Sophistication · Mark Grinblatt, Matti Keloharju
Distilling Analysis from Generative Models for Investment Decisions · Chung-Chi Chen, Hiroya Takamura
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? · Manuela Pedio, Massimo Guidolin
Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models · David Saltiel, Eric Benhamou
Distortion risk measures of step-weighted distribution · Chunle Huang
Distortion risk measures of sums of two counter-monotonic risks · Chunle Huang
Distress and default contagion in financial networks · Veraart, Luitgard A. M.
Distressed Relationships : Lessons from the Norwegian Banking Crisis · Michalsen, D., Ongena, S.
Distributed Portfolio Optimization & Decentralized Pricing · Lestas, I., Papastaikoudis, I.
Distribution-constrained optimal multiple stopping: the Root-type solution · Daxin Huang, Shuoqing Deng
Distributional consequences of asset price inflation in the Euro area · Adam, Klaus, Tzamourani, Panagiota
Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction · Keiko Harimoto, Lei Li
Distributional effects of crises: the financial channel · Halac, Marina, Schmukler, Sergio L.
Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters · Miquel Noguer i Alonso
Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables · Etienne Theising
Distributional Refinement Network: Distributional Forecasting via Deep Learning · Benjamin Avanzi, Bernard Wong
Distributional Reinforcement Learning on Path-dependent Options · Ahmet Umur Özsoy
Distributionally Robust Insurance under Bregman-Wasserstein Divergence · Qingqing Zhang, Wenjun Jiang
Distributionally Robust Recovery of Omitted Factors from Forecast Residuals with Application to Interest Rate Risk Management · Jinjun Liu, Ming-Yen Cheng
Diverse Approaches to Optimal Execution Schedule Generation · Mikko S. Pakkanen, Robert de Witt
Diversification and Financial Stability · Paolo Tasca, Stefano Battiston
Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket · Léonard Vincent
Diversification for infinite-mean Pareto models without risk aversion · Ruodu Wang, Taizhong Hu
Diversification Preferences and Risk Attitudes · Fangda Liu, Ruodu Wang
Diversification quotient based on expectiles · Hao Wang, Liyuan Lin
Diversification, Cost Structure, and the Risk Premium of Multinational Corporations · Jose L. Fillat, Lindsay Oldenski
Diversified Portfolios in Continuous Time · Björk, Tomas, Näslund, Bertil
Diversifying an Index · Johannes Ruf
Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy · Chonghu Guan, Zuo Quan Xu
Dividend Taxes and International Portfolio Choice · Dhammika Dharmapala, Mihir A. Desai
Dividends, Safety and Liquidation when Liabilities are Long-term and Stochastic · Mason, Robin
Divisional Buyouts by Private Equity and the Market for Divested Assets · Hege, Ulrich, Lovo, Stefano
DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks · Abeer Dyoub, Giovanni De Gasperis
Do Activists Align with Larger Mutual Funds? · Manish Jha
Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets · García-Herrero, Alicia, Girardin, Eric
Do asset regulations impede portfolio diversification? evidence from European life insurance funds · Bijapur, Mohan, Croci, Manuela
Do backrun auctions protect traders? · Andrew W. Macpherson
Do bank liquidity shocks hamper firms’ innovation? · Kabiri, Ali, Manole, Vlad
Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks · Rylan Wade
Do Bond Holders Lose From Junk Bond Covenant Changes? · Kahan, Marcel, Tuckman, Bruce
Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan · Michael Hutchison, Rasmus Fatum
Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets · Kim, Daniel, Pouget, Sébastien
Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns? · Ashby, M., Linton, O. B.
Do corporate governance motives drive hedge funds and private equity activities? · Achleitner, Ann-Kristin, Betzer, André
Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services · Marco Nerino, Paul M. Guest
Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference · Murad Farzulla
Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States · Karoline Bax
Do errors in forecasting inflation lead to errors in forecasting interest rates? · Bin Lim, Wen, Goodhart, Charles
Do ESG funds make stakeholder-friendly investments? · Raghunandan, Aneesh, Rajgopal, Shiva
Do Exchange Rates Move in Line With Uncovered Interest Parity? · Huisman, R., Mahieu, R.J.
Do financial advisors have different beliefs than lay people? · Haliassos, Michael, Kosyakova, Tetyana
Do Financial Conglomerates Create or Destroy Economic Value? · Ingo Walter, Markus M. Schmid
Do financial markets react to regulatory sanctions? Evidence from France · Amir Rezaee, Thierry Kirat
Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets? · Antti Ilmanen
Do Financial Markets Reward Government Spending Efficiency? · Ana Venâncio, António Afonso
Do financial professionals behave according to prospect theory? An experimental study · Han Bleichrodt, Hilda Kammoun
Do Firms Hedge Human Capital? · Christina Brinkmann
Do fundamentals shape the price response? A critical assessment of linear impact models · Bence Tóth, Iacopo Mastromatteo
Do Hedge Funds Manipulate Stock Prices? · Ben-David, Itzhak, Franzoni, Francesco
Do High Interest Rates Defend Currencies During Speculative Attacks? New evidence · Benedikt Goderis, Vasso P. Ioannidou
Do Households Benefit from Financial Deregulation and Innovation? The Case of the Mortgage Market · Harvey S. Rosen, Kristopher Gerardi
Do Individual Investors Learn from Their Trading Experience? · Gina Nicolosi, Liang Peng
Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues · Brian Henderson, Heather Tookes
Do Investors Care About Corporate Externalities? Experimental Evidence · Bonnefon, Jean-Francois, Landier, Augustin
Do investors respond to tax reform? Evidence from a natural experiment in Germany · Sauter, Nicolas, Winter, Joachim
Do investors trade too much? A laboratory experiment · Cars Hommes, Damien Challet
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows · Abigail B. Sussman, Samuel M. Hartzmark
Do Liquidation Values Affect Financial Contracts? Evidence From Commercial Loan Contracts and Zoning Regulations · Benmelech, Efraim, Garmaise, Mark J.
Do Macroeconomic Announcements Cause Asymetric Volatility? · Marquering, W.A., de Goeij, P.
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India · H K Pradhan, Konark Saxena
Do new investment strategies take existing strategies' returns -- An investigation into agent-based models · Takanobu Mizuta
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks · Anqi Liu, Fan Wu
Do Pension Fund Equity Investments Raise Firm Productivity? Evidence From Danish Data · Beetsma, Roel, Jensen, Svend E. Hougaard
Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts · Bhaskar Krishnamachari, Hardhik Mohanty
Do Prediction Markets Match Option Prices? Bitcoin Threshold Evidence from Binance and Polymarket · Victoria Portnaya
Do price trajectory data increase the efficiency of market impact estimation? · Anderson Schneider, Fengpei Li
Do Private Equity Investors Create Value? Evidence from the Hotel Industry · Spaenjers, Christophe, Steiner, Eva
Do professional norms in the banking industry favor risk-taking? · Alain Cohn, Ernst Fehr
Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns? · Aurelio Vasquez, Diego Amaya
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis · Fabiola Vasile, Giulia Dal Pra
Do Reuters spreads reflect currencies' differences in global trading activity? · Hartmann, Philipp
Do SEC Disclosures Reduce Investors' Disagreements about Firms' Exposures To Market Risk?: A Trading Volume Analysis · Linsmeier, Thomas J., Thornton, Daniel B.
Do Security Analysts Speak In Two Tongues? · Malmendier, Ulrike, Shanthikumar, Devin M.
Do Sell-side Analyst Reports Have Investment Value? · Linying Lv
Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect? · Andrea Guizzardi, Lorenzo Mazzucchelli
Do Sophisticated Investors Believe in the Law of Small Numbers? · Baquero, G., Verbeek, M.J.C.M.
Do Stock Prices Incorporate the Potential Dilution of Employee Stock Options? · Gerald T. Garvey, Todd T. Milbourn
Do t-Statistic Hurdles Need to be Raised? · Andrew Y. Chen
Do the English Legal Origin Countries have more dispersed Share Ownership and more developed financial Systems? · Prabirjit Sarkar
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings · Massimo Guidolin, Monia Magnani
Do Venture Capitalists Beat Random Allocation? · Jean‐Philippe Bouchaud, Max Sina Knicker
Do We Price Happiness? Evidence from Korean Stock Market · HyeonJun Kim
Do Weibo platform experts perform better at predicting stock market? · Conor Ryan, Jim Buckley
Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions · Druta, C., Prast, H.M.
Do you manage what you measure? Investor views on the question of climate actions with empirical results from the Swiss pension fund and insurance sector · Jerosch-Herold, Vincent, Magdanz, Janina
Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis? · Catherine Refait-Alexandre, Herve Alexandre
Does Arbitrage Flatten Demand Curves for Stocks? · Ekaterina Zhuravskaya, Jeffrey Wurgler
Does boardroom diversity impact the financial performance of FTSE 350 firms? · Corniciuc, Iarina
Does Cohabiting with a Partner Affect Stock Market Participation? · Camilla Skovbo Christensen, Isabel Skak Olufsen
Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market · Ariane Szafarz, Marie Brière
Does Competition Between Experts Improve Information Quality: Evidence from the Security Analyst Market · Jin, Chuqing
Does Corporate Governance Determine Corporate Performance and Dividends during Financial Crisis: Evidence from Poland · Kowalewski, Oskar
Does Corporate Income Taxation Affect Securitization? Evidence from OECD Banks · Gong, D., Ligthart, J.E.
Does Crypto Sentiment Extremity Widen Estimated Spreads? Evidence Depends on the Specification · Murad Farzulla
Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending · Kanis Saengchote, Krislert Samphantharak
Does Equity-Based Compensation Increase Managers' Ownership? · David Yermack, Eli Ofek
Does Excluding Sin Stocks Cost Performance? · David C. Blitz, Laurens A. P. Swinkels
Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital? · Chongyang Chen, Douglas A. Shackelford
Does geopolitical risk raise or lower corporate credit spreads? · He Huang, Yancheng Qiu
Does Interbank Borrowing Reduce Bank Risk? · Dinger, Valeriya, Hagen, Jürgen von
Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices · Hami Saka, Yhlas Sovbetov
Does limited liability reduce leveraged risk?: The case of loan portfolio management · Deb Narayan Barik, Siddhartha P. Chakrabarty
Does Local Financial Development Matter? · Zingales, Luigi
Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors? · Monia Magnani
Does Macroeconomics Help Understand the Term Structure of Interest Rates? · Carlo A. Favero
Does Market Concentration Preclude Risk Taking in Banking? · Kaniska Dam, Santiago Sanchez-Pages
Does Monetary Policy React to Asset Prices? Some International Evidence · Francesco FURLANETTO
Does news on real Chinese GDP growth impact stock markets? · Franses, Ph.H.B.F., Mees, H.
Does Overnight News Explain Overnight Returns? · Harry Mamaysky, Kriste Krstovski
Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany · Häussler, Carolin
Does Past Performance Matter in Investment Manager Selection? · Bradford Cornell, David Nanigian
Does Peer-Reviewed Research Help Predict Stock Returns? · Alejandro Lopez-Lira, Andrew Y. Chen
Does Realized Skewness Predict the Cross-Section of Equity Returns? · Aurelio Vasquez, Diego Amaya
Does realized volatility help bond yield density prediction? · Minchul Shin, Molin Zhong
Does Regulation Bite at Gateways? Evidence from MiCA and Stablecoins · Kirill Shakhnov, Nicola Borri
Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences · Levy, H., Post, G.T.
Does Security Choice Matter in Venture Capital? The Case of Venture Debt · Indraneel Chakraborty, Michael Ewens
Does short-term technical trading exist in the Vietnamese stock market? · Ahmet Şensoy, Dinh-Tri Vo
Does social media information affect individual investor disposition effect? Evidence from Xueqiu · Fei Ren, Siliu Chen
Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? · Lleo, Sebastien, Ziemba, William T.
Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study · Horvath, B.L., Huizinga, H.P.
Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans · Andrew Metrick, David Laibson
Does the Market Anticipate? Can it? Should it? · Kangda Ken Wren
Does the Underground Economy Hold Back Financial Deepening? Evidence from the Italian Credit Market · Giorgio Gobbi, Roberta Zizza
Dog Bites Man: In August, Equity Selling in Risk Parity Was a Tiny Fraction of Market Volume · Brian K. Hurst, Yao Hua Ooi
Domain-adapted Learning and Imitation: DRL for Power Arbitrage · Carlos Ros Perez, Christian Michler
Domain-adapted Learning and Interpretability: DRL for Gas Trading · Alexander CY Wong, Christian Michler
Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans · Kyriakos C. Neanidis, Salvatore Capasso
Domestic public debt and financial development in Mediterranean countries : Case of Lebanon and Tunisia · Hassan Ayoub, Marc Raffinot
Dominant Currency Pricing and Currency Risk Premia · Galip Kemal Ozhan, Husnu C. Dalgic
Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol · Austin Adams, Benjamin Y Chan
Don't stop me now: the impact of credit market fragmentation on firms' financing constraints · Bremus, Franziska, Neugebauer, Katja
Double Auctions: Formalization and Automated Checkers · Abhishek Kr Singh, Mohit Garg
Double bank runs and liquidity risk management · Andrea Polo, Enrico Sette
Double Deep Q-Learning for Optimal Execution · Brian Ning, Franco Ho Ting Lin
Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy · Terry Zhang, Yanrong Yang
Double sweep LU decomposition for American options under negative rates · Fabien Le Floc'h
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes · Johnsson. Ida., Pesaran, Hashem.
DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting · Lifan Zhao, Shuming Kong
DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis · Chuheng Zhang, Jian Li
Doubly Robust Mean-CVaR Portfolio · Kei Nakagawa, Masaya Abe
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC · Allen, D.E., McAleer, M.J.
Downside Risk and Asset Pricing · Post, G.T., van Vliet, P.
Downside Risk and the Momentum Effect · Andrew Ang, Joseph S. Chen
Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach · Chenyu Yu, John M. Mulvey
Drawdown Risk Beyond Brownian Motion: A Monte-Carlo Framework, Non-Gaussian Extensions, and Long Memory · Francesco Landolfi
Drawdowns, Drawups, and Occupation Times under General Markov Models · Gongqiu Zhang, Pingping Zeng
Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices · Dennis Yang, Qiang Zhang
Driving with the Rear-View Mirror · Jordan Brooks
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction · Jian Guo, Jianyuan Zhong
DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting · Aashish Bohra, Lokendra Vishwakarm
DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction · Cai Zhi, Lu-an Dong
Dts (Duration Times Spread) · Arik Ben Dor, Erik van Leeuwen
Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation · Charlie Che, Tongseok Lim
Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation · Antoon Pelsser, Thijs Kamma
Dual Representation of Robust Risk Measures and Uncertainty Sets · Marcelo Righi, Marlon R. Moresco
Duality formulas for robust pricing and hedging in discrete time · Ludovic Tangpi, Michael Kupper
Duality Theory for Exponential Utility--Based Hedging in the Almgren--Chriss Model · Yan Dolinsky
Duality theory for portfolio optimisation under transaction costs · Czichowsky, Christoph, Schachermayer, Walter
Dutch Corporate Finance, 1602-1850 · Jonker, J., Roëll, A.
dYdX: Liquidity Providers' Incentive Programme Review · Colin Chan
Dynamic allocation: extremes, tail dependence, and regime Shifts · Javed Jussa, Sheng Wang
Dynamic analysis of the insurance linked securities index · Dominique Guegan, Mathieu Gatumel
Dynamic and static fund separations and their stability for long-term optimal investments · Heejun Yeo, Hyungbin Park
Dynamic Asset Allocation with Asset-Specific Regime Forecasts · Chenyu Yu, John M. Mulvey
Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model · Frank J. Fabozzi, Jagdish Gnawali
Dynamic Asset Pricing Theory for Life Contingent Risks · Patrick Ling
Dynamic Asset Pricing with α-MEU Model · Jiacheng Fan, Ruocheng Wu
Dynamic asset-backed security design · Ozdenoren, Emre, Yuan, Kathy
Dynamic Autoregressive Liquidity (DArLiQ) · Hafner, C. M.
Dynamic Beta, Time-Varying Risk Premium, and Momentum · Hong Zhang
Dynamic Black-Litterman · Anas Abdelhakmi, Andrew Lim
Dynamic Causal Portfolio Choice: Hedging the Rotation of the Common-Driver Manifold · Alejandro Rodriguez Dominguez
Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading · Anatoly Krestenko, Danila Bolotin
Dynamic Competition, Innovation and Strategic Financing · Heather Tookes, Matthew Spiegel
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence · Hakim, M.S., McAleer, M.J.
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) · Süleyman Basak
Dynamic Copula Models and High Frequency Data · Andrew J. Patton, Irving Arturo De Lira Salvatierra
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning · Chuting Sun, Qi Wu
Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model · Ahmad Aghapour, Erhan Bayraktar
Dynamic Datasets and Market Environments for Financial Reinforcement Learning · Christina Dan Wang, Daochen Zha
Dynamic equilibrium with rare events and heterogeneous epstein-zin investors · Chabakauri, Georgy
Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients · George Samartzis, Nikitas Pittis
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) · Hengzhi Wu, Jiahao Zhu
Dynamic Factor Allocation Leveraging Regime-Switching Signals · John M. Mulvey, Yizhan Shu
Dynamic factor analysis of carbon allowances prices: From classic Arbitrage Pricing Theory to Switching Regimes · Antonin Lassoudière, Dominique Guegan
Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange · Benedict Ryan Tiu, Brian Godwin Lim
Dynamic Factor Correlation Model · Chen Tong, Peter Reinhard Hansen
Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints · Chengneng Jin, Jianjun Gao
Dynamic Factor Models with Forward-Looking Views · Anas Abdelhakmi, Andrew E. B. Lim
Dynamic firm behaviour and financial leverage clienteles · van Schijndel, G.J.C.T.
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks · Jingxuan Zhang, Xiang Ao
Dynamic Function Market Maker · Arman Abgaryan, Utkarsh Sharma
Dynamic Global Currency Hedging · Bent Jesper Christensen, Rasmus T. Varneskov
Dynamic graph neural networks for enhanced volatility prediction in financial markets · Alex Alochukwu, Nneka Umeorah
Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations · Jin Zheng, John Cartlidge
Dynamic hedging in incomplete markets: a simple solution · Basak, Suleyman, Chabakauri, Georgy
Dynamic Hedging using Generated Genetic Programming Implied Volatility Models · Fathi Abid, Sana Ben Hamida
Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach · Jinhui Li, Luis Seco
Dynamic Investment-Driven Insurance Pricing and Optimal Regulation · Bingzheng Chen, Shunzhi Pang
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics · Adam Baybutt
Dynamic Liquidity Provision in Decentralized Markets: Strategy Optimization and Performance Evaluation in Concentrated Liquidity AMMs · Anatoly Krestenko, Andrei Kornilov
Dynamic loan portfolio management in a three time step model · Deb Narayan Barik, Siddhartha P. Chakrabarty
Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach · Chi Seng Pun, Jingxiang Tang
Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning · Damian Lebiedź, Robert Ślepaczuk
Dynamic Physical Hedging amid Jump Losses, Reconstruction-Price Uncertainty, Population Interactions · Michael Bowdin, Paramahansa Pramanik
Dynamic portfolio and mortgage choice for homeowners · Driessen, Joost, Hemert, Otto van
Dynamic Portfolio Optimization under CVaR Constraints · Anran Hu, Silvana M. Pesenti
Dynamic portfolio optimization with inverse covariance clustering · Aste, Tomaso, Wang, Yuanrong
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency · Diego Vallarino
Dynamic Portfolio Selection by Augmenting the Asset Space · Brandt, Michael W., Santa-Clara, Pedro
Dynamic portfolio selection for nonlinear law-dependent preferences · Fengyi Yuan, Jianming Xia
Dynamic portfolio selection under generalized disappointment aversion · Fengyi Yuan, Jianming Xia
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio · Jing Xu, William Biscarri
Dynamic programming principle and computable prices in financial market models with transaction costs. · Duc Thinh Vu, Emmanuel Lépinette
Dynamic Realized Minimum Variance Portfolio Models · Donggyu Kim, Minseog Oh
Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework · Hao Wang, Junyi Guo
Dynamic reinsurance via martingale transport · Antonio Marini, Beatrice Acciaio
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects · Bahram Alidaee, Haibo Wang
Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions · Diego Amaya,, Genviève Gauthier,
Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications · Bruno Biais, Guillaume Plantin
Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach · Adriano K. Suzuki, Bruno E. Holtz
Dynamic slippage control and rejection feedback in spot FX market making · Alexander Barzykin
Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis · Tatsuru Kikuchi
Dynamic spending and portfolio decisions with a soft social norm · Fabian Andsem Harang, Haakon Andreas Trønnes
Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi-lotteries on the Stock Market · Adam Sheridan, Asger Lau Andersen
Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets · Han-Xian Zhou, Wei-Xing Zhou
Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models · Alexander Y. Shestopaloff, Mihai Cucuringu
Dynamic Tracking Error and the Total Portfolio Approach · Allan Maymin, Ashwin Alankar
Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach · Chung-Han Hsieh, Tan Chin Hong
Dynamical analysis of financial stocks network: improving forecasting using network properties · Ixandra Achitouv
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models · Dennis Schroers
Dynamically optimal portfolios for monotone mean--variance preferences · Aleš Černý, Johannes Ruf
Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity · Christopher Griffin, Hannah Gampe
Dynamics of Banking Technology Adoption: An Application to Internet Banking · Chang, Yoonhee Tina
Dynamics of Liquidity Surfaces in Uniswap v3 · Jimmy Risk, Shen-Ning Tung
Dynamics of Order Positions and Related Queues in a Limit Order Book · Lingjiong Zhu, Xin Guo
Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum · Naohiro Yoshida
Dynamics of sovereign debt: credit risk and sustainability analysis · Bassa, Karolina, Cont, Rama
Dynamics of symmetric SSVI smiles and implied volatility bubbles · Antoine Jacquier, Claude Martini
DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces · Anastasis Kratsios, Blanka Horvath
Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk · Frédéric Pauquay
E-TRENDS: Enhanced LSTM Trend Forecasting for Equities · Eric Benhamou, Harris Buchanan
E2EAI: End-to-End Deep Learning Framework for Active Investing · Bo Dai, Dahua Lin
Early Detection of Latent Microstructure Regimes in Limit Order Books · Prakul Sunil Hiremath, Vruksha Arun Hiremath
Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election · Buddha Nath Sharma, Chittaranjan Hens
EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading · Bo An, Haochong Xia
Earnings Management and Managerial Honesty: The Investors' Perspectives · Gibson, Rajna, Sohn, Matthias
Earnings Prediction Using Recurrent Neural Networks · Moritz Scherrmann, Ralf Elsas
ECB Policies Involving Government Bond Purchases: Impact and Channels · Krishnamurthy, Arvind, Nagel, Stefan
ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction · K. P. Subbalakshmi, Nathan Jinseok Lee
Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices · Dacheng Xiu, Neil Shephard
Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics · Neil Shephard, Ole E. Barndorff-Nielsen
Econometric analysis of realised volatility and its use in estimating stochastic volatility models · Neil Shephard, Ole E. Barndorff-Nielsen
Econometric Issues in the Analysis of Contagion · Pesaran, M.H., Pick, A.
Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity · Etesami, Jalal, Habibnia, Ali
Econometrics of testing for jumps in financial economics using bipower variation · Neil Shephard, Ole E. Barndorff-Nielsen
Economic and Regulatory Capital Allocation for Revolving Retail Exposures · Roberto Perli, William I. Nayda
Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions · Victor Olkhov
Economic consequences of private equity investments on the German stock market · Achleitner, Ann-Kristin, Andres, Christian
Economic effects on households of an augmentation of the cash back duration of real estate loan · Hugo Spring-Ragain
Economic Forces in Stock Returns · Mohan Li, Yue Chen
Economic Implications of Blockchain Platforms · Daisuke Adachi, Jun Aoyagi
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation · Ai Jun Hou, Charlotte Christiansen
Economic Scenarios for the Assessment of Bodiversity-Related Financial Risks : Aims, Methods and Applications to France and the ‘No Net Land-Take' objective · Mathilde Salin
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model · Ke Xu, Morten Ørregaard Nielsen
Economic Trend · Adam Akant, Yao Hua Ooi
Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data · Abir Abid, Nourhaine Nefzi
Economics needs a scientific revolution · CFM
Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate · N. R. Bharathi, N. Suresh
Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond · Arijit Das, Diganta Saha
Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange · David Haritone Shikumo, Joshua Matanda Wepukhulu
Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange · David Haritone Shikumo
Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange · David Haritone Shikumo, Joshua Matanda Wepukhulu
Effective dimensionality reduction for Greeks computation using Randomized QMC · Luca Albieri, Marco Bianchetti
Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets · Ahmet Goncu
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation · Ai Jun Hou, Charlotte Christiansen
Effects of financial crises on productivity, capital and employment · Oulton, Nicholas, Sebastiá-Barriel, María
Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities · Mario Ghossoub, Michael Boyuan Zhu
Efficiency of Financial Institutions: International Survey and Directions for Future Research · Allen N. Berger, David B. Humphrey
Efficiency of Labour Use in the Swedish Banking Industry: A Stochastic Frontier Approach · Battese, George E., Heshmati, Almas
Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing · Aditri
Efficiency, predictability and news on the foreign exchange markets : floating exchange rates versus adjustable E.M.S. rates : some experience on the Brussels foreign exchange market for the dollar and the DM · Filip Abraham
Efficient Algorithms for Computing RiskParity Portfolio Weights · Denis Biangolino Chaves, Feifei Li
Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model · Bufan Zhang, Dongli Wu
Efficient and accurate simulation of the stochastic-alpha-beta-rho model · Jaehyuk Choi, Lilian Hu
Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation · Kevin Keith Sheppard, Neil Shephard
Efficient and Near-Optimal Online Portfolio Selection · Dmitrii M. Ostrovskii, Pierre Gaillard
Efficient and Verified Continuous Double Auctions · Mohit Garg, Suneel Sarswat
Efficient approximations for utility-based pricing · Laurence Carassus, Massinissa Ferhoune
Efficient Asymmetric Causality Tests · Abdulnasser Hatemi-J
Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization · Bai, Yuanlu, Balch, Tucker
Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations · Ankush Agarwal, Ying Liao
Efficient Capital Markets: A Review of Theory and Empirical Work · Eugene F. Fama
Efficient estimation of a multivariate multiplicative volatility model · Christian M. Hafner, Oliver Linton
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns · Gregory Connor, Matthias Hagmann
Efficient exposure computation by risk factor decomposition · Christoph Reisinger, Cornelis S. L. de Graaf
Efficient frontier for robust higher-order moment portfolio selection · Bertrand Maillet, Emmanuel F. Jurczenko
Efficient Hamiltonian Simulation for Solving Option Price Dynamics · Enrique Solano, Javier Gonzalez-Conde
Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold · Jiahao Cui, Qiushi Li
Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options · Chuan-Hsiang Han, Yun-Feng Tu
Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks · Agostino Capponi, Dohyun Ahn
Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws · Daniel Lam, Ruslan Tepelyan
Efficient Nested Estimation of CoVaR: A Decoupled Approach · L. Jeff Hong, Nifei Lin
Efficient portfolios in financial markets with proportional transaction costs · Elyès Jouini, Luciano Campi
Efficient Pricing and Calibration of High-Dimensional Basket Options · Dariusz Gatarek, Juliusz Jablecki
Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation · Athanasios A. Pantelous, Keegan Mendonca
Efficient representation of supply and demand curves on day-ahead electricity markets · Mariia Soloviova, Tiziano Vargiolu
Efficient Semiparametric Estimation of the Fama-French Model and Extensions · Gregory Connor, Matthias Hagmann
Efficient Simulation and Calibration of the Rough Bergomi Model via Wasserstein Distance · Changqing Teng, Guanglian Li
Efficient simulation of prices for European call options under Heston stochastic-local volatility model: a comparison of methods · Meng cai, Tianze Li
Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model · Congxin He, Yue Kuen Kwok
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification · Cassidy K. Buhler, Hande Y. Benson
Efficient trading strategies in financial markets with proportional transaction costs · Elyès Jouini, Luciano Campi
EFFICIENT VOLATILITY ESTIMATION IN A TWO-FACTOR MODEL · Marc Hoffmann, Olivier Féron
Efficiently Inefficient Markets for Assets and Asset Management · Nicolae Gârleanu
Effort-Centric Fairness in Lending Decisions · Jake Ansell, Shiqi Fang
Eigen Portfolios: From Single Component Models to Ensemble Approaches · Yuqi Luan, ZhengXiang Zhou
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data · Antônio M. S. Macêdo, Giovani L. Vasconcelos
Eigenvalue tests for the number of latent factors in short panels · Alain-Philippe Fortin, Olivier Scaillet
Eigenvector dynamics: General theory and some applications · Jean-Philippe Bouchaud, Romain Allez
Eigenvector dynamics: theory and some applications · Jean-Philippe Bouchaud, Romain Allez
Eigenvector overlaps of sample covariance matrices with intersecting time periods · Jean-Philippe Bouchaud, Konstantin Tikhonov
Eighteenth-century Irish interest rates – market failure in a booming economy · Kelly, Paul V.
Elastic Cash · Anup Rao
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets · Hung Do, Rabindra Nepal
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations · Huisman, R., Mahieu, R.J.
Electricity Price Forecasting in the Irish Balancing Market · Andrea Visentin, Ciaran O'Connor
Electricity price modeling and asset valuation: a multi-fuel structural approach · Daniel Schwarz, Michael Coulon
Electricity Spot Prices Forecasting Using Stochastic Volatility Models · Andrei Renatovich Batyrov
Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method · Zhou Fang
Elements for a theory of financial risks · Jean-Philippe Bouchaud
Elicitability and identifiability of tail risk measures · Fangda Liu, Linxiao Wei
Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization · Carmine Ventre, Giovanni Dispoto
Eliciting reference measures of law-invariant functionals · Felix-Benedikt Liebrich, Ruodu Wang
Embedding and correlation tensor for XRP transaction networks · Abhijit Chakraborty, Tetsuo Hatsuda
Embracing Downside Risk · Roni Israelov
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences · Andrey Shternshis, Silvia Onofri
Emergence of Statistical Financial Factors by a Diffusion Process · Jaime Joel Ramos, Jose Negrete
Emergent Latent-State Computation under Stochastic Volatility · Lulu Wang, Xiaoyu Huang
Emerging Market Corporate Bonds as First-to-Default Baskets · Richard Martin, Yao Ma
Emission-based Interest Rates and the Transition to a Low-carbon Economy · Chiara Colesanti Senni, Florian Böser
Emissions-Robust Portfolios · H. Oliver Gao, Khizar Qureshi
Emoji Driven Crypto Assets Market Reactions · Wolfgang Karl Härdle, Xiaorui Zuo
Empirical analysis in limit order book modeling for Nikkei 225 Stocks with Cox-type intensities · Shunya Chomei
Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities · Julian Sester, Shanlan Que
Empirical Asset Pricing via Machine Learning · Dacheng Xiu, Shihao Gu
Empirical Asset Pricing with Score-Driven Conditional Betas · Julien Royer, Olivier David Zerbib
Empirical Confirmation of the Square-Root Law of Market Impact in a U.S. Large-Cap Equity · Aniket Vasaikar
Empirical distributions of stock returns: european securities markets, 1990-95 · Aparicio, Felipe M., Estrada, Javier
Empirical distributions of stock returns: scandinavian securities markets, 1990-95 · Aparicio, Felipe M., Estrada, Javier
Empirical estimator of diversification quotient · Liyuan Lin, Mengshi Zhao
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases · Maksym Nechepurenko
Empirical likelihood for high frequency data · Lorenzo Camponovo, Taisuke Otsu
Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling · Agustín M. de los Riscos, Diego Carmona-Fernández
Empirical Models of the Time Evolution of SPX Option Prices · Alessio Brini, David A. Hsieh
Empirical Study on the Factors Influencing Stock Market Volatility in China · Jingchu Zhang
Empirical Tests of Interest Rate Model Pricing Kernels · Joshua Rosenberg
Employee Ownership, Board Representation, and Corporate Financial Policies · Edith Ginglinger, Timothee Waxin
Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning · André Sequeira, Claudio Beiza
EmTract: Extracting Emotions from Social Media · Domonkos F. Vamossy, Rolf Skog
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning · Christian Bongiorno, Efstratios Manolakis
End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios · Christian Bongiorno, Lorenzo Villassero
End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules? · Austin Pollok, Kevin Robik
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility · Chi Seng Pun, Nana Liu
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture · Fabian Krause, Jan-Peter Calliess
End-to-End Portfolio Optimization with Quantum Annealing · Kazuki Ikeda, Rakesh Yata
Endogenous Crashes as Phase Transitions · Minhajul Islam, Revant Nayar
Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today · Andreas Sojmark, Zachary Feinstein
Endogenous liquidity and contagion · Rahi, Rohit, Zigrand, Jean-Pierre
Endogenous liquidity crises · Antoine Fosset, Jean-Philippe Bouchaud
Endogenous market making and network formation · Chang, Briana, Zhang, Shengxing
Endogenous Randomness from Adversarial Market Learning · Jian Sun
Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis · Byungdoo Kong, Ruimeng Hu
Endogenous State Prices, Liquidity, Default, and the Yield Curve · A.E. Goodhart, Dimitrios P Tsomocos
Endogenous Systemic Liquidity Risk · Cao, Jin, Illing, Gerhard
Energy Market and Carbon Emission Spillovers in Critical Minerals Investment: A Dynamic Connectedness Approach · Bahram Alidaee, Haibo Wang
Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL · Amer Baghdadi, Erik Hochapfel
Enforcing asymptotic behavior with DNNs for approximation and regression in finance · Bernhard Hientzsch, Hardik Routray
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers · Abhijit Mitra, Austin Cottrell
Enhanced indexation using both equity assets and index options · Cristiano Arbex Valle, John E Beasley
Enhanced Local Explainability and Trust Scores with Random Forest Proximities · Bhaskarjit Sarmah, Deran Onay
Enhanced Momentum with Momentum Transformers · David Huang, Max Mason
Enhancement of price trend trading strategies via image-induced importance weights · Ke Zhu, Zhoufan Zhu
Enhancing a Risk Model by Adding Transient Statistical Factors · Alexandros E. Tzikas, Emmanuel J. Candès
Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping · Chinonso Nwankwo, Tony Ware
Enhancing Anomaly Detection in Financial Markets with an LLM-based Multi-Agent Framework · Taejin Park
Enhancing Black-Scholes Delta Hedging via Deep Learning · Chunhui Qiao, Xiangwei Wan
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression · Cameron Cornell, Lewis Mitchell
Enhancing combinatorial optimization with classical and quantum generative models · Alejandro Perdomo‐Ortiz, Can B. Kalaycı
Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention · Bryan Lim, Daniel Poh
Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features · Aniket Mahanti, Chenghao Liu
Enhancing CVaR portfolio optimisation performance with GAM factor models · Davide Lauria, Svetlozar T. Rachev
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information · Carlos Octavio Pérez Mendoza, Frédéric Godin
Enhancing Efficiency of Pension Schemes through Effective Risk Governance: A Kenyan Perspective · Sylvester Willys Namagwa
Enhancing Financial Data Visualization for Investment Decision-Making · Harmit Shah, Kishan Mewada
Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods · David Quintana, Francisco Luna
Enhancing Fourier pricing with machine learning · Gero Junike, Hauke Stier
Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-vine Copulas and Tail Risk Modeling · Pannarat Guayjarernpanishk, Thitivadee Chaiyawat
Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research · Hongyang Yang, Kunpeng Zhang
Enhancing Islamic Finance: Establishing an Islamic Stock Market that Overcomes Problems of the Existing Stock Market · Ajit Singh, Andrew Sheng
Enhancing literature review with LLM and NLP methods. Algorithmic trading case · Robert Ślepaczuk, Stanisław Łaniewski
Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting · Narayan Tondapu
Enhancing Meme Token Market Transparency: A Multi-Dimensional Entity-Linked Address Analysis for Liquidity Risk Evaluation · Frank Fan, Haishan Wu
Enhancing ML Models Interpretability for Credit Scoring · Fang Fang, Qinling Wang
Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation · Ruslan Tepelyan
Enhancing Portfolio Optimization with Deep Learning Insights · Brandon Luo, Jim Skufca
Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions · Ahmad Salman, Rabia Latif
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market · Jing Chen, John Cartlidge
Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions · Henry Xie, Jinghan Zhang
Enhancing the Black-Scholes Model for Option Valuation via Lévy Processes and Malliavin Calculus · Blair Faber, Hassan Butt
Enhancing Time-Series Momentum Strategies Using Deep Neural Networks · Bryan Lim, Stefan Zohren
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500 · Haojie Liu, Randall R. Rojas
Enhancing trading strategies with order book signals · Ryan Francis Donnelly, Sebastian Jaimungal
Enhancing Valuation of Variable Annuities in Lévy Models with Stochastic Interest Rate · Andrea Molent, Antonino Zanette
Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples · Karen Grigorian, Robert A. Jarrow
Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies · Zheli Xiong
Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms · Duy Khanh Lam
Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices · Assenmacher-Wesche, Katrin, Gerlach, Stefan
Entering an Preannounced Currency Band · Ichikawa, Masaki, Miller, Marcus
Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors · Jiayi Guo, Linfeng Zhang
Entrepreneurial Finance in France: The Persistent Role of Banks · Cieply, S., Dejardin, M.A.F.G.
Entropic Dynamics of Exchange Rates and Options · Daniel Bartolomeo, Mohammad Abedi
Entropic Dynamics of Jump-Diffusion Option Pricing · Mohammad Abedi
Entropic Dynamics of Stocks and European Options · Daniel Bartolomeo, Mohammad Abedi
Entropic signatures of market response under concentrated policy communication · Adam Z. Kaczmarek, Agata Gurzyńska
Entropic Value-at-Risk parity for tempered stable returns · Jaehyung Choi
Entropic Value-at-Risk portfolio optimization for tempered stable Lévy processes · Jaehyung Choi
Entropy and the value of information for investors · Antonio Cabrales, Olivier Gossner
Entropy-Assisted Quality Pattern Identification in Finance · Jaskirat Singh, Rishabh Gupta
Entropy-Guided Multiplicative Updates: KL Projections for Multi-Factor Target Exposures · Yimeng Qiu
Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making · Tenghan Zhong
Entropy-regularized penalization schemes and reflected BSDEs with singular generators · Daniel Chee, Libo Li
Environmental CVA with KL-Robust Wrong-Way Risk · Takayuki Sakuma
Environmental-Social-Governance Preferences and Investments in Crypto-Assets · Andrej Cupak, Pavel Ciaian
Epidemic exposure, financial technology, and the digital divide · Aksoy, Cevat, Eichengreen, Barry
Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference · Daniel Polakow, Emlyn Flint
Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures · Erick Delage, Jonathan Yumeng Li
Equal Risk Pricing of Derivatives with Deep Hedging · Alexandre Carbonneau, Frédéric Godin
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility · Escribano, Álvaro, Sucarrat, Genaro
Equations and Shape of the Optimal Band Strategy · CFM
Equilibria and incentives for illiquid auction markets · Dimitrios Kavvathas, Joffrey Derchu
Equilibrium analysis in a multi-agent reinsurance chain · Kaizheng Wang, Wei Liu
Equilibrium analysis in financial markets with countably many securities · Charalambos D. Aliprantis, Monique Florenzano
Equilibrium Analysis, Banking and Financial Instability · Dimitrios P Tsomocos
Equilibrium Analysis, Banking, Contagion and Financial Fragility · David Vines
Equilibrium and welfare in markets with financially constrained arbitrageurs · Gromb, Denis, Vayanos, Dimitri
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion · Hongjun Yan, Suleyman Basak
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints · Albert Marcet, Kenneth J. Singleton
Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information · Biais, Bruno, Bossaerts, Peter
Equilibrium Asset Pricing Under Heterogenous Information · Biais, Bruno, Bossaerts, Peter
Equilibrium asset pricing with systemic risk · Danielsson, Jon, Zigrand, Jean-Pierre
Equilibrium Asset Pricing with Transaction Costs · Dylan Possamaï, Johannes Muhle-Karbe
Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time · Luca De Gennaro Aquino, Mogens Steffensen
Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors · Gollier, Christian, Pouget, Sébastien
Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investorsn Asset Prices and Corporate Behavior · Gollier, Christian, Pouget, Sébastien
Equilibrium Defaultable Corporate Debt and Investment · Hong Chen, Murray Zed Frank
Equilibrium in closed constant-function market maker economies · Muqiao Huang, Ruodu Wang
Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets · Anderson, Robert M., Raimondo, Roberto C.
Equilibrium interest rate and liquidity premium with transaction costs · Vayanos, Dimitri, Vila, Jean-Luc
Equilibrium investment under dynamic preference uncertainty · Luca De Gennaro Aquino, Mogens Steffensen
Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics · Jianming Xia, Sheng Wang
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets · Fayçal Drissi, Sebastian Jaimungal
Equilibrium Mean-Variance Dividend Rate Strategies · Bin Zou, Dongchen Li
Equilibrium of incomplete markets with money and intermediate banking system · Monique Florenzano, Stella Kanellopoulou
Equilibrium Policy on Dividend and Capital Injection under Time-inconsistent Preferences · Sang Hu, Zihan Zhou
Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets · Sheng Wang, Xiang Yu
Equilibrium prices under hidden Markov fundamentals · Dylan Possamaï, Henri Pagès
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations · Masaaki Fujii
Equilibrium Reward for Liquidity Providers in Automated Market Makers · Alif Aqsha, Leandro Sánchez-Betancourt
Equilibrium risk shifting and interest rate in an opaque financial system · Benoît Mojon, Edouard Challe
Equilibrium securitization with diverse beliefs · Ellis, Andrew, Piccione, Michele
Equilibrium security prices with capital income taxes and an exogenous interest rate · Rapp, Marc Steffen, Schwetzler, Bernhard
Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates · Guohui Guan, Xiaodong Luo
Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion · Bin Zou, Dongchen Li
Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection · Jiaqin Wei, Jingzhen Liu
Equilibrium with asymmetric information and restricted participation: the no-arbitrage characterization · Lionel De Boisdeffre
Equilibrium with Heterogeneous Information Flows · Scott Robertson
Equitable Marketplace Mechanism Design · Kshama Dwarakanath, Svitlana S Vyetrenko
Equity auction dynamics: latent liquidity models with activity acceleration · Damien Challet, Ioane Muni Toke
Equity crowdfunding and early stage entrepreneurial finance: damaging or disruptive? · Daniel Gozman, Saul Estrin
Equity Factors: To Short Or Not To Short, That Is The Question · Florent Benaych-Georges, Jean-Philippe Bouchaud
Equity finance: matching liability to power · Goodhart, C. A. E., Lastra, R. M.
Equity issuance methods and dilution · Burkart, Mike, Zhong, Hongda
Equity Market Focus: Interrogating the Historical Data · Antti Ilmanen
Equity Market Focus: Objective Expected Returns · Antti Ilmanen, Thomas Maloney
Equity Market Neutral portfolios: hedging out market factors · CFM
Equity Markets’ Clustering and the Global Financial Crisis · Kim, Geun-Young, Lee, Daeyup
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior · Kuok Sin Un, Marcel Ausloos
Equity Price Dynamics Before and After the Introduction of the Euro · Cheung, Yin-Wong, Westermann, Frank
Equity Prices, Productivity Growth and 'The New Economy · E. Philip Davis, Jakob B. Madsen
Equity Pricing New Keynesian Models with Nominal Rigidities and Investment · Rahul Nath
Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts · Huansang Xu, Marek Rutkowski
Equity Strategy Backtesting: Luck or Edge? The MinervaScore as a Statistical Robustness Grade · Maria Laura Santoni, Matthew L. Scullin
Equity Tail Risk in the Treasury Bond Market · Dario Ruzzi, Mirco Rubin
Equity Term Structures without Dividend Strips Data · Serhiy Kozak, Stefano Giglio
Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate · Foad Shokrollahi, Marcin Marcin Magdziarz
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing · Andrea Pizzoferrato, Christopher G. Brinton
Equivalence between forward rate interpolations and discount factor interpolations for the yield curve construction · Jherek Healy
Equivalent Behavioural Martingale Measure · G. Charles-Cadogan
Ergodic optimal liquidations in DeFi · David Šiška, Jialun Cao
Ergodic robust maximisation of asymptotic growth with stochastic factor processes · Itkin, David, Koch, Benedikt
Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process · Jonas Kremer, Martin Friesen
Error Analysis of Deep PDE Solvers for Option Pricing · Jasper Rou
Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs · Christoph Reisinger, Rasmus Wissmann
Error Propagation in Dynamic Programming: From Stochastic Control to American Option Pricing · Andrea Della Vecchia, Damir Filipović
Error Propagation in Spectral Functionals of Shrinkage Covariance Estimators: Perturbation Bounds and Calibrated Inference · Ahmad Koman
ESG and financial performance: Link intensity during the COVID-19 pandemic · Batoul El Mawla, Jacques Igalens
ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence · Jiayu Yi, Minxuan Hu
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market · Eeshaan Dutta, Sarthak Diwan
ESG In Corporate Filings: An AI Perspective · Irene Aldridge, Payton Martin
ESG Reputation Risk Matters: An Event Study Based on Social Media Data · Adrien Desroziers, Fabio Caccioli
ESG Risk: Lessons Learned from Utility Theory · Christoph Knochenhauer, Sebastian Geissel
ESG Signaling on Wall Street in the AI Era · Qionghua Chu
ESG Thematic Bonds in Emerging Markets: Risk, Uncertainty, and Ambiguity · Laurens A. P. Swinkels, Miloš Vulanović
ESG-valued discrete option pricing in complete markets · Svetlozar T. Rachev, W. Brent Lindquist
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing · Davide Lauria, Stefan Mittnik
Essays on corporate finance : Insights on aspects of the general business environment · Verplancke, Frederik
Essays on financial stability and regulation · Mathilde Dufouleur
Essays on Household Financial Decision-Making · Castagno, Elisa
Essays on incentive contract and corporate finance · Yu, Zeng
Estimating a Density Ratio Model for Stock Market Risk and Option Demand · Dalderop, J., Linton, O. B.
Estimating Ambiguity Aversion in a Portfolio Choice Experiment · Ahn, David, Choi, Syngjoo
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models · Asai, M., McAleer, M.J.
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach · Inwoo Tae, Juchan Kim
Estimating Dynamic Equilibrium Models using Macro and Financial Data · Bent Jesper Christensen, Michel van der Wel
Estimating Exchange Rate Equations Using Estimated Expectations · Ray C. Fair
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data · Li, D., Linton, O. B.
Estimating Global Investor Views with Reverse Optimization · Two Sigma
Estimating High-Frequency Based (Co-) Variances: A Unified Approach · Ingmar Nolte, Valeri Voev
Estimating long memory in volatility · Clifford M. Hurvich, Eric Moulines
Estimating Multivariate Volatility Models Equation by Equation · Christian Francq, Jean-Michel Zakoïan
Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure · Lloyd, S. P.
Estimating Operational Risk for Hedge Funds: The ?-Score · Bing Liang, Christopher Schwarz
Estimating Private Equity Returns from Limited Partner Cash Flows · Andrew Ang, Bingxu Chen
Estimating quadratic variation using realised volatility · Neil Shephard, Ole E. Barndorff-Nielsen
Estimating real-world probabilities: A forward-looking behavioral framework · Ricardo Crisóstomo
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing · Manuela Pedio, Marta Giampietro
Estimating Stochastic Volatility Models using Prediction-based Estimating Functions · Anne Floor Brix, Asger Lunde
Estimating structural bond pricing models via simulated maximum likelihood · Bruche, Max
Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method · Weihuan Huang
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models · Bekiros, S., Georgoutsos, D.
Estimating the Hurst parameter from the zero vanna implied volatility and its dual · Elisa Alos, Frido Rolloos
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX · Ishida, I., McAleer, M.J.
Estimating the Risk-Return Trade-Off With Overlapping Data Inference · Esben Hedegaard, Robert J. Hodrick
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence · Markus Bibinger, Markus Reiss
Estimating the Stochastic Discount Factor from Option Prices and Predicting the Equity Premium · Akira Yamazaki, Kenichiro Shiraya
Estimating Time-Varying Factor Exposures (Corrected October 2017) · Aleksander Sobczyk, Ananth Madhavan
Estimating Yield Curves by Kernel Smoothing Methods · C. Tanggaard, E. Mammen
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice · Anders B. Kock, Laurent A. F. Callot
Estimation and Inference in Semiparametric Quantile Factor Models · Gao, J., Linton, O.
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy · Hans Dewachter, Konstantijn Maes
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case · Hafner, C. M., Linton, O.
Estimation of an Order Book Dependent Hawkes Process for Large Datasets · Alessio Sancetta, Luca Mucciante
Estimation of bid-ask spreads in the presence of serial dependence · Hugo Roccaro, Matthieu Garcin
Estimation of growth in fund models · Constantinos Kardaras, Hyeng Keun Koo
Estimation of Large Financial Covariances: A Cross-Validation Approach · Stefan Zohren, Vincent Tan
Estimation of latent factors for high-dimensional time series · Bathia, Neil, Lam, Clifford
Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes · Jeffrey Frankel
Estimation of partial differential equations with applications in finance · Kristensen, Dennis
Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data · Rituparna Sen, Suparna Biswas
Estimation of Stochastic Volatility Models by Nonparametric Filtering · Dennis Kristensen, Shin Kanaya
Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling · Yujuan Qiu
Estimation of the Adjusted Standard-deviatile for Extreme Risks · Fan Yang, Haoyu Chen
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends · Adam McCloskey
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps · Mark Podolskij, Mathias Vetter
Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments · Kim, Jihyun, Park, Joon
ETF construction on CRIX · Konstantin Häusler
EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods · Deshinta Arrova Dewi, Hongcheng Ding
Eurobond underwriter spreads · Esho, Neil, Kollo, Michael G.
Europe’s ‘New’ Stock Markets · Laura Bottazzi, Marco Da Rin
European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good · Catherine Refait-Alexandre, Hervé Alexandre
European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing? · K. Rouwenhorst
European Financial Ecosystems. Comparing France, Sweden, UK, and Italy · Stefano Caselli, Marta Zava
European Financial Integration through Securitization · Jesper Riedler, Karolin Kirschenmann
European government bond market integration in turbulent times · Helena Chuliá, Pilar Abad
European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning · Arun Kumar, Arvind Kumar Gupta
European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle · Antoine-Marie Bogso, Martin Kegnenlezom
European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis · A. H. Nzokem
European Options in Market Models with Multiple Defaults: the BSDE approach · James Wheeldon, Miryana Grigorova
European Power Option Pricing with Extended Vasicěk Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions · Jingwei Liu
European Sovereign Bond and Stock Market Granger Causality Dynamics · Gomes, Pedro, Kurter, Zeynep O.
European Stock Market Dynamics Before and After the Introduction of the Euro · Joseph Friedman, Yochanan Shachmurove
Evaluating AI Investment Strategies · Irene Aldridge
Evaluating and Comparing Risk Model Performance · Anthony Lazanas, Jose Menchero
Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models · Kei Nakagawa, Masanori Hirano
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning · Robert Taylor
Evaluating Financial Relational Graphs: Interpretation Before Prediction · Lanxin Lu, Rian Dolphin
Evaluating hedge fund performance: a stochastic dominance approach · Li, Sheng, Linton, Oliver
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier · Bowei Guo, Jing Li
Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices · Alberto Manzano, Andrea Pallavicini
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models · Rombouts, J.V.K., Verbeek, M.J.C.M.
Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance · Chang Liu
Evaluating the Financial Instability Hypothesis: A Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations · Alejandro Van der Ghote, Antoine Camous
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model · Akihiko Noda, Kenichi Hirayama
Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds · Blitz, D, Joop Huij
Evaluating the Performance of Foreign Exchange Hedges · Jack D. Glen
Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds · David C. Blitz, Joop Huij
Evaluating the Probability of Failure of a Banking Firm · Moshe Buchinsky, Oved Yosha
Evaluating the resilience of ESG investments in European Markets during turmoil periods · Barbara Iannone, Pierdomenico Duttilo
Evaluating utility in synthetic banking microdata applications · Ben Moews, Hugo E. Caceres
Evaluating Volatility and Correlation Forecasts · Andrew J. Patton, Kevin Keith Sheppard
Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation · Chung I Lu
Evaluation of Electricity Market Clearing Mechanisms via Reinforcement Learning: Prices, Remuneration and Competitive Dynamics · Andrea Altamura, Antonio Frangioni
Evaluation of equity-based debt obligations · Alexander Fromm
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes · Gollier, Christian
Evaluation of the Fair Credit Risk Premium in Commercial Lending · Emmanuel Lépinette, Sofiane Aboura
Evaluation Periods and Asset Prices in a Market Experiment · Gneezy, U., Kapteyn, A.
Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting · David Schaurecker, Kevin O'Sullivan
Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading · Qiyao Wei, Yueyi Wang
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making · Anatoliy Swishchuk, Luca Lalor
Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis · Haibo Wang
Event-Time Anchor Selection for Multi-Contract Quoting · Aditya Nittur Anantha, Dhruv Misra
Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables · Christopher Angstmann, Tim Gebbie
EverMine: Dissecting the Self-Evolution of Research Capabilities in Long-Horizon Alpha Research · Jiangfeng Zhang, Mingyang Xu
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask · Lorenzo Silotto, Marco Bianchetti
Evidence of Crowding on Russell 3000 Reconstitution Events · Alessandro Micheli, Eyal Neuman
Evidence on Financial Globalization and Crisis: Geographic/Bilateral External Balance Sheets · Sá, P.
Evolution of Financial Time Series Clusters (Discussion Paper) · Davide Azzalini, Fabio Azzalini
Evolution of Market Microstructure in the Age of AI · Irene Aldridge
Evolution of Shares in a Proof-of-Stake Cryptocurrency · Rosu, Ioanid, Saleh, Fahad
Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs · Igor V. Evstigneev, Mohammad Javad Vanaei
Evolutionary Beliefs and Financial Markets · Clotilde Napp, Elyès Jouini
Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance · Chen-Yang Zhong, Fei Ren
Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models · Chen Liu, Haochen Luo
Evolutionary Finance: Models with Short-Lived Assets · Zerong Chen
Evolutionary Portfolio Selection with Liquidity Shocks · Enrico De Giorgi
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments · Anufriev, M., Hommes, C.H.
Evolutionary Stability of Portfolio Rules in Incomplete Markets · Klaus Reiner Schenk-Hoppé, Thorsten Hens
Evolutionary Stable Stock Markets · Igor Evstigneev, Klaus Reiner Schenk-Hoppé
Evolutionary strategic beliefs and financial markets · Clotilde Napp, Elyès Jouini
EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals · Anand Deo
EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning · Jacky Chen, Konstantinos N. Plataniotis
Ex-Post : The Investment Performance of Collectible Stamps · Dimson, E., Spaenjers, C.
Exact calibration of structural models via time-change · Damiano Brigo, Frédéric Vrins
Exact conditional simulation of Point processes: Application to pathwise market impact estimation · Grégoire Szymanski, Joseph Leclère
Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication · Klaus Bjerre Toft.
Exact Replication of the Best Rebalancing Rule in Hindsight · Alex Garivaltis
Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Loève expansions · Jaehyuk Choi
Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies · Kiyoshi Kanazawa, Yuki Sato
Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory · Hideki Takayasu, Kiyoshi Kanazawa
Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle · Andrew B. Abel
Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences · Marcellino Gaudenzi, Michel Vellekoop
Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations · Benzhuo Lu, Wenxuan Zhang
Exact Trade-Level Attribution of FRTB-IMA Capital · Yuhe Sui
Exact Value Solution to the Equity Premium Puzzle · Atilla Aras
Exactly solvable model for the diffusive price-dynamics paradox under long-range correlated market-order flow · Kiyoshi Kanazawa, Shunta Fujiwara
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic · Akihiko Noda
Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market · Mohammadreza Mahmoudi
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets · Adrián Fernandez-Perez, Marta Gómez-Puig
Examples and Counterexamples of Cost-efficiency in Incomplete Markets · Carole Bernard, Stephan Sturm
Exceptional Expectations: U.S. vs. Non-U.S. Equities · Antti Ilmanen, Thomas Maloney
Excess Covariance and Dynamic Instability in a Multi-Asset Model · Anufriev, M., Bottazzi, G.
Excess Liquidity, Bank Pricing Rules, and Monetary Policy · Karim El Aynaoui, Pierre-Richard Agénor
Excess Out-of-Sample Risk and Fleeting Modes · Iacopo Mastromatteo, Jean-Philippe Bouchaud
Excessive stock price dispersion: a regression test of cross-sectional volatility · Bulkley, George, Snell, Andy
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies · Hammoudeh, S.M., McAleer, M.J.
Exchange Rate Determination for Cryptocurrency Mergers: A Formal Framework · Daniela Visetti, Massimiliano Sala
Exchange Rate Exposure and Firm Dynamics · Salomao, Juliana, Varela, Liliana
Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives · Eli Ofek, George Allayannis
Exchange rate predictability · Barbara Rossi
Exchange Rate Risk and Business Cycles · Lloyd, S. P., Marin, E. A.
Exchange rate risk and convergence to the Euro · Orlowski, Lucjan T.
Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Application of Value-at-Risk Approaches · Farhan Akbar, Thierry Chauveau
Exchange rate volatility and central bank interventions · Panthaki, Freyan
Exchange Rates and Asset Prices in a Global Demand System · Motohiro Yogo, Ralph S. J. Koijen
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? · Kilian, L.
Exchange Rates and Government Debt · Federico Favaretto
Exchange rates and monetary policy uncertainty · Mueller, Philippe, Tahbaz-Salehi, Alireza
Exchange-Traded Funds 101 for Economists · Ananth Madhavan, Martin Lettau
Exchanges of innovation resources inside venture capital portfolios · Gonzalez-Uribe, Juanita
Execution Realism and Reproducibility in LLM-Based Trading Systems: A Systematic Scoping Review and Evidence Audit · Baichuan Li, Jiayu Long
Executive compensation and competition in the banking and financial sectors · Cuñat, Vicente, Guadalupe, Maria
EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction · Dinggao Liu, Robert Ślepaczuk
Existence and convergence of discrete-time Kyle models with multiple insiders · Jin Choi, Kasper Larsen
Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets · Christoph Czichowsky, David Martins
Existence of pseudo-equilibria in a financial economy · Bernard Cornet, Philippe Bich
Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels · Benjamin Jourdain, Hervé Andrès
Exogenous and endogenous price jumps belong to different dynamical classes · Jean-Philippe Bouchaud, Michael Benzaquen
Expanding the rough Heston model in $H$ · Dörte Kreher, Paul P. Hager
Expansion formulas for European quanto options in a local volatility FX-LIBOR model · Antonis Papapantoleon, Julien Hok
Expansion method for pricing foreign exchange options under stochastic volatility and interest rates · Kenji Nagami
Expansionary yet different: credit supply and real effects of negative interest rate policy · Andrea F. Presbitero, Andrea Polo
Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds · Julia Anna Bingler
Expectation and Price in Incomplete Markets · Paul McCloud
Expectations and Bubbles in Asset Pricing Experiments · Hommes, C.H., Sonnemans, J.
Expectations and Investment · Andrei Shleifer, Nicola Gennaioli
Expectations Data in Asset Pricing · Klaus Adam, Stefan Nagel
Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts · Adam Rej, David Thesmar
Expectations, Bond Yields and Monetary Policy · Albert Lee Chun
Expected Business Conditions and Bond Risk Premia · Jonas Nygaard Eriksen
Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice · Masahiro Kato
Experience, Screening and Syndication in Venture Capital Investments · Casamatta, Catherine, Haritchabalet, Carole
Experimental Based, Agent Based Stock Market · Grazzini, J.
Experiments on Expectations in Macroeconomics and Finance · Assenza, T., Bao, T.
EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION · Jean‐Philippe Bouchaud, Olivier Guedj
Expiring Assets in Automated Market Makers · Hammurabi Mendes, Jonad Pulaj
Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach · Stanley Kok, Xue Wen Tan
Explainable AI in Request-for-Quote · Qiqin Zhou
Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering · Marc Schmitt
Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models · Fabrizio Lillo, Manuel Naviglio
Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach · Mao Guan, Xiao-Yang Liu
Explainable Federated Learning for U.S. State-Level Financial Distress Modeling · Fernando Spadea, Lorenzo Carta
Explainable Patterns in Cryptocurrency Microstructure · Bartosz Bieganowski, Robert Ślepaczuk
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent · Alejandra de la Rica Escudero, Eduardo C. Garrido-Merchan
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks · Agustín García-García, Julio E. Sandubete
Explainable Regime Aware Investing · Amine Boukardagha
Explainable Risk Classification in Financial Reports · Stanley Kok, Xue Wen Tan
Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100 · Andac Akyuz, Kerem Colak
Explaining and Predicting Sovereign Credit Risk with Exchange Rate Volatility · Johan G. Duyvesteyn, Martin P.E. Martens
Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution · Kasper Jørgensen, Martin M. Andreasen
Explaining Currency Crises: A Duration Model Approach · M M Tudela
Explaining hedge fund index returns · CFM
Explaining Launch Spreads on Structured Bonds · Maciej Firla-Cuchra
Explaining London's Dominance in International Financial Services, 1870-1913 · Sarah Cochrane
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices · Dimitrios D. Thomakos, Platon Monokroussos
Explaining Risks: Axiomatic Risk Attributions for Financial Models · Dangxing Chen
Explaining the forward interest rate term structure · Andrew Matacz, Jean-Philippe Bouchaud
Explaining Variations in Private Equity: A Panel Approach · Kumar, Vinay, Leachman, Lori
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs · Bruno Bouchard, Imen Bentahar
Explicit Finite-Sum Tail Risk Measures for Hierarchical Market--Credit Copula Aggregation · Eric Dal Moro, Luisa Tibiletti
Explicit local volatility formula for Cheyette-type interest rate models · Alexander Gairat, Vadim Shcherbakov
Explicit option valuation in the exponential NIG model · Jean-Philippe Aguilar
Explicit Rational Formulae for Bachelier (Normal) Implied Volatility · Fabien Le Floc'h
Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs · Amal Omrani, Emmanuel Lepinette
Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step · Chinonso Nwankwo, Weizhong Dai
Explicit Signal-Adaptive Sequential Optimal Execution Quotes · Fenghui Yu
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms · Colin D. Grab
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic · Antonio Riva, Edoardo Vittori
Exploiting the dynamics of commodity futures curves · Joelle Miffre, John Hua Fan
Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market · Charu Sharma, Niteesh Sahni
Exploiting Unfair Advantages: Investigating Opportunistic Trading in the NFT Market · Christopher Kruegel, Dipanjan Das
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics · Bin Li, David Saunders
Exploratory Mean-Variance with Jumps: An Equilibrium Approach · Bin Li, David Saunders
Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning · Sebastien Lleo, Wolfgang Runggaldier
Exploratory Utility Maximization Problem with Tsallis Entropy · Chen Ziyi, Gu Jia-wen
Exploring Classic Quantitative Strategies · Jun Lu
Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial · Arno Botha, Bernard Scheepers
Exploring Dynamic Asset Pricing within Bachelier Market Model · Bhathiya Divelgama, Blessing Omotade
Exploring emerging markets debt: Bond voyage? · João Gabriel Giesta de Mello Fernandes, Laurens A. P. Swinkels
Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry · Svetlozar Rachev, Yifan He
Exploring investor behavior in Bitcoin: a study of the disposition effect · Bernhard Haslhofer, Jürgen E. Schatzmann
Exploring Macroeconomic Sensitivities · Adrienne Ross
Exploring Macroeconomic Sensitivities (Supplement) · Adrienne Ross
Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer · Haochuan Wang
Exploring Nonlinearities in Financial Systemic Risk · Wolski, M.
Exploring Price Accuracy on Uniswap V3 in Times of Distress · Eric Schertenleib, Lioba Heimbach
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning · Hetvi Waghela, Jaydip Sen
Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study · Akhil Ahmed, Alan Tua
Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator · Hideyuki Takagi
Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts · Erdong Chen, Mengzhong Ma
Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic · Antonis Ballis, Ariston Karagiorgis
Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models · Constandina Koki, Georgios Piliouras
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction · Emmanuel Hauptmann, Tian Guo
Exponential conditional volatility models · Harvey, Andrew
Exponential GARCH Modeling with Realized Measures of Volatility · Peter Reinhard Hansen, Zhuo Huang
Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact · Yan Dolinsky
Exponential investors with weakly mean-reverting prices · Balazs Hoffmann, Miklos Rasonyi
Exponential Smoothing, Long Memory and Volatility Prediction · Tommaso Proietti
Exponential Utility Maximization in a Discrete Time Gaussian Framework · Or Zuk, Yan Dolinsky
Exponential utility maximization in small/large financial markets · Hasanjan Sayit, Miklós Rásonyi
Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations · Annika Weber, Johannes Wohlfart
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets · Victor Olkhov
Extended Convolution Bounds on the Fréchet Problem: Robust Risk Aggregation and Risk Sharing · Houhan Teng, Peng Liu
Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method · Harry Zheng, Yuchao Dong
Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots · Akitoshi Kimura
Extending Deep Learning Models for Limit Order Books to Quantile Regression · Stefan Zohren, Stephen Roberts
Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts · Jingjing Chai, Olivia S. Mitchell
Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall · Eden Gross, Francois Toerien
Extension of random matrix theory to the L-moments for robust portfolio allocation · Ghislain Yanou
Extensions to the Wealth Tax Neutrality Framework · Anders G Frøseth
External financial dependence and firms' crisis performance across Europe · Eppinger, Peter S., Neugebauer, Katja
External financing costs and banks' loan supply: does the structure of the bank sector matter · Ostergaard, Charlotte
Externalities and financial crisis – enough to cause collapse? · Miller, Marcus, Zhang, Lei
Externality of Stock Liquidity to the Cost of Borrowing · An Yan, Bill Francis
Extra-Financial Risk Factors and the Cost of Debt · Florian Berg
Extracting Alpha from Financial Analyst Networks · Dragos Gorduza, Stefan Zohren
Extracting Information from Asset Prices: the Methodology of EMU Calculators · Carlo A. Favero, Fabrizio Iacone
Extracting predictive information from heterogeneous data streams using Gaussian Processes · Sid Ghoshal, Stephen Roberts
Extracting the news(worthy) from the noise · CFM
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns · Andreas Veneris, Charles Martineau
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market · Bartosz Uniejewski, Katarzyna Chęć
Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models · Tristan Guillaume
Extremal cases of distortion risk measures with partial information · Chuancun Yin, Hui Shao
Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing · Wenjun Jiang, Yiying Zhang
Extreme Coexceedances in New EU Member States’ Stock Markets · Angelo Ranaldo, Charlotte Christiansen
Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example · Anton J. Heckens, Benjamin Köhler
Extreme-case Range Value-at-Risk under Increasing Failure Rate · Taizhong Hu, Yuting Su
Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options · Andrew Papanicolaou
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures · Rui Ding
F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50 · Siddharth Gavhale
Fact and Fiction About Low-Risk Investing · Andrea Frazzini, Ron Alquist
Fact or friction: Jumps at ultra high frequency · Kim Christensen, Mark Podolskij
Fact, Fiction and Momentum Investing · Andrea Frazzini, Ronen Israel
Fact, Fiction and Value Investing · Andrea Frazzini, Ronen Israel
Fact, Fiction, and Factor Investing · Charles Fattouche, Cliff Asness
Factor Engine: A Python Library for Systematic Financial Factor Computation and Analysis · Ata Keskin
Factor Exposure Heterogeneity in Green and Brown Stocks · David Ardia, Gabriel Lortie-Cloutier
Factor Investing in Sovereign Bond Markets: Deep Sample Evidence · Guido Baltussen, Martin P.E. Martens
Factor Investing in the Corporate Bond Market · Jeroen van Zundert, Patrick Houweling
Factor models for Chinese A-shares · Laurens A. P. Swinkels, Maarten Jansen
Factor models of stock returns: GARCH errors versus time-varying betas · Koundouri, Phoebe, Kourogenis, Nikolaos
Factor Momentum Everywhere · Tarun Gupta
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization · Jiale Zha, Mengying He
FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining · Carmine Ventre, Zhuohan Wang
FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment · Binjie Fei, Jiaqi Liu
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction · Jian Li, Weiran Wang
FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery · Danny Dongning Sun, Hongkang Zhang
Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litecoin, and Monero · Yhlas Sovbetov
Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide · Robert Parham
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space · Alexey Pozdnyakov, Delphine Hintz
Fair Pricing in Long-Term Insurance: A Unified Framework · Hong Beng Lim, Kenneth Q. Zhou
Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach · Eckhard Platen, Jin Sun
Fair profit sharing ratios of Islamic investment contracts · Abass Sagna
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions · Joanna Tumilewicz, Zbigniew Palmowski
Fair Value Accounting and Financial Stability · Guillaume Plantin, Haresh Sapra
Fair Volatility: A Framework for Reconceptualizing Financial Risk · Daniele Angelini, Sergio Bianchi
Fairness and Strategy-Proofness in Automated Market Makers · Frank M. V. Feys
Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach · Tim J. Boonen, Xinyue Fan
Fake stationary rough Heston volatility: Microstructure-inspired foundations · Emmanuel Gnabeyeu, Gilles Pagès
Falling interest rates and credit reallocation: Lessons from general equilibrium · Alberto Martin, Alejandro Van der Ghote
Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects · Jan-Peter Calliess, Peter Belcak
Fast and explicit European option pricing under tempered stable processes · Gaetano Agazzotti, Jean-Philippe Aguilar
Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior · Clément Aymard, David Ardia
Fast and General Simulation of Lévy-driven Ornstein Uhlenbeck processes for Energy Derivatives · Pietro Manzoni, Roberto Baviera
Fast and Slow Optimal Trading with Exogenous Information · Alessandro Micheli, Eyal Neuman
Fast and Stable Credit Gamma of CVA · Roberto Daluiso
Fast Barrier Option Pricing by the COS BEM Method in Heston Model · A. Aimi, C. Guardasoni
Fast calibration of two-factor models for energy option pricing · Andrea Marziali, Emanuele Fabbiani
Fast catastrophe bond valuation with neural-network surrogates · Huansang Xu, Julian Sester
Fast Correlation Greeks by Adjoint Algorithmic Differentiation · Luca Capriotti, Mike Giles
Fast Deep Hedging with Second-Order Optimization · Amira Akkari, Ben Wood
Fast Derivative Valuation from Volatility Surfaces using Machine Learning · Egang Lu, Kin Cheung
Fast Learning in Quantitative Finance with Extreme Learning Machine · Liexin Cheng, Shuaiqiang Liu
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale · Nicolas Essis-Breton, Patrice Gaillardetz
Fast reliable pricing and calibration of the rough Heston model · Marco de Innocentis, Sergei Levendorskiĭ
Fast swaption pricing in Gaussian term structure models · Jaehyuk Choi, Sungchan Shin
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data · Jan Rosenzweig
Fast-excursion limit of the Heston model · Ryan McCrickerd
Fast-Vollib: A Fast Implied Volatility Library for Python with PyTorch, JAX, and CUDA Fused-Kernel Backends · Raeid Saqur
Fast, Reliable, and Error-Bounded Option Pricing with Pretrained Neural Networks: A GJR--GARCH Study · Thijs van den Berg
Faster Forward Sensitivities: Reduced stochastic hedge ratios from pathwise algorithmic differentiation · Christian P Fries
Faster Monotone Implied Volatility Solver · Fabien Le Floc'h
FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting · Boyan Tang, Jianghua Wu
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking · Daniel P. Palomar, Jasin Machkour
Feasibility-First Satellite Integration in Robust Portfolio Architectures · Roberto Garrone
Feasible Multi-Asset Optimal Execution under Cash Constraints · Namid R. Stillman, Ryuji Hashimoto
Features and determinants of risk in investment choices by Private Equity funds · Barbara Chizzolini, Leonella Gori
FedIncome: Federated Learning for Income Estimation in Digital Lending Under Data Sovereignty Constraints · Sayantan Banerjee, Sultan Amed
Fee Implied Volatility on Uniswap v3: A DEX Native Proxy and Its Limits · Amy Oumayma Khaldoun
Feedbacks: Financial Markets and Economic Activity · Christopher A. Sims, Darius Palia
Fees in AMMs: A quantitative study · Abe Alexander, Lars Fritz
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies · Kieran Wood, Samuel Kessler
Feynman-Kac Derivatives Pricing on the Full Forward Curve · Kevin Mott
Fibonacci and the Financial Revolution · William Goetzmann
Fickle Investors: An Impediment to Growth · Andrew Scott, Harald Uhlig
Fiduciary Duty in the Municipal Bonds Market · Baridhi Malakar
Fighting competition from Mobile Network Operators in the banking sector: The case of Kenya · Auriol, Emmanuelle, Gonzalez Fanfalone, Alexia
Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows · Felix Lokin, Fenghui Yu
Fill-Side Behavioral Concentration on Polymarket: Identification Limits under Record-Level Attribution · Maksym Nechepurenko
Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation · Achintya Gopal
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models · Anastasis Kratsios, Blanka Horvath
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market · Jarosław Kwapień, Marcin Wątorek
Filtering Credit Risk with Stochastic Discontinuities · Félix B. Tambe-Ndonfack
Filtering in a hazard rate change-point model with financial and life-insurance applications · Claudia Ceci, Matteo Buttarazzi
Filtering without recursion and some of its uses in financial economics · Neil Shephard, Simon Donker van Heel
Filtration Reduction and Completeness in Jump-Diffusion Models · Karen Grigorian, Robert Jarrow
Finance as Perpetual Orgy. How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” to “manias, panics and renewed-manias” · Palma, J. G.
Finance-Grounded Optimization For Algorithmic Trading · Dinara Khubieva, Irina Podlipnova
Finance-Informed Neural Network: Learning the Geometry of Option Pricing · Amine M. Aboussalah, Cheng Chi
Financial accumulation implies ever-increasing wealth inequality · Stefano Olla, Yuri Biondi
Financial and Economic Determinants of Firm Default · Angelo Secchi, Federico Tamagni
Financial Anomaly Detection for the Canadian Market · Luigi Caputi, Nicholas Meadows
Financial applications of Random Matrix Theory: a short review · CFM
Financial applications of Random Matrix Theory: old laces and new pieces · CFM
Financial architecture and industrial technology: A co-evolutionary model · Negriu, A.
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics · Francis X.Diebold, Peter F. Christoffersen
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns · Dik Lun Lee, Haoren Zhu
Financial Bond Similarity Search Using Representation Learning · Amin Haeri, Catalina Gomez Sanchez
Financial bubbles and capital accumulation in altruistic economies · Cao-Tung Pham, Cuong Le Van
Financial Bubbles in Interbank Lending · Luisa Corrado, Tobias Schuler
Financial choice and financial information · Kondor, Peter, Koszegi, Botond
Financial constraints and the decision to lease – Evidence from German SME · Constantin F. Slotty
Financial Constraints and the Micro Origins of Aggregate Equity Shocks in Capital Markets · Tobias König
Financial constraints in China: firm-level evidence · Hylke Vandenbussche, Sandra Poncet
Financial Constraints in China: the conditioning effect of FDI and State-Owned corporate sector · Hylke Vandenbussche, Sandra Poncet
Financial constraints, precautionary saving and firm dynamics · Caggese, Andrea
Financial Consumption and the Cost of Finance: Measuring Financial Efficiency in Europe (1950-2007) · Guillaume Bazot
Financial contagion and market intervention in the 1772-3 credit crisis · Paul Kosmetatos
Financial Contagion Networks as Annealing-Ready Ising Systems Cascades, Bailout Optimization, and Susceptibility · Abhinav Tomar, Lakshya Nagpal
Financial contagion through capital connections: a model of the origin and spread of bank panics · Dasgupta, Amil
Financial Crashes versus liquidity trap: the dilemma of monetary policy · Gaël Giraud
Financial Credit Risk and Core Enterprise Supply Chains · McAleer, M.J., Mou, W.M.
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains · McAleer, M.J., Mou, W.M.
Financial crises after financial liberalization: Exceptional circumstances or structural weakness? · Weller, Christian E.
Financial crises and exchange rate policy · Luca Fornaro
Financial crises and liberalization: progress or reversals? · Campos, Nauro, De Grauwe, Paul
Financial Crises and Macro-Prudential Policies · Alessandro Rebucci, Christopher Otrok
Financial Crises: Past and Future · Reinhart, Carmen
Financial Crisis, Economic Recovery and Banking Development in Former Soviet Union Economies · Huang, Haizhou, Marin, Dalia
Financial Crisis, Economic Recovery, and Banking Development in Russia, and other FSU Countries · Huang, Haizhou, Marin, Dalia
Financial Deepening and Bank Runs · Hoerova, Marie
Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning · Daixin Wang, Jun Zhou
Financial Dependence and Firm Survival in Interwar Britain · David Chambers
Financial Dependence and Growth · Luigi Zingales, Raghuram G. Rajan
Financial Dependence, Stock Market Liberalizations, and Growth · Kathy Yuan, Nandini Gupta
Financial Development and Economic Growth: The Role of Financial Liberalization · M. Emranul Haque, Zeeshan Atiq
Financial development, financial fragility and growth · Norman Loayza, Romain Rancière
Financial Development, Financing Choice and Economic Growth · K Blackburn, N Bose
Financial Development, Long-Term Finance and the Macroeconomy : The Role of Secondary Markets · Uras, R.B.
Financial disclosure environment and the cash policy of private firms · Marcelo Ortiz
Financial disruption as a cost of sovereign default: a quantitative assessment · Diniz, Andre, Guimaraes, Bernardo
Financial dollarization and dedollarization · Fernández-Arias, Eduardo
Financial Dollarization and European Union Membership · Kyriakos C. Neanidis
Financial Dollarization in Emerging Markets: An Insurance Arrangement · Husnu C. Dalgic
Financial Dollarization in Emerging Markets: Efficient Risk Sharing or Prescription for Disaster? · Armen Nurbekyan, Husnu Dalgic
Financial Dollarization: Short-Run Determinants in Transition Economies · Kyriakos C. Neanidis, M. Emranul Haque
Financial Dynamics and Interconnected Risk of Liquid Restaking · Christof Ferreira Torres, Hasret Ozan Sevim
Financial Entropy and the Optimality of Over-Regulation · Alan S. Blinder
Financial Epiplexity: A Theory of Learnable Market Structure under Bounded Computation · Miquel Noguer i Alonso
Financial Equilibrium in a Production Economy without Rational Expectations of Prices: a basic Model of full Existence · Lionel De Boisdeffre
Financial equilibrium with asymmetric information and random horizon · Çetin, Umut
Financial Equilibrium with Differential Information in a Production Economy: A Basic Model of 'Generic' Existence · Lionel De Boisdeffre
Financial Equilibrium with differential Information: a Theorem of generic Existence · Lionel De Boisdeffre
Financial equilibrium with differential information:An existence theorem · Lionel de Boisdeffre
Financial equilibrium with preference updating · Kardaras, Constantinos
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks · Christian Bongiorno, Damien Challet
Financial Factors, Firm size and Firm Potential · Ferreira, M., Haber, T.
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates · Andrea Carriero, Carlo Favero
Financial Fine-tuning a Large Time Series Model · Kentaro Imajo, Masanori Hirano
Financial fire sales as continuous-state complex contagion · Caccioli, Fabio, Kobayashi, Teruyoshi
Financial Flows and the International Monetary System · Evgenia Passari, Hélène Rey
Financial Fragility and Central Bank: Are Minsky’s Crisis and Austrian Business Cycle are Complementary? · François Facchini
Financial fragility in emerging market countries: Firm balance sheets and the productive structure · Yannick Kalantzis
Financial Fragility in Societies of LLM Agents: Coordination Failures and Stabilizing Mechanisms · Qibing Ren, Ruipeng Xu
Financial fragility or what went right and what could go wrong in central European banking? · Weller, Christian E., von Hagen, Jürgen
Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle · Holly, S., Santoro, E.
Financial Fragility, Systemic Risks and Informational Spillovers: Modelling Banking Contagion as State-Contingent Change in Cross-Bank Correlation · Moheeput, Ashwin
Financial Fragmentation and Insider Arbitrage · Klonner, S., Rai, A.S.
Financial fraud detection system based on improved random forest and gradient boosting machine (GBM) · Tianzuo Hu
Financial Frictions and the Extensive Margin of Activity · Gauthier Vermandel, Jean-Christophe Poutineau
Financial Frictions and the Wealth Distribution · Galo Nuno, Jesus Fernandez-Villaverde
Financial Globalization and Exchange Rates · G Milesi-Feretti, Philip R. Lane
Financial Globalization and Real Regionalization · Heathcote, Jonathan, Perri, Fabrizio
Financial globalization in emerging economies: much ado about nothing? · Williams, Tomas, Yeyati, Eduardo Levy
Financial Hedging and Risk Compression, A journey from linear regression to neural network · Ali Shirazi, Fereshteh Sadeghi Naieni Fard
Financial Inclusion and Firms performance · Lisa Chauvet, Luc Jacolin
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets · McAleer, M.J., Van, L. T.-H.
Financial Inclusion, Economic Development, and Inequality: Evidence from Brazil · Adrien Matray, Julia Fonseca
Financial Index Tracking via Quantum Computing with Cardinality Constraints · Adam Florence, Asier Rodriguez
Financial Industry Ontologies for Risk and Regulation Data (FIORD) – A Position Paper · Adamantios Koumpis, Allan D. Grody
Financial Information Theory · Miquel Noguer i Alonso
Financial Innovation and Fragility · Kühnhausen, Fabian
Financial Innovation and Growth: Listings and IPOs from 1880 to World War II in the Athens Stock Exchange · Stavros Thomadakis, Dimitrios Gounopoulos, Christos Nounis and Michalis Riginos
Financial Innovation, Market Participation, and Asset Prices · Laurent-Emmanuel Calvet, Martin Gonzales-Eiras
Financial innovations, money demand, and the welfare cost of inflation · Aleksander Berentsen, Alessandro Marchesiani
Financial Instability - a Result of Excess Liquidity or Credit Cycles? · Christian Heebøll-Christensen
Financial instability transition under heterogeneous investments and portfolio diversification · Barak Budnick, Fabio Caccioli
Financial Institutions, Contagious Risks, and Financial Crises · Chenggang Xu, Haizhou Huang
Financial Instrument Bundling Under Multiple Market Failures: A Household Risk Layering Approach · Rozana Himaz, Saut Sagal
Financial Integration and Asset Returns · H Rey, P Martin
Financial integration and financial development in transition economies: what happens during financial crises? · Arjana Brezigar-Masten, Fabrizio Coricelli
Financial Integration of Stock Markets among New EU Member States and the Euro Area · Babecky, Jan, Komarek, Lubos
Financial Integration Through Benchmarks: The European Banking Sector · Koedijk, C.G., Mahieu, R.J.
Financial Integration, Growth and Volatility · Anne Épaulard, Aude Pommeret
Financial Integration, Productivity and Capital Accumulation · Alessandra Bonfiglioli
Financial Intermediation and Deposit Contracts: A Strategic View · Vittorio Larocca
Financial intermediation and equity investment with costly monitoring · Giorgio Di Giorgio
Financial intermediation and risk in decentralized lending protocols · Carlos Castro-Iragorri, Julian Ramirez
Financial Intermediation with Risk Aversion · Hellwig, Martin
Financial Intermediation, Capital Accumulation, and Crisis Recovery · Hans Gersbach, Jean-Charles Rochet
Financial Language Models as Applied Artificial Intelligence Systems for News-Based Trading under Market Frictions · Kemal Kirtac
Financial liberalisation and interest rate risk management in sub-Saharan Africa · Willem Naudé
Financial liberalisation, consumption and debt in South Africa · Janine Aron, John Muellbauer
Financial Liberalization and Stability of the Financial System in Emerging Markets: The Institutional Dimension of Financial Crises · Bernard Courbis, Jean-Pierre Allegret
Financial liberalization, bank crises and growth: Assessing the links · Alessandra Bonfiglioli, Caterina Mendicino
Financial Liberalization, Debt Mismatch, Allocative Efficiency, and Growth · Aaron Tornell, Romain Rancière
Financial liberalization, multinational banks and credit supply: The case of Poland · Weller, Christian E.
Financial liberalization: does it pay to join the party? · Galindo, Arturo, Micco, Alejandro
Financial Linkages, Portfolio Choice and Systemic Risk · Andrea Galeotti, Christian Ghiglinoy
Financial Literacy and Portfolio Dynamics · Milo Bianchi
Financial literacy and precautionary insurance · Hofmann, Annette, Kubitza, Christian
Financial literacy externalities · Chaliasos, Michael, Jansson, Thomas
Financial literacy in Colombia seen through the lens of the interest rate bias · Mantilla, Cesar
Financial Machine Learning · Bryan Kelly, Dacheng Xiu
Financial Market as a Self-Organized Ecosystem: Simulation via Learning with Heterogeneous Preferences · Kiyoshi Izumi, Masahiro Suzuki
Financial market development in host and source countries and their effects on bilateral foreign direct investment · Donaubauer, Julian, Neumayer, Eric
Financial market geometry: The tube oscillator · Dragoljub Katic, Stefan Richter
Financial Market Infrastructure: Too Important to Fail · Darrell Duffie
Financial Market Linkages and the Sovereign Debt Crisis · Cristina Amado, Susana Campos-Martins
Financial market reaction to cyberattacks · Ahmed Bounfour, Altay Özaygen
Financial Markets Analysis by Probabilistic Fuzzy Modelling · Kaymak, U., van den Berg, J.H.
Financial Markets And The Allocation Of Capital · Jeffrey Wurgler
Financial markets and the allocation of capital: the role of productivity · Fadi Hassan, Filippo Di Mauro
Financial Markets and the Phase Transition between Water and Steam · Christof Schmidhuber
Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation · Aïleen Lotz, Marc Wambst
Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance · Claire Barraud
Financial markets where traders neglect the informational content of prices · Eyster, Erik, Rabin, Matthew
Financial Marketsâ€™ Behavior Around Episodes of Large Changes in the Fiscal Stance · Ardagna, Silvia
Financial Modeling and Option Theory with the Truncated Levy Process · Andrew Matacz
Financial Models with Defaultable Numéraires · Johannes Ruf, Sergio Pulido
Financial News-Driven LLM Reinforcement Learning for Portfolio Management · Ananya Unnikrishnan
Financial openness and macroeconomic volatility · Zhang, Haiping, von Hagen, Jürgen
Financial Openness, Market Structure and Private Credit: An Empirical Investigation · Fischer, Ronald, Valenzuela, Patricio
Financial policymaking after crises: public vs. private interests · De Grauwe, Paul, Ji, Yuemei
Financial reforms and capital flows: Insights from general equilibrium · Alberto Martin, Jaume Ventura
Financial Regulation and Government Revenue: The Effects of a Policy Change in Ethiopia · Francesco Strobbe, Nicola Limodio
Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective · Fève, Patrick, Moura, Alban
Financial Regulation in a Quantitative Model of the Modern Banking System · Begenau, Juliane, Landvoigt, Tim
Financial regulation in general equilibrium · Goodhart, Charles, Kashyap, Anil
Financial Regulation in the Crisis Regulation, Market Discipline, Internal Control: The Big Three in turmoil · Jézabel Couppey-Soubeyran
Financial Regulation, Credit and Liquidity Policy and the Business Cycle · George J. Bratsiotis, Roy Zilberman
Financial Regulation, Interest Rate Responses, and Distributive Effects · Andreas Schabert, Christian Loenser
Financial regulation: can we avoid another great recession? · Garicano, Luis
Financial Relativity: An Information-Geometric Interpretation of Asset Pricing · Li Lin
Financial reporting and market efficiency with extrapolative investors · Milo Bianchi, Philippe Jehiel
Financial repression and the currency market under sanctions · Itskhoki, Oleg, Mukhin, Dmitry
Financial repression as a tool for debt management: Evidence from late-eighteenth century Spain · Cyril Milhaud
Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures · Emanuela Rosazza Gianin, Marco Zullino
Financial revolution in republican China during 1900–37: a survey and a new interpretation · Ma, Debin
Financial Risk Measurement for Financial Risk Management · Francis X. Diebold, Peter F. Christoffersen
Financial sentiment analysis using FinBERT with application in predicting stock movement · Qingyun Zeng, Tingsong Jiang
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures · Berndsen, R.J., León, C.
Financial Stability Implications of Generative AI: Taming the Animal Spirits · Anne Lundgaard Hansen, Seung Jung Lee
Financial Statement Analysis with Large Language Models · Alex Kim, Maximilian Muhn
Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure · Ahmed Kebaier, Djibril Sarr
Financial stress and economic dynamics: An application to France · Björn van Roye, Sofiane Aboura
Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange · David Haritone Shikumo, Joshua Matanda Wepukhulu
Financial structure, managerial compensation and monitoring · Cerasi, Vittoria, Daltung, Sonja
Financial Super-Markets: Size Matters for Asset Trade · Philippe Martin and Hélène Rey.
Financial Symmetry and Moods in the Market · Jørgen Vitting Andersen, Maxence Soumare
Financial system architecture and the patterns of international trade · Emmanuel Amissah, Fabrice Defever
Financial system requirements for successful pension reform · Blake, David
Financial Tail Risk Beyond Lipschitz Continuity via Semi-Discrete Optimal Transport · Kibaek Lee, Namid Stillman
Financial Time Series Forecasting using CNN and Transformer · Manuela Veloso, Rachneet Kaur
Financial time series forecasting using empirical mode decomposition and support vector regression · Aste, Tomaso, Di Matteo, Tiziana
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 · Ahmet Murat Ozbayoglu, Mehmet Ugur Gudelek
Financial Time Series Prediction Using Deep Learning · Ariel Navon, Yosi Keller
Financial Trading as a Game: A Deep Reinforcement Learning Approach · Chien Yi Huang
Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks · Ahmet Murat Ozbayoglu, Omer Berat Sezer
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation · Cipriani, Marco, Guarino, Antonio
Financial Trouble Across Generations: Evidence From The Universe Of Personal Loans In Denmark · Claus Thustrup Kreiner, Louise C. Willerslev-Olsen
Financial twins: adapting long-term contract designs to new electricity systems · Andreas Ehrenmann, Ibrahim Abada
Financial versus Demand shocks in stock price returns of US non-financial firms in the crisis of 2007 · Varvara Isyuk
Financial volatility and economic activity · Fornari, Fabio, Mele, Antonio
Financial volatility and economic growth, 1870-2016 · Danielsson, Jon, Valenzuela, Marcela
Financial Volatility and Risk Forecasting Incorporating a Larger Number of Realized Measures · Chao Wang, Giuseppe Storti
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator · Bokai Cao, Cehao Yang
Financial Windfalls, Portfolio Allocations, and Risk Preferences · Briggs, Joseph, Cesarini, David
Financialisation as a (it's-not-meant-to-make-sense) gigantic global joke · Palma, J. G.
Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence · Ganesh Thapa, Katsushi Imai
Financially engineering a “self-generative” political economy of creditworthiness: expertocratic exemption problems for sustainable debt and democracy · Paudyn, Bartholomew
Financially Guided Deep Portfolio Optimization · Rahul Fernandes, Travis Desell
Financing and corporate growth under repeated moral hazard · Anderson, Ronald W., Nyborg, Kjell G.
Financing Capture Ready Coal-Fired Power Plants in China by Issuing Capture Options · David Reiner, Jia Li
Financing Constraint and Firm Investment Following a Financial Crisis in Indonesia · Agustinus Prasetyantoko
Financing economic activity in Greece: Past challenges and future prospects · Helen Louri, Petros Migiakis
Financing entrepreneurs: optimal contracts and the role of intermediaries · Dessi, Roberta
Financing Experimentation · Macchiavello, Rocco
Financing Investment: The Choice between Bonds and Bank Loans · Morellec , Erwan, Valta , Philip
Financing patterns around the world : Are small firms different? · Beck, T.H.L., Demirgüc-Kunt, A.
FinBen: A Holistic Financial Benchmark for Large Language Models · Chenhan Yuan, Dong Li
FinBench: Time-Gated Calibration and Uncertainty Benchmarking for Agentic Financial Forecasting · Rishab Ghosh, Vinay Devarakonda
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics · Lubna Zahan Lamia, Mabsur Fatin Bin Hossain
FinCARE: Financial Causal Analysis with Reasoning and Evidence · Abhinav Arun, Alejandro Michel
FinCast: A Foundation Model for Financial Time-Series Forecasting · Haodong Chen, Qiang Qu
FinDeepForecast: A Live Multi-Agent System for Benchmarking Deep Research Agents in Financial Forecasting · Chang Liu, Chao Wang
Finding good bets in the lottery, and why you shouldn't take them · Aaron Abrams, Skip Garibaldi
Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization · Kasper Johansson, Stephen Boyd
Finding Near-Optimal Portfolios With Quality-Diversity · Bruno Gašperov, Domagoj Jakobovic
Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market · Nicole Tianjiao Yang, Tomoyuki Ichiba
FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets · Francesco Sanna Passino, Xiaohui Victor Li
FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs · Danilo Mandic, Giorgos Iacovides
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow · Emmanuel Hauptmann, Tian Guo
FinEAS: Financial Embedding Analysis of Sentiment · Asier Gutiérrez-Fandiño, Jordi Armengol-Estapé
FinEvo: From Isolated Backtests to Ecological Market Games for Multi-Agent Financial Strategy Evolution · Aotian Luo, Chi Zhang
FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance · Yang Li, Zhi Chen
FinGPT: Democratizing Internet-scale Data for Financial Large Language Models · Daochen Zha, Guoxuan Wang
FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs · Boyu Zhang, Christina Dan Wang
FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making · Chi Zhang, Dongning Sun
Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees · Aidana Abdukarimova, Rakhymzhan Kazbek
Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps · Daniel Sevcovic, Neda Bagheri Renani
Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory · Afonso Gonçalves da Silva, Peter M Robinson
Finite sample properties of a QML estimator of stochastic volatility models with long memory · Pérez, Ana, Ruiz Ortega, Esther
Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo · Jiawei Huo
Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models · Akihiko Noda, Koichiro Moriya
FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications · Danilo Mandic, Giorgos Iacovides
FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification · Alban Etienne, Baptiste Lefort
FinRDDL: Can AI Planning be used for Quantitative Finance Problems? · Gopalakrishnan, Sriram, Magazzeni, Daniele
FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents · Mostapha Benhenda
FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance · Christina Dan Wang, Hongyang Yang
FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning · Christina Dan Wang, Hongyang Yang
FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading · Boyu Zhang, Hongyang Yang
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance · Bowen Xiao, Christina Dan Wang
FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance · Christina Dan Wang, Hongyang Yang
FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024 · Arnav Grover
FinRobot: AI Agent for Equity Research and Valuation with Large Language Models · Hongyang Yang, Pinqiao Wang
FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models · Boyu Zhang, Cheng Guo
FinSkillBench: Evaluating AI Agents and Domain Skills for Investment Management · Jermyn Zhen Yong Bek, Zhongtian Sun
FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning · Danilo Mandic, Giorgos Iacovides
FinSphere, a Real-Time Stock Analysis Agent Powered by Instruction-Tuned LLMs and Domain Tools · Hongguang Li, Jingshu Zhang
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance · Haonan Chen, Jiaze Sun
FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance · Aaron Green, Hanzhen Qin
FinTradeBench: A Financial Reasoning Benchmark for LLMs · Aniruddha Dutta, Aritra Dutta
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting · Changjun Jiang, Dawei Cheng
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models · Danny Dongning Sun, Hongkang Zhang
FinVis-GPT: A Multimodal Large Language Model for Financial Chart Analysis · Jaehyeon Soon, Junda Wu
FinVision: A Multi-Agent Framework for Stock Market Prediction · Sorouralsadat Fatemi, Yuheng Hu
FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model · Danny Dongning Sun, Fei Ma
Fire Sales, the LOLR and Bank Runs With Continuous Asset Liquidity · Edoardo Lanari, Ulrich Bindseil
Firm balance sheet liquidity, monetary policy shocks, and investment dynamics · Priit Jeenas
Firm investment in imperfect capital markets: A structural estimation · Sangeeta Pratap, Silvio Rendón
Firm Ownership, Political Participation, and Access to Finance through Public Bond Offerings in China · Feng, Xunan, Johansson, Anders C.
Firm Valuation When AI Shapes the Business Model: A Milestone-Based Real-Options Framework for the AI Valuation Uncertainty Problem · Florian Kollberg, Frank Reinhardt
Firm Value and Managerial Incentives: A Stochastic Frontier Approach · Alexander Ljungqvist, Michel Habib
First order Martingale model risk and semi-static hedging · Nathan Sauldubois, Nizar Touzi
First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing · Young Shin Kim
First-Order Asymptotics of Path-Dependent Derivatives in Multiscale Stochastic Volatility Environment · Yuri F. Saporito
First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models · Michał Sikorski
Fiscal rules, financial stability and optimal currency areas · Foresti, Pasquale, de Grauwe, Paul
Fitting Accumulated Stock Returns with Tempered Skew t-Distribution · R. A. Serota, Siqi Shao
Fitting Correlations Within and Between Bond Markets · Hans Dewachter, Konstantijn Maes
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data · Aubain Nzokem, Daniel Maposa
Five Weeks in the Life of the Pound: Interest Rates · Donald Robertson, James Symons
Fixed-Income Pricing and the Replication of Liabilities · Damir Filipović
FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading · Guojun Xiong, Haohang Li
FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers · Austin Adams, Jason Milionis
Flash Boys 2.0: Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchanges · Ari Juels, Iddo Bentov
Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices · Rasmus Tangsgaard Varneskov
Flaunt the imperfections: information, entanglements and the regulation of London’s Alternative Investment Market · Roscoe, Philip, Willman, Paul
Flexible Information Acquisition in the Kyle Model · Hao Xing, S. Viswanathan
Flexible Labour, Income Eï¬€ects, and Asset Prices · Rahul Nath
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets · Ledoit, Olivier, Santa-Clara, Pedro
Flexible time series models for subjective distribution estimation with monetary policy in view · Dominique Guegan, Florian Ielpo
Flickering in Information Spreading Precedes Critical Transitions in Financial Markets · Hayette Gatfaoui, Philippe de Peretti
Flight to quality, flight to liquidity, and the pricing of risk · Vayanos, Dimitri
Floating exercise boundaries for American options in time-inhomogeneous models · Andrey Itkin, Yerkin Kitapbayev
Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result · Anders G Frøseth
FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions · Steve Yang, Yang Li
FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching · Andreea Bacalum, Carmine Ventre
FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts · Yang Li, Zhi Chen
Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes · Jean‐Philippe Bouchaud, Marc Potters
Fluid-Limits of Fragmented Limit-Order Markets · Eyal Neuman, Johannes Muhle-Karbe
FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity · Qin Wang, Shiping Chen
FNSPID: A Comprehensive Financial News Dataset in Time Series · Xinyu Fan, Zhiyuan Peng
Fokker-Planck description for the queue dynamics of large tick stocks · A. Gareche, G. Disdier
Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum · Linze Li, William Ferreira
Follow the money: Does the financial sector intermediate natural resources windfalls? · Steven Poelhekke, Thorsten Beck
Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices · Bahar, Dany, Molina, Carlos A.
Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks · Rania Hentati-Kaffel, Zeineb Affes
Forecast collapse of transformer-based models under squared loss in financial time series · Pierre Andreoletti
Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025) · Jose Aguilera-Toste, Mainak Singha
Forecasting and Backtesting Gradient Allocations of Expected Shortfall · Cathy W. S. Chen, Edward M. H. Lin
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices · Nikanrova, A., Sancetta, A.
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelsonâ€ Siegel Models · Manuela Pedio, Massimo Guidolin
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models · Manuela Pedio, Massimo Guidolin
Forecasting bankruptcy and physical default intensity · Zhou, Ping
Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models · Dorien Herremans, Kah Wee Low
Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches · Cristina Chinazzo, Vahidin Jeleskovic
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors · Manuela Pedio, Massimo Guidolin
Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News · Carlos Gershenson-Garcia, Cecil Pang
Forecasting Company Fundamentals · Devendra Singh Dhami, Eric Endress
Forecasting Covariance Matrices: A Mixed Frequency Approach · Roxana Halbleib, Valeri Voev
Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach? · Szydlo, Jan
Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs · Felix Drinkall, Janet B. Pierrehumbert
Forecasting Cross-Section Stock Returns using The Present Value Model · George Bulkley, Richard W P Holt
Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model · George Buckley, Richard W P Holt
Forecasting Cryptocurrency Staking Rewards · Apoorva Hathi Katharaki, Bhaskar Krishnamachari
Forecasting Density Function: Application in Finance · Changie Ma, Rituparna Sen
Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process · Kyungsub Lee
Forecasting earnings using k-nearest neighbor classification · Easton, Peter, Kapons, Martin
Forecasting Economically Significant Bitcoin Moves: A Multi-Scale TCN with Profit-Optimized Thresholds · Gholamreza Mansourfar, Mohammadreza Feizi Derakhshi
Forecasting electricity spot market prices with a k-factor GIGARCH process · Abdou Kâ Diongue, Bertrand Vignal
Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network · Alexander Cameron, Jack Fanshawe
Forecasting Exchange Rates: an Investor Perspective · Duncan D. Shand, John Prins
Forecasting financial markets with semantic network analysis in the COVID-19 crisis · A. Fronzetti Colladon, F. Ravazzolo
Forecasting Future Language: Context Design for Mention Markets · Alejandro Lopez-Lira, Chanyeol Choi
Forecasting High Frequency Order Flow Imbalance · Aditya Nittur Anantha, Shashi Jain
Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator · Banu Simmons-Sueer
Forecasting implied volatility surface with generative diffusion models · Ankush Agarwal, Chen Jin
Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals · Aliaa Alnaggar, Maya Kodeih
Forecasting Intraday Volume in Equity Markets with Machine Learning · Chao Zhang, Kang Li
Forecasting Liquidity Withdraw with Machine Learning Models · Haochuan, Wang
Forecasting multifractal volatility · Adlai J. Fisher, Laurent-Emmanuel Calvet
Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique · Adebola K. Ojo, Ifechukwude Jude Okafor
Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach · Amir Ali Bengari, Gholamreza Heidary
Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data · Alexandros Iosifidis, Juho Kanniainen
Forecasting of volatility and risk premia in electricity markets · Fred Espen Benth, Thomas K. Kloster
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach · Dimitris Korobilis, Hilde C. Bjornland
Forecasting Probability Distributions of Financial Returns with Deep Neural Networks · Jakub Michańków
Forecasting realized volatility in the stock market: a path-dependent perspective · Shaopeng Hong, Sicheng Fu
Forecasting Realized Volatility with Linear and Nonlinear Models · McAleer, M.J., Medeiros, M.C.
Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks · Alessio Brini
Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion · Jiawen Xu, Pierre Perron
Forecasting returns and volatilities in GARCH processes using the bootstrap · Pascual, Lorenzo, Romo, Juan
Forecasting S&P 500 Using LSTM Models · Prashant Pilla, Raji Mekonen
Forecasting stock return distributions around the globe with quantile neural networks · Jozef Barunik, Martin Hronec
Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios · Nolan Alexander, William Scherer
Forecasting the density of asset returns · Javier Perote, Trino-Manuel Niguez
Forecasting the maximum compensation offer in the automobile BI claims negotiation proces · Mercedes Ayuso, Miguel Santolino
Forecasting the movements of Bitcoin prices: an application of machine learning algorithms · Ayse Ongan, Hakan Pabuccu
Forecasting the Volatility of Nikkei 225 Futures · Asai, M., McAleer, M.J.
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model · Exterkate, P., Groenen, P.J.F.
Forecasting U.S. equity market volatility with attention and sentiment to the economy · Martina Halousková, Štefan Lyócsa
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation* · Anne Opschoor, Dick van Dijk
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models · Asai, M., Caporin, M.
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range · Chen, C.W.S., Gerlach, R.
Forecasting volatility and spillovers in crude oil spot, forward and future markets · Chang, C-L., McAleer, M.J.
Forecasting volatility in the presence of Leverage Effect · Jean-Christophe Domenge, Rémi Rhodes
Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter · Chao Zhou, Mathieu Rosenbaum
Forecasting volatility with switching persistence GARCH models · Franses, Ph.H.B.F., Neele, J.
Forecasting volatility with the multifractal random walk model · Jean Duchon, Raoul Robert
Forecasting volatility with the realized range in the presence of noise and non-trading · Dick van Dijk, Karim Bannouh
Forecasting with Dynamic Panel Data Models · Frank Schorfheide, Hyungsik Moon
Forecasting With Uncertain Persistence · Joel P. Flynn, Karthik A. Sastry
Foreign bank entry: a liquidity based theory of entry and credit market segmentation · Schmidt, Nikolaj
Foreign Banks in Eastern Europe: Mode of Entry and Effects on Bank Interest Rates · Claeys, Sophie, Hainz, Christa
Foreign banks, corporate strategy and financial stability: lessons from the river plate · Carlos Winograd, Michael Brei
Foreign booms, domestic busts: The global dimension of banking crises · Cesa-Bianchi, Ambrogio, Martin, Fernando Eguren
Foreign Currency Loans - Demand or Supply Driven? · Brown, M., Kirschenmann, K.
Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement · Anagnostopoulos, A., Atesagaoglu, O.
Foreign entry and the Mexican banking system, 1997–2007 · Haber, Stephen, Musacchio, Aldo
Foreign Exchange Markets with Last Look · Jamie Walton, Sebastian Jaimungal
Foreign expansion, competition and bank risk · Ester Faia, Gianmarco Ottaviano
Foreign Signal Radar · Wei Jiao
ForesightFlow: An Information Leakage Score Framework for Prediction Markets · Maksym Nechepurenko
Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly · Hiroki Bessho, Takanari Sugimoto
Forking paths in financial economics · Guillaume Coqueret
Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL · Hervé Guiol, Mnacho Echenim
Forward Evolution Equations for Knock-Out Options · Ali Hirsa, Peter Carr
Forward Hedging Reshapes Incentive Provision · Nizar Touzi, René Aïd
Forward Performance Processes under Multiple Default Risks · Gechun Liang, Kenneth Tsz Hin Ng
Forward robust portfolio selection: The binomial case · Harrison Waldon
Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors · Aleh Tsyvinski, Denis Chetverikov
Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS · Ujjwala Vadrevu
Forward-Oriented Causal Observables for Non-Stationary Financial Markets · Lucas A. Souza
Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction · Loc H. Nguyen, Matt Nguyen
Foundation Time-Series AI Model for Realized Volatility Forecasting · Anubha Goel, Juho Kanniainen
Four Centuries of Return Predictability · Golez, Benjamin, Koudijs, Peter
Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery · Andrey Itkin, Fazlollah Soleymani
Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models · Eduardo Abi Jaber, Li
FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management · Jian'an Zhang
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging · Indranil SenGupta, Nicholas Salmon
Fractional Cointegration In StochasticVolatility Models · Afonso Gonçalves da Silva, Peter M Robinson
Fragmentation and optimal liquidity supply on decentralized exchanges · Alfred Lehar, Christine Parlour
Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets · Alexander Y. Shestopaloff, Jakob Albers
Framework for Analyzing Spatial Contagion between Financial Markets · Brendan Bradley, Murad S. Taqqu
Framework for asset-liability management with fixed-term securities · Yevhen Havrylenko
Fredholm Approach to Nonlinear Propagator Models · Alessandro Bondi, Eduardo Abi Jaber
Free Cash-Flow, Issuance Costs and Stock Price Volatility · Décamps, Jean-Paul, Mariotti, Thomas
Free Lunches with Vanishing Risks Most Likely Exist · Eckhard Platen, Kevin Fergusson
From a “normal recession” to the “Great Depression”: finding the turning point in Chicago bank portfolios, 1923-1933 · Postel-Vinay, Natacha
From Accuracy to Auditability: A Survey of Determinism in Financial AI Systems · Deepayan Chakrabarti, Dengdu Jiang
From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options · Aaron Wizman, Gabriel Turinici
From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design · Abdulrahman Qadi, Akash Sharma
From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management · Ajay Kumar Verma, Shravya Barkam
From Classical Rationality to Contextual Reasoning: Quantum Logic as a New Frontier for Human-Centric AI in Finance · Fabio Bagarello, Francesco Gargano
From Cointegration to Out-of-Sample Failure: A Pairs-Trading Case Study on PEP-KO · Davide Graziano
From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design · Jianyong Fang, Junfan Tong
From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles · Adrien Nguyen-Huu, Matheus R. Grasselli
From Deep Learning to LLMs: A survey of AI in Quantitative Investment · Bokai Cao, Haohan Zhang
From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves · Lei Liu
From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets · Boer-Sorban, K., Kaymak, U.
From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading · Katarzyna Maciejowska, Tomasz Weron
From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models · Daniyal Ali Hameedi
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing · Ajim Uddin, Bhaskar Goswami
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk · Augusto Pianese, Daniele Angelini
From Financial Repression to External Distress: The Case of Venezuela · Carmen Reinhart, Miguel Angel Santos
From Financial Sentiment Classification to Return Predictability: A QLoRA Benchmark of Large Language Models · Fusheng Luo
From GARCH to Neural Network for Volatility Forecast · Dik Lun Lee, Haoren Zhu
From Glosten-Milgrom to the whole limit order book and applications to financial regulation · Emmanouil Sfendourakis, Mathieu Rosenbaum
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions · Jiawei Lou, Jinghe Zhang
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets · Kaiqi Hu, Yifan Ye
From Index to Equity: Pre-Training Transformers for Stock Return Prediction · Marie Soehl Coolsaet, Roberto Gallardo
From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction · Derek W. Bunn, Jalal Kazempour
From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets · Beidi Luan, Daxin Jiang
From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM · Arcot, Sridhar, Black, Julia
From Means to Medians: Optimal Benchmark Design · Ángel Hernando-Veciana
From Natural Language to Executable Option Strategies via Large Language Models · Chen Liu, Haochen Luo
From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere · Anoushka Harit, Jongmin Yu
From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting · Chryssis Georgiou, Eliada Polydorou
From Public Evidence to Contractual Outcome: First and Stable Decidability on Kalshi · Maksym Nechepurenko
From rank-based models with common noise to pathwise entropy solutions of SPDEs · Lane Chun Yeung, Mykhaylo Shkolnikov
From Rattle to Roar: Optimizer Showdown for MambaStock on S&P 500 · Alena Chan, Maria Garmonina
From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model · Emmanuel Bacry, Jean-François Muzy
From rough to multifractal volatility: The log S-fBM model · Emmanuel Bacry, Jean-François Muzy
From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices · M. Mijaíl Martínez-Ramos, Manan Vyas
From the Black-Karasinski to the Verhulst model to accommodate the unconventional Fed's policy · A. Itkin, A. Lipton
From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns · Benjamin Born, Jana-Lynn Schuster
From Value Bounds to Policy-Distance and Active-Face Certificates: Same-Grid Duality for Constrained Dynamic Portfolios · Jeonggyu Huh
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market · Benzhuo Lu, Wenxuan Zhang
From Votes to Volatility Predicting the Stock Market on Election Day · Igor L. R. Azevedo, Toyotaro Suzumura
From Walras' auctioneer to continuous time double auctions: A general dynamic theory of supply and demand · Jean‐Philippe Bouchaud, Jonathan Donier
From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors · Mathias S. Kruttli
From Word Counts to Context: Topic Models for Asset Pricing · Jonathan Hartadi, Kevin Foley
FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling · Sayantan Banerjee, Sultan Amed
FTX's downfall and Binance's consolidation: The fragility of centralised digital finance · Antonio Briola, David Vidal-Tomás
Fuel mix diversification incentives in liberalised electricity markets: a Mean-Variance Portfolio Theory Approach · David M. Newbery, Fabien A. Roques
Full and fast calibration of the Heston stochastic volatility model · Cui, Yiran, Germano, Guido
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs · Ariel Neufeld, Philipp Schmocker
Full grid solution for multi-asset options pricing with tensor networks · Lucas Arenstein, Michael Kastoryano
Function approximations for counterparty credit exposure calculations · Domagoj Demeterfi, Kathrin Glau
Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints · Walter Kurz, Wojtek Stricker
Functional central limit theorems for rough volatility · Aitor Muguruza, Andreas Sojmark
Functional Clustering of Discount Functions for Behavioral Investor Profiling · Annamaria Porreca, Fabrizio Maturo
Functional Expansions · Bruno Dupire, Valentin Tissot-Daguette
Functional integration by parts formulae for stochastic Volterra processes · Alexandre Pannier
Functional quantization of rough volatility and applications to volatility derivatives · Antoine Jacquier, Giorgia Callegaro
Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence · Erfan Salavati, Nader Karimi
Fund Asset Inference Using Machine Learning Methods: What's in That Portfolio? · Bajaj, Sourabh, Balch, Tucker Hybinette
Fund Competition under Conflicting ESG Rating Methodologies · Wanling Rudkin
Fund flows and asset prices: a baseline model · Vayanos, Dimitri, Woolley, Paul
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry · Verbeek, M.J.C.M., ter Horst, J.R.
Fund Managers' Contracts and Financial Markets' Short-Termism · Casamatta, Catherine, Pouget, Sébastien
Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data · Alejandro Lopez-Lira, Chanyeol Choi
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices · Benoît Sévi, Derek Bunn
Fundamental market design as a layer of AI-agent alignment · Dragisa Zunic, Emilio Tuosto
Fundamental Properties of Linear Factor Models · Damir Filipovic, Paul Schneider
Fundamental theorem of asset pricing with acceptable risk in markets with frictions · Cosimo Munari, Maria Arduca
Fundamental Trends and Dislocated Markets: An Integrated Approach to Global Macro Investing · Caroline Heinrichs, Paras Bakrania
Fundamental Volatility and Financial Stability · Gabriel Desgranges, Stéphane Gauthier
Fundamentals News, Global Liquidity and Macroprudential Policy · Chenxin Liu, Enrique G. Mendoza
Fundamentals of Perpetual Futures · Asaf Manela, Omri Ross
Fundamentals versus market sentiments in the euro bond markets: implications for QE · Ji, Yuemei, Macchiarelli, Corrado
Funding Adjustments in Equity Linear Products · Andrea Pallavicini, Stefania Gabrielli
Funding Constraints and Market Illiquidity in the European Treasury Bond Market · Giorgio Valente, Minh Nguyen
Funding-Aware Optimal Market Making for Perpetual DEXs · Nam Anh Le
FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs · Maxime Bergeron, Sebastian Jaimungal
Further evidence on the impact of economic news on interest rates · Dominique Guegan, Florian Ielpo
Fusing Narrative Semantics for Financial Volatility Forecasting · Chris Vryonides, Marcus Kaiser
Future Liquidity, Present Value: Measuring and Pricing Liquidity Risk · Roni Israelov
FX Market Making with Internal Liquidity · Alexander Barzykin, Eyal Neuman
G3Ms:Generalized Mean Market Makers · Daniel Z. Zanger
Game-Theoretic Capital Asset Pricing in Continuous Time · Glenn Shafer, Vladimir Vovk
Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity · Akimichi Takemura, Takeru Matsuda
Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting · Che Sun, Xinxiao Wu
GARCH option pricing under skew · Sofiane Aboura
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets · Christopher McComb, John Liechty
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series · Gilles Stupfler, Hibiki Kaibuchi
Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations · Bernhard K Meister, Henry CW Price
Gate Design and Stage-Dependent Incentives in Retail Proprietary-Trading Evaluations: Why Passing Is Not Standalone Evidence of Skill, and Why the Product Fails to Pay Under Measured Trading Constraints · Nicholas Hall
Gated Deeper Models are Effective Factor Learners · Jingjing Guo
Gated Neural Networks for Option Pricing: Rationality by Design · Timothy M. Hospedales, Yongxin Yang
Gatheral double stochastic volatility model with Skorokhod reflection · Andrey Pilipenko, Kostiantyn Ralchenko
Gatheral's Conjecture Revisited · Vladimir Lucic
Gaucho banking redux · Paolera, Gerardo Della, Taylor, Alan M.
Gauge symmetries and the Higgs mechanism in Quantum Finance · Ivan Arraut
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios · Daniel Buguks, Dayne Marcus Lopena
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate · Jun Yu, Peter C.B. Phillips
Gaussian Normalized Coordinates and Risk-Neutral CDF Deformations · Jian Sun
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations · Matthew F Dixon, Stéphane Crépey
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate · Andrea Molent, Antonino Zanette
Gender and Banking : Are Women Better Loan Officers? · Beck, T.H.L., Behr, P.
Gender and credit risk: a view from the loan officer's desk · José Garcia Montalvo, Marta Reynal-Querol
Gender Differences in Financial Advice · Andreas Hackethal, Christine Laudenbach
Gender, Investment Financing and Credit Constraints · Pelger, Ines
General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework · Edouard Motte, Jean-Loup Dupret
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks · Tatsuru Kikuchi
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION · Charles-Albert Lehalle, Olivier Guéant
General properties of rational stock-market fluctuations · Mele, Antonio
General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations · Hyong-Chol O, Tae-Song Choe
General Semi-Markov Model for Limit Order Books: Theory, Implementation and Numerics · Anatoliy Swishchuk, Julia Schmidt
Generalised geometric Brownian motion: Theory and applications to option pricing · Lasko Basnarkov, Ljupco Kocarev
Generalizable Multi-Agent Framework for Quantitative Trading of US Education Funds · Alan Wilson, Kaixian Xu
Generalized Arbitrage-Free SVI Volatility Surfaces · Antoine Jacquier, Claude Martini
Generalized Autoregressive Conditional Heteroskedasticity · Tim Bollerslev
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices · Bonomo, Marco, Garcia, René
Generalized Distribution Prediction for Asset Returns · María Óskarsdóttir, Ísak Pétursson
Generalized Duality for Model-Free Superhedging given Marginals · Arash Fahim, Saeed Khalili
Generalized dynamic factor models and volatilities estimation and forecasting · Barigozzi, Matteo, Hallin, Marc
Generalized dynamic factor models and volatilities: recovering the market volatility shocks · Barigozzi, Matteo, Hallin, Mark
Generalized Expected Discounted Penalty Function at General Drawdown for Lévy Risk Processes · Ping Chen, Shuanming Li
Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection · Andrzej Cichocki, Auxiliadora Sarmiento
Generalized Factor Neural Network Model for High-dimensional Regression · Alexander Y. Shestopaloff, Mihai Cucuringu
Generalized FGM dependence: Geometrical representation and convex bounds on sums · Alessandro Mutti, Etienne Marceau
Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise · Rasmus Tangsgaard Varneskov
Generalized Mean Absolute Directional Loss for Machine Learning Trading Models · Jakub Michańków, Paweł Sakowski
Generalized Orlicz premia · Fabio Bellini, Mücahit Aygün
Generalized second law of thermodynamics in the Glosten-Milgrom model · Pierre Carmier
Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion · Hsin-Min Wang, Hung-Shin Lee
Generalizing Geometric Brownian Motion · Peter Carr, Zhibai Zhang
Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers · Danilo Mandic, Elisabeth A. Duijnstee
Generalizing Markowitz Portfolio Optimization by a Quadratic Risk Measure · Andrius Grigutis, Ignas Gasparavičius
Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies · Akshay Ajith, Sumesh K J
Generating Financial Time Series by Matching Random Convolutional Features · Ben Wood, Konrad J. Mueller
Generating long-horizon stock "buy" signals with a neural language model · Joel R. Bock
Generating Plausible Stress Scenarios via Large Deviations · Anand Deo
Generating realistic metaorders from public data · Grégoire Loeper, Guillaume Maitrier
Generation of synthetic financial time series by diffusion models · Takayuki Mizuno, Tomonori Takahashi
Generative Adversarial Networks in finance: an overview · Florian Eckerli, Joerg Osterrieder
Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios · Jonathan Yu-Meng Li, Saeed Asadi
Generative AI for Analysts · Jian Xue, Qian Zhang
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network · Anisoara Calinescu, Jakob Foerster
Generative AI for Stock Selection · Keywan Christian Rasekhschaffe
Generative AI-enhanced Sector-based Investment Portfolio Construction · Alina Voronina, Oleksandr Romanko
Generative Diffusion Model for Risk-Neutral Derivative Pricing · Nilay Tiwari
Generative Machine Learning for Multivariate Equity Returns · Achintya Gopal, Ruslan Tepelyan
Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement · Anastasis Kratsios, Qiang Sun
Generative Meta-Learning Robust Quality-Diversity Portfolio · Kamer Ali Yuksel
Generative modelling of financial time series with structured noise and MMD-based signature learning · Chung I Lu, Julian Sester
Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs · Anastasis Kratsios, Ariel Neufeld
Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks · Antony Ware, Hasib Uddin Molla
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification · Andreas Koukorinis, Gareth William Peters
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns · David F. Hendry, Susana Campos-Martins
Geographic spread of currency trading: the renminbi and other EM currencies · Chang Shu, Robert N. McCauley
Geometric and Arithmetic Likelihood Aggregation for Diffusions with Heterogeneous Volatility · Jan Vecer
Geometric Brownian Motion Assumption and Generalized Hyperbolic Distribution on Modeling Returns · Ivivi J. Mwaniki
Geometric Brownian motion with affine drift and its time-integral · Hans Volkmer, Pingping Jiang
Geometric BSDEs · Emanuela Rosazza Gianin, Marco Zullino
Geometric Deep Learning for Realized Covariance Matrix Forecasting · Andrea Bucci, Chao Zhang
Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis · Agus Sudjianto, Sandi Setiawan
Geometric insights into robust portfolio construction · Lara Dalmeyer, Tim Gebbie
Geometric Local Variance Gamma model · Andrey Itkin, Peter Carr
Geometric Observables for Financial Regime Detection · Will Hammond
Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing · Ludovic Mathys, Walter Farkas
Geometrically convex return risk measures on AM-algebras · Christian Laudagé
GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations · Chuan Wu, Dunhong Jin
Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction · Roberto Garrone
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations · Danial Dervovic, David Byrd
Getting Bad News Out Early: Does it Really Help Stock Prices? · Chris Downing, Steven A. Sharpe
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience · Benjamin Ranish, John Y. Campbell
GFC-Robust Risk Management Strategies under the Basel Accord · Jiménez-Martín, J.A., McAleer, M.J.
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies · Jiménez-Martín, J.A., McAleer, M.J.
Gibbs sampler with jump diffusion model: application in European call option and annuity · An-Chow Lai, Kein Joe Lau
Giffen goods and market making · Giovanni Cespa
GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market · David Hirshleifer, Ming Gu
Global and local stationary modelling in finance: theory and empirical evidence · Dominique Guegan
Global Balance and Systemic Risk in Financial Correlation Networks · Fernando Diaz-Diaz, Paolo Bartesaghi
Global banking: risk taking and competition · Ester Faia, Gianmarco I. P. Ottaviano
Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort · Blind, K., Cuntz, A.N.
Global effects of US uncertainty: real and financial shocks on real and financial markets · Jorge Hirs-Garzon, Jorge M. Uribe
Global factor premiums · Guido Baltussen, Laurens A. P. Swinkels
Global financial cycle, household credit, and macroprudential policies · Camelia Minoiu, Irina Mihai
Global financial cycles since 1880 · Potjagailo, Galina, Wolters, Maik H.
Global Index on Financial Losses due to Crime in the United States · Abootaleb Shirvani, Svetlozar Rachev
Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors · Alexander Ljungqvist, Tim Jenkinson
Global liquidity and impairment of local monetary policy · Eda Gülşen, José-Luis Peydró
Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching · Atithi Acharya, Brandon Augustino
Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels · Oleg Roshka
Global Return Variation · John M. Liew
Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days · Chao Wang, Junbin Gao
Global Structure and Local Specifications in Sublinear Valuation · David Criens, Hyungbin Park
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes · David C. Blitz, Pim van. Auteur du texte Vliet
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach · Canlin Li, Francis X. Diebold
Globalization and financial liberalization : indebtedness and crises in the Asian emerging countries. The case of Thailand, South Korea, Indonesia and Malaysia · Nada Saliba
GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study · Bent E. Sorensen, Torben G. Andersen
Goal-based portfolio selection with fixed transaction costs · Bingyan Han, Erhan Bayraktar
Goal-based portfolio selection with mental accounting · Bingyan Han, Erhan Bayraktar
Going for broke: New Century Financial Corporation, 2004-2006 · Landier, Augustin, Sraer, David
Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications · Jean-Bernard Chatelain
Goodness-of-Fit tests with dependent observations · Remy Chicheportiche, Jean-Philippe Bouchaud
Governance and Performance of Microfinance Institutions in Central And Eastern Europe and the Newly Independent States · Valentina Hartarska
Governance Mechanisms and Bond Prices · Chenyang Wei, Martijn Cremers
Governance Mechanisms and Equity Prices · K.J. Martijn Cremers, Vinay B. Nair
Governance, Risk, and Regulation: A Framework for Improving Efficiency in Kenyan Pension Funds · Sylvester Willys Namagwa
Government borrowing cost and budget deficits: is investment spending different? · Jemima Peppel-Srebrny
GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models · Udit Gupta
Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning · Amir Mirzaeinia, Haseebullah Jumakhan
Gradient-based Stochastic Optimization of Utility-based Shortfall Risk · Prashanth L. A., Sanjay P. Bhat
Granger-causality in quantiles between financial markets: Using copula approach · Tae‐Hwy Lee, Weiping Yang
Granular Banking Flows and Exchange-Rate Dynamics · Bippus, B., Lloyd, S.
Graph Auto-Encoders for Financial Clustering · Edward Turner
Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage · Diego Klabjan, Yoonsik Hong
Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects · Chao Zhang, Mihai Cucuringu
Graph Signal Processing for Global Stock Market Realized Volatility Forecasting · Chao Wang, Junbin Gao
Graph-based era segmentation of international financial integration · Antoine Parent, Cécile Bastidon
Graph-Based Methods for Forecasting Realized Covariances · Chao Zhang, Mihai Cucuringu
Graph-Based Modeling of Financial Volatility Dynamics · Alice Zhang, Chuanzhen Wang
GraphCNNpred: A stock market indices prediction using a Graph based deep learning system · Yuhui Jin
Gravity in International Finance: Evidence From Fees on Equity Transactions · Milsom, L., Pažitka, V.
Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents · Foozhan Ataiefard, Hadi Hemmati
Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return · Matteo Smerlak
Green in the shadow: The information view on green banking regulation · Martino, Edoardo, Parchimowicz, Katarzyna
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets · Rishabh Raj, Shashwat Mishra
Grounded Event Extraction from SEC 8-K Filings with a Fine-Grained Taxonomy · Jarrett Blankenship, Joe Dursun
Group Lending versus Individual Lending in Microfinance · Lehner, Maria
Group Quantization and Mellin Representations of the Heston Model · Santiago Garcia
Group Survival Probability under Contagion in Microlending · Alejandra Quintos, Héctor Jasso-Fuentes
Group versus Individual Lending in Microfinance · Lehner, Maria
Growing the Efficient Frontier on Panel Trees · Guanhao Feng, Jingyu He
Growth of international finance and emerging economies: Elements for alternative approach · Alves, C., Toporowski, J.
Growth rate of liquidity provider's wealth in G3Ms · Cheuk Yin Lee, Shen-Ning Tung
GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network · Haoran Chen, Kequan Wang
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making · Jian Guo, Saizhuo Wang
Habit Formation and the Equity-Premium Puzzle: a Skeptical View · Oren Sussman, Stefano G. Athanasoulis
Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization · Cody Hyndman, Criscent Birungi
Habit Formation, Surplus Consumption and Return Predictability: International Evidence · Stig V. Møller, Stuart Hyde
Handling missing data in Burundian sovereign bond market · David Niyukuri, Irène Irakoze
Handling model risk with XVAs · Cyril Bénézet, Stéphane Crépey
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning · Francesco Audrino, Jonathan Chassot
Hardening Soft Information: Evidence on Analyst Integration Costs · Amy Zang, Kerry Xiao
HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization · Benjamin Coriat, Eric Benhamou
HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting · Nabeel Ahmad Saidd
Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach · Andi Chen, Haowei Ni
Harvesting the Variance Risk Premium in Nuclear and Energy Equities: A Short-Put Portfolio Derisking Strategy · Jilang Miao, Nonna Sorokina
Harvesting the Volatility Risk Premium: A Learning-to-Rank Approach · Maciej Wysocki
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? · Jiménez-Martín, J.A., McAleer, M.J.
Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests · Kutan, Ali M., Zhou, Su
Have the US macro-financial linkages changed? The balance sheet dimension · Gerba, Eddie
Hawkes-based cryptocurrency forecasting via Limit Order Book data · Daniele Marazzina, Filippo Barchi
Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation · Alexander Barzykin
Hazardous times for monetary policy: what do twenty-three million bank loans say about the effects on credit risk-taking? · Gabriel Jiménez, Jesús Saurina
Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns · Sichao He, Yansong Zhang
Health shock, medical insurance and financial asset allocation: evidence from CHFS in China · Hao, Yu, Liu, Yaxuan
Health Status and Portfolio Choice · Harvey S. Rosen, Stephen Wu
Healthy... Distress... Default · Zura Kakushadze
Heat modulated affine stochastic volatility models for forward curve dynamics · Sven Karbach
Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration · Dimitri Sotnikov, Eduardo Abi Jaber
Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses? · Juha Joenväärä, Mikko Kauppila
Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer · Raphael Douady, Siqiao Zhao
Hedge Funds and the Asian Currency Crisis of 1997 · James M. Park, Stephen J. Brown
Hedge Funds With Style · Stephen Brown, William Goetzmann
Hedge Funds: Risk and Return · Atanu Saha, Burton G. Malkiel
Hedge your Monte Carlo · CFM
HedgeAgents: A Balanced-aware Multi-agent Financial Trading System · Jin Xu, Xiangmin Xu
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities · Dragan Sestovic, Jean-Philippe Bouchaud
Hedger of last resort: Evidence from Brazilian FX interventions, local credit, and global financial cycles · Andrea Polo, Dmitry Khametshin
Hedging against Risk in a Heterogeneous Leveraged Market · Galanis, Giorgos, Karlis, Alexandros
Hedging Along the Global Value Chain: Trade War and Firm Value · Huiyi Liao, Lei Li
Hedging American Put Options with Deep Reinforcement Learning · Finn Wredenhagen, Julio DeJesus
Hedging and Pricing Structured Products Featuring Multiple Underlying Assets · Anil Sharma, Freeman Chen
Hedging Brevity Risk with Mortality-based Securities · MacMinn, Richard, Richter, Andreas
Hedging carbon risk with a network approach · Davide Stocco, Maria Chiara Pocelli
Hedging crop yields against weather uncertainties -- a weather derivative perspective · Dennis Ikpe, Philip Ngare
Hedging Cryptocurrency Options · Jovanka Lili Matic, Natalie Packham
Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis · Kathleen Maceyka, Matt Brigida
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework · Huisman, R., Mahieu, R.J.
Hedging Housing Risk in London · François Ortalo-Magné, Matteo Iacoviello
Hedging in Jump Diffusion Model with Transaction Costs · Foad Shokrollahi, Hamidreza Maleki Almani
Hedging large risks reduces the transaction costs · Farhat Selmi, Jean-Philippe Bouchaud
Hedging market risk and uncertainty via a robust portfolio approach · Adele Ravagnani, Andrea Flori
Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility · Riccardo Alberti, Sven Karbach
Hedging of Financial Derivative Contracts via Monte Carlo Tree Search · Oleg Szehr
Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs · Erina Nanyonga, Matt Davison
Hedging pressure effects in futures markets · Nijman, T.E., Veld, C.H.
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices · Jakub Michańków, Paweł Sakowski
Hedging strategies in energy markets: the case of electricity retailers · Boroumand, Raphaël Homayoun, Goutte, Stéphane
Hedging strategies of China Eastern Airlines in 2022: navigating the dual shocks of COVID-19 and the Russia-Ukraine war · Li, Linzhou
Hedging the Singularity · Andrew Y. Chen
Hedging variance options on continuous semimartingales · Peter Carr, Roger Lee
Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis · Jagdish Gnawali, Svetlozar T. Rachev
Hedging with linear regressions and neural networks · Ruf, Johannes, Wang, Weiguan
Hedging with memory: shallow and deep learning with signatures · Eduardo Abi Jaber, Louis-Amand Gérard
Hedging with physical or cash settlement under transient multiplicative price impact · Dirk Becherer, Todor Bilarev
Hedging with Sparse Reward Reinforcement Learning · Dewei Zuo, Gangnan Yuan
Hellinger distance to normal distribution as market invariant · Mesrop T. Mesropyan, Vardan G. Bardakhchyan
Henstock--Kurzweil Path Integral in Financial Mathematics: A Machine-Verified Pricing of European and Barrier Options · Alexander S. Ushakov, Yury N. Berdinsky
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment · Drehmann, Mathias, Oechssler, Jörg
Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis · Park, A., Sgroi, D.
Herding and Contrarian Behaviour in Financial Markets · Park, A., Sabourian, H.
Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing · Park, Andreas, Sgroi, Daniel
Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism · Jan Novotny
Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity · Jan Novotny
Herding and Liquidity in Order-Book Markets. III. Leverage and the Onset of Endogenous Liquidity Crises under Weak Anchoring · Jan Novotny
Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences · Baddeley, M., Burke, C.
Herding through learning in an asset pricing model · Michele Berardi
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs · An Pham Ngoc Nguyen, Marija Bezbradica
Herding, Contrarianism and Delay in Financial Market Trading · Park, A., Sgroi, D.
Herding, Information Cascades and Volatility Spillovers in Futures Markets · McAleer, M.J., Radalj, K.
Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion · Jiahao Weng
Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes · Guang Zhang, Li Chen
Heston vol-of-vol and the VVIX · Jherek Healy
Heterogeneity of household stock portfolios in a national market · Federico Musciotto, Jyrki Piilo
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors · Massimo Massa, William Goetzmann
Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006, pp.1109-1186 · Hommes, C.H.
Heterogeneous Beliefs and Asset Pricing in Discrete Time · Clotilde Napp, Elyès Jouini
Heterogeneous Beliefs Model of Stock Market Predictability · Jiho Park
Heterogeneous criticality in high frequency finance: a phase transition in flash crashes · Aste, Tomaso, Turiel, Jeremy D.
Heterogeneous Expectations and Bond Markets · Hongjun Yan, Review Financial
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach · Aurelio Bariviera, George Kapetanios
Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks · Jason Lee, Jung-Wook Kim
Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework · Anders G Frøseth
Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics · Haochuan Wang
Heterogenous Macro-Finance Model: A Mean-field Game Approach · Hoang Vu, Tomoyuki Ichiba
Hidden Dependence and Aggregate Tail Risk · Corrado De Vecchi, Max Nendel
Hidden Limit Orders and Liquidity in Order Driven Markets · Moinas, Sophie
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions · Beatrice Foroni, Lea Petrella
Hidden neighbours: extracting industry momentum from stock networks · Dragos Gorduza, Jaeyoun Ahn
Hidden Order in Trades Predicts the Size of Price Moves · Mainak Singha
Hidden Risks and Optionalities in American Options · Bacel Maddah, Nassim N. Taleb
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting · Jarosław A. Chudziak, Kamil Ł. Szydłowski
Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model · Chiheb Ben Hammouda, Christian Bayer
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market · Chujun He, Kewei Ma
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization · Chenxin Zou, Pangjing Wu
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions · Florian Ziel, Paul Ghelasi
Hierarchical Graph Learning for Calendar Spread Strategies in Commodity Futures Markets · Diego Klabjan, Yoonsik Hong
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach · Gamal Mograby
Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting · Haohan Zhang, Hengyi Yang
Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution · Roy E. Welsch, Zijie Zhao
Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe) · Cameron Cornell, Lewis Mitchell
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market · Alex Aguilar-Larrotta, David Ortiz-Mora
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing · Belloni, Alexandre, Chen, Mingli
High Dimensional Yield Curves: Models and Forecasting · Clive Bowsher, Roland Meeks
High Frequency Trading and Mini Flash Crashes · Anton Golub, John Keane
High Frequency Trading Strategies · Amy Kwan, Michael A. Goldstein
High order approximations and simulation schemes for the log-Heston process · Aurélien Alfonsi, Edoardo Lombardo
High order universal portfolios · Gabriel Turinici
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines · Christian D. Blakely
High-dimensional covariance matrix estimators on simulated portfolios with complex structures · Andrés García-Medina
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model · Liao Zhu, Martin T. Wells
High-Dimensional Granger Causality Tests with an Application to VIX and News · Andrii Babii, Eric Ghysels
High-Dimensional Learning in Finance · Hasan Fallahgoul
High-Dimensional Mean-Variance Spanning Tests · David Ardia, Rosnel Sessinou
High-dimensional multivariate realized volatility estimation · Nour Meddahi, Serge Luther Nyawa Womo
High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions · Ruey S. Tsay, Sihan Tu
High-Frequency Analysis of a Trading Game with Transient Price Impact · Alessandro Prosperi, Marcel Nutz
High-Frequency Exponential-Utility Maximization under Fractional Brownian Motion · Yan Dolinsky
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach · Ce Guo, Kang Gao
High-frequency intraday trading for battery storages · David Schaurecker, David Wozabal
High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads · Guanlin Li, Xiyan Chen
High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process · Ioane Muni Toke, Timothée Fabre
High-Frequency Options Trading | With Portfolio Optimization · Sid Bhatia
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis · Anish Rai, Chittaranjan Hens
High-Frequency Trading and Price Informativeness · Christian Westheide, Jasmin Gider
High-frequency trading in the stock market and the costs of option market making · Nimalendran, Mahendrarajah, Rzayev, Khaladdin
High-frequency trading in the stock market and the costs of options market making · Nimalendran, Mahendrarajah, Rzayev, Khaladdin
High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification · Michelle Malen, Sam Friedman
High-order compact finite difference scheme for option pricing in stochastic volatility models · Bertram Düring, Michel Fournié
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids · Bertram Düring, Christof Heuer
High-Order Expansions of the Optimizer Map via Bell Polynomials · Oleksii Mostovyi, Thaleia Zariphopoulou
High-Speed Internet, Financial Technology and Banking in Africa · Angelo D'Andrea, Nicola Limodio
High-Throughput Asset Pricing · Andrew Y. Chen, Chukwuma Dim
High-Water Marks and Hedge Fund Management Contracts · Jonathan Ingersoll, Stephen Ross
Higher moments under dependence uncertainty with applications in insurance · Carole Bernard, Jinghui Chen
Higher order measures of risk and stochastic dominance · Alois Pichler
Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data · Guillaume Rabusseau, Reihaneh Rabbany
Higher order variation and stochastic volatility models · Neil Shephard, Ole E. Barndorff-Nielsen
Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression · Aleh Tsyvinski, Denis Chetverikov
Higher-order ATM asymptotics for the CGMY model via the characteristic function · Allen Hoffmeyer, Christian Houdré
Higher-order uncertainty in financial markets: evidence from a consensus pricing service · Ergun, Lerby, Uthemann, Andreas
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE · Anyi Rao, Bo Dai
HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information · Jian Yin, Jiang Bian
Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels · Chen Kay, Zhang Chen
Historical Reflections on Interest Rates and the Emergence of the Yield Curve · Olivier Guéant
History and the Equity Risk Premium · Roger Ibbotson, William Goetzmann
History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis · Bo An, Haochong Xia
History Rhymes: Macro-Contextual Retrieval for Robust Financial Forecasting · Armin Berger, David Berghaus
History-Augmented Collaborative Filtering for Financial Recommendations · Baptiste Barreau, Laurent Carlier
HiveMind: Contribution-Guided Online Prompt Optimization of LLM Multi-Agent Systems · Bin Cao, Shengli Zhang
HLOB -- Information Persistence and Structure in Limit Order Books · Antonio Briola, Silvia Bartolucci
HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect · Alison Watts, Weikang Zhang
Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation · Iryna Stewen, Mathias Hoffmann
Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise · Christina Dan Wang, Zhao Chen
Home Equity Insurance: A Pilot Project · Andrew Caplin, Barry Nalebuff
Homeownership as a Life Cycle Goldmine: Evidence from Macrohistory · Jialu Shen, Shize Li
Honey, I shrunk the sample covariance matrix · Michael Wolf, Olivier Ledoit
Hopfield Networks for Asset Allocation · Bruno Lepri, Carlo Nicolini
Hot money inflows and bank risk-taking: Germany from the 1920s to the Great Depression · Collet, Stephanie, Postel-Vinay, Natacha
Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading on Solana DEXs: Evidence, Theory, and Design Lessons from a 15-Day Deployment · Arati Uday Kamat
House prices and financial liberalisation in Australia · David M. Williams
Household finance and the welfare state: a case study of the United States, 1980-2010 · Gerba, Eddie, Schelkle, Waltraud
Household Leverage Cycle Around the Great Recession · Bo Li
Household Portfolios and Financial Preparedness for Retirement · Cormac O'Dea, Rowena Crawford
Housing market volatility in the OECD area: Evidence from VAR based return decompositions · Thomas Q. Pedersen, Tom Engsted
Housing Wealth or Collateral: How Home Value Shocks Drive Home Equity Extraction and Spending · Henrik Yde Andersen, Soeren Leth-Petersen
Housing Wealth, Credit Conditions and Consumption · Janine Aron, John Muellbauer
How accurate is the asymptotic approximation to the distribution of realised volatility? · Neil Shephard, Ole E. Barndorff-Nielsen
How can the dual martingale help solving the primal optimal stopping problem? · Ahmed Kebaier, Aurélien Alfonsi
How Covid mobility restrictions modified the population of investors in Italian stock markets · Adele Ravagnani, Antonio Russo
How deep was the September 2001 stock market crisis? putting recent events on the American and French markets into perspective with an index of market shocks · Maillet, Bertrand, Michel, Thierry
How Development and Liberalisation of the Financial Sector is Related to Income Inequality: Some New Evidence · Jakob de Haan, Jan-Egbert Sturm
How Did Japanese Investments Influence International Art Prices? · Akitoshi Ito, Darius Spieth
How Did We Get Here? A Brief History of Expected Returns Formation · Antti Ilmanen, Thomas Maloney
How Digital Asset Treasury Companies Can Survive Bear Markets: The Case of the Strategy and Bitcoin · Hongzhe Wen
How do central bank collateral frameworks affect non-financial firms? · Florian Wicknig, Matthias Kaldorf
How do Conflicting Theories about Financial Markets Coexist? · Frank Fabozzi, Sergio Focardi
How Do Factor Premia Vary Over Time? A Century of Evidence · Ashwin Thapar, Rachel Lee
How Do Investors Form Long-Run Return Expectations? · Antti Ilmanen
How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics? · Julapa Jagtiani, Keith Hazen
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market · Benjamin Ranish, John Campbell
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method · Wei-Xing Zhou, Yan-Hong Yang
How Does Financial Liberalization affect Economic Growth? · Bonfiglioli, Alessandra
How does latent liquidity get revealed in the limit order book? · Antoine Fosset, Jean-Philippe Bouchaud
How Does Liquidity Affect Government Bond Yields? · Carlo Favero, Ernst-Ludwig von Thadden
How does liquidity shape the yield curve? · Iacopo Mastromatteo, Michael Benzaquen
How Does Long-Term Finance Affect Economic Volatility? · Demirgüç-Kunt, A., Horváth, Bálint
How does relationship banking influence credit financing? Evidence from the financial crisis · Christa Hainz, Manuel Wiegand
How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets? · Barrow, Daisy
How does the market react to your order flow? · Bence Toth, Fabrizio Lillo
How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area · Moerman, G.A.
How Duration Between Trades of Underlying Securities Affects Option Prices · Thilo Meyer‐Brandis, Álvaro Cartea
How easy is it for investment managers to deploy their talent in green and brown stocks? · David Ardia, Keven Bluteau
How ETFs Amplify the Global Financial Cycle in Emerging Markets · Eduardo Levy Yeyati
How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression · Binnan Wang, Blanka Horvath
How FinTech affects financial sustainability: Evidence from Chinese commercial banks using a three-stage network DEA-Malmquist model · Dongwei He, Fan Yang
How Heterogeneous Beliefs Trigger Financial Crises · Florian Schuster, Jonas Zdrzalek
How Important are Financial Frictions in the U.S. and Euro Area? · Queijo, Virginia
How Index Trading Increases Market Vulnerability · James Xiong, Rodney N. Sullivan
How Likely is Contagion in Financial Networks? · H Peyton Young, Paul Glasserman
How low-cost AI universal approximators reshape market efficiency · Flaviano Morone, Paolo Barucca
How Market Ecology Explains Market Malfunction · Anisoara Calinescu, J. Doyne Farmer
How markets slowly digest changes in supply and demand · Fabrizio Lillo, J. Doyne Farmer
How Much and How Fast Do Investors Respond to Equity Premium Changes? Evidence from Wealth Taxation · Andreas Fagereng, Luigi Guiso
How much does tax erode fund excess returns? · David R. Gallagher, Geoffrey J. Warren
How much is your Strangle worth? On the relative value of the $δ-$Symmetric Strangle under the Black-Scholes model · Ben Boukai
How Much Must a Private Mempool Hide? Exact Leakage Thresholds for Sandwich Attacks · Jiazhuo Li, Ruoran Lai
How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment · Sanggyu Sean Choi
How Much Should DC Savers Worry About Expected Returns? (Supplement) · Liza Truax, Matthew Rauseo
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models · Martin M. Andreasen
How Portfolios Can Impact the Real Economy · Lukasz Pomorski
How Safe are Central Counterparties in Credit Default Swap Markets? · H Peyton Young, Mark Paddrik
How Safe are Central Counterparties in Derivatives Markets? · H Peyton Young, Mark Paddrik
How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models · Camilla Damian, Kevin Kurt
How Should You Discount Your Backtest PnL? · Adam Rej, Jean-Philippe Bouchaud
How socially sustainable multinational banks promote financial inclusion in developing countries · Forcadell, Francisco Javier, López, Belén
How sustainable banking fosters the SDG 10 in weak institutional environments · Aracil, Elisa, Forcadell, Francisco Javier
How the full opening of the capital account to highly liquid financial markets led Latin America to two and a half cycles of ‘mania, panic and crash’ · Palma, J. G.
How the interpolation of life tables affects the decomposition of life insurance surplus · Friedrich Hubalek, Gero Junike
How to Adapt to Changing Markets: Experience and Personality in a Repeated Investment Game · Hopfensitz, Astrid, Wranik, Tanja
How to choose my stochastic volatility parameters? A review · Fabien Le Floc'h
How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflows · Palma, J.G.
How to deal with the US financial crisis at no cost to the taxpayer · Hillinger, Claude
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation? · David Byrd, Joshua Lockhart
How to grow an invoicing currency: micro evidence from Argentina · Dennis Novy, Felipe Benguria
How to Identify and Forecast Bull and Bear Markets? · Kole, H.J.W.G., van Dijk, D.J.C.
How to lose money in derivatives: examples from hedge funds and bank trading departments · Lleo, Sebastien, Ziemba, Bill
How to regulate a financial market? The impact of the 1893-1898 regulatory reforms on the Paris Bourse · Amir Rezaee, Angelo Riva
How to spot outliers: an Ensemble Anomaly Detection Framework · Daniil Peysakhovich, Rafał Sieradzki
How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck Process · Dinmukhammed Zhanbyrshy, Hardy Smith
How Would Hedge Fund Regulation Affect Investor Behavior? Implications for Systemic Risk · Minamihashi, Naoaki, Wakamori, Naoki
HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction · Muhammad Shafique, Nouhaila Innan
Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery · Chengxi Lv, Runze Shi
Hull and White and Alòs type formulas for barrier options in stochastic volatility models with nonzero correlation · Frido Rolloos
Human capital and international portfolio choice · Julliard, Christian
Human capital and international portfolio diversification: a reappraisal · Bretscher, Lorenzo, Julliard, Christian
Human-Robot Interactions in Investment Decisions · Bianchi, Milo, Brière, Marie
Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal · Doris Xu, Eesha Khalid
Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management · Heyu, Jin
Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization · Jun Kevin, Pujianto Yugopuspito
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models · Dominik Stempień, Robert Ślepaczuk
Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction · Kasun Dewage, Shankhadeep Mondal
Hybrid News Sentiment Engine: Real-Time Market Analysis via Adaptive Ensemble Learning on News-Price Pairs · Andreas Aigner
Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions · Hongrui Zhang, Lei Zhou
Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction · Abraham Itzhak Weinberg
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading · Abdul Rahman, Neelesh Upadhye
Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search · Greg Serbarinov
HyPV-LEAD: Proactive Early-Warning of Cryptocurrency Anomalies through Data-Driven Structural-Temporal Modeling · Gyuyeon Na, HyeonJeong Cha
Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts · Shintaro Mori
Identification of financial factors in economic fluctuations · Francesco Furlanetto, Francesco Ravazzolo
Identification of global and local shocks in international financial markets via general dynamic factor models · Barigozzi, Matteo, Hallin, Marc
Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model · Helyette Geman, Xingran Shao
Identifying dynamical network markers of financial market instability · Hiroyuki Hasada, Kazuyuki Aihara
Identifying Extreme Events in the Stock Market: A Topological Data Analysis · Anish Rai, Buddha Nath Sharma
Identifying new classes of financial price jumps with wavelets · Cécilia Aubrun, Jean‐Philippe Bouchaud
Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure · Ionut Florescu, Zachary Feinstein
Identifying the Volatility Risk Price Through the Leverage Effect · Eric Renault, Paul Sangrey
Idiosyncratic volatility and nominal stock prices: evidence from approximate factor structures · Alain Schatt, Patrick Roger
Idiosyncratic volatility, growth options, and the cross-section of returns · Barinov, Alexander, Chabakauri, Georgy
If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural Equivalence · Adam Khayam, Hamid Kolli
If Not Now, Then When? Model Risk in the Optimal Exercise of American Options · Erik Schlögl, Luna Rigby
If you’re so smart: John Maynard Keynes and currency speculation in the interwar years · Accominotti, Olivier, Chambers, David
Illiquidity and All Its Friends · Tirole, Jean
Illiquidity at Risk · Demetrio Lacava, Paolo Santucci de Magistris
Illiquidity, insolvency, and banking regulation · Cao, Jin
Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO · Jiacheng Weng, Jin Fang
IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making · Bo An, Hui Niu
Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments · Daniel Soliman
Impact Is Not Just Volatility · Frédéric Bucci, Iacopo Mastromatteo
Impact of analyst recommendations on stock returns: Evidence from the German stock market · Souček, Michael, Wasserek, Thomas
Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash · Isao Yagi, Ryuki Hayase
Impact of Climate transition on Credit portfolio's loss with stochastic collateral · Lionel Sopgoui
Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison · Kamilla Sabitova
Impact of information cost and switching of trading strategies in an artificial stock market · Chao Xu, Hai-Chuan Xu
Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study · Nopadol Rompho, Poompak Kusawat
Impact of Japanese Mergers on Shareholder Wealth: An Analysis of Bidder and Target Companies · Mehrotra, V., Spronk, J.
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes · Neil Shephard, Ole E. Barndorff-Nielsen
Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction · Ahmed Khanfir, Mike Papadakis
Impact of proportional transaction costs on systematically generated portfolios · Ruf, Johannes, Xie, Kangjianan
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets · Tetsuya Takaishi
Impact of Volatility on Time-Based Transaction Ordering Policies · Jinsuk Park, Sunghun Ko
Impact of WACC on Firm Profitability: Evidence from Food and Allied Industry of Bangladesh · Farhana Rahman
Impacts of Economic Policies on Wealth Distribution in Token Economies · Geoff Goodell, Philip Treleaven
Impacts of Energy Market Prices Variation in Aggregator’s Portfolio · Eduardo Eusébio, Jorge M. Sousa
Impacts of Personality on Herding in Financial Decision-Making · Baddeley, M., Burke, C.
Impediments to the development and efficiency of financial intermediation in Brazil · Beck, T.H.L.
Imperfect Banking Competition and the Propagation of Uncertainty Shocks · Tommaso Gasparini
Imperfect Commitment in Maximal Extractable Value Auctions · Aleksei Adadurov, Andrei Sebyakin
Imperfect common knowledge in first generation models of currency crises · Minguez-Afonso, Gara
Imperfect Competition in Derivatives Markets · Christina Brinkmann
Imperfect Competition in Financial Markets: ISLAND versus NASDAQ · Biais, Bruno, Bisière, Christophe
Imperfect Financial Markets and Investment Inefficiencies · Aleh Tsyvinski, Christian Hellwig
Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange · Michael D. Goldberg, Roman Frydman
Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence · Katarina Juselius
Impermanent loss and loss-vs-rebalancing I: some statistical properties · Abe Alexander, Lars Fritz
Impermanent loss and Loss-vs-Rebalancing II · Abe Alexander, Guillaume Lambert
Implementability in Insurance Markets with Adverse Selection · Maria Andraos, Mario Ghossoub
Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring · Hanghang Zheng, Kunpeng Tao
Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error · Dong Yin, Takeshi Miki
Implementing Credit Risk Analysis with Quantum Singular Value Transformation · Bartolomeo Montrucchio, Davide Corbelletto
Implementing portfolio risk management and hedging in practice · Paul Alexander Bilokon
Implications of High-Frequency Trading for Security Markets · Linton, O., Mahmoodzadeh, S.
Implications of return predictability for consumption dynamics and asset pricing · Favero, Carlo A., Ortu, Fulvio
Implicit Government Guarantee Measurement Based on PMC Index Model · Lin Chen, Qi Wang
Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal · Alexey Meteykin
Implied dividend volatility and expected growth · Gormsen, Niels J., Koijen, Ralph S.J.
Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets · Mindy L. Mallory
Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees · Abootaleb Shirvani, Jagdish Gnawali
Implied Volatility Expansions for VIX Options in Forward Variance Models · Ankush Agarwal, Florian Bourgey
Implied Volatility Structure in Turbulent and Long-Memory Markets · Josselin Garnier, Knut Sølna
Implying Volatility: How Fast Can We Go? · Fabien Le Floc'h, Jherek Healy
Importance Sampling Enhanced with the COS Method for the Portfolio Risk Allocation · Fang Fang, Qinling Wang
Importance sampling for option pricing with feedforward neural networks · Aleksandar Arandjelović, Pavel V. Shevchenko
Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe · Dan Philps, Oleksandr Galkin
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection · Michael Wolf, Olivier Ledoit
Improved Financial Forecasting via Quantum Machine Learning · Iordanis Kerenidis, Natansh Mathur
Improved Forecasting of Mutual Fund Alphas and Betas · Harry Mamaysky, Hong Zhang
Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps · Asger Klinkby, Kristoffer Arnsfelt Hansen
Improved model-free bounds for multi-asset options using option-implied information and deep learning · Antonis Papapantoleon, Evangelia Dragazi
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information · Ariel Neufeld, Eva Lütkebohmert
Improved Tests for Forecast Comparisons in the Presence of Instabilities · Luis Filipe Martins, Pierre Perron
Improving Access to Banking: Evidence from Kenya · Elena Carletti, Franklin Allen
Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling · Daniel Gold, John Cartlidge
Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker · Preston Rozwood, Songwei Chen
Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques · Jieun Yu, Minjung Park
Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning · Alessio Brini, Haonan Xu
Improving Estimation of Portfolio Risk Using New Statistical Factors · John Guerard, Rong Chen
Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization · Cecilia Ying, Stephen Thomas
Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction · Asma Komal, Chen Qiu-shi
Improving Portfolio Optimization Results with Bandit Networks · Gustavo de Freitas Fonseca, Lucas Coelho e Silva
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes · Denise Gorse, Piotr Pomorski
Improving portfolios global performance using a cleaned and robust covariance matrix estimate · Christophe Chorro, Emmanuelle Jay
Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio · Emmanuelle Jay, Eugénie Terreaux
Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data · Robert Ślepaczuk, Zuzanna Kostecka
Improving reinforcement learning algorithms: towards optimal learning rate policies · Charles-Albert Lehalle, Othmane Mounjid
Improving S&P 500 Volatility Forecasting through Regime-Switching Methods · Anurag R. Jakkula, Ava C. Blake
Improving Swaption Calibration in Factor HJM Stochastic Volatility Models: A First-Order Correction to Frozen Swap-Rate Loadings · Bram Brongers
Improving the Estimates of the Risk Premia - Application in the UK Financial Market · M. Pitsillis, S. Satchell
In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region · Tomer Shachmurove, Yochanan Shachmurove
In-kind finance · Burkart, Mike, Ellingsen, Tore
In-kind finance: a theory of trade credit · Burkart, Mike, Ellingsen, Tore
In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models · Antoine Jacquier, Johannes Muhle-Karbe
In-sample overfitting: avoiding the pitfalls in data mining · CFM
Incentive compatible relationship between ERMII and Close-Cooperation in the Banking Union: The case of Bulgaria and Croatia · Dalvinder Singh, Maria J Nieto
Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion · Anh Ngoc Lai, Constantin Mellios
Incentive Pareto Efficiency in Monopoly Insurance Markets with Adverse Selection · Maria Andraos, Mario Ghossoub
Incentive-Compatibility, Limited Liability and Costly Liquidation in Financial Contracting · Ernst-Ludwig von Thadden, Xiaojian Zhao
Incidence des crises financières : une analyse empirique à partir des pays émergents · Kalidou Diallo, Mohamed Ben Abdallah
Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns · Anthony A. Smith, Jr., Per Krusell
Income Disaster, Role of Income Support, and Optimal Retirement · Seyoung Park, Tae Ung Gang
Incomplete Derivative Markets and Portfolio Insurance · Charalambos Aliprantis, Donald J. Brown
Incomplete Financial Markets and Jumps in Asset Prices · Hervé Crès, Mich Tvede
Incorporating data drift to perform survival analysis on credit risk · Jianwei Peng, Stefan Lessmann
Incorporating Estimation Risk in Portfolio Choice · Ter Horst, J.R., Werker, B.J.M.
Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction · Bowei Chen, Yongxin Yang
Incorporating signals into optimal trading · Charles‐Albert Lehalle, Eyal Neuman
Incorporating Uncertainty About Alternative Assets in Strategic Pension Fund Asset Allocation · Laurens A. P. Swinkels, Wilma de Groot
Increases in Risk Aversion and Portfolio Choice in a Complete Market · Philip H. Dybvig
Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations · Davit Gondauri
Incremental SVD for Large-Scale Dynamic Matrices: Accuracy, Subspace Stability, Refresh Strategies, and Financial Factor-Based Risk Models · Stilyan Staykov
Index insurance under demand and solvency constraints · Daniel Nkameni, Olivier Lopez
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates · Jiang, G.J., van der Sluis, P.J.
Index Tracking via Learning to Predict Market Sensitivities · Jeonghun Kim, Yanghoon Kim
Indexes, currencies, and the political economy of sovereign bond market access · Cormier, Ben, Naqvi, Natalya
Indian Derivatives Market Evolution and Challenge · N. Suresh, Shruthi B. C.
Indian Stock Market Prediction using Augmented Financial Intelligence ML · Anishka Chauhan, Naman Mehrotra
Indifference pricing of pure endowments in a regime-switching market model · Alessandra Cretarola, Benedetta Salterini
Individual and collective stock dynamics: intra-day seasonalities · Jean-Philippe Bouchaud, Romain Allez
Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders? · Glaser, Markus, Schmitz, Philipp
Individual Investors and Volatility · David Sraer, David Thesmar
Individual Stock-Option Prices and Credit Spreads · David Weinbaum, Joost Driessen
Industrial structure and financial capital flows · Jin, Keyu
Inefficiencies of Carbon Trading Markets · Aleh Tsyvinski, Nicola Borri
Inefficiency of CFMs: hedging perspective and agent-based simulations · David Šiška, Marc Sabaté Vidales
Inefficient investment waves · Kondor, Peter, Zhiguo, He
Inefficient Liquidity Provision · John Geanakoplos, Kieran James Walsh
Inequality and Financial Fragility · Yuliyan Mitkov
Inequality, stock market participation, and the equity premium · Favilukis, Jack
Inequality, tax avoidance and financial instability · Landier, Augustin, Plantin, Guillaume
Inference about Realized Volatility using Infill Subsampling · Ilze Kalnina, Oliver Linton
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form · Charles S. Bos, Neil Shephard
Inference for stochastic volatility models using time change transformations · Dellaportas, Petros, Kalogeropoulos, Konstantinos
Inference from high-frequency data: A subsampling approach · Bezirgen Veliyev, Kim Christensen
Inferring financial stock returns correlation from complex network analysis · Ixandra Achitouv
Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing · Christopher Regan, Ying Xie
Inferring Option Movements Through Residual Transactions: A Quantitative Model · Carl von Havighorst, Vincil Bishop
Infinite dimensional portfolio representation as applied to model points selection in life insurance · Enrico Ferri
Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences · Emmet Lawless, Erhan Bayraktar
Infinite-mean models in risk management: Discussions and recent advances · Ruodu Wang, Yuyu Chen
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia · Kajuth, Florian, Watzka, Sebastian
Inflation in 2010 and Beyond — Part II · Christopher Palazzolo, Michael Katz
Inflation Models with Correlation and Skew · Bernhard Hientzsch, Orcan Ogetbil
Inflation Tracking Portfolios · Christopher Downing, Francis A. Longstaff
Inflation, political instability and stockmarket volatility in interwar Germany · Hans Joachim Voth
Inflationary Regimes and Asset Class Performance · CFM
Inflationary Regimes and Asset Class Performance – Part 2: Convexity of Trend Following · CFM
Influence of jump-at-default in IR and FX on Quanto CDS prices · A. Itkin, A. Veygman
Informal Finance: A Theory of Moneylenders · Andreas Madestam
Information aggregation and learning in a dynamic asset pricing model · Michele Berardi
Information Aggregation, Security Design, and Currency Swaps · Bhagwan Chowdhry, David Levine
Information and the Equity Premium · Gollier, Christian, Schlee, Edward
Information asymmetries, volatility, liquidity, and the Tobin Tax · Danilova, Albina, Julliard, Christian
Information Asymmetry Index: The View of Market Analysts · Heitor Almeida, Matheus R. C. Gonzalez
Information Content of Equity Analyst Reports · Asquith, Paul, Au, Andrea
Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market · HyeonJun Kim
Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems · Will Hicks
Information extraction and artwork pricing · Jaehyuk Choi, Jian Li
Information Flow in the FTX Bankruptcy: A Network Approach · Giorgio Rizzini, Luca Galati
Information geometry of Lévy processes and financial models · Jaehyung Choi
Information Geometry of Risks and Returns · Andrei N. Soklakov
Information in derivatives markets: forecasting prices with prices · Martin, Ian W. R.
Information in Mandatory and Voluntary Earnings Announcement Date Forecasts · Barth, Mary E., Clinch, Greg
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026 · Maksym Nechepurenko
Information Leakages in the Green Bond Market · Barry Sheehan, Darren Shannon
Information Mirages and Financial Contagion in Asset Market Experiment · Noussair, C.N., Xu, Yilong
Information network modeling for U.S. banking systemic risk · Aste, Tomaso, Cerchiello, Paola
Information Networks of Stock Prices · Hokky Situngkir, Muhammad Aldy Hassan
Information processing on equity prices and exchange rate for cross-listed stocks · Scherrer, Cristina Mabel
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market · Sungwoo Kang
Information Structures in Stablecoin Markets · Brian Zhu
Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect · Chen Qiu, Taisuke Otsu
Information theoretic causality detection between financial and sentiment data · Aste, Tomaso, Cerchiello, Paola
INFORMATION-BASED TRADING · George Bouzianis, Lane P. Hughston
Information-minimizing stationary financial market dynamics · Eckhard Platen
Information-Theoretic Approach to Financial Market Modelling · Eckhard Platen
Information, Liquidity and Asset Prices · Andrew Postlewaite, Benjamin Lester
Information, Liquidity, and Dynamic Limit Order Markets · Barbara Rindi, Duane J. Seppi
Information, Liquidity, Asset Prices and Monetary Policy, Second Version · Andrew Postlewaite, Benjamin Lester
Informational black holes in financial markets · Axelson, Ulf, Makarov, Igor
Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach · Gianmarco Mori, Havva Nilsu Oz
Informed trading in government bond markets · Czech, Robert, Huang, Shiyang
Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data · Filip Stefaniuk, Robert Ślepaczuk
Inhomogeneous Financial Networks and Contagious Links · Andreea Minca, Hamed Amini
Innovating Risk Modelling for Global Funds · Kairavi Sivasankar, Swaraj Gambhir
Innovative Extensions to Option Pricing: Asymmetric Brownian Motion and Random Walk Approaches · Abootaleb Shirvani, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage
Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach · Bayode Ogunleye, Olamilekan Shobayo
Insensitive investors · Charles, Constantin, Frydman, Cary
Inserting or Stretching Points in Finite Difference Discretizations · Jherek Healy
Insider Purchases Far Below the 52-Week High: Decomposing the Disclosure Reaction in Microcap Equities · Hangyi Zhao
Insider trading in discrete time Kyle games · Christoph Kühn, Christopher Lorenz
Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012 · Marcel Ausloos, Rebecaa Pham
Insider trading, investment and liquidity: a welfare analysis · Bhattacharya, Sudipto, Nicodano, Giovanna
Insights on Time-consistent Deep Hedging under Elicitable Dynamic Risk Measures · Frédéric Godin, Shuyi Zhang
Inspectable Neural Markov Models for Non-Stationary Time Series · Jan Rovirosa, Jesse Schmolze
Instabilities of explicit finite difference schemes with ghost points on the diffusion equation · Fabien Le Floc'h
Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks · Dirk Engelmann, Ev??en Kocenda
Instability of financial markets by optimizing investment strategies investigated by an agent-based model · Isao Yagi, Kosei Takashima
Instantaneous Arbitrage and the CAPM · Lars Tyge Nielsen
Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets · Di Wu
Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization · Ihlas Sovbetov
Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets · Junlin Yang
Institutional investors and corporate governance · Dasgupta, Amil, Fos, Vyacheslav
Institutional Investors and Proxy Voting: The Impact of the 2003 Mutual Fund Voting Disclosure Regulation · Martijn Cremers, Roberta Romano
Institutional investors and stock market efficiency: The case of the January anomaly · Bohl, Martin T., Gottschalk, Katrin
Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland · Korczak, Piotr, Tavakkol, Amir
Institutional investors, political connections and incidence of corporate fraud · Johan, S.A., Rui, O.M.
Institutional Investorsâ€™ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases · Ankur Pareek, Martijn Cremers
Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog · Barardehi, Yashar H., Bernhardt, Dan
Institutional Mandates for Macroeconomic and Financial Stability · Alessandro Flamini, Pierre-Richard Agénor
Institutional ownership and liquidity commonality: evidence from Australia · Reza Bradrania, Robert Elliott
Institutional Reform and Depositors' Portfolio Choice - Evidence from Bank Account Data · Marc-André Luik, Michael Berlemann
Institutional trade persistence and long-term equity returns · Dasgupta, Amil, Prat, Andrea
Institutionalizing risk curation in decentralized credit · Anastasiia Zbandut, Carolina Goldstein
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment · Christos S. Savva, Kyriakos C. Neanidis
Instruction Tuning Chronologically Consistent Language Models · Asaf Manela, Jimmy Wu
Insurance and portfolio decisions: Two sides of the same coin? · Jérôme Foncel, Nicolas Treich
Insurance company financial management by optimising premium level: the case of Poland · Adam Sliwinski
Insurance pricing on price comparison websites via reinforcement learning · Chris Pearce, Henrietta Ridley
Insurance Pricing Optimization via Off-Policy Evaluation · Dimitri Semenovich, Mario V. Wüthrich
Insurance products with guarantees in an affine setting · Raquel M. Gaspar, Thorsten Schmidt
Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities · Arsene Brice Zotsa Ngoufack, Hélène Guérin
Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities · Benjamin Guin, Farzad Saidi
INTAGS: Interactive Agent-Guided Simulation · Andrea Coletta, Song Wei
Intangibles: The Missing Ingredient in Book Value · Feifei Li
Integrated EUA and CER price modeling and application for spread option pricing · Barrieu, Pauline, Fehr, Max
Integrated nested Laplace approximations for threshold stochastic volatility models · Marín, Juan Miguel, Rue, Havard
Integrating Different Informations for Portfolio Selection · Duan Li, Shikun Wang
Integrating granular data into a multilayer network: an interbank model of the euro area for systemic risk assessment · Andrea Colombo, Annalauro Ianiro
Integrating Inductive Biases in Transformers via Distillation for Financial Time Series Forecasting · Darby Tien-Hao Chang, Kendro Vincent
Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading · Wenxin Zeng, Wo Long
Integrating Large Language Models in Financial Investments and Market Analysis: A Survey · Chen, Jiating
Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting · Luca Di Persio, Mohammed Alruqimi
Integrating multiple sources of ordinal information in portfolio optimization · Eranda Çela, Roland Mestel
Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations · Blerina Vika, Denisa Millo
Integrating the implied regularity into implied volatility models: A study on free arbitrage model · Daniele Angelini, Fabrizio Di Sciorio
Integrating Tick-level Data and Periodical Signal for High-frequency Market Making · Can Yang, Cong Zheng
Integration of Income and Estate Tax Planning · Steven Liu
Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions · Jose M. Amigo, Juan C. King
Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation · Junjie Guo
Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems · Hongye Zheng, Jinxin Hu
Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem · Xin Guo, Yan Zeng
Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006 · Hommes, C.H.
Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis · Antoinette Schoar, José-Luis Peydró
Interbank network reconstruction enforcing density and reciprocity · Diego Garlaschelli, Piero Mazzarisi
Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency · Haibo Wang, Martin Enilov
Interconnectedness Among Banks, Financial Stability, and Bank Capital Regulation · Iftekhar Hasan, Yehning Chen
Interest rate convexity in a Gaussian framework · Antoine Jacquier, Mugad Oumgari
Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery · Matthew Lorig, Tim Leung
Interest Rate Dynamics and Consistent Forward Rate Curves · Björk, Tomas, Christensen, Bent Jesper
Interest rate forecasts: a pathology · Bin Lim, Wen, Goodhart, Charles
Interest rate formation in informal credit markets in India: does level of development matter? · Manojit Bhattacharjee, Meenakshi Rajeev
Interest Rate Future Quality Options and Negative Interest Rates · Balbás, Alejandro, Laborda Herrero, Ricardo
Interest rate models in decentralised lending protocols · Leandro Sánchez-Betancourt, Samuel N. Cohen
Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland · Bal??zs ??gert, Jes??s Crespo-Cuaresma
Interest rate restrictions in a natural experiment: loan allocation and the change in the usury laws in 1714 · Joachim Voth, Peter Temin
Interest rate risk, longevity risk and the solvency of life insurers · Berdin, Elia
Interest rate rules under financial dominance · Markus Roth, Vivien Lewis
Interest Rate Shocks and the Composition of Sovereign Debt · Gonzalez-Aguado, Eugenia
Interest Rate Smoothing and Game-Varying Premium: Another Look at Debt Management in Japan · Takeya, Y.
Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan · Yosuke Takeda
Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities · Aaron N. Mehrotra, Chang Shu
Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets · Cuong Le Van, Pascal Fontaine
Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds · Catherine Donnelly, James Dalby
Intergenerational Risksharing and Equilibrium Asset Prices · Campbell, John, Nosbusch, Yves
Interlocking directorates in Spanish banking in the twentieth century · Francisco J. Pueyo
Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach · Delio Lucena-Piquero, Olivier Accominotti
Intermediating DFMM Asset (IDA) · Arman Abgaryan, Utkarsh Sharma
Internal Capital Markets and Corporate Politics in a Banking Group · Martijn Cremers, Rocco Huang
Internal hydro- and wind portfolio optimisation in real-time market operations · Ellen Krohn Aasgård, Hans Ole Riddervold
Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts · Brunella Bruno, Giacomo Nocera
Internal Rationality, Imperfect Market Knowledge and Asset Prices · Albert Marcet, Klaus Adam
Internal regret in on-line portfolio selection · Gabor Lugosi, Gilles Stoltz
International Banking and Financial Fragility: The Contrasting Experience of Brazil and Mexico in the Lead-up to the 1982 Crisis · Sebastian Alvarez
International banking and transmission of the 1931 financial crisis · Accominotti, Olivier
International Diversification Works (Eventually) · Roni Israelov
International Diversification—Still Not Crazy after All These Years · Antti Ilmanen, Cliff Asness
International equity holdings and stock returns correlations: Does diversification matter at all for portfolio choice? · Nicolas Coeurdacier, Stéphane Guibaud
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord · Jiménez-Martín, J.A., McAleer, M.J.
International Evidence on Government Support and Risk-Taking in the Banking Sector · Brandao-Marques, L., Correa, R.
International Financial Adjustment · Gourinchas, Pierre-Olivier, Rey, Hélène
International financial flows and misallocation · Fadi Hassan, Federico Cingano
International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries · Christophe RAULT, Guglielmo Maria CAPORALE
International financial integration, crises and monetary policy: evidence from the Euro area interbank crises · Falk Bräuning, Falko Fecht
International Financial Liberalization and Industry Growth · Vlachos, Jonas, Waldenström, Daniel
International Financial Markets Through 150 Years: Evaluating Stylized Facts · Maximilian Janisch, Sara A. Safari
International financial reporting standards and private firms’ access to bank loans · Benjamin Balsmeier, Steven Vanhaverbeke
International financial shocks in emerging markets · Brei, Michael, Buzaushina, Almira
International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ? · Kohlscheen, Emanuel, Taylor, Mark P.
International monetary policy and cryptocurrency markets: dynamic and spillover effects · Elsayed, Ahmed H., Sousa, Ricardo M.
International portfolio choice, liquidity constraints and the home equity bias puzzle · Michaelides, Alexander
International portfolio diversification is better than you think · Nicolas Coeurdacier, Stéphane Guibaud
International Portfolio Management, Currency Risk and the Euro · Gerard, Bruno, Hillion, Pierre
International Reserves, External Debt Maturity, and the Reinforcement Effect for Financial Stability · Andreas Steiner, Xingwang Qian
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! · Brandt, Michael, Cochrane, John
International Stock Market Integration: Central and South Eastern Europe Compared · Dragan Petrovski, Roman Horvath
International Taxation and Cross-Border Banking · Harry Huizinga, Johannes Voget
International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance · Olivier Accominotti, Stefano Ugolini
Internet Banking in Europe: a comparative analysis · Francesca Arnaboldi, Peter Claeys
Interoperability Effects: Extending DeFi Lending Risk Models to Multi-Chain Environments · Hasret Ozan Sevim
Interplay between Cryptocurrency Transactions and Online Financial Forums · Alejandro Torrado Pazos, Ana Fernández Vilas
Interpolating commodity futures prices with Kriging · Andrea Maran, Andrea Pallavicini
Interpretability in deep learning for finance: a case study for the Heston model · Andrea Pallavicini, Damiano Brigo
Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model · Bong-Gyu Jang, Changeun Kim
Interpretable Factors of Firm Characteristics · Guofu Zhou, Wu Zhu
Interpretable hybrid credit scoring for thin-file and underbanked populations · Belise Kanziga, Olivier Kanamugire
Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals · Akash Deep, Gagan Deep
Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy · Maha AlabdulJalil, Muhammed Golec
Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study · Yuke Zhang
Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds · Minwu Kim, Sidahmed Benabderrahmane
Interpretable ML for High-Frequency Execution · Timothée Fabre, Vincent Ragel
Interpretable Systematic Risk around the Clock · Songrun He
Interrogation of A Bubble in the Indian Market · Ganapathy G Gangadharan, N. Suresh
Intertemporal Cost-efficient Consumption · Mauricio Elizalde, Stephan Sturm
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis · Anish Rai, Buddha Nath Sharma
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach · A. Rai, F. Petroni
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets · Lafuente Luengo, Juan Ángel
Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency · Iryna Veryzhenko, Roland Gillet
Intrinsic Geometry of the Stock Market from Graph Ricci Flow · Bhargavi Srinivasan
Introducing Capital Structure in a Production Economy: Implications for Investment, Debt and Dividends · Fabio ALESSANDRINI
Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions · Florian Stecker, J. M. Diederik Kruijssen
Introducing Variety in Risk Management · Fabrizio Lillo, Jean-Philippe Bouchaud
Introduction of L0 norm and application of L1 and C1 norm in the study of time-series · Victor Ujaldon Garcia
Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning · Bernhard Hientzsch
Introduction to the special issue on recent developments in Financial Econometrics · Christian Gourieroux, Serge Darolles
Invariance properties of maximal extractable value · Alan Guo
Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning · Daniel Guterding
Inverse and Quanto Inverse Options in a Black-Scholes World · Arben Imeraj, Carol Alexander
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution · Jaehyuk Choi, Qingshuo Song
Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes · Aadi Dash, Lennon J. Shikhman
Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty · Jaejin Lee, Jaeyoung Cho
Inversion of convex ordering in the VIX market · Julien Guyon
Inverting the Markovian projection for pure jump processes · Martin Larsson, Shukun Long
Investigating Approaches to Modeling Rough Path-Dependent Volatility: Insights and Implications · Léo Parent
Investigating Conditional Restricted Boltzmann Machines in Regime Detection · Siddhartha Srinivas Rentala
Investigating Short-Term Dynamics in Green Bond Markets · Andrea Perchiazzo, Edit Rroji
Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market · Japheth Torsar Jev
Investigating the price determinants of the European Emission Trading System: a non-parametric approach · Aldo Glielmo, Antonietta Mira
Investigation of Cross-border Banking Activities · Hoang-Anh Le, Xuan Vinh Vo
Investing in a Warming World · Steffen Bixby
Investing in Interesting Times · Antti Ilmanen
Investing in the Asset-Growth Anomaly Across the Globe · Rodney N. Sullivan, Xi Li
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications · Harry Gakidis, Jeffrey A. Wurgler
Investing Is Compression · Oscar Stiffelman
Investing with Style · Ronen Israel
InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning · Kar Yan Tam, Yi Yang
Investment and Credit Constraints in Transition Economies: Micro Evidence from Poland, the Czech Republic, Bulgaria and Romania · Hylke Vandenbussche, Jozef Konings
Investment and Dividends under Irreversibility and Financial Constraints · Richard W P Holt
Investment and financing constraints in China: does working capital management make a difference? · John Knight, Sai Ding and Alessandra Guariglia
Investment and Internal Finance: Asymmetric Information or Managerial Discretion? · Degryse, H., de Jong, A.
Investment and Usage of New Technologies : Evidence from a Shared ATM Network · Degryse, H.A., Ferrari, S.
Investment AUM Fee Costs: Evaluating a Simple Formula · Joseph Levine
Investment banking careers: an equilibrium theory of overpaid jobs · Axelson, Ulf, Bond, Philip
Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers · Ludwig, Alexander, Zimper, Alexander
Investment Cycles and Startup Innovation · Matthew Rhodes-Kropf, Ramana Nanda
Investment Decisions with Two-Factor Uncertainty · Compernolle, T., Huisman, Kuno
Investment Financing in Russian Financial-Industrial Groups · Enrico C. Perotti, Stanislav Gelfer
Investment in Productivity and the Long-Run Effect of Financial Crises on Output · de Ridder, M.
Investment Opportunities and the Design of Debt Securities · David Yermack, Marcel Kahan
Investment Plans and Stock Returns." · Owen Lamont
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models · Maciej Wysocki, Paweł Sakowski
Investment Return Assumptions of Public Pension Funds · Two Sigma
Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading · Stefan Zohren, Stephen Roberts
Investment strategies based on forecasts are (almost) useless · Michael Weba
Investment Strategies to Exploit Economic Growth in China · Burton G. Malkiel, Jianping Mei
Investment Timing under Incomplete Information · Décamps, Jean-Paul, Mariotti, Thomas
Investment Timing, Liquidity, and Agency Costs of Debt · Hirth, Stefan, Uhrig-Homburg, Marliese
Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric · Livdan, Dmitry, Nezlobin, Alexander
Investment, Consumption and Hedging under Incomplete Markets · Junjian Miao, Neng Wang
Investor attention to salient features of analyst forecasts · Athanasakou, Vasiliki E., Simpson, Ana
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk · Akiko Watanabe, Masahiro Watanabe
Investor experiences and international capital flows · Demian Pouzo, Ulrike Malmendier
Investor memory and biased beliefs: evidence from the field · Jiang, Zhengyang, Liu, Hongqi
Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation · Hayo, Bernd, Kutan, Ali M.
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance · Lean, H.H., McAleer, M.J.
Investor protection and asset prices · Basak, Suleyman, Chabakauri, Georgy
Investor Protection and Corporate Valuation · Andrei Shleifer, Florencio Lopez-de-Silanes
Investor reactions to crypto token regulation · Koenraadt, Jeroen, Leung, Edith
Investor risk profiles of large language models · Geumil Bae, Hanyong Cho
Investor Sentiment and Market Movements: A Granger Causality Perspective · Tamoghna Mukherjee
Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence · Szymon Lis
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows · Masahiro Watanabe, Noriyoshi Shiraishi
Investor Valuation for Socially Responsible Assets: A Willingness to Pay Experiment · Brodback, Daniel, Guenster, Nadja
Investor-Driven Corporate Finance: Evidence from Insurance Markets · Christian Kubitza
INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent · Guojun Xiong, Haohang Li
Investors' horizons and the amplification of market shocks · Cella, Cristina, Ellul, Andrew
Invoice discounting using kelly criterion by automated market makers-like implementations · Alberto Ballesteros Rodríguez, Peplluis R. Esteva
IQ from IP: simplifying search in portfolio choice · Chen, Huaizhi, Cohen, Lauren
Irish Land Bonds: 1891-1938 · Eoin McLaughlin, Nathan Foley-Fisher
Irrational beliefs may drive the disposition effect : Evidence from financial professionals · Qiu, Jianying, Van De Kuilen, Gijs
Is (Systematic) Value Investing Dead? · Kristoffer Laursen, Ronen Israel
Is a probabilistic modeling really useful in financial engineering? · Cédric Join, Frédéric Hatt
Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering · Bingyang Wang, Grant Johnson
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model · Isao Yagi, Takanobu Mizuta
Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models · Shanyan Lai
Is bank debt special for the transmission of monetary policy? Evidence from the stock market · Ali K. Ozdagli, Ander Pérez Orive
Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification · Alejandro Rodriguez Dominguez
Is customer satisfaction a relevant metric for financial analysts? · Jean-François Casta, Olivier J. Ramond
Is Deep Hedging Reinforcement Learning? · Frédéric Godin
Is ESG an Equity Factor or Just an Investment Guide? · André Breedt, Philip Seager
Is Factor Momentum More than Stock Momentum? · CFM
Is Firm-level Political Risk Priced in the Corporate Bond Market? · Laurens A. P. Swinkels, Luis Ceballos
Is Investment-Cash Flow Sensitivity Caused by the Agency Costs or Asymmetric Information? Evidence from the UK · Pawlina, G., Renneboog, L.D.R.
Is Kyle's equilibrium model stable? · Kasper Larsen, Umut Cetin
Is Liquidity Risk Priced in Partially Segmented Markets? · Chaieb, Ines, Errunza, Vihang R.
Is Metaverse LAND a good investment? It depends on your unit of account! · Kanis Saengchote, Voraprapa Nakavachara
Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems · Beck, T.H.L., Degryse, H.A.
Is normal backwardation normal? Valuing financial futures with a local index-rate covariance · Paul Zimmermann, Philippe Raimbourg
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism · Chang, C-L., Hsu, H-K.
Is TabPFN the Silver Bullet for Insurance Pricing? · Bruno Deprez, Tim Verdonck
Is the annualized compounded return of Medallion over 35%? · Qiang Liu, Shuxin Guo
Is the Bitcoin Rush Over? · Dominique Guegan, Marius Cristian Frunza
Is the Depressive Effect of Renewables on Power Prices Contagious? A Cross Border Econometric Analysis · Fabien Roques, Sébastien Phan
Is the difference between deep hedging and delta hedging a statistical arbitrage? · Carlos Octavio Pérez Mendoza, Frédéric Godin
Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment · Kim Christensen, Mark Podolskij
Is the European banking system more robust? An evaluation through the lens of the ECB's Comprehensive Assessment · Guillaume Arnould, Salim Dehmej
Is the Event Study Methodology Useful for Merger Analysis? A Comparison of Stock Market and Accounting Data · Duso, Tomaso, Gugler, Klaus
Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US · Lewis, Karen K.
Is the medium the message? Social disclosure channels and firm risk · Andreas G. F. Hoepner, Blerita Korca
Is there a difference in financing efficiency? Conventional banks versus ethical banks · Carmen Avilés Palacios, Juan José Durán Herrera
Is There a Relationship between Shareholder Protection and Stock Market Development? · Mathias Siems, Prabirjit Sarkar
Is There a Replication Crisis in Finance? · Theis Ingerslev Jensen
Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence · Jennie Bai, Quan Wen
Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU? · Canale, Rosaria Rita, Foresti, Pasquale
Is there asymmetry in forward exchange rate bias? Multi-country evidence · Kutan, Ali M., Zhou, Su
Is There Hedge Fund Contagion? · Boyson, Nicole, Stahel, Christof
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following · Adam Rej, Jean-Philippe Bouchaud
Is Volatility Rough ? · Masaaki Fukasawa, Rebecca Westphal
Is Your Equity Hedge Fund Portfolio Resilient Enough for Uncertain Times? · Charles Fattouche, Chris Doheny
Islamic Finance Revisited: Conceptual and Analytical Issues from the Perspective of Conventional Economics · Sheng, A., Singh, A.
Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options · Dongming Wei, Rakhymzhan Kazbek
Isotropic Correlation Models for the Cross-Section of Equity Returns · Graham L. Giller
Issuance Overpricing of Chinaâ€™s Corporate Debt Securities · Jinfan Zhang, Wei Xiong
It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans · Clemens Sialm, Irina Stefanescu
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market · Jan Palczewsk, Klaus Reiner Schenk-Hoppé
Iterative detection of global factors near the BBP phase transition · Andrés García-Medina
Ito-Wentzell Formula and Dupire Stochastic PDE · Vladimir Lucic
IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers · Hanwool Lee, Heehwan Park
Jacobian Rank Collapse in Decision-Focused Learning · Aojie Yuan, Haiyue Zhang
Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling · Jian Guo, Penglei Sun
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading · Anisoara Calinescu, Chris Lu
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading · Anisoara Calinescu, George Nigmatulin
JDOI Variance Reduction Method and the Pricing of American-Style Options · Fabio Maeder, Johan Auster
Joint Bidding on Intraday and Frequency Containment Reserve Markets · David Wozabal, Wolfgang Ridinger
Joint calibration of the volatility surface and variance term structure · Jiwook Yoo
Joint deep calibration of the 4-factor PDV model · Fabio Baschetti, Giacomo Bormetti
Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view · Hélène Guérin, Jean-François Renaud
Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels · Damir Filipovic, Paul Schneider
Joint Liability Model with Adaptation to Climate Change · Jiayue Zhang, Ken Seng Tan
Joint model for longitudinal and spatio-temporal survival data · Finn Lindgren, Jonathan Crook
Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties · Wei-Xing Zhou, Xing-Lu Gao
Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models · Liexin Cheng, Xianhua Peng
Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction · Keonvin Park
Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints · Camille Illand, Eduardo Abi Jaber
Joint survival annuity derivative valuation in the linear-rational Wishart mortality model · Jose Da Fonseca, Patrick Wong
Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems · Daniel Gaigall, Stefan Weber
Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market · Biais, Bruno, Hilton, Denis
Jump detection in financial asset prices that exhibit U-shape volatility · Cecilia Mancini
Jump detection in high-frequency order prices · Alexander Ristig, Markus Bibinger
Jump risk premia in the presence of clustered jumps · Artur Sepp, Francis Liu
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model · Mark Davis, Sebastien Lleo
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation · Dobrislav Dobrev, Ernst Schaumburg
Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme · Christian Walter
Jumpstarting an international currency · Bahaj, Saleem, Reis, Ricardo
KACDP: A Highly Interpretable Credit Default Prediction Model · Jin Zhao, Kun Liu
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets · Eric Benhamou
KAN based Autoencoders for Factor Models · Shubham Singh, Tianqi Wang
KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver · Masanori Hirano, Rushikesh Handal
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks · Kazuki Matoya, Masanori Hirano
Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing · Mark Higgins
Keeping up with the Joneses: An international asset pricing model · Fernando Zapatero, Juan-Pedro Gómez
KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees · Jiayu Li
Kendall Correlation Coefficients for Portfolio Optimization · Matteo Smerlak, Tomas Espana
Kernel Learning for Mean-Variance Trading Strategies · Blanka Horvath, Nicola Muca Cirone
Kicking the Can Down the Road: Government Interventions in the European Banking Sector · Lea Borchert, Maximilian Jager
Kicking-the-bucket: Fast privacy-preserving trading using buckets · Alaoui, Younes Talibi, Cartlidge, John
KineticSim: A Lightweight, High-Performance Execution Engine for Real-Time Market Simulators · Prarthinie Jayakody, Shakya Jayakody
Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL · Kiarash Firouzi, Parham Pajouhi
Knowledge-Optimising Investment Decisions with Informative Datasets · Sidharth Mallik, Waymond Rodgers
Kronos: A Foundation Model for the Language of Financial Markets · Bohan Zhao, Changshui Zhang
Kullback-Leibler Barycentre of Stochastic Processes · Sebastian Jaimungal, Silvana M. Pesenti
Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity · A. Carbone, L. Ponta
Kyle-Back Models with risk aversion and non-Gaussian Beliefs · Ibrahim Ekren, Shreya Bose
Kyle's Model with Stochastic Liquidity · Brad Mostowski, Gordan Žitković
L’accumulation de liquidités par les sociétés non financières en France : l’effet des besoins de couverture et de la baisse des coûts de financement · Marie-Baïanne Khder, Simon Ray
L’inclusion financière par le mobile-banking au Sénégal : l’analyse des facteurs socio-économiques d’adoption · François-Seck Fall, Ousmane Birba
L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise · Eleni Iliopulos, Thepthida Sopraseuth
La finance de marché à l’ère de l’intelligence bon marché · Charles‐Albert Lehalle
La taxation des transactions financières : une analyse du dispositif français · Gunther Capelle-Blancard
Labor hiring, investment and stock return predictability in the cross section · Bazdrech, Santiago, Belo, Frederico
Labor Income Risk and the Cross-Section of Expected Returns · Mykola Pinchuk
Labor informality and financial inclusion transitions: Evidence from Peru · Aurazo, Jose, Gasmi, Farid
Labor unemployment risk and corporate financing decisions · Agrawal, Ashwini K., Matsa, David A.
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization · DONG XIAO SHAW, Leonid Kopman
Lambda Expected Shortfall · Fabio Bellini, Muqiao Huang
Lambda R{é}nyi entropic value-at-risk · Zhenfeng Zou
Lambda Value-at-Risk under ambiguity and risk sharing · Alexander Schied, Peng Liu
Lambda-quantiles under the microscope · Fabio Bellini, Felix-Benedikt Liebrich
Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century · Rajan, Raghuram G., Ramcharan, Rodney
Landscape-Dependent Performance of Photonic Quantum Solvers in QUBO Feature Selection for Financial Risk Detection · Nirvik Sahoo, Paul Robert Griffin
Language Model Guided Reinforcement Learning in Quantitative Trading · Adam Darmanin, Vince Vella
Lapse-supported life insurance and adverse selection · Angus S. Macdonald, Oytun Haçarız
Large and Deep Factor Models · Boris Kuznetsov, Bryan Kelly
Large and moderate deviations for importance sampling in the Heston model · Antoine Jacquier, Marc Geha
Large and moderate deviations for stochastic Volterra systems · Alexandre Pannier, Antoine Jacquier
Large Banks and Small Firm Lending · Ryan Taliaferro, Victoria Ivashina
Large deviations of realized volatility · Shin Kanaya, Taisuke Otsu
Large Investment Model · Heung-Yeung Shum, Jian Guo
Large Language Model Agent in Financial Trading: A Survey · Doudou Guo, Han Ding
Large Language Model in Financial Regulatory Interpretation · Zachary Feinstein, Zhiyu Cao
Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals · Alireza Kargarzadeh, Arman Khaledian
Large Language Models and Futures Price Factors in China · Heyang Zhou, Yanchu Liu
Large Language Models and Stock Investing: Is the Human Factor Required? · Diana Mykhalyuk, Ricardo Crisostomo
Large language models in finance : what is financial sentiment? · Guido Germano, Kemal Kirtac
Large Signal Libraries: Equal-Weight Limits and the Divergent Spectra of Signals and PnL · Marc da Costa Nunes
Large volatility matrix inference via combining low-frequency and high-frequency approaches · Tao, Minjing, Wang, Yahzen
Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information · Shuaida He, Xin Chen
Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms · Danial Ramezani, Mostafa Abouei Ardakan
Large-scale portfolio optimization with variational neural annealing · Behnam Javanparast, David Goerz
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks · Christophe Mues, Cristián Bravo
Lasso-based forecast combinations for forecasting realized variances · Christophe Croux, Ines Wilms
Latency and liquidity provision in a limit order book · Julius Bonart, Martin Gould
Latency and Liquidity Risk · Leandro Sánchez-Betancourt, Sebastian Jaimungal
Latent Continuum of Regimes in Limit Order Book Dynamics · Anjali Thawait
Latent Factor Analysis in Short Panels · Alain-Philippe Fortin, Olivier Scaillet
Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation · Dusica Bajalica, Imen Ben Tahar
Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs · Giorgio Ferrari, Hao Xing
Latent Variable Estimation in Bayesian Black-Litterman Models · Jerry Yao-Chieh Hu, Paul W. Chiou
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs · Chang, C-L., McAleer, M.J.
Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces · Cornelis Vuik, Jing Wang
Law and Finance in Transition Economies · Katharina Pistor, Martin Raiser
Law-invariant functionals on general spaces of random variables · Cosimo Munari, Fabio Bellini
Law-Invariant Return and Star-Shaped Risk Measures · Emanuela Rosazza Gianin, Marco Zullino
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds · Jian'an Zhang
Law, Finance and Development Further Analyses of Longitudinal Data · Ajit Singh, Prabirjit Sarkar
Layer 2 be or Layer not 2 be: Scaling on Uniswap v3 · Austin Adams
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market · Gesine Reinert, Mihai Cucuringu
Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms · Ruichen Deng, Yichi Zhang
Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking · Mao Guan, Qian Chen
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution · Feiyang Pan, Jia He
Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning · Yew Lee Tan
Learning a functional control for high-frequency finance · Charles-Albert Lehalle, Laura Leal
Learning Bermudans · Filippo Fogliani, Marco Bianchetti
Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning · Bhaskarjit Sarmah, Dhagash Mehta
Learning Financial Networks with High-frequency Trade Data · David Easley, Kara Karpman
Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining · Chengxi Zhang, Chenkai Wang
Learning from history: volatility and financial crises · Danielsson, Jon, Valenzuela, Marcela
Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model · Michele Berardi
Learning Optimal Liquidation with Closing Auctions · Julius Graf, Thibaut Mastrolia
Learning PDEs for Portfolio Optimization with Quantum Physics-Informed Neural Networks · Abdel Lisser, Letao Wang
Learning Predictive Ambiguity Sets for Decision-Focused Distributionally Robust Optimization · Junjie Guo
Learning smooth graphs with sparse temporal variations to explore long-term financial trends · Antoine Parent, Cécile Bastidon
Learning Stock Trading Policies via Barycenter-Based Adversarial Inverse Reinforcement Learning · Arishi Orra, Himanshu Choudhary
Learning the Exact SABR Model · Giorgia Rensi, Marco Bianchetti
Learning the Market: Sentiment-Based Ensemble Trading Agents · Andrew Ye, Daniel Yan
Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios · Damjan Kostovic, Gianluca De Nard
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks · Damien Challet, Timothée Fabre
Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization · Jan Rovirosa, Jesse Schmolze
Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification · Kemal Kirtac
Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets · Danilo Mandic, Mahmoud Mahfouz
Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models · Kelvin J. L. Koa, Ritchie Ng
Learning to Hedge Swaptions · Frédéric Godin, Zaniar Ahmadi
Learning to Learn Financial Networks for Optimising Momentum Strategies · Stefan Zohren, Stephen Roberts
Learning to Manage Investment Portfolios beyond Simple Utility Functions · Anisoara Calinescu, J. Doyne Farmer
Learning to Optimally Stop Diffusion Processes, with Financial Applications · Min Dai, Xun Yu Zhou
Learning to Predict Short-Term Volatility with Order Flow Image Representation · Artem Lensky, Mingyu Hao
Learning to simulate realistic limit order book markets from data as a World Agent · Andrea Coletta, Aymeric Moulin
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? · Alejandro Bernales, Massimo Guidolin
Learning to Trade via Direct Reinforcement · John Moody, Matthew Saffell
Learning to walk before you run : Financial Behavior and mobile banking in Madagascar · Baptiste Venet, Florence Arestoff
Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation · Hommes, C.H., Zhu, M.
Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions · Hampus Engsner
Least squares Monte Carlo methods in stochastic Volterra rough volatility models · Henrique Guerreiro, João Guerra
Legal Determinants of External Finance," · ANDREI SHLEIFER, FLORENCIO LOPEZ-de-SILANES
Legal investor protection and takeovers · Burkart, Mike, Gromb, Denis
Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis · Ajit Singh, Prabirjit Sarkar
Legal Perception and Finance: The Case of IPO Firm Value · Anna Grosman, Gerhard Schnyder
LEMs: A Primer On Large Execution Models · Hugo Inzirillo, Remi Genet
Less disagreement, better forecasts: adjusted risk measures in the energy futures market · Gong, Yujing, Xue, Xiaohan
Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction · CJ Finnegan, James F. McCann
Less is more: increasing retirement gains by using an upside terminal wealth constraint · Catherine Donnelly, Jens Perch Nielsen
Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity · Eckhard Platen, Kevin Fergusson
Lessons from the global financial crisis for regulators and supervisors · Buiter, Willem H.
Level Shifts in Volatility and the Implied-Realized Volatility Relation · Bent Jesper Christensen, Paolo Santucci de Magistris
Leverage Aversion and Risk Parity · Andrea Frazzini
Leverage Staking with Liquid Staking Derivatives (LSDs): Opportunities and Risks · Michael Huth, William Knottenbelt
Leveraged positions on decentralized lending platforms · Bastien Baude, Hamza El Khalloufi
Leveraging central bank communication to foster sustainable finance · Conesa Martinez, Marina
Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications · Jiating Lin, Jinsong Liu
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management · Anastasios Tefas, Avraam Tsantekidis
Leveraging Fundamental Analysis for Stock Trend Prediction for Profit · Hung-Fu Chang, John Phan
Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision · Kunyuan Ma, Mohan Jiang
Leveraging IS and TC: Optimal order execution subject to reference strategies · Peng Guo, Tai-ho Wang
Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle · Jiang Bian, Jinhui Li
Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token · Greg Sun, Jing Yuan
Leveraging LLMS for Top-Down Sector Allocation In Automated Trading · Edoardo Vittori, Erik Cambria
Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model · Andrea Molent, Antonino Zanette
Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach · Charu C Sharma, Sanjay Sathish
Leveraging the Low-Volatility Effect · Amar Soebhag, Lodewijk van der Linden
Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting · Amin Milani Fard, Arash Peik
Lévy-Driven Option Pricing without a Riskless Asset · Ziyao Wang
Levy-stable scaling of risk and performance functionals · Dmitrii Vlasiuk
Lifted Heston Model: Efficient Monte Carlo Simulation with Large Time Steps · Lech A. Grzelak, Nicola F. Zaugg
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process · Jonathan Kochems, Konark Jain
Limit Order Book Event Stream Prediction with Diffusion Model · Decui Liang, Deqiang Ouyang
Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling · Christoph Reisinger, Michael Giegrich
Limit Order Book Simulations: A Review · Jonathan Kochems, Konark Jain
Limit Order Books · Daniel J. Fenn, Mark McDonald
Limit theorems for bipower variation in financial econometrics · Jean Jacod, Neil Shephard
Limited Awareness and Financial Intermediation · Nicola Pavoni, Sarah Auster
Limited Liability and Option Contracts in Models with Sequential Investments · Lülfesmann, Christoph
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets · Kshama Dwarakanath, Penghang Liu
Limits of arbitrage: the state of the theory · Gromb, Denis, Vayanos, Dimitri
Limits of Disclosure Regulation in the Municipal Bond Market · Ivan T. Ivanov, Nathan Heinrich
Linear and nonlinear causality in financial markets · Alexander Haluszczynski, Christoph Räth
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence · Francesco Chincoli, Massimo Guidolin
Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact · Bence Toth, Damian Eduardo Taranto
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model · Bence Toth, Damian Eduardo Taranto
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon · S. Alsheyab, T. Choulli
Linear Stochastic Dividend Model · Sander Willems
Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading · Nathaniel Frank
Linking Path-Dependent and Stochastic Volatility Models · Cephas Svosve, Samuel N. Cohen
Liquidation Dynamics in DeFi and the Role of Transaction Fees · Agathe Sadeghi, Zachary Feinstein
Liquidations: DeFi on a Knife-edge · Benjamin Livshits, Daniel Perez
Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks · Qi Deng
Liquidity and asset prices: a united framework · Vayanos, Dimitri, Wang, Jiang
Liquidity and asset returns under asymmetric information and imperfect competition · Vayanos, Dimitri, Wang, Jiang
Liquidity and capital structure · Anderson, Ronald W., Carverhill, Andrew
Liquidity and Equity Short term fragility: Stress-tests for the European banking system · Catherine Bruneau, Guillaume Arnould
Liquidity and Financial Market Runs · Antonio Bernardo, Ivo Welch
Liquidity Auctions, Fixed Rate Tenders and Bailouts in the EURO Zone · Ali Hortaçsu, Jakub Kastl
Liquidity Competition Between Brokers and an Informed Trader · Ryan Donnelly, Zi Li
Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns · M. Reza Bradrania, Maurice Peat
Liquidity Dynamics in RFQ Markets and Impact on Pricing · Olivier Guéant, Philippe Bergault
Liquidity fluctuations and the latent dynamics of price impact · Alberto Ciacci, Fabrizio Lillo
Liquidity Hoarding · Gale, Douglas, Yorulmazer, Tanju
Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk · Heider, F., Hoerova, M.
Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading · Qi Deng, Zhong-Guo Zhou
Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets · Qi Deng, Zhong-guo Zhou
Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line · Pierre, Erwan, Villeneuve, Stéphane
Liquidity misallocation in an over-the-counter market · Zhang, Shengxing
Liquidity Premium and Investment Horizons · Irene Aldridge
Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity · Qi Deng, Zhong-guo Zhou
Liquidity Provider Returns in Geometric Mean Markets · Alex Evans
Liquidity Provision and Rebate Design in Option Markets · Christoph Reisinger, Lyndon Drake
Liquidity provision in CLMMs: evidence from transactions data · Anatoly Krestenko, Andrei Kornilov
Liquidity provision of utility indifference type in decentralized exchanges · Basile Maire, Marcus Wunsch
Liquidity Provision Payoff on Automated Market Makers · Jin Hong Kuan
Liquidity Regulation and Bank Risk Taking on the Horizon · Ali Kakhbod, Farzad Saidi
Liquidity Requirements and Bank Deposits: Evidence from Ethiopia · Francesco Strobbe, Nicola Limodio
Liquidity Risk and Corporate Demand for Hedging and Insurance · Rochet, Jean-Charles, Villeneuve, Stéphane
Liquidity Risk and Monetary Policy · Sauer, Stephan
Liquidity risk and the dynamics of arbitrage capital · Kondor, Peter, Vayanos, Dimitri
Liquidity Risk in Banking : Is there Herding? · Bonfim, D., Kim, M.
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol · Charalampos Stasinakis, Georgios Sermpinis
Liquidity sentiments · Brett Green, Vladimir Asriyan
Liquidity Shocks and Order Book Dynamics · Biais, Bruno, Weill, Pierre-Olivier
Liquidity Shocks, Market Maker Turnover, and Bidding Behavior in Treasury Auctions · Jesper Rüdiger, Martín Gonzalez-Eiras
Liquidity Shortages and Monetary Policy · Cao, Jin, Illing, Gerhard
Liquidity Spirals · Farmer, J. Doyne, Kemp, Esti
Liquidity Supply across Multiple Trading Venues · Lescourret, Laurence, Moinas, Sophie
Liquidity-adjusted Return and Volatility, and Autoregressive Models · Qi Deng, Zhong-guo Zhou
Liquidity-Based Audit of Algorithmic Trading Strategies · Irene Aldridge
Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis · Dini, Paolo, Fleischman, Tomaž
Liquidity, Competition & Price Discovery in the European Corporate Bond Market · Biais, Bruno, Declerck, Fany
Liquidity, Contagion and Financial Crisis · Guembel, Alexander, Sussman, Oren
LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs · Binh Minh An, Chen Liu
LiveTradeBench: Seeking Real-World Alpha with Large Language Models · Fenghai Li, Haofei Yu
Living and dying with hard pegs: the rise and fall of Argentina's currency board · Schmukler, Sergio L., Yeyati, Eduardo Levy
LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance · Colin F. Camerer, Jiatong Han
LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets · Alejandro Lopez-Lira, Chanyeol Choi
LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading · Kuan-Ming Liu, Ming-Chih Lo
LLM-Enhanced Black-Litterman Portfolio Optimization · Juhyeong Kim, Suin Kim
LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline · Masoud Soleimani
LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management · Jiahua Xu, Paolo Tasca
LLMFactor: Extracting Profitable Factors through Prompts for Explainable Stock Movement Prediction · Hiroki Sakaji, Kiyoshi Izumi
LLMs for Quantitative Investment Research- A Practitioner’s Guide · Anna-Helena Mihov, Nick Firoozy
LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage · Sebastien Valeyre, Sofiane Aboura
Loan insurance, market liquidity, and lending standards · Ahnert, Toni, Kuncl, Martin
Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility · Pierre-Richard Agénor, Roy Zilberman
Loan Market Competition and Bank Risk-Taking · Wagner, W.B.
Loan Recoveries and the Financing of Zombie Firms over the Business Cycle · Demirguc-Kunt, Asli, Horvath, Balint L.
Loan securitisation: default term structure and asset pricing based on loss prioritisation · Jobst, Andreas A.
Loan supply shocks during the financial crisis: Evidence for the Euro area · Hristov, Nikolay, Hülsewig, Oliver
Loans from the Government, Overinvestment by Households, and Asset Bubbles · Viktar Fedaseyeu, Vitaliy Strohush
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study · Andrea Coletta, Giuseppe Masi
LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data · Ani Calinescu, Bidipta Sarkar
LOB-ID: Evaluating Synthetic Market Data by Inception Distances · Andreea Bacalum, Martin Garaj
Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions · Paolo Bartesaghi, Pierpaolo Uberti
Local financial development and constraints on domestic private-firm exports: Evidence from city commercial banks in China · Ruixiang Xiong, Sandra Poncet
Local Gaussian Correlation in the Tails: A Scarcity Diagnostic, an Optimal Local Bandwidth, and the Limits of Adaptivity · Akash Deep, Gagan Deep
Local Parametric Analysis of Hedging in Discrete Time · Bossaerts, P.L.M., Hillion, P.
Local Return Factors and Turnover in Emerging Stock Markets · K. Rouwenhorst
Local risk-minimization for exponential additive processes · Takuji Arai
Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices · Sara Ana Solanilla Blanco
Local signature-based expansions · Federico M. Bandi, Roberto Renò
Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation · Damiano Brigo, Vladimir Lucic
Local volatility calibration using an adjoint proxy · Gabriel Turinici
Local volatility changes in the black-scholes model · Arturo Kohatsu, Hans Peter Bermin
Local Weak Limits for Equilibrium and Risk in Economic Networks · Hamed Amini, Zhecheng Wu
Localising sovereign debt: the rise of local currency bond markets in sub‐Saharan Africa · Dafe, Florence, Essers, Dennis
Locally minimizing the credit risk · Lotz, Christopher
Locus of Control and Consistent Investment Choices · Heiner Schumacher, Pia Pinger
Log Heston Model for Monthly Average VIX · Andrey Sarantsev, Jihyun Park
Log-optimality with small liability stream · Constantinos Kardaras, Constantinos Stefanakis
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model · David Šiška, Jialun Cao
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) · Marc Henry, Peter M Robinson
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model · Bent Jesper Christensen, Jie Zhu
Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes · Ping He, Yinhao Wu
Long Run Returns Predictability and Volatility with Moving Averages · Chang, C-L., Ilomäki, J.
Long term optimal investment in matrix valued factor models · Robertson, Scott, Xing, Hao
Long Time Behavior of Optimal Liquidation Problems · Guanxing Fu, Xiaonyu Xia
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing · Ai Jun Hou, Charlotte Christiansen
Long-horizon exchange rate expectations · Kremens, Lukas, Martin, Ian
Long-Horizon Forecasting of Complete Financial Statements with Forma · Donal O'Cofaigh, Jiannan Jiang
Long-memory GARCH via a two-dimensional Markov chain · Kennedy Titus Kayaki, Kyungsub Lee
Long-Only Style Investing: Don't Just Mix, Integrate · Jacques A. Friedman, Lukasz Pomorski
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges · Svetlozar Rachev, Yifan He
Long-range dependent mortality modeling with cointegration · Hoi Ying Wong, Ling Wang
Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector · Cuiabano, Simone
Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999 · Lee, David S., Mas, Alexandre
Long-Run Sovereign Debt Composition: An Analytic Ergodic Framework with Explicit Maturity Structure · Christopher Cameron
Long-run survival in limited stock market participation models with power utilities · Heeyoung Kwon, Kasper Larsen
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase · Guillén Montserrat, Jean Pinquet
Long-term investment and net-worth building with limited contract enforcement · Uras, Burak
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion · Gonzalo, Jesús, Olmo, José
Long-term option pricing with a lower reflecting barrier · R. Guy Thomas
Long-term value at risk · Blake, David, Cairns, Andrew
Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing · Aurélien Alfonsi, David Krief
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models · David Krief, Peter Tankov
Longitudinal market structure detection using a dynamic modularity-spectral algorithm · Francesca Medda, Philipp Wirth
Longitudinal review of portfolios with minimum variance approach before during and after the pandemic · Genjis A. Ossa, Luis H. Restrepo
Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance · Mostapha Benhenda
Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines · Xavier Fonseca
Looking Forward With Historical Carbon Data · Lukasz Pomorski
Looking into informal currency markets as Limit Order Books: impact of market makers · Alejandro García Figal, Alejandro Lage Castellanos
Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions · Peiran Jiao
Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting · Andrzej Tokajuk, Jarosław A. Chudziak
Loss Harvesting or Gain Deferral? A Surprising Source of Tax Benefits of Tax-Aware Long-Short Strategies · Nathan Sosner, Stanley Krasner
Loss harvesting strategies tax efficiently diversify concentrated stock · Harrison Selwitz, Lisa R. Goldberg
Loss of earning capacity in Denmark -- an actuarial perspective · C. Furrer, O. L. Sandqvist
Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation · Galkiewicz, Dominika Paula
Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes · Tran, Ngoc-Khanh, Vuong, Thao
Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model · Chao Wang, Minh-Ngoc Tran
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains · Ciamac C. Moallemi, Dan Robinson
Loss-Versus-Rebalancing under Deterministic and Generalized block-times · Alex Nezlobin, Martin Tassy
Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis · Dirk Ulbricht, Janina Ketterer
Lot Layering: The New Frontier for Hedge Fund Partnership Allocations · Philip Balzafiore
Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market? · Baptiste Venet, Marc Raffinot
Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models · Shiller, Robert J.
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration · Alexander Y Shestopaloff, Parley R Yang
Low-rank and graphon limits for dynamic threshold distress contagion in heterogeneous financial networks · Pengbin Feng
Low-Risk Investing Without Industry Bets · Andrea Frazzini
Low-Turnover Rebalancing for Sparse Index Tracking · Dimitrios Roxanas
Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios · Lawrence E. Kochard, Luis Garcia-Feijóo
Lower spectrum of financial correlation matrices: a new perspective on market synchronization · Caterina Pastorino, Pierpaolo Uberti
LR-Robot: An Human-in-the-Loop LLM Framework for Systematic Literature Reviews with Applications in Financial Research · Jin Zheng, Wei Wei
LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU · Dawei Cheng, Peng Zhu
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies · Kamil Kashif, Robert Ślepaczuk
Luxury Goods and the Equity Premium · Jonathan A. Parker, Motohiro Yogo
M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics · Jian Li, Yanzhi Zhang
M6 Investment Challenge: The Role of Luck and Strategic Considerations · Filip Staněk
Machine Learning Algorithms for Financial Asset Price Forecasting · Philip Ndikum
Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching · Francis X. Diebold, Jingyu He
Machine learning approach to stock price crash risk · Abdullah Karasan, Gerhard-Wilhelm Weber
Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations · Arnulf Jentzen, Christian Beck
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios · Shifat Ali, Siddhartha P. Chakrabarty
Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty · Kuntara Pukthuanthong, Yang Bai
Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction · Yimin Du
Machine learning for ESG data in the financial industry · Jérémi Assael
Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework · Sandrine Gümbel, Thorsten Schmidt
Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models · Andrea Molent, Antonino Zanette
Machine Learning for Socially Responsible Portfolio Optimisation · Taeisha Nundlall, Terence L Van Zyl
Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information · Iason Kynigakis, John Cotter
Machine Learning in Portfolio Decisions · Giulia Panzeri, Manuela Pedio
Machine Learning in Quant Investing: Revolution or Evolution? · Acadian
Machine learning in weekly movement prediction · Han Gui
Machine Learning Methods for Pricing Financial Derivatives · Justin Sirignano, Lei Fan
Machine learning models for predicting catastrophe bond coupons using climate data · Julia Kończal, Krzysztof Burnecki
Machine Learning Portfolio Allocation · David Ruppert, Michael Pinelis
Machine learning techniques and data for stock market forecasting- A literature review · Christoph Lohrmanna, Jari Porras
Machine Learning Treasury Yields · Willie Yu, Zura Kakushadze
Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements · Bruno L. Dalmazo, Eduardo N. Borges
Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting · Andrei Bysik, Robert Ślepaczuk
Machine Learning-based Relative Valuation of Municipal Bonds · Dhagash Mehta, Dhruv Desai
Machine Learning-powered Pricing of the Multidimensional Passport Option · Hanna Wutte, Josef Teichmann
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets · Cars Hommes, Fabio Caccioli
Machine-learning a family of solutions to an optimal pension investment problem · Cristin Buescu, James Dalby
Machine-learning regression methods for American-style path-dependent contracts · Andrea Pallavicini, Giulia Livieri
Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency · Garg, Karan
Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting · Filip Lindskog, Nils Engler
Macro carbon price prediction with support vector regression and Paris accord targets · Jinhui Li
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction · Dehao Dai, Ding Ma
Macro Factor Model: Application to Liquid Private Portfolios · Ananth Madhavan, Andrew Ang
Macro factors and the Term Structure of Interest Rates · Dewachter, H.D.R., Lyrio, M.
Macro-aware time series forecasting via hierarchical mixed-frequency attention models · André Fujita, Daniel Cunha Oliveira
Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models · Bart Baesens, Gerda Claeskens
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models · Winston Wei Dou, Xu Cheng
Macro-Financial Implications of the Surging Global Demand (and Supply) of International Reserves · Enrique G. Mendoza, Vincenzo Quadrini
Macroeconomic and financial risks transmitted by the European Union Deforestation Regulation: a focus on the coffee value chain in Honduras · Arce, Bernardo, Ayele, Yohannes
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia · Corradi, Valentina, Distaso, Walter
Macroeconomic Dynamics and Credit Risk: A Global Perspective · Pesaran, M.H., Schuermann, T.
Macroeconomic Factors and the Correlation of Stock and Bond Returns · Lingfeng Li
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section · Daniele Bianchi, Francesco Ravazzolo
Macroeconomic news, order flows and exchange rates · Love, Ryan, Payne, Richard
Macroeconomic Shocks and Banking Supervision · Rochet, Jean-Charles
Macroeconomic shocks and risk premia · Pinter, Gabor
Macroeconomic Volatility and Stock Market Volatility, World-Wide · Francis X. Diebold, Kamil Yilmaz
Macrofinancial risks of the transition to a low-carbon economy · Campiglio, Emanuele, van der Ploeg, Frederick
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading · Bo An, Chaojie Wang
Macroprudential policy and household wealth inequality · Javier Olivera Angulo, Jean-Francois Carpantier
Macroprudential Policy Coordination in a Currency Union' · Pengfei Jia, Pierre-Richard Agénor
Macroscopic Market Making · Ivan Guo, Kihun Nam
Macroscopic Market Making Games via Multidimensional Decoupling Field · Ivan Guo, Shijia Jin
Macroscopic properties of equity markets: stylized facts and portfolio performance · Qien Song, Steven Campbell
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models · Moritz Münchmeyer, Owen Colegrove
Magic strikes for variance and gamma contracts, and other attainable claims · Florian Bourgey, Jim Gatheral
Maintaining Central-Bank Financial Stability under New-Style Central Banking · Ricardo Reis, Robert E. Hall
Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach · Manuel Alberto M. Ferreira
Making heads or tails of systemic risk measures · Aleksy Leeuwenkamp
Making Leveraged Exchange-Traded Funds Work for your Portfolio · Peter Forsyth, Pieter van Staden
Making sovereign debt safe with a financial stability fund · Adrien Wicht, Ramon Marimon
Making the Eurozone sustainable by financial engineering or political union · De Grauwe, Paul, Ji, Yuemei
Making the grade: infrastructural semiotics and derivative market outcomes on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856–1909 · Pinzur, David
Malliavin calculus for signatures with applications to finance · Clément Rey, Dimitri Sotnikov
Malliavin calculus in finance · Arturo Kohatsu, Montero Miquel
Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction · Ali Mehrabian, Ehsan Hoseinzade
Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs · Amir Mirzaeinia, Lokesh Antony Kadiyala
MambaStock: Selective state space model for stock prediction · Zhuangwei Shi
MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction · Mengyu Wang, Tiejun Ma
Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds · Galkiewicz, Dominika Paula
Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs · Scholz, Julia
Managing a Crypto-Currency Portfolio Via Minmax Drawdown Control · Sylvain Chassang
Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors · Hang Gao, Shuohua Yang
Managing Brexit in Financial Services · Nicholas Sowels
Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model · Samuel Malone
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection · Andrea Scozzari, Federica Ricca
Managing other people's money: an agency theory in financial management industry · Mourdoukoutas, Panos, Papadimitriou, Dimitris
Managing Portfolios Across the Return Distribution · Attila Sarkany, Jozef Barunik
Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products · Ionut Florescu, Sean O'Leary
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration · Bing Liang, Christopher Schwarz
Mandatory Disclosure in Oligopolistic Market Making · Jin Hyuk Choi, Seongjin Kim
Manipulation in Prediction Markets: An Agent-based Modeling Experiment · Anne Bastian, Bridget Smart
Manipulation, Informed Trading, and Regulation in Leveraged Event-Linked Markets · Maksym Nechepurenko
Many learning agents interacting with an agent-based market model · Andrew Paskaramoorthy, Matthew Dicks
Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets · Guohui Guan, Yi Xia
Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks · Amirhossein N. Golestani, Javad T. Firouzjaee
Mapping global financial risks under climate change · Antoine Mandel, Irene Monasterolo
Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review · Fabio Caccioli, Pierpaolo Vivo
Margin Requirements and Equilibrium Asset Prices · Daniele Coen-Pirani
Margin trading, short selling and corporate green innovation · Da-ming You, Ge-zhi Wu
Marginal Persistence and Dynamic Copula Dependence in Sovereign Rating Migration Counts: A Discrete Interval-Likelihood MAGMAR Analysis · Marina Palaisti
Marginal Price Optimization · Mark Bentley Richardson, Stefan Loesch
Market Access and Retail Investment Performance · Glover, Andrew, deHaan, Ed
Market Beliefs about Open vs. Closed AI · Daniel Björkegren
Market Completeness and Optional Projections under Restricted Information · Levin David Schwab
Market concentration and the likelihood of financial crises · Lucas Bretschger, Vivien Kappel
Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume · Bing Han, Leilei Shi
Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future · Mikhail Gennadievich Belov, Vladislav Gennadievich Malyshkin
Market Dynamics of Information Avalanches · Bernhard K Meister
Market Efficiency and Return Statistics: Evidence from Real Estate and stock Markets Using a Present-Value Approach · Lilian K Ng, Yuming Fu
Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect · Chen Tang, Jiaqi Liu
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach · Lean, H.H., McAleer, M.J.
Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents · Aleksei Pastushkov
Market frictions, investor heterogeneity and persistence in mutual fund performance · Ariadna Dumitrescu, Javier Gil-Bazo
Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems · Dave Cliff, Zhen Zhang
Market Impact of Small Orders · Oleh Danyliv
Market Impact with Multi-Timescale Liquidity · Jean-Philippe Bouchaud, Michael Benzaquen
Market Impact: Empirical Evidence, Theory and Practice · Emilio Said
Market Impacts and the Life Cycle of Investors Orders · Adrian Iuga, Charles-Albert Lehalle
Market Inefficiency in Cryptoasset Markets · Caspar Schwarz-Schilling, Fahad Saleh
Market Information in Banking Supervision: The Role of Stress Test Design · Ding, Haina, Guembel, Alexander
Market information of the fractional stochastic regularity model · Daniele Angelini, Matthieu Garcin
Market Informedness and Market-Maker Profitability: The Trade-Off Between Adverse Selection and Price Discovery · Konrad Ochędzan, Nino Antulov-Fantulin
Market liquidity - theory and empirical evidence · Vayanos, Dimitri, Wang, Jiang
Market liquidity and funding liquidity · Brunnermeier, Markus K., Pedersen, Lasse Heje
Market Liquidity as a Sentiment Indicator · Jeremy C. Stein, Malcolm Baker
Market liquidity risk: an overview · Kaserer, Christoph, Stange, Sebastian
Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle · Will Hicks
Market Making and Pricing of Financial Derivatives based on Road Travel Times · Alain Kornhauser, Ke Wan
Market Making and Transient Impact in Spot FX · Alexander Barzykin
Market Making in Spot Precious Metals · Alexander Barzykin, Olivier Guéant
Market Making under a Weakly Consistent Limit Order Book Model · Baron Law, Frederi Viens
Market Making via Reinforcement Learning · Andreas Koukorinis, John Fearnley
Market Making with Deep Reinforcement Learning from Limit Order Books · Fanlin Huang, Hong Guo
Market Making with Exogenous Competition · Leandro Sánchez-Betancourt, Martin Herdegen
Market Making with Fads, Informed, and Uninformed Traders · Adrien Mathieu, Emilio Barucci
Market Making with Scaled Beta Policies · Gregory Palmer, Joseph Jerome
Market Making without Regret · Luigi Foscari, Nicolò Cesa-Bianchi
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis · Gabbi, Giampaolo, Germano, Guido
MARKET MICROSTRUCTURE, INFORMATION AGGREGATION AND EQUILIBRIUM UNIQUENESS IN A GLOBAL GAME · Edouard Challe, Edouard Chrétien
Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications · Biais, Bruno, Glosten, Larry
Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector · Haibo Wang, Takeshi Tsuyuguchi
Market Reactions to Material Cybersecurity Incident Disclosures · Maxwell Block
Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems · Jin Zheng, John Cartlidge
Market Risk and Volatility Weighted Historical Simulation After Basel III · Hassan Omidi Firouzi, Jean-Paul Laurent
Market Selection and Survival of Investment Strategies · Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé
Market Simulation under Adverse Selection · Anatoliy Swishchuk, Luca Lalor
Market Structure and Borrower Welfare in Microfinance · Jonathan de Quidt, Maitreesh Ghatak
Market timing and return prediction under model instability · Pesaran, M. Hashem, Timmermann, Allan
Market Timing: Sin a Little · Antti Ilmanen, Cliff Asness
Market Viability and Completeness for Multinomial Models · Nahuel I. Arca
Market-Adaptive Ratio for Portfolio Management · Bayartsetseg Kalina, Ju-Hong Lee
Market-Based "Actual" Returns of Investors · Victor Olkhov
Market-Based Asset Price Probability · Victor Olkhov
Market-Based Portfolio Variance · Victor Olkhov
Market-Based Price Autocorrelation · Victor Olkhov
Market-Based Probability of Stock Returns · Victor Olkhov
Market-Based Variance of Market Portfolio and of Entire Market · Victor Olkhov
Market-Dependent Communication in Multi-Agent Alpha Generation · Burton Hollifield, Jerick Shi
Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting · Ali Soltani, Amirreza Sattarzadeh
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context · Bo An, Haochong Xia
Market-Implied Sustainability: Insights from Funds' Portfolio Holdings · Davide Lauria, Gabriele Torri
Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework · Andrea Perchiazzo, Edit Rroji
Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes · Ayla Jungbluth, Johannes Lederer
Market-Informed Valuation of GMMB Riders with Surrender Options under a Heston Stochastic-Local Volatility Model · Andrea Molent, Antonino Zanette
Market-making with reinforcement-learning (SAC) · Alexey Bakshaev
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity · Harsh Shah, Saumya Kothari
MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks · Byung Hwa Lim, Hyeng Keun Koo
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series · Aaron Wheeler, Jeffrey D. Varner
Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets · A. Itkin, I. Halperin
Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets · Andrey Itkin, Igor Halperin
Markets Are Not Random, They Are Hard to Predict · Miquel Noguer i Alonso
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk · Klaus Reiner Schenk-Hoppé, Thorsten Hens
MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents · George Fatouros, John Soldatos
Marking-Aware Sequential VaR Recalibration for Standardized Option Books · Keyuan Wu, Tenghan Zhong
Markov Switching Garch Models of Currency Crises in Southeast Asia · Augustine H. H. Tan, Celso Brunetti
Markov Switching Models in Empirical Finance · Massimo Guidolin
Markov-Functional Models with Local Drift · ShengQuan Zhou
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems · Danilova, Albina, Çetin, Umut
Markowitz Portfolio Construction at Seventy · Kasper Johansson, Philipp Schiele
Markowitz portfolio selection for multivariate affine and quadratic Volterra models · Eduardo Abi Jaber, Enzo Miller
Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks · Victor Olkhov
Markups and Productivity under Heterogeneous Financial Frictions · Carlo Altomonte, Domenico Favoino
Markups, Productivity and the Financial Capability of Firms · Carlo Altomonte, Domenico Favoino
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model · Chang Xu, Jiang Bian
Martingale Consumption · Peter Holm Nielsen
Martingale Doppelgänger-Eval: An Identification Framework for Auditing Candlestick Understanding in Vision-Language Models · Ziyao Wang
Martingale expansion for stochastic volatility · Masaaki Fukasawa
Martingale property and moment explosions in signature volatility models · Dimitri Sotnikov, Eduardo Abi Jaber
Martingalized Historical approach for Option Pricing · Christophe Chorro, Dominique Guegan
Matching distributions: Recovery of implied physical densities from option prices · Jarno Talponen
Mathematical expectation and variance of the final value of certain annuities valued with stochastic financial laws · Antonio Alegre Escolano, Rosa Mayoral
Mathematical Modeling of Option Pricing with an Extended Black-Scholes Framework · Nikhil Shivakumar Nayak
Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models · Elisa Alòs, Òscar Burés
Matrix H-theory approach to stock market fluctuations · Antônio M. S. Macedo, Giovani L. Vasconcelos
Max-Plus decomposition of supermartingales and convex order. Application to American options and Portfolio insurance. · Asma Meziou
Maximally Machine-Learnable Portfolios · Maximilian Goebel, Philippe Goulet Coulombe
Maximum Implied Variance Slope -- Practical Aspects · Fabien Le Floc'h, Winfried Koller
Maximum likelihood estimation of stochastic volatility models · Koopman, Siem, Sandmann, G.
Maximum principle for robust utility optimization via Tsallis relative entropy · Dejian Tian, Peng Luo
MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU · Dawei Cheng, Peng Zhu
MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction · Fei Yu, Hao Chen
Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies · Jakub Michańków, Paweł Sakowski
Mean Field Analysis of Mutual Insurance Market · Bohan Li, Kenneth Tsz Hin Ng
Mean field and n-player games in Ito-diffusion markets under forward performance criteria · Thaleia Zariphopoulou
Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach · Masashi Sekine
Mean field equilibrium asset pricing model with habit formation · Masaaki Fujii, Masashi Sekine
Mean field game of controls and an application to trade crowding · Charles-Albert Lehalle, Pierre Cardaliaguet
Mean Field Game of Optimal Tracking Portfolio · Lijun Bo, Xiang Yu
Mean Field Games of Timing and Models for Bank Runs · Daniel Lacker, François Delarue
Mean Field Portfolio Games with Epstein-Zin Preferences · Guanxing Fu, Ulrich Horst
Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study · Xun Yu Zhou, Yanwei Jia
Mean-field approximations in insurance · Philipp C. Hornung
Mean-field equilibrium of heterogeneous agents under market impact · Joseph Leclère, Mathieu Rosenbaum
Mean-field equilibrium price formation under single-default risk · Masashi Sekine
Mean-field equilibrium price formation with exponential utility · Masaaki Fujii, Masashi Sekine
Mean-field game of mean-variance portfolio optimization with peer-based risk aversion · Sheng Wang, Weilun Cheng
Mean-field Libor market model and valuation of long term guarantees · Eva Kienbacher, Florian Gach
Mean-Field Microcanonical Gradient Descent · Joakim Andén, Marcus Häggbom
Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns · Masaaki Fujii
Mean-Field Price Formation on Trees with Multi-Population and Non-Rational Agents · Masaaki Fujii
Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model · Kiyoshi Kanazawa, Taiki Wakatsuki
Mean-Reverting SABR Models: Closed-form Surfaces and Calibration for Equities · V. Perederiy
Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach · Areski Cousin, Jérôme Lelong
Mean-variance hybrid portfolio optimization with quantile-based risk measure · Jianjun Gao, Ke Zhou
Mean-Variance Optimization for Participating Life Insurance Contracts · Felix Fießinger, Mitja Stadje
Mean-Variance Optimization in Ambiguous Financial Markets with Learning · Anne MacKay, Nicole Bäuerle
Mean-variance portfolio allocation with a value at risk constraint · Sentana, Enrique
Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach · Xiaomin Shi, Zuo Quan Xu
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms · Duy Khanh Lam
Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients · Hanqing Jin, Shaolin Ji
Mean-Variance Stackelberg Games with Asymmetric Information · Shihao Zhu, Yu-Jui Huang
Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013) · Allen, D., Lizieri, C.
Measuring and forecasting financial variability using realised variance with and without a model · Bent Nielsen, Carla Ysusi
Measuring and Managing Carbon Risk in Investment Portfolios · Frédéric Lepetit, Takaya Sekine
Measuring Arbitrage Losses and Profitability of AMM Liquidity · Andrea Canidio, Robin Fritsch
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest · Danning Sui, Fei Wu
Measuring DeFi Risk · Ibrahima Sall, Jeremy Bertomeu
Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits · Claudio J. Tessone, Yu Zhang
Measuring Factor Exposures: Uses and Abuses · Adrienne Ross, Ronen Israel
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets · Francis X. Diebold, Kamil Yilmaz
Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation · Cyriac Guillaumin, Salem Boubakri
Measuring Financial Resilience Using Backward Stochastic Differential Equations · Emanuela Rosazza Gianin, Marco Zullino
Measuring Interest Rates as Determined by Thrift and Productivity · Choi, Woon Gyu, Wen, Yi
Measuring Learned Monotone Temporal Aggregation at Matched Admissibility · Yew Lee Tan
Measuring market liquidity risk - which model works best? · Ernst, Cornelia, Kaserer, Christoph
Measuring Name Concentrations through Deep Learning · Eva Lütkebohmert, Julian Sester
Measuring price impact and information content of trades in a time-varying setting · F. Campigli, F. Lillo
Measuring Sentiment News with Transformer-Based Language Models · Caterina Giannetti, Chiara Ongari
Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing · Frank Fabozzi, Nolan Alexander
Measuring Systemic Risk · Thomas Philippon, Viral V. Acharya
Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes · Marsh, Terry A., Wagner, Niklas
Measuring the engine of a liquidation cascade: subcritical branching inside a first-order transition · Ramon Marc Garcia Seuma
Measuring the Financial Sophistication of Households · Calvet, Lauren E., Campbell, John
Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data · Alain Mermoud, Dimitri Percia David
Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction? · Pierpaolo Uberti
Measuring time-varying economic fears with consumption-based stochastic discount factors · Belén Nieto, Gonzalo Rubio
Measuring Trade Direction in a Prediction Market: Settlement Ground Truth and Trading-Cost Measurement on Polymarket · Philipp D. Dubach
Measuring Transition Risk in Investment Funds · Ricardo Crisostomo
Mechanism Design for Investment Regulation under Herding · H. Vicky Zhao, Huisheng Wang
Mechanisms of information communication and market price movements. The case of SP 500 market · Grzegorz Rzadkowski, Inga Ivanova
Media abnormal tone, earnings announcements, and the stock market · David Ardia, Keven Bluteau
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit · Manuela Pedio, Massimo Guidolin
Media-based climate risks and international corporate bond market · Laurens A. P. Swinkels, Miloš Vulanović
Mediating Financial Intermediation · Aymeric Bellon, Louis-Marie Harpedanne de Belleville
Memory-Induced Supra-Competitive Outcomes Between Deep Reinforcement Learning Agents in Optimal Trade Execution · Carlo Campajola, Christos Spyridon Koulouris
Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting · Akash Deep, Nicholas Appiah
Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change? · Florian Zimmermann, Katrin Gödker
Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk? · Florian Zimmermann, Katrin Gödker
Mental Models of the Stock Market · Johannes Wohlfart, Peter Andre
Merton's Problem with Recursive Perturbed Utility · Min Dai, Xun Yu Zhou
Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study · Boris Gutkin, Johann Lussange
Mesuring Liquidity Mismatch in the Banking Sector · Bai, Jennie, Krishnamurthy, Arvind
Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors · Jirong Zhuang, Xuan Wu
Meta-model of a large credit risk portfolio in the Gaussian copula model · Clément Rey, Emmanuel Gobet
Metaheuristic Approach to Solve Portfolio Selection Problem · Taylan Kabbani
Method of Moments Estimation for Affine Stochastic Volatility Models · Jian-Qiang Hu, Xiangyu Yang
Methodology of measuring performance in alternative investment · Alexis Bonnet, Isabelle Nagot
Metropolitan financial agents and the emergence of inter-regional financial linkages in England and Japan, 1760-1860 · Ishizu, Mina
Meyer risk measures · Christian Laudagé, Felix-Benedikt Liebrich
Micro frictions, asset pricing, and aggregate implications · Favilukis, Jack, Lin, Xiaoji
Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931 · Kristian Blickle, Markus Brunnermeier
Microeconomic Models for Long-Memory in the Volatility of Financial Time Series · Alan Kirman, Gilles Teyssière
Microfinance Games · Dean Karlan, Jonathan Morduch
Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents · Bence Toth, Iacopo Mastromatteo
Microscopic models for long ranged volatility correlations · Irene Giardina, Jean-Philippe Bouchaud
Microstructural Foundation for the Rough Hawkes--Heston Model · Lingjiong Zhu, Yingli Wang
Microstructural Foundation of Rough Log-Normal Volatility Models · Paul P. Hager, Thomas Wagenhofer
Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets · Mahya Karbalaii
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9 · Jean Jacod, Mark Podolskij
Migration and cross-border equity portfolio flows · Hillel Rapoport, Maurice Kugler
Migration and Cross-Border Financial Flows · Hillel Rapoport, Maurice Kugler
Mild to classical solutions for XVA equations under stochastic volatility · Alexander Kalinin, Damiano Brigo
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management · Kai Zheng, Liwei Deng
Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model · Marcos Escobar-Anel, Michel Kschonnek
Mind Your Language: Market Responses to Central Bank Speeches · Christopher J. Neely, Deniz Erdemlioglu
Mini-symposium on automatic differentiation and its applications in the financial industry · Adil Reghai, Barak Pearlmutter
Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading · Adamantios Ntakaris, Gbenga Ibikunle
Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô Processes · Leandro Sánchez-Betancourt, Sebastian Jaimungal
Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning · Moustapha Pemy, Na Zhang
Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance · Ankita Chatterjee, Graeme Baker
Minimizing Benchmark-Relative Drawdown Duration via Occupation Time Penalization · Jun Sekine, Marcus Wunsch
Minimizing shortfall · Lisa R. Goldberg, Michael Y. Hayes
Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks · Albert Di Wang, Ye Du
Mining Financial Data using Mixtures of Mirrored Weibull Distributions · Sharon X. Lee, Zijun Jia
MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code · Siyu Wang, Yifan Wang
Mirror Descent Algorithms for Risk Budgeting Portfolios · Adil Rengim Cetingoz, Martin Arnaiz Iglesias
Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework · Yimeng Qiu
Missing Data Imputation With Granular Semantics and AI-driven Pipeline for Bankruptcy Prediction · Debarati Chakraborty, Ravi Ranjan
Missing information and asset allocation · Jean-Philippe Bouchaud, Jean-Pierre Aguilar
Missing Values Handling for Machine Learning Portfolios · Andrew Y. Chen, Jack McCoy
Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach · Daniele Maria Di Nosse, Fabrizio Lillo
Mitigating Decentralized Finance Liquidations with Reversible Call Options · Arthur Gervais, Jens Ernstberger
Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction · Hyunwoo Lee, Jaemin Hong
Mitigating Extremal Risks: A Network-Based Portfolio Strategy · Qian Hui, Tiandong Wang
Mitigating Financial Risk from Climate-Induced Agricultural Price Volatility · Abbinav Sankar Kailasam, Anirban Chakraborti
Mixing Constant Sum and Constant Product Market Makers · Alexander Port, Neelesh Tiruviluamala
Mixing Financial Stress with GPT-4 News Sentiment Analysis for Optimal Risk-On/Risk-Off Decisions · Baptiste Lefort, Beatrice Guez
Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area · Alexander Rodnyansky, Christian Bittner
Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions · Nuerxiati Abudurexiti
Mixture-of-Experts for Cryptocurrency Order Execution: Training Stability, Tail Risk, and Failure Modes · Alexander Ardaiz, Ali Habibnia
Mixture-Preserving, Arbitrage-Free Interpolation for Volatility-Surface Models · Thijs van den Berg
MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing · Boris Ter-Avanesov, Homayoon Beigi
MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading · Fei Wu, Jacky Keung
Moate Simulation of Stochastic Processes · Michael E. Mura
Mobile Banking: The Impact of M-Pesa in Kenya · David N. Weil, Isaac Mbiti
Mobile money agent interoperability and liquidity management · Bouvard, Matthieu, Casamatta, Catherine
Mobile Money, Interoperability and Financial Inclusion · Lorenzo Spadavecchia, Markus K. Brunnermeier
Model Averaging in Risk Management with an Application to Futures Markets · Pesaran, M.H., Schleicher, C.
Model Combination in Risk Sharing under Ambiguity · Emma Kroell, Sebastian Jaimungal
Model independent WWR for regulatory CVA and for accounting CVA and FVA · Benjamin Poncet, Chris Kenyon
Model Predictive Control For Trade Execution · Alexandros Tasos, Andrey Ushenin
Model Risk Analysis for Entropic Hedging Strategies · Paul McCloud
Model Selection and Testing of Conditional and Stochastic Volatility Models · Caporin, M., McAleer, M.J.
Model Validation of Agentic AI Systems: A POMDP-Based Framework for Belief-State, Forecast, and Policy Validation · Matthew Francis Dixon
Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization · Ilya Kulyatin, Joon Sern Lee
Model-based financial regulations impair the transition to net-zero carbon emissions · Beinhocker, Eric, Carr, Ben
Model-based gym environments for limit order book trading · Joseph Jerome, Leandro Sanchez-Betancourt
Model-free bounds for multi-asset options using option-implied information and their exact computation · Antonis Papapantoleon, Ariel Neufeld
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements · Gabriel Turinici, Pierre Brugière
Model-Free Market Risk Hedging Using Crowding Networks · Fei He, Igor Halperin
Model-Free Passive Execution via Order-Level Shadowing · Vincent Maciejewski
Model-free portfolio allocation in continuous-time · Henry Chiu
Model-free trading and hedging with continuous price paths · Tigran Atoyan
Model-independent upper bounds for the prices of Bermudan options with convex payoffs · David Hobson, Dominykas Norgilas
Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion · Patrick Geraghty
Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi · Bhaskar Krishnamachari, Hardhik Mohanty
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions · Andrew J. Patton, Rogier Quaedvlieg
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion · Chen Zhang, Jun Yu
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity · Dick van Dijk, Martin P.E. Martens
Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach · Demetrio Lacava
Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty · Cornelis W. Oosterlee, Lech A. Grzelak
Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory · Jiacheng Wu
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries · Haibo Wang
Modeling Bond Yields in Finance and Macroeconomics · Francis X. Diebold, Glenn D. Rudebusch
Modeling Corporate Bond Returns · Diogo Palhares, Seth Pruitt
Modeling credit risk with partial information · Cetin, Umut, Jarrow, R.
Modeling dependence in sparse time series of Insurance Claims · Michele Domenico Massaria, Pietro Manzoni
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models · Clément Fernandes, Dorinel Bastide
Modeling Dynamic Correlation Matrices with Shrinkage Priors · Daniel Andrew Coulson, David S. Matteson
Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data · Ito, Ryoko
Modeling electricity spot prices - Combining mean-reversion, spikes and stochastic volatility · Mayer, Klaus, Schmid, Thomas
Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions · Hongjuan Zhou, Kenneth Q. Zhou
Modeling financial analysts’ decision making via the pragmatics and semantics of earnings calls · Amanda Stent, Katherine A. Keith
Modeling financial time series with $φ^{4}$ quantum field theory · Arabella Schelpe, David S. Berman
Modeling interest rate swap volatility with GARCH processes · Michał Balcerek, Michał Wronka
Modeling liquidity effects in discrete time · Cetin, Umut, Rogers, L.C.G.
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options · Andreas Veneris, Jeffrey Klinck
Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets · Lisandro Fermin, Rolando Rubilar-Torrealba
Modeling metaorder impact with a Non-Markovian Zero Intelligence model · Adele Ravagnani, Fabrizio Lillo
Modeling News Interactions and Influence for Financial Market Prediction · Mengyu Wang, Shay B. Cohen
Modeling of Measurement Error in Financial Returns Data · Ajay Jasra, Aleksandar Mijatović
Modeling portfolio loss distribution under infectious defaults and immunization · Gabriele Torri, Gianluca Farina
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index · Masoud Ataei
Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach · Anani Lotsi, Dennis Lartey Quayesam
Modeling Stock Return Distributions and Pricing Options · Xinxin Jiang
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law · Andrey Sarantsev, James A. Spiker
Modeling structure and credit risk of the economy: a multilayer bank-firm network approach · Anna Mancini, Giulio Cimini
Modeling the Conditional Covariance between Stock and Bond Returns · Marquering, W.A., de Goeij, P.
Modeling the impact of Climate transition on real estate prices · Lionel Sopgoui
Modeling the Interactions between Volatility and Returns · Andrew Harvey, Rutger-Jan Lange
Modeling the risks within the protocol Aave, with an application to portfolio allocation · Emmanuel Gobet, Louis Latournerie
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes · Markku Lanne, Pentti Saikkonen
Modeling the Volatility in Global Fertilizer Prices · Chang, C-L., Chen, C-C.
Modeling the yield curve of Burundian bond market by parametric models · David Niyukuri, Irène Irakoze
Modeling Trade Durations under Temporal Granularity Effects in Forex Markets · Vladimír Holý
Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK · Janine Aron, John Muellbauer
Modelling and Forecasting Multivariate Realized Volatility · Roxana Chiriac, Valeri Voev
Modelling and Forecasting Noisy Realized Volatility · Asai, M., McAleer, M.J.
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks · Jennifer Castle, Takamitsu Kurita
Modelling and Forecasting UK Mortgage Arrears and Possessions · Janine Aron, John Muellbauer
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model · Carlo A. Favero
Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models · Dennis Koch, Vahidin Jeleskovic
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China · Chang, C-L., McAleer, M.J.
Modelling and valuation of catastrophe bonds across multiple regions · Krzysztof Burnecki, Marek Teuerle
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns · Chang, C-L., Khamkaew, T.
Modelling Financial Market Imperfection Using Open Quantum Systems · Will Hicks
Modelling financial volume curves with hierarchical Poisson processes · Abhinav Pandey, Creighton Heaukulani
Modelling forward looking returns and combining traditional and alternative benchmarks · CFM
Modelling High-Frequency Data with Bivariate Hawkes Processes: Power-Law vs. Exponential Kernels · Neal Batra
Modelling intensities of order flows in a limit order book · Ioane Muni Toke, Nakahiro Yoshida
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns · Chang, C-L., McAleer, M.J.
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH · Ruiz Ortega, Esther, Veiga, Helena
Modelling multivariate volatilities via conditionally uncorrelated components · Fan, Jianqing, Wang, Mingjin
Modelling multivariate volatilities via latent common factors · Gao, Jing, Li, Kunpeng
Modelling Prepayment and Default under Changing Credit Market Conditions for a Net Present Value Analysis · Quirini Giovanni, Quirini Lorenzo
Modelling Regime Shifts in Continuous Intraday Electricity Markets with State-dependent Hawkes Processes · Axel Naumann, Ayoub Jhabli
Modelling Robust Lending Decisions under Climate Scenario Ambiguity: A Minimax-Regret Framework with NGFS Short-Term Scenarios · Marina Palaisti
Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models · Clive G. Bowsher
Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering · Malik, Sheheryar, Pitt, Michael K.
Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves · Francisco Rivadeneyra, Jianjian Jin
Modelling the composition of personal sector wealth in the United Kingdom · Blake, David
Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework · Arno Botha, Roland Breedt
Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary · Christian M. Dahl, Emma M. Iglesias
Modelling time-varying volatility interactions · Cristina Amado, Susana Campos-Martins
Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution · Will Hicks
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution · Pesaran, B., Pesaran, M.H.
Modelling Volatility by Variance Decomposition · Cristina Amado, Timo Teräsvirta
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn · Chang, C-L., McAleer, M.J.
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices · Chang, C-L., McAleer, M.J.
Models for the Impact of All Order Book Events · Jean‐Philippe Bouchaud, Julien Kockelkoren
Models of Financial Stability and Their Application in Stress Tests · Aymanns, Christopher, Farmer, J. Doyne
Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound · Damian S. Steiger, George Woodman
MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING · Fabio Mercurio
Modern Portfolio Diversification with Arte-Blue Chip Index · Maxime L. D. Nicolas, Simon Levy
Modulated Information Flows in Financial Markets · Andrea Macrina, Edward Hoyle
Moment Explosions in the Rough Heston Model · Arpad Pinter, Christoph Gerstenecker
Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture Lévy Motions · Dongdong Hu, Hasanjan Sayit
Momentum and Turnover: Evidence from the German Stock Market · Glaser, Markus, Weber, Martin
Momentum Crashes · Tobias J. Moskowitz
Momentum in Japan: The Exception That Proves the Rule · Cliff Asness
Momentum in the UK stock market · Hon, Mark T., Tonks, Ian
Momentum Strategies with L1 Filter · CFM
Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization · Chuanhui Yang, Hao Wang
Monetary easing and financial instability · Acharya, Viral, Plantin, Guillaume
Monetary Easing, Investment and Financial Instability · Guillaume Plantin, Viral Acharya
Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models · Darmoul Mokhtar, Nizar Harrathi
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? · Alexander Berglund, Manuela Pedio
Monetary policy and asset price bubbles: a laboratory experiment · Charles N. Noussair, Giovanni Giusti
Monetary Policy and Asset Prices: What Role for Central Banks in New EU Member States? · Frait, Jan, Komarek, Lubos
Monetary policy and bank profitability in a low interest rate environment · Carlo Altavilla, José-Luis Peydró
Monetary policy and bank profitability in a low interest rate environment: a follow-up and a rejoinder · Goodhart, C. A. E., Kabiri, Ali
Monetary Policy and Bond Option Pricing in an Analytical RBC Model · Söderlind, Paul
Monetary Policy and Endogenous Financial Crises · Cristina Manea, Fabrice Collard
Monetary policy and financial markets: evidence from Twitter traffic · Davide Romelli, Donato Masciandaro
Monetary Policy and Market Interest Rates · Ellingsen, Tore, Söderström, Ulf
Monetary policy and rational asset price bubbles · Jordi Galí
Monetary Policy and the Currency Denomination of Debt: A Tale of Two Equilibria · Andres Velasco, Roberto Chang
Monetary policy at work: Security and credit application registers evidence · Andrea Polo, José-Luis Peydró
Monetary Policy Expectations at the Zero Lower Bound · Federal Reserve Bank of San Francisco, Glenn D. Rudebusch
Monetary Policy Rules and Foreign Currency Positions · Bianca De Paoli, Hande Küçük-Tuger
Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks' Performance · Bruno de Menna
Monetary transmission under competing corporate finance regimes = Transmisión monetaria bajo regímenes alternativos de finanzas corporativas · Gerba, Eddie, de Grauwe, Paul
Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News · Mykola Pinchuk
Monetary versus macroprudential policies:causal impacts of interest rates andcredit controls in the era of the UKradcliffe report · Aikman, David, Bush, Oliver
Money and Velocity During Financial Crises: From the Great Depression to the Great Recession · John V. Duca, Michael Bordo
Money Illusion and Household Finance · Jean-Robert Tyran, Thomas A. Stephens
Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk · Duy-Minh Dang, German Nova Orozco
Money, banking and financial markets · Aleksander Berentsen, David Andolfatto
Monitoring a Common Agent: Implications for Financial Contracting · Khalil, Fahad, Martimort, David
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI · Helena Chuliá, Jorge M. Uribe
Monopoly Pricing of Weather Index Insurance · Tim J. Boonen, Wenyuan Li
Monopoly Unveiled: Telecom Breakups in the US and Mexico · C. Vladimir Rodríguez-Caballero, Daniel Ventosa-Santaulària
Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels · Duy-Minh Dang, Hao Zhou
Monotonic mean-deviation risk measures · Qinyu Wu, Ruodu Wang
Monotonicity of Normalized Implied-Volatility Coordinates under No-Arbitrage · Jian Sun
Monte Carlo pricing under fast mean-reverting stochastic volatility: the multi-scale limit epsilon to zero · Laurent Mertz, Olivier Pironneau
Monte-Carlo Option Pricing in Quantum Parallel · Jingbo B Wang, Robert Scriba
MOPO-LSI: A User Guide · David, Jasmine Xu
Moral Hazard, Aggregate Risk and Nominal Linear Financial Contracts · Alessandro, CITANNA, Archishman, CHAKRABORTY
More Competition, Better Buyouts? When Private Equity Sponsors Compete for Deals · Kim, Y., Mayer, S.
More hedging instruments may destabilize markets · Brock, W.A., Hommes, C.H.
More Social Security, Not Less · William Goetzmann
More Statistical Properties of Order Books and Price Impact · Jean-Philippe Bouchaud, Marc Potters
More stylized facts of financial markets: leverage effect and downside correlations · Jean‐Philippe Bouchaud, Marc Potters
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions · Helena Chuliá, Jorge M. Uribe
Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models · Andrew Lesniewski
Mortgage Contracts and Underwater Default · Scott Robertson, Yerkin Kitapbayev
Mortgage hedging in fixed income markets · Malkhozov, Aytek, Mueller, Philippe
Mortgage risk and the yield curve · Malkhozov, Aytek, Mueller, Philippe
Mortgage-Rate-Adjusted Home Prices · Honggao Cao
Most claimed statistical findings in cross-sectional return predictability are likely true · Andrew Y. Chen
Most Efficient Homogeneous Volatility Estimators · A. Saichev, D. Sornette
MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading · Jinghao Zhang, Wenfang Xue
MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading · Dexu Yu, Hanlin Zhang
MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning · Jinhui Li, Junwei Su
Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution · Jérôme Lelong, Véronique Maume-Deschamps
Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024 · Chandradew Sharma
Multi-Agent AI as a Nested Principal-Agent Problem in Private Wealth Management: Mandate Representation and Evidence Control in Switzerland, Germany and Austria · Florian Kollberg, Frank Reinhardt
Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction · Jinling Gan, Kairan Hong
Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions · Ali Atiah Alzahrani
Multi-Agent Reinforcement Learning for Greenhouse Gas Offset Credit Markets · Liam Welsh, Sebastian Jaimungal
Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation · Chen Wang, Jin Fang
Multi-agent simulation for pricing and hedging in a dealer market · Ganesh, Sumitra, Reddy, Prashant
Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies · Daksh Dave, Gauransh Sawhney
Multi-asset and generalised Local Volatility. An efficient implementation · Louis Roth, Olivier Deloire
Multi-Asset Bubbles Equilibrium Price Dynamics · Francesco Cordoni
Multi-Asset Liquidation in Dark Pools with Adverse Selection · Guanxing Fu, Johannes Ruf
Multi-asset market making under the quadratic rough Heston · Jianfei Zhang, Mathieu Rosenbaum
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework · Julia Ackermann, Mikhail Urusov
Multi-asset return risk measures · Christian Laudagé, Felix-Benedikt Liebrich
Multi-Credit Calibration via Elastically Stopped Lévy Processes · Agostino Capponi, Graeme Baker
Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design · Andreas Park, Andreas Veneris
Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback · Hussein Al Osman, Mahtab Haj Ali
Multi-dimensional queue-reactive model and signal-driven models: a unified framework · Emmanouil Sfendourakis
Multi-factor approximation of rough volatility models · Eduardo Abi Jaber, Omar El Euch
Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics · Gareth W. Peters, Nino Kordzakhia
Multi-Factor Inception: What to Do with All of These Features? · Stefan Zohren, Tom Liu
Multi-Factor Model of Correlated Commodity - Forward Curves for Crude Oil and Shipping Markets · Paul D. Sclavounos, Per Einar Ellefsen
Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics · Gareth W. Peters, Nino Kordzakhia
Multi-Horizon Echo State Network Prediction of Intraday Stock Returns · Giovanni Ballarin, Jacopo Capra
Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units · Stefan Zohren, Zihao Zhang
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification · Alejandro Rodriguez Dominguez, Muhammad Shahzad
Multi-Industry Simplex : A Probabilistic Extension of GICS · Chris Meredith, Claire Noel
Multi-Industry Simplex 2.0 : Temporally-Evolving Probabilistic Industry Classification · Maksim Papenkov
Multi-kernel property in high-frequency price dynamics under Hawkes model · Kyungsub Lee
Multi-Label Topic Model for Financial Textual Data · Moritz Scherrmann
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis · Alessandro Gnoatto, Kristoffer Andersson
Multi-Level Market Making with Reinforcement Learning · Moritz Weiss, Patrick Cheridito
Multi-Level Order-Flow Imbalance in a Limit Order Book · Ke Xu, Martin D. Gould
Multi-maturity consistency of option prices under bounded bid-ask spreads: a minimal obstruction and an exact two-date basket operator · Minhyeok Lee
Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams · Cristián Bravo, Fengrui Tian
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections · Andrea Coletta, Elizabeth Fons
Multi-Modal Opinion Integration for Financial Sentiment Analysis using Cross-Modal Attention · Chen Yang, Yujing Liu
Multi-Period After-Tax Reporting: A Practical Solution · Liliana Urrutia, Rodney N. Sullivan
Multi-period Learning for Financial Time Series Forecasting · Erpeng Qi, Peng Wang
Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications · Sri Sairam Gautam B
Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization · Chang Chen, Duy-Minh Dang
Multi-period risk sharing under financial fairness · Bao, Hailong
Multi-Period Trading via Convex Optimization · Enzo Busseti, Jan Speth
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields · Samuel Modée, Sjur Westgaard
Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification · Jin Zheng, John Cartlidge
Multi-Scale Markov Switching GARCH · Jayesh Chaudhary
Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets · Avishek Bhandari
Multi-step Reflection Principle and Barrier Options · Gaeun Lee, Hangsuck Lee
Multi-Task Dynamic Pricing in Credit Market with Contextual Information · Adel Javanmard, Jingwei Ji
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction · Damien Challet, Vincent Ragel
Multiblock MEV opportunities & protections in dynamic AMMs · Christian Harrington, Matthew Willetts
Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching · Panpan Zhang, Zuo Quan Xu
Multidimensional Kyle-Back model with a risk averse informed trader · Ibrahim Ekren, Shreya Bose
Multidimensional stochastic liquidity in Kyle's model of informed trading · Evangelos A. Nikitopoulos, Ibrahim Ekren
Multifactor Efficiency and Bayesian Inference · Martijn Cremers
Multifactor Quadratic Hobson and Rogers models · Paolo Foschi
Multifractality and its sources in the digital currency market · Jarosław Kwapień, Marcin Wątorek
Multifractality and sample size influence on Bitcoin volatility patterns · Tetsuya Takaishi
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS · Jacques Lévy Véhel, Joachim Lebovits
Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options · Chinonso Nwankwo, Weizhong Dai
Multilayer heat equations: application to finance · A. Itkin, A. Lipton
Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks · Shanyan Lai
Multilevel Monte Carlo for Basket options · Michael B. Giles
Multilevel Monte Carlo For Exponential Lévy Models · Mike Giles, Yuan Xia
Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application · Devang Sinha, Siddhartha P. Chakrabarty
Multilevel Monte Carlo method for jump-diffusion SDEs · Yuan Xia
Multilevel Monte Carlo methods for applications in finance · Mike Giles, Łukasz Szpruch
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model · Florian Bourgey, Stefano De Marco
Multimodal Deep Reinforcement Learning for Portfolio Optimization · James Zhang, Ravi Panguluri
Multimodal Forecasting for Commodity Prices Using Spectrogram-Based and Time Series Representations · Charmgil Hong, Doohee Chung
Multimodal Gen-AI for Fundamental Investment Research · Hai Wang, Lezhi Li
Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction · Dan Luo, Jiang Dai
Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series · Nicholas Andrews, Ross Koval
Multimodal Stock Price Prediction · Ahmet Murat Özbayoğlu, Bahaeddin Eravcı
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market · Kasymkhan Khubiev, Mikhail Semenov
Multinational banks and development finance · Scher, Mark J., Weller, Christian E.
Multinational lending retrenchment after the global financial crisis: The impact of policy interventions · Müting, Miriam
Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process · Balaji Ramachandran, Shashi Jain
Multiple Solutions and Bubbles in Stochastic Models of the Exchange Rate · Sutherland, Alan
Multiple split approach -- multidimensional probabilistic forecasting of electricity markets · Katarzyna Maciejowska, Weronika Nitka
Multiple time scales in volatility and leverage correlation: A stochastic volatility model · CFM
Multiple yield curve modelling with CBI processes · Alessandro Gnoatto, Claudio Fontana
Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin · Hamed Nozari, Mahmonir Bayanati
Multiple-prior valuation of cash flows subject to capital requirements · Filip Lindskog, Hampus Engsner
Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics · Liang Chen
Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities · Alex Dannenberg, William H. Press
Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints · Anna Pavlova, David Cass
Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version · Anna Pavlova, David Cass
Multipower Variation and Stochastic Volatility · Neil Shephard, Ole Barndorff-Nielsen
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index · Masoud Ataei
Multiscale Markowitz · Raphael Douady, Revant Nayar
Multiscaling and rough volatility: an empirical investigation · Giuseppe Brandi, T. Di Matteo
Multiscaling in the Rough Bergomi Model: A Tale of Tails · Giuseppe Brandi, Tiziana Di Matteo
Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation · Abootaleb Shirvani, Ali Jaffri
Multivariate AutoRegressive Smooth Liquidity (MARSLiQ) · Hafner, C. M., Linton, O. B.
Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis · Anton J. Heckens, Benjamin Köhler
Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets · Anton J. Heckens, Cedric Schuhmann
Multivariate Financial Forecasting using the Chronos Time Series Foundation Models · Mohini Yadav, Sanjiv R Das
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective · Daniele Girolimetto, Emanuele Lopetuso
Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing · Anatoliy Swishchuk, Bruno Rémillard
Multivariate Lévy models: calibration and pricing · Francesco Messeri, Giovanni Amici
Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation · Achraf Tamtalini, Anis Matoussi
Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis · Cécilia Aubrun, Jean-Philippe Bouchaud
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration · Cecilia Aubrun, Jean-Philippe Bouchaud
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading · Asger Lunde, Neil Shephard
Multivariate Residual Estimation Risk · D. J. Manuge
Multivariate Rough Volatility · Giacomo Giorgio, Paolo Pigato
Multivariate Self-Exciting Processes with Dependencies · Anthony Réveillac, Caroline Hillairet
Multivariate Volatility Impulse Response Analysis of GFC News Events · Allen, D.E., McAleer, M.J.
Music as an Asset Class · Aadityaa Singla, Luis Alonso Cendra Villalobos
Mutual Guarantee Institutions and Small Business Finance · Columba, F., Gambacorta, L.
My Advisor, Her AI and Me: Evidence from a Field Experiment on Human-AI Collaboration and Investment Decisions · Bauer, Kevin, Hinz, Oliver
My Word Is My Bond: Reputation As Collateral In Nineteenth Century English Provincial Banking · Galassi, Francesco L., Newton, Lucy A.
Myopic Loss Aversion : Information Feedback vs. Investment Flexibility · Bellemare, C., Krause, M.
Myopic Optimality: why reinforcement learning portfolio management strategies lose money · Yuming Ma
MyPortfolio: The IKEA Effect in Financial Investment Decisions · Fabian Brunner, Fabian Gamm
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns · Andrea Donato Tortora, Francesco Ravazzolo
N-player and mean field games among fund managers considering excess logarithmic returns · Guohui Guan, Jiaqi Hu
Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations · Constantin Petrov, Deborah Miori
Nash Equilibria in Greenhouse Gas Offset Credit Markets · Liam Welsh, Sebastian Jaimungal
Nash Equilibrium between Brokers and Traders · Leandro Sánchez-Betancourt, Sebastian Jaimungal
Nash Peer-to-Peer Insurance Bargaining under Price Fairness and Coalitional Stability · Kenneth Tsz Hin Ng, Tak Wa Ng
NatPar: Natural Parametric Modeling · Hirbod Assa
Natural Expectations and Home Equity Extraction · Pancrazi, Roberto, Pietrunti, Mario
Natural Language Processing in Finance and Empirical Macroeconomics · Trebbi, Giovanni
Natural Selection in Financial Markets: Does it Work? · Hongjun Yan
Nature-linked finance in Southeast Asia: implications and policy options for regulators, lenders and borrowers · Broadstock, David C., Ranger, Nicola
Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk · Ernst C. Wit, Katerina Rigana
Navigating the Factor Zoo Around the World: An Institutional Investor Perspective · Harald Lohre, Lakshmi Ranganathan
Navigating Uncertainty in ESG Investing · Jiayue Zhang, Ken Seng Tan
Near-Maturity Asymptotics of Critical Prices of American Put Options under Exponential Lévy Models · José E. Figueroa-López, Ruoting Gong
NEAT Algorithm-based Stock Trading Strategy with Multiple Technical Indicators Resonance · Li-Chun Huang
Needles in a haystack: using forensic network science to uncover insider trading · Gian Jaeger, Renaud Lambiotte
Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises · Shang-Jin Wei, Yi Wu
Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register · Angela Maddaloni, Johannes Bubeck
Negative Oil & Nickel Squeeze: A Feedback Model for Extreme Commodity Futures Prices · Iosif Zimbidis, Ronnie Sircar
Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system · Michaelides, Panayotis G., Tsionas, Mike G.
Neglected Risks, Financial Innovation, and Financial Fragility · Gennaioli, Nicola, Shleifer, Andrei
Nested Clustered Optimization Is One End of a Schur Bridge, and the Interior Is Sometimes Provably Better · Peter Cotton
Nested Optimal Transport Distances · Ruben Bontorno, Songyan Hou
Net asset value discounts in listed private equity funds · Kaserer, Christoph, Lahr, Henry
Net Buying Pressure and the Information in Bitcoin Option Trades · Carol Alexander, Huning Wan
Net-Zero Investing: Harnessing the Power of Unstructured Data · Andy Moniz, Devin Nial
Nets: Network estimation for time series · Christian T. Brownlees, Matteo Barigozzi
Network and Risk Analysis of Surety Bonds · Ali Jadbabaie, Arnab Sarker
Network Momentum across Asset Classes · Stefan Zohren, Stephen Roberts
Network risk and key players: a structural analysis of interbank liquidity · Denbee, Edward, Julliard, Christian
Network topology of the Euro Area interbank market · Ilias Aarab, Thomas Gottron
Network-based diversification of stock and cryptocurrency portfolios · Dimitar Kitanovski, Igor Mishkovski
Networks of Heterogeneous Expectations in an Asset Pricing Market · Makarewicz, T.A.
Networks of News and Cross-Sectional Returns · Junjie Hu, Wolfgang Karl Härdle
Neural and Time-Series Approaches for Pricing Weather Derivatives: Performance and Regime Adaptation Using Satellite Data · Marco Hening Tallarico, Pablo Olivares
Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading · Amit Milstein, Guy Revach
Neural Calibration of a Complete Market Model · Andrea Molent, Michel Vellekoop
Neural Functionally Generated Portfolios · Michael Monoyios, Olivia Pricilia
Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets · Ioane Muni Toke, Timothée Fabre
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling · Tianzuo Hu
Neural Jumps for Option Pricing · Duosi Zheng, Hanzhong Guo
Neural Lévy SDE for State--Dependent Risk and Density Forecasting · Svetlozar T Rachev, Ziyao Wang
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment · Chendi Ni, Peter A. Forsyth
Neural Network Convergence for Variational Inequalities · Harry Zheng, Yun Zhao
Neural Network for CVA: Learning Future Values · Dan Grecu, Jian-Huang She
Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model · Edson Pindza, Jules Clement Mba
Neural Network Learning of Black-Scholes Equation for Option Pricing · Daniel de Souza Santos, Tiago Alessandro Espinola Ferreira
Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage · Christian Bongiorno, Efstratios Manolakis
Neural networks can detect model-free static arbitrage strategies · Ariel Neufeld, Julian Sester
Neural Networks for Delta Hedging · Guijin Son, Joocheol Kim
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff · Freek Holvoet, Katrien Antonio
Neural networks for option pricing and hedging: a literature review · Johannes Ruf, Weiguan Wang
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement · Shashi Jain, Vikranth Lokeshwar Dhandapani
Neural Networks with Local Converging Inputs for Efficient Options Pricing Models · Harris Cobb, Wenbo Hao
Neural Optimal Stopping Boundary · A. Max Reppen, H. Mete Soner
Neural Options Pricing · Timothy DeLise
Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology · John Cartlidge, Zijian Shi
Neural Term Structure of Additive Process for Option Pricing · Guixin Liu, Jimin Lin
Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management · Davide Rindori
NeuralBeta: Estimating Beta Using Deep Learning · Achintya Gopal, Jimin Lin
NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes · Anastasis Kratsios, Giulia Livieri
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities · Achintya Gopal
Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets · Namid R. Stillman, Rory Baggott
Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading · Amulya Saxena, Hao Zhang
New approaches of the DCC-GARCH residual: Application to foreign exchange rates · Kanji Suzuki, Kenichiro Shiraya
New approximate stochastic dominance approaches for Enhanced Indexation models · Francesco Cesarone, Justo Puerto
New approximations in local volatility models · Ali Suleiman, Emmanuel Gobet
New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators? · Antoine Parent, Barbara Pascal
New developments in econophysics: Option pricing formulas · Moawia Alghalith
New drugs and stock market: how to predict pharma market reaction to clinical trial announcements · Alexey Kazakov, Elizaveta Kovtun
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks · Cecilio Tamarit, Josep Lluis Carrion Silvestre
New evidence on the effects of US monetary policy on exchange rates · Kalyvitis, Sarantis, Michaelides, Alexander
New Evidence on the First Financial Bubble · K. Rouwenhorst, Rik P.
New frontiers in household finance · Gomes, Francisco, Haliassos, Michael
New general dependence measures: construction, estimation and application to high-frequency stock returns · Aleksy Leeuwenkamp, Wentao Hu
New News is Bad News · Harry Mamaysky, Jimmy Qin
New Paradigms in Stock Market Indexing · Burton G. Malkiel, Derek Jun
New Time Series Models for Corporate Bond Log Yields · Andrey Sarantsev, Jihyun Park
Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm · Chia-Ling Huang, Wei-Chang Yeh
News from London: Greek government bonds on the London Stock Exchange, 1914-1929 · Christodoulaki, Olga, Penzer, Jeremy
News Sentiment Embeddings for Stock Price Forecasting · Ayaan Qayyum
News shocks and asset prices · Malkhozov, Aytek, Tamoni, Andrea
News Shocks under Financial Frictions · Christoph Görtz, Francesco Zanetti
News-Aware Direct Reinforcement Trading for Financial Markets · Jun-Qian Jiang, Qing-Yu Lan
News-driven Expectations and Volatility Clustering · Sabiou Inoua
News-driven peer co-movement in crypto markets · Gustavo Schwenkler, H. Zheng
News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models · Kaushal Attaluri, Mukesh Tripathi
NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks · Christina Dan Wang, Ming Cheng
NFT Bubbles · Andrea Barbon, Angelo Ranaldo
NFT Wash Trading Detection · Adrina Tang, Derek Liu
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction · Mingchuan Zhao, Ruihai Dong
Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices · Hongjun Yan, Steven Malliaris
NIFTY Financial News Headlines Dataset · Frank Rudzicz, Ken Kato
No arbitrage and the existence of ACLMMs in general diffusion models · David Criens, Mikhail Urusov
No Arbitrage in Discrete Time Under Portfolio Constraints · Huyên Pham, Laurence Carassus
No arbitrage of the first kind and local martingale numéraires · Kabanov, Yuri, Kardaras, Constantinos
No Fear of Discounting - How to Manage the Transition from EONIA to ESTR · Marco Bianchetti, Marco Scaringi
No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2 · Berndsen, Ron, Diehl, Martin
No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank · Carlo Campajola, Jiahua Xu
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books · Emmanuel Bacry, Jean-François Muzy
No-arbitrage and Equilibrium in Finite Dimension: A General Result · Cuong Le Van, Frank Page
No-arbitrage commodity option pricing with market manipulation · Aïd, René, Callegaro, Giorgia
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies · Dorsaf Cherif, Emmanuel Lepinette
No-arbitrage equilibria with differential information: a proof of existence · Lionel de Boisdeffre
No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives · Alessio Calvelli
No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging · Katsuya Ito, Kei Nakagawa
No‐arbitrage implies power‐law market impact and rough volatility · Mathieu Rosenbaum, Paul Jusselin
Noise Dressing of Financial Correlation Matrices · Jean-Philippe Bouchaud, Laurent Laloux
Noise Trader Risk in Financial Markets · De Long, J. Bradford, Shleifer, Andrei
Noise-proofing Universal Portfolio Shrinkage · Christian Bongiorno, Damien Challet
Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices · Grant, Lewis, Groom, Ben
Nominal Bonds, Real Bonds, and Equity · Andrew Ang, Maxim Ulrich
Nominal Exchange Rate Stationarity and Long-Term Bond Returns · Lustig, Hanno, Stathopoulos, Andreas
Non asymptotic controls on a stochastic algorithm for superquantile approximation · Costa, Manon, Gadat, Sébastien
Non cooperative Liquidity Games and their application to bond market trading · Alicia Vidler, Toby Walsh
Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models · Mao Fabrice Djete
Non-Atomic Arbitrage in Decentralized Finance · Eric Schertenleib, Lioba Heimbach
Non-concave Corporate Management with Option Incentives under Value-at-Risk Constraint · Haoqi Lyu, Pengyu Wei
Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking · Frederic Goguikian, Javier Mancilla
Non-equilibrium economics: A physicist's point of view · Jean-Philippe Bouchaud
Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime · Bertrand Maillet, Joseph Rynkiewicz
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers · Igor Halperin
Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative · Christian P. Fries
Non-Monotone Liquidity Under-Supply · Ana Fostel, John Geanakoplos
Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance · Aldo Glielmo, Antonietta Mira
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes · Shashi Jain, Sobin Joseph
Non-parametric estimation of quadratic Hawkes processes for order book events · Antoine Fosset, Jean-Philippe Bouchaud
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data · Emmanuel Bacry, Khalil Dayri Jean-François Muzy
Non-Spanning Identification of Scheduled Event Risk in Option Pricing · Tenghan Zhong
Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics · Tomasz Kania
Non-Stationary Dividend-Price Ratios · Ioannis Neokosmidis, Vassilis Polimenis
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK · Katalin Varga, Tibor Szendrei
Non-traded call's volatility smiles · Marek Capinski
Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings · Dennis Vink, Frank Fabozzi
Non-unique time and market incompleteness · Chris Angstmann, Tim Gebbie
Nonconcave Portfolio Choice under Smooth Ambiguity · An Chen, Emanuele Borgonovo
Nonhedgeable risk and Credit Risk Pricing · Deniz Sezer, Juan Dong
Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets · Fredy Pokou, Jules Sadefo Kamdem
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles · Massimo Guidolin, Monia Magnani
Nonlinear Error-Correction Models for Interest Rates in The Netherlands · Franses, Ph.H.B.F., van Dijk, D.J.C.
Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics · Gabjin Oh
Nonlinear Factor Decomposition via Kolmogorov-Arnold Networks: A Spectral Approach to Asset Return Analysis · David Breazu
Nonlinear price impact from linear models · Felix Patzelt, Jean-Philippe Bouchaud
Nonlinear shifts and dislocations in financial market structure and composition · Max Menzies, Nick James
Nonlinear shrinkage estimation of large integrated covariance matrices · Feng, Phoenix, Hu, Charlie
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies · Allen, D.E., McAleer, M.J.
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models · Eric Hillebrand, Marcelo C. Medeiros
Nonlocal onset of instability in an asset pricing model with heterogeneous agents · Gaunersdorfer, A., Hommes, C.H.
Nonparameteric forecasting of multivariate probability density functions · Dominique Guegan, Matteo Iacopini
Nonparametric Analysis of Hedge Funds Lifetimes · Guillaume Simon, Jean‐Pierre Florens
Nonparametric Assessment of Hedge Fund Performance · Almeida, Caio, Ardison, Kim
Nonparametric Beta Kernel Estimator for Long Memory Time Series · Bouezmarni, Taoufik, Van Bellegem, Sébastien
Nonparametric calibration of jump-diffusion option pricing models. · Peter Tankov, Rama Cont
Nonparametric estimates of option prices via Hermite basis functions · Carlo Marinelli, Stefano d'Addona
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach · Andrew Jeffrey, Linton, Oliver Linton
Nonparametric estimation of conditional beta pricing models · Ferreira, Eva, Gil-Bazo, Javier
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff · Hong, S-Y., Linton, O.
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data · Bu, R., Li, D.
Nonparametric Estimation of Self- and Cross-Impact · Eyal Neuman, Natascha Hey
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices · Andrew W. Lo, Yacine Aït-Sahalia
Nonparametric Euler Equation Identi?cation and Estimation · Escanciano, J C., Hoderlein, S.
Nonparametric Euler Equation Identification andEstimation · Arthur Lewbel, Juan Carlos Escanciano
Nonparametric likelihood for volatility under high frequency data · Lorenzo Camponovo, Taisuke Otsu
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos · Mototsugu Shintani, Oliver Linton
Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos · Mototsugu Shintani, Oliver Linton
Nonparametric Option Pricing with Generalized Entropic Estimators · Caio Almeida, Gustavo Freire
Nonparametric Predictive Regressions for Stock Return Prediction · Cheng, T., Gao, J.
Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models · Frido Rolloos
Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information · Koo, B., La Vecchia, D.
Norms Based on Generalized Expected-Shortfalls and Applications · Shuyu Gong, Taizhong Hu
Northern Ireland in turmoil: a quantitative analysis of the impact of the Troubles on the Irish Stock Market · Donohoe, Maitiú
Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision · Agathe Sadeghi, Brian Zhu
Not Risk Parity Funds · Michael A. Mendelson
Note on a Theoretical Justification for Approximations of Arithmetic Forwards · Álvaro Romaniega
Notes on Correlation Stress Tests · Piotr Chmielowski
Notes on the SWIFT method based on Shannon Wavelets for Option Pricing · Fabien Le Floc'h
Notes on the yield curve · Martin, Ian, Ross, Steve
Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy · Biswarup Chakraborty
NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading · Han-Jay Shu, Hsiang-Hui Liu
NUFFT for the Fast COS Method · Fabien LeFloc'h
Null-Validated Topological Signatures of Financial Market Dynamics · Samuel W. Akingbade
Numeraire Invariance of Entropy-Projected Martingale Measures · Jan Vecer
Numéraire-invariant preferences in financial modeling · Kardaras, Constantinos
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation · Czichowsky, Christoph, Kallsen, Jan
Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model · Christoph Reisinger, Maria Olympia Tsianni
Numerical analysis of American option pricing in a two-asset jump-diffusion model · Duy-Minh Dang, Hao Zhou
Numerical analysis of an extended structural default model with mutual liabilities and jump risk · Alexander Lipton, Christoph Reisinger
Numerical analysis on locally risk-minimizing strategies for Barndorff-Nielsen and Shephard models · Takuji Arai
Numerical approximation of a cash-constrained firm value with investment opportunities · Pierre, Erwan, Villeneuve, Stéphane
Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements · A. Agarwal, A. Zhou
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models · J. Pospíšil, Josef Daněk
Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation · Ilaria Peri, Linus Wunderlich
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps · Fred Espen Benth, Karel J. in 't Hout
Numerical methods for two-dimensional G-heat equation · X. T. Zheng, X. Y. Yue
Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model · Kevin S. Zhang, Traian A. Pirvu
Numerical Simulations for Time-Fractional Black-Scholes Equations · A. S. V. Ravi Kanth, Neetu Garg
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing · Chiheb Ben Hammouda, Christian Bayer
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions · Christoph Reisinger, Rasmus Wissmann
Numerical Valuation of Derivatives in High-Dimensional Settings via PDE Expansions · Christoph Reisinger, Rasmus Wissmann
Numerical valuation of European options under two-asset infinite-activity exponential Lévy models · Fred Espen Benth, Karel J. in 't Hout
NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years · William H. Press
Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction · Kunhan Guo
Objective and subjective entropy measures of portfolio suboptimality · Ati S Sharma
Objective-oriented quantitative investment: A specification-driven framework for automated synthesis of trading strategy pipelines · Liangliang Zhang
Observable Matrix Dynamics of Stocks · Igor Halperin
Occupied Processes: Going with the Flow · Valentin Tissot-Daguette
Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost · Dimitris Kalles, Theodoros Zafeiriou
Offshore Hedge Funds: Survival & Performance 1989-1995 · Roger G. Ibbotson, Stephen J. Brown
Offshore Hedge Funds: Survival and Performance 1989-1995 · Roger G. Ibbotson, Stephen J. Brown
Offshore Investment Funds: Monsters in Emerging Markets? · Shang-Jin Wei, Woochan Kim
OFTER: An Online Pipeline for Time Series Forecasting · Mihai Cucuringu, Nikolas Michael
Oil price and financial markets: Multivariate dynamic frequency analysis · Anna Creti, Khaled Guesmi
Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries · Anna Créti, Khaleb Guesmi
On "Acquisition of information in Financial Markets · Christophe Chamley
On a fundamental statistical edge principle · Tommaso Gastaldi
On a Moving Average with Internal Degrees of Freedom · Alexander Bobyl, Linda Boudjemila
On a multi-timescale statistical feedback model for volatility fluctuations · CFM
On a multivariate extension for Copula-based Conditional Value at Risk · Andres Mauricio Molina Barreto
On a Simple Relationship Between Order Imbalance, Skew and Width in Over-The-Counter Trading · Peter Cotton
On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift · Emmanuel Gnabeyeu, Gilles Pagès
On a Universal Mechanism for Long Ranged Volatility Correlations · Irene Giardina, Jean-Philippe Bouchaud
On Accelerating Large-Scale Robust Portfolio Optimization · Chung-Han Hsieh, Jie-Ling Lu
On an Optimal Stopping Problem with a Discontinuous Reward · Anne Mackay, Marie-Claude Vachon
On Banking Regulation and Lobbying · Hans Gersbach, Stylianos Papageorgiou
On Bellman equation in the limit order optimization problem for high-frequency trading · A. Yu. Veretennikov, M. I. Balakaeva
On Bitcoin Price Prediction · Grégory Bournassenko
On Bonart's interpretation of the Square-Root Impact Law · B. Toth, I. Mastromatteo
On business cycles… and when trend following works · CFM
On certain representations of pricing functionals · Carlo Marinelli
On Classifying the Effects of Policy Announcements on Volatility · Demetrio Lacava, Edoardo Otranto
On consistency of optimal portfolio choice for state-dependent exponential utilities · Edoardo Berton, Marco Maggis
On Control of Drawdown: Robust Invariance and Optimality · Chung-Han Hsieh
On convergence of the Mayer problems arising in the theory of financial markets with transaction cost · Artur Sidorenko, Yuri Kabanov
On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio · Chung-Han Hsieh, Xiao-Rou Yu
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach · Chung-Han Hsieh, Pei-Ting Wang
On data-driven robust distortion risk measures for non-negative risks with partial information · Linxiao Wei, Ran Wang
On deep calibration of (rough) stochastic volatility models · Aitor Muguruza, Benjamin Stemper
On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment · Joel P. Villarino, Álvaro Leitao
On Detecting Spoofing Strategies in High Frequency Trading · Andrew Day, Lan Ling
On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model · Jan Kwiatkowski, Jarosław A. Chudziak
On expansions for the Black-Scholes prices and hedge parameters · Jean-Philippe Aguilar
On explicit solutions to a class of quadratic BSDEJs driven by affine Volterra processes with jumps and applications · Emmanuel Gnabeyeu, Sigui Brice Dro
On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options · Ludovic Mathys
On Frequency-Based Optimal Portfolio with Transaction Costs · Chung-Han Hsieh, Yi-Shan Wong
On Geometrically Convex Risk Measures · Fabio Bellini, Mücahit Aygün
On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model · Emmanuel Gnabeyeu, Gilles Pagès
On intermediate Marginals in Martingale Optimal Transportation · Julian Sester
On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures · Tong Pu, Yifei Zhang
On lead-lag estimation of non-synchronously observed point processes · Takaaki Shiotani, Takaki Hayashi
On monotone completion of risk markets: Limit results for incomplete risk markets · Danny Ralph, Geoffrey Pritchard
On multivariate contribution measures of systemic risk with applications in cryptocurrency market · Junxue Li, Limin Wen
On non-uniqueness in the option valuation problem · Ekaterina A. Ladykova, Olga S. Rozanova
On non-uniqueness of solutions to degenerate parabolic equations in the context of option pricing in the Heston model · Ruslan R. Boyko
On Noncommutative Quantum Mechanics and the Black-Scholes Model · Abraham Espinoza-García, F. Teodoro Hernández Grovas
On optimal tracking portfolio in incomplete markets: The reinforcement learning approach · Lijun Bo, Xiang Yu
On options-driven realized volatility forecasting: Information gains via rough volatility model · Meng Melody Wang, Yifan Ye
On Parametric Optimal Execution and Machine Learning Surrogates · Mike Ludkovski, Moritz Voß
On Portfolio Choice with Savoring and Disappointment · Clotilde Napp, Elyès Jouini
On Portfolio Frictions, Asset Returns and Volatility * · Anna Belianska, Aurélien Eyquem
On Prudence of Risk Measures · Denny H. Leung, Foivos Xanthos
On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models · Eric Ghysels, Jack Morgan
On Quantum BSDE Solver for High-Dimensional Parabolic PDEs · Howard Su, Huan-Hsin Tseng
On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500 · Lech A. Grzelak
On Reference-Regulated Multiperiod Mean-Variance Portfolio Optimization in High Dimensions · Jianjun Gao, Weichen Wang
On regularity of finite-maturity American put options in the Heston model · Huy Chau, Khai Nguyen
On Risks and Opportunities in Financial Markets · Simon D. Lansdorp
On Secondary Buyouts · François Degeorge, Jens Martin
On Shapley-Shubik Equilibria with Financial Markets · Gaël Giraud, Hubert Stahn
On short-time behavior of implied volatility in a market model with indexes · Duy Nguyen, Huy N. Chau
On simulation of rough Volterra stochastic volatility models · Jan Matas, Jan Pospíšil
On some semi-parametric estimates for European option prices · Carlo Marinelli
On statistical arbitrage under a conditional factor model of equity returns · Stefan Zohren, Stephen Roberts
On stochastic control problems with higher-order moments · Alain Bensoussan, Jiaqin Wei
On Technical Bases and Surplus in Life Insurance · Angus S. Macdonald, Oytun Haçarız
On Tests of the Existence of Time Variable Risk Premia in the Forward Foreign Exchange Market · Bossaerts, Peter
On the "mementum" of Meme Stocks · Carlo R. M. A. Santagiustina, Matteo Iacopini
On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing · Meyer-Gohde, Alexander
On the Application of Laplace Transform to the Ruin Problem with Random Insurance Payments and Investments in a Risky Asset · Viktor Antipov
On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs · Aleksandar Arandjelovic, George Tzougas
On the asymptotic shape of quantile surfaces · Florian Gach, Simon Hochgerner
On the autocorrelation of the stock market · Martin, Ian
On the Bachelier implied volatility at extreme strikes · Fabien Le Floc'h
On the binomial approximation of the American put · Damien Lamberton
On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory · Assa Hirbod, Morales Manuel
On the closure in the Emery topology of semimartingale wealth-process sets · Kardaras, Constantinos
On the Consequences of State Dependent Preferences for the Pricing of Financial Assets · Christos Giannikos, Hany Guirguis
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications · Alexander F. Wagner, Andreas Schrimpf
On the Convergence of Credit Risk in Current Consumer Automobile Loans · Jackson P. Lautier, Jun Yan
On the Correlation Structure of Microstructure Noise in Theory and Practice · Francis X. Diebold, Georg H. Strasser
On the Design of Artificial Stock Markets · Boer-Sorban, K., Kaymak, U.
On the deterministic-shift extended CIR model in a negative interest rate framework · Kevin Kamm, Marco Di Francesco
On the Difficulty of Measuring Forecasting Skill in Financial Markets · Satchell, S., Williams, O.J.
On the Economic Evaluation of Volatility Forecasts · Valeri Voev
On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy · Chutian Ma, Paul Smith
On the Effectiveness of Exchange Rate Interventions in Emerging Markets · Arne Nagengast, Christian Daude
On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution · Amir Mani, Georgios Sotiropoulos
On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation · Chinonso Nwankwo, Weizhong Dai
On The Empirical Detection Of Financial Innovation · Hester, Donald D.
On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model · Mikhail A. Sonin, Yuri Kabanov
On the equivalence of financial structures with long-term assets · Achis Chery, Jean-Marc Bonnisseau
On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria · George Samartzis, Nikitas Pittis
On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework · Mark-Oliver Wolf
On the Estimation Stability of Efficiency and Economies of Scale in Microfinance Institutions · Anh Vo Thi, Thomas Bolli
On the existence of financial equilibrium when beliefs are private · Lionel de Boisdeffre
On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making · Nöldeke, Georg, Tröger, Thomas
On the existence of personal equilibria · Laurence Carassus, Miklós Rásonyi
On the Expected Maximum Deficit and the Optimal Allocation of Reserves · Claude Lefevre, Pierre Zuyderhoff
On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1 · Düll, Robert, König, Felix
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria · Evstigneev, Igor V., Schürger, Klaus
On the Generalized Brownian Motion and its Applications in Finance · Daniel Schiemert, Esben Høg
On the Guyon-Lekeufack Volatility Model · Andrés Riveros Valdevenito, Marcel Nutz
On the harmonic mean representation of the implied volatility · Stefano De Marco
On the hedging of options on exploding exchange rates · Johannes Ruf, Peter Carr
On the hedging problem in general 1D diffusion markets · Alexis Anagnostakis, David Criens
On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets · Bénédicte Alziary, Peter Takáč
On the hidden costs of passive investing · Iro Tasitsiomi
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures · Andrew J. Patton, Tarun Ramadorai
On the impact of fundamentals, liquidity and coordination on market stability · Francisco Peñaranda, Jón Daníelsson
On the influence of oil prices on stock markets: Evidence from panel analysis in GCC countries · Christophe Rault, Mohamed El Hedi AROURI
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model · Davide Radi, Frank Westerhoff
On the Local equivalence of the Black Scholes and the Merton Garman equations · Ivan Arraut
On the lower arbitrage bound of American contingent claims · Acciaio, Beatrice, Svindland, Gregor
On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures · Xinshu Li, Zian Wang
On the market-consistent valuation of health insurance liabilities · Jonas Ingmanns, Nicole Kastanek
On the maximum drawdown during speculative bubbles · Giulia Rotundo, Mauro Navarra
On the modeling assumptions of Historical Simulation for Value-at-Risk · Björn Löfdahl Grelsson
On the Nonparametric Tests of Univariate GARCH Regression Models · Wasel Shadat
On the optimal choice of strike conventions in exchange option pricing · Elisa Alòs, Michael Coulon
On the optimal design of a financial stability fund · Eva Cárceles-Poveda, Ramon Marimon
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework · Daniele Mancinelli, Immacolata Oliva
On the optimal portfolio problem with partial information and related mean field games with relative performance criteria · Panagiotis Souganidis, Thaleia Zariphopoulou
On the origin of power law tails in price fluctuations · Fabrizio Lillo, J. Doyne Farmer
On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness · Francis X. Diebold, Kamil Yilmaz
On the Potential of Network-Based Features for Fraud Detection · Catayoun Azarm, Erman Acar
On the potential of quantum walks for modeling financial return distributions · Jan Ryckebusch, Koen Schoors
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint · Catherine Donnelly, Jens Perch Nielsen
On the Pricing of American Options under Stochastic Local Volatility and Stochastic Correlation via the RBSDE Framework · Long Teng
On the Pricing of Currency Options under Variance Gamma Process · Abhijeet Chandra, Azwar Abdulsalam
On the Pricing of Step-Up Bonds in the European Telecom Sector · Lando, David, Mortensen, Allan
On the Range of the Risk-Free Interest Rate in Incomplete Markets · Atsushi Kajii, Chiaki Hara
On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models · Alexander Schied, Xiyue Han
On the Relationship between Borrower and Bank risk · Ulrich Schüwer, Yuliyan Mitkov
On the Relationship between Market Power and Bank Risk Taking · Kaniska Dam, Marc Escrihuela-Villar
On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term · Olesen, Jan Overgaard, Risager, Ole
On the relative performance of some parametric and nonparametric estimators of option prices · Carlo Marinelli, Stefano D'Addona
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks · Eva Lütkebohmert, Hongyi Shen
On the rigidity of amorphous solids. Price fluctuations, Conventions and Microstructure of Financial Markets · Matthieu Wyart
On the RND under Heston's stochastic volatility model · Ben Boukai
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives · Javier R. Navas, Manuel Moreno
On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions · Aurélien Eyquem, Stéphane Auray
On the second derivative of the at-the-money implied volatility in stochastic volatility models · Elisa Alòs, Jorge A. León
On the sensitivity analysis of energy quanto options · Farai Mhlanga, Rodwell Kufakunesu
On the Separability of Vector-Valued Risk Measures · Zachary Feinstein, Çağın Ararat
On the Separation of Estimation and Control in Risk-Sensitive Investment Problems under Incomplete Observation · Sébastien Lleo, Wolfgang J. Runggaldier
On the Sequencing of Projects, Reputation Building and Relationship Finance · Egli, D., Ongena, S.
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility · Elisa Alòs, Jorge A. León
On the short-time behaviour of up-and-in barrier options using Malliavin calculus · Òscar Burés
On the Singular Control of a Diffusion and its Running Infimum or Supremum · Giorgio Ferrari, Neofytos Rodosthenous
On the Skew Stickiness Ratio · Masaaki Fukasawa
On the Stock Markets’ Reactions to Taxation and Public Expenditure · Oreste Napolitano, Pasquale Foresti
On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition · Akmal Xodarev
On the structure of increasing profits in a 1D general diffusion market with interest rates · Alexis Anagnostakis, David Criens
On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk · Frank Fabozzi, Nolan Alexander
On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors · Haoyue Dai, Kun Zhang
On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices · Akihiko Noda, Koichiro Moriya
On the timing of balance of payments crises: Disaggregated information and interest rate policy · Fernando Broner
On the use of artificial intelligence in financial regulations and the impact on financial stability · Andreas Uthemann, Jon Danielsson
On the use of case estimate and transactional payment data in neural networks for individual loss reserving · Benjamin Avanzi, Bernard Wong
On the utility problem in a market where price impact is transient · Lóránt Nagy, Miklós Rásonyi
On the valuation of life insurance policies for dependent coupled lives · Cedric H. A. Koffi, Kira Henshaw
On the valuation of multiple reset options: integral equation approach · Nazym Azimbayev, Yerkin Kitapbayev
On the Weak Error for Local Stochastic Volatility Models · Alexandre Zhou, Benjamin Jourdain
On Time-subordinated Brownian Motion Processes for Financial Markets · Peter Kempthorne, Rohan Shenoy
On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management · Chi-Lin Li, Chung-Han Hsieh
On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models · Emmanuel Gnabeyeu
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model · Jensen, Bjarne Astrup
On variable annuities with surrender charges · Alessandro Milazzo, Gabriele Stabile
On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market · Tong Pu, Yiying Zhang
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates · Alexis Anagnostakis, David Criens
On-Chain Credit Risk Score in Decentralized Finance · Arka Datta, Rajdeep Sengupta
On-Demand Combinatorial Event Markets on Kalshi: Instantiation, Concentration, and Effective Market Breadth · Maksym Nechepurenko
On-line reinforcement learning for optimization of real-life energy trading strategy · Paweł Wawrzyński, Łukasz Lepak
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience · David Byrd, Haibei Zhu
One Currency, Two Forward Prices: The Onshore-Offshore Renminbi Puzzle · Peng Luo, Samuel Drapeau
One Factor to Bind the Cross-Section of Returns · Aleh Tsyvinski, Denis Chetverikov
One More Question is Enough, Expert Question Decomposition (EQD) Model for Domain Quantitative Reasoning · Mengyu Wang, Miguel de Carvalho
One Other Option Pricing Scheme · Jimin Lin
One Rising Ship Sinks Other Ships: Cross-Chain Negative Spillovers in Crypto Markets · Mengzhong Ma, Te Bao
One Simple Test of Samuelson's Dictum for the Stock Market · Jeeman Jung, Robert J. Shiller
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees · Gabriel Turinici, Pierre Brugiere
Onflow: an online portfolio allocation algorithm · Gabriel Turinici, Pierre Brugière
Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks · Adamantios Ntakaris, Gbenga Ibikunle
Online Learning in Limit Order Book Trade Execution · Cem Tekin, Mihaela van der Schaar
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods · Fabrizio Lillo, Ioanna-Yvonni Tsaknaki
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting · Simon Hirsch
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States · Chung-En Tsai, Hao-Chung Cheng
Online Universal Dirichlet Factor Portfolios · Avinash Bhardwaj, Manjesh K. Hanawal
OOM-RL II: Reality Is an Oracle, Not a Debugger Provenance-Constrained Diagnosis in Continually Evolving Agent-Engineered Systems · Kun Liu, Liqun Chen
OOM-RL: Out-of-Money Reinforcement Learning Market-Driven Alignment for LLM-Based Multi-Agent Systems · Kun Liu, Liqun Chen
Opacity, Liquidity and Disclosure Policies · André Stenzel, Wolf Wagner
Open Information: A Defining Perspective on Web Datasets for Carbon Pricing · Anastasios Megaritis, Sidharth Mallik
Open vs. Sealed: Auction Format Choice for Maximal Extractable Value · Aleksei Adadurov, Andrei Sebyakin
Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications · Daniel Kim, Dong Li
OpenAlpha: A Community-Led Adversarial Strategy Validation Mechanism for Decentralised Capital Management · Arman Abgaryan, Utkarsh Sharma
OpenMarket: A Synchronized Polymarket-Binance Dataset for High-Frequency Prediction-Market Research · Gregory Young
Operator Analysis of MACD · Yuelong Li
Operator Deep Smoothing for Implied Volatility · Antoine Jacquier, Lukas Gonon
Opportunity Cost in Insurance · Jan Maelger
Opposites attract: The case of Greek and Turkish financial markets · Drakos, Konstantinos, Kutan, Ali M.
Optimal allocations with distortion risk measures and mixed risk attitudes · Mario Ghossoub, Qinghua Ren
Optimal Annuitization Time under a Mortality Shock · Matteo Buttarazzi
Optimal annuitization with labor income under age-dependent force of mortality · Cody Hyndman, Criscent Birungi
Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force · Gabriele Stabile, Matteo Buttarazzi
Optimal Asset Allocation with Factor Models for Large Portfolios · Pesaran, M.H., Zaffaroni, P.
Optimal Automated Market Makers: Differentiable Economics and Strong Duality · David C. Parkes, Michael J. Curry
Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model · Jinho Cha, Joseph Mollick
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem · Christa Cuchiero, Christoph Reisinger
Optimal Bailouts in Diversified Financial Networks · Krishna Dasaratha, Rakesh Vohra
Optimal Banking Arrangements: Liquidity Creation Without Financial Fragility · Maxi Günnewig, Yuliyan Mitkov
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns · Brunnermeier, Markus K., Gollier, Christian
Optimal Betting: Beyond the Long-Term Growth · Levon Hakobyan, Sergey Lototsky
Optimal Block Time for AMM Liquidity Providers under Jump-Diffusion Prices · Nils Bundi
Optimal brokerage contracts in Almgren-Chriss model with multiple clients · Guillermo Alonso Alvarez, Kevin Webster
Optimal Bubble Riding: A Mean Field Game with Varying Entry Times · Ludovic Tangpi, Shichun Wang
Optimal Call Policy for Corporate Bonds · Longstaff, Francis A., Tuckman, Bruce
Optimal capital controls and real exchange rate policies: A pecuniary externality perspective · Benigno, Gianluca, Chen, Huigang
Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach · Kunal Menda, Raphael S Benarrosh
Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation · Felix Fießinger, Mitja Stadje
Optimal Catastrophe Bond Design and its Applications to Climate Change Risk · Andres Medina, Wei Wei
Optimal connectivity for a large financial network · Agnès Sulem, Andreea Minca
Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case · Giorgio Ferrari, Tim Niclas Schütz
Optimal Consumption and Retirement Time under Shortfall Risk Measure · Lijun Bo, Tingting Zhang
Optimal consumption under loss-averse multiplicative habit-formation preferences · Bahman Angoshtari, Fengyi Yuan
Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint · Kaixin Yan, Lijun Bo
Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint · Dejian Tian, Jianjun Zhou
Optimal Control of Reserve Asset Portfolios for Stablecoins · Alexander Hammerl
Optimal Control of the Ethena Yield-Bearing Stablecoin · Matthew Lorig
Optimal Control with Expectation Constraint in a Smooth Boundary Case · Bruno Bouchard, Kim-Anh Pham
Optimal Corrective Policies under Financial Frictions · Andreas Schabert
Optimal credit portfolio and consumption with regime switching and default contagion · Fei Sun, Kaixin Yan
Optimal Cross-Correlation Estimates from Asynchronous Tick-by-Tick Trading Data · William H. Press
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models · Antonis Papapantoleon, Chiheb Ben Hammouda
Optimal Decisions for Liquid Staking: Allocation and Exit Timing · David Yao, Ruofei Ma
Optimal Delegation and Limited Awareness, with an Application to Financial Intermediation · Nicola Pavoni, Sarah Auster
Optimal Delta Hedging for Options · Alan White, John Hull
Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach · Vladimir Markov
Optimal dividend and capital injection under self-exciting claims · Etienne Chevalier, Paulin Aubert
Optimal dividend payout with path-dependent drawdown constraint · Chonghu Guan, Jiacheng Fan
Optimal dividend strategies for a catastrophe insurer · Hansjoerg Albrecher, Nora Muler
Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance · Engel John C. Dela Vega, Tim J. Boonen
Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty · Engel John C. Dela Vega, Len Patrick Dominic M. Garces
Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines · Bin Zou, Engel John C. Dela Vega
Optimal dividends for a NatCat insurer in the presence of a climate tipping point · Hansjoerg Albrecher, Nora Muler
Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing · Farbod Ghasemlu
Optimal Dynamic Fees in Automated Market Makers · Leandro Sánchez-Betancourt, Leonardo Baggiani
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model · Tim Leung, Yang Zhou
Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability · Gollier, Christian
Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation · Clara Lage, Emmanuel Gobet
Optimal entry and exit for variance swaps: closed-form rules for the perpetual contract · Jun Maeda
Optimal Execution among $N$ Traders with Transient Price Impact · Marcel Nutz, Steven Campbell
Optimal Execution and Macroscopic Market Making · Ivan Guo, Shijia Jin
Optimal execution and speculation with trade signals · Laura Körber, Peter Bank
Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact · Konstantinos Chatziandreou, Sven Karbach
Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty · Brian Bulthuis, Brian Ward
Optimal Execution of Portfolio Transactions · Neil Chriss, Robert Almgren
Optimal execution on Uniswap v2/v3 under transient price impact · Bastien Baude, Damien Challet
Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making · Yusuke Morimoto
Optimal Execution under Incomplete Information · Etienne Chevalier, Vathana Ly Vath
Optimal Execution under Liquidity Uncertainty · Etienne Chevalier, Sergio Pulido
Optimal Execution Using Reinforcement Learning · Can Yang, Cong Zheng
Optimal execution with deterministically time varying liquidity: well posedness and price manipulation · Fabrizio Lillo, Gianluca Palmari
Optimal Execution with Dynamic Order Flow Imbalance · Kyle Bechler, Mike Ludkovski
Optimal Execution with Passive Market Impact · Alexander Barzykin, Eyal Neuman
Optimal Execution with Reinforcement Learning · Edoardo Vittori, Yadh Hafsi
Optimal Execution with Stochastic Delay · Leandro Sánchez-Betancourt, Álvaro Cartea
Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes · Abel Azze, Bernardo D'Auria
Optimal exit decision of venture capital under time-inconsistent preferences · Ju'e Guo, Xu Zhang
Optimal Exit Time for Liquidity Providers in Automated Market Makers · Leandro Sánchez-Betancourt, Philippe Bergault
Optimal Fees for Liquidity Provision in Automated Market Makers · Jason Milionis, Marcel Nutz
Optimal fees in hedge funds with first-loss compensation · Marcos Escobar-Anel, Rudi Zagst
Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion · Matthew Spiegel, S. Ravid
Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints · Atsushi Hane
Optimal hedging of an informed broker facing many traders · Philippe Bergault, Pierre Cardaliaguet
Optimal hedging strategies and interactions between firms · Loss, Frederic
Optimal hedging under fast-varying stochastic volatility · Josselin Garnier, Knut Solna
Optimal hedging with the cointegrated vector autoregressive model · Lukasz Gatarek, Søren Johansen
Optimal hedging with variational preferences under convex risk measures · Marcelo Righi
Optimal information acquisition for eliminating estimation risk · Qi Ye, Zongxia Liang
Optimal Information Revelation by Informed Investors · Strausz, Roland
Optimal insurance design with Lambda-Value-at-Risk · Qiuqi Wang, Tim J. Boonen
Optimal Insurance Menu Design under the Expected-Value Premium Principle · Bin Li, Xia Han
Optimal insurance purchase strategies via optimal multiple stopping times · Georgy Sofronov Pavel V. Shevchenko
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional · Bin Zou, Dongchen Li
Optimal insurance with mean-deviation measures · Tim J. Boonen, Xia Han
Optimal Investment and Consumption in a Stochastic Factor Model · David Hobson, Florian Gutekunst
Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks · David Hobson, Eduardo Abi Jaber
Optimal Investment and Consumption Strategies with General Cost Structure under CRRA Utility · Qiang Zhang, Yingting Miao
Optimal investment and consumption under $g$- expected utility and general constraints in incomplete market · Wahid Faidi
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs · Alet Roux, Zhikang Xu
Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints · Pertiny Nkuize, Thai Nguyen
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population · Caroline Hillairet, Jennifer Alonso-Garcia
Optimal investment and reinsurance under exponential forward preferences · Alessandra Cretarola, Benedetta Salterini
Optimal investment in ambiguous financial markets with learning · Antje Mahayni, Nicole Bäuerle
Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences · Kenneth Tsz Hin Ng, Wing Fung Chong
Optimal Investment in Equity and Credit Default Swaps in the Presence of Default · Scott Robertson, Zhe Fei
Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework · Gechun Liang, Moris S. Strub
Optimal investment under capital gains taxes · Alexander Dimitrov, Christoph Kühn
Optimal Investment under Mutual Strategy Influence among Agents · H. Vicky Zhao, Huisheng Wang
Optimal Investment under the Influence of Decision-changing Imitation · H. Vicky Zhao, Huisheng Wang
Optimal Investment with Costly Expert Opinions · Alexander Merkel, Christoph Knochenhauer
Optimal Investment with Herd Behaviour Using Rational Decision Decomposition · H. Vicky Zhao, Huisheng Wang
Optimal investment with insider information using Skorokhod & Russo-Vallois integration · Carlos Escudero, Mauricio Elizalde
Optimal Investment with Stochastic Interest Rates and Ambiguity · Julian Hölzermann
Optimal life insurance and annuity decision under money illusion · Pengyu Wei, Wenyuan Li
Optimal Life Insurance Decision in Mean-Variance DC Management with Mortality Improvements · Mengyi Xu, Pengyu Wei
Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals · Pierre Renucci
Optimal Liquidation of Perpetual Contracts · Junhan Lin, Matthew Lorig
Optimal Liquidation with Signals: the General Propagator Case · Eduardo Abi Jaber, Eyal Neuman
Optimal Liquidation with Support and Resistance Levels under Multi-Skew Brownian Motion · Jun Maeda
Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies · Hugo E. Ramirez, Julián Fernando Sanchez
Optimal Liquidity Management and Hedging in the presence of a non predictable investment opportunity · Villeneuve, Stéphane, Warin, Xavier
Optimal Liquidity Trading · Gur Huberman, Werner Stanzl
Optimal Loss Allocation in a Mean-Field Model of Systemic Risk · Qinxin Yan, Yucheng Guo
Optimal management of DB pension fund under both underfunded and overfunded cases · Guohui Guan, Yi Xia
Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint · Dongfang Yang, Hui Mi
Optimal Market Asset Pricing · Barbara Rindi, Duane J. Seppi
Optimal Market Making by Reinforcement Learning · Javier Kreiner, Manuel Maurette
Optimal Market Making in Prediction Markets · Dominik Feil, Max Nendel
Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis · Danny D. Sun, Shiqi Gong
Optimal market making under partial information with general intensities · Campi, Luciano, Zabaljauregui, Diego
Optimal market making with persistent order flow · Paul Jusselin
Optimal market-neutral currency trading on the cryptocurrency platform · Avinash Malik, Hongshen Yang
Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks · Xiaomin Shi, Zuo Quan Xu
Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps · Emmanuel Gnabeyeu, Sigui Brice Dro
Optimal Multi-Asset Trading With Linear Costs: A Mean-Field Approach · Benjamin Petit, Jean-Philippe Bouchaud
Optimal multiple stopping problem and financial applications · Imene Ben Latifa, Joseph Frederic Bonnans
Optimal mutual insurance against systematic longevity risk · James Dalby, John Armstrong
Optimal nonparametric estimation of the expected shortfall risk · Daniel Bartl, Stephan Eckstein
Optimal Opacity on Financial Markets · Siegert, Caspar
Optimal Option Portfolios for Skew-Elliptical t Returns · Kyle Sung, Traian A. Pirvu
Optimal Pairs Trading with Time-Varying Volatility · A. Tourin, T. N. Li
Optimal payoff under Bregman-Wasserstein divergence constraints · Jing Yao, Silvana M. Pesenti
Optimal Policy for Macro-Financial Stability · Alessandro Rebucci, Chris Otrok
Optimal portfolio allocation with uncertain covariance matrix · Maxime Markov, Vladimir Markov
Optimal Portfolio Choice with Cross-Impact Propagators · Eduardo Abi Jaber, Eyal Neuman
Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach · Shaofeng Kang, Zeying Tian
Optimal Portfolio Design for Statistical Arbitrage in Finance · Daniel P. Palomar, Rui Zhou
Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network · John M. Mulvey, Xiaoyue Li
Optimal portfolio liquidation with execution cost and risk · Huyen Pham, Idris Kharroubi
Optimal Portfolio Liquidation with Limit Orders · Charles-Albert Lehalle, Joaquin Fernandez Tapia
Optimal portfolio selection of many players under relative performance criteria in the market model with random coefficients · Jeong Yin Park
Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors · Kaixin Yan, Wenyuan Wang
Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints · Kaixin Yan, Wenyuan Wang
Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition · Kaixin Yan, Wenyuan Wang
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value · Massimo Guidolin, Stuart Hyde
Optimal portfolios with anticipating information on the stochastic interest rate · Bernardo D'Auria, José Antonio Salmerón
Optimal position-building strategies in competition · Neil A. Chriss
Optimal post-retirement investment under longevity risk in collective funds · Cristin Buescu, James Dalby
Optimal Power Generation Portfolios with Renewables: An Application to the UK · Rowan Adams, Tooraj Jamasb
Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes · Ruibo Ma
Optimal Pricing and Hedging of SOFR Derivatives · Teemu Pennanen, Waleed Taoum
Optimal Quoting under Adverse Selection and Price Reading · Alexander Barzykin, Malo Lemmel
Optimal ratcheting of dividend payout under Brownian motion surplus · Chonghu Guan, Zuo Quan Xu
Optimal Ratcheting of Dividends with Irreversible Reinsurance · Engel John C. Dela Vega, Tim J. Boonen
Optimal Rebalancing in Dynamic AMMs · Christian Harrington, Matthew Willetts
Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets · Thibaut Mastrolia, Tianrui Xu
Optimal redeeming strategy of stock loans under drift uncertainty · Fahuai Yi, Zuo Quan Xu
Optimal regulation of a fully insured deposit banking system · Emmanuelle Gabillon, Xavier Freixas
Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus · Shotaro Yagishita, Yuta Otsuki
Optimal Reinsurance under Endogenous Default and Background Risk · Bin Zou, Zhaojie Ren
Optimal Reinsurance-Dividend Strategy with Fixed Transaction Costs in a Regime-Switching Brownian Risk Model: A Viscosity Solution to the Impulse Control Problem · Kaixin Yan, Wenyuan Wang
Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics · Morten Oerregaard Nielsen
Optimal Retirement Choice under Age-dependent Force of Mortality · Giorgio Ferrari, Shihao Zhu
Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market · Daniele Marazzina
Optimal Risk Management Using Options · Dong-Hyun Ahn, Jacob Boudoukh
Optimal risk mitigation by deep reinsurance · Aleksandar Arandjelović, Julia Eisenberg
Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach · Vasily Melnikov
Optimal risk-aware interest rates for decentralized lending protocols · Bastien Baude, Damien Challet
Optimal Risk-Sharing Rules in Network-based Decentralized Insurance · Enrique A. Thomann, Heather N. Fogarty
Optimal Routing across Constant Function Market Makers with Gas Fees · Carlos Escudero, Felipe Lara
Optimal Routing for Constant Function Market Makers · Alex Evans, Guillermo Angeris
Optimal Security Design for Risk-Averse Investors · Alex Gershkov, Benny Moldovanu
Optimal Security Design under Asymmetric Information and Profit Manipulation · Koufopoulos, Kostas, Kozhan, Roman
Optimal selling rules for monetary invariant criteria: tracking the maximum of a portfolio with negative drift, · Gilles-Edouard Espinosa, Romuald Elie
Optimal semi-static hedging in illiquid markets · Teemu Pennanen, Udomsak Rakwongwan
Optimal Settings for Cryptocurrency Trading Pairs · Di Zhang, Youzhou Zhou
Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure · Sungwoo Kang
Optimal stopping and divestment timing under scenario ambiguity and learning · Andrea Mazzon, Peter Tankov
Optimal strategy and deep hedging for share repurchase programs · Andrea Pallavicini, Roberto Daluiso
Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences · Jaskaran Singh
Optimal Surplus Management for Insurers under Stochastic Interest Rates and Jump-Driven Liabilities · Foad Shokrollahi, Masoumeh Shahmoradi
Optimal Time to Sell a Stock in Black-Scholes Model: Comment on ‘Thou shall buy and hold’ · CFM
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets · C. Escudero, F. Lara
Optimal Trading in Automated Market Makers with Deep Learning · Max O. Souza, Sebastian Jaimungal
Optimal Trading of Microstructure Mean Reversion · Lucas Rabechini Amaral
Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility · Iosif Zimbidis, Patrick Chan
Optimal trading using signals · Charles-Albert Lehalle, Hadrien De March
Optimal Trading with Linear and (small) Non-Linear Costs · A. Rej, G. Zérah
Optimal Trading with Linear Costs · CFM
Optimal Transport Divergences induced by Scoring Functions · Silvana M. Pesenti, Steven Vanduffel
Optimal two-parameter portfolio management strategy with transaction costs · Chutian Ma, Paul Smith
Optimal Underreporting and Competitive Equilibrium · Bin Zou, Jiayu Zhang
Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs · Heming Chen, Xiaojing Cai
Optimising cryptocurrency portfolios through stable clustering of price correlation networks · Luis Enrique Correa Rocha, Ruixue Jing
Optimism, pessimism and financial bubbles · Bertrand Wigniolle
Optimization and statistical methods for high frequency finance · Charles‐Albert Lehalle, Gilles Pagès
Optimization Method of Multi-factor Investment Model Driven by Deep Learning for Risk Control · Ruisi Li, Xinhui Gu
Optimization of capital injections and absolutely continuous dividend payments in a diffusion model · Alexandre Roch, Dante Mata
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach · Claudio Latini, Mamdouh A. S. Al-Faryan
Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations · Adel Cherchali, Alexandre Boumezoued
Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business · Luis van Sandbergen
Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost · Johannes Muhle-Karbe, Zoltan Eisler
Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning · Alejandro Correa-Bahnsen, Cristián Bravo
Optimizing Deep Reinforcement Learning for American Put Option Hedging · F. Wredenhagen, Reilly Pickard
Optimizing expected shortfall under an ℓ1 constraint—an analytic approach · Caccioli, Fabio, Kondor, Imre
Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost · Sahar Yarmohammadtoosky Dinesh Chowdary Attota
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach · Jiacheng Liu, Shuo Han
Optimizing Market Making using Multi-Agent Reinforcement Learning · Yagna Patel
Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk · Shashi Jain, Vikranth Lokeshwar Dhandapani
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach · Keon Vin Park
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework · Ali Habibnia, Mahdi Soltanzadeh
Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits · Gourab Ghatak, Mohammed Shahid Abdulla
Optimizing Sparse Mean-Reverting Portfolio · Sung Min Yoon
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data · Ahmad Makinde
Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning · Ercan E. Kuruoglu, Hengxi Zhang
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting · Adamantios Ntakaris, Juho Kanniainen
Option hedging for small investors under liquidity costs · Cetin, Umut, Soner, H. Mete
Option Market Making via Reinforcement Learning · Haiqing Xu, Zhou Fang
Option market making with hedging-induced market impact · Etienne Chevalier, Paulin Aubert
Option prices and implied volatility dynamics under Bayesian learning · Allan Timmerman, Massimo Guidolin
Option prices and model-free measurement of implied herd behavior in stock markets · Daniël Linders, Jan Dhaene
Option Prices and the Underlying Asset's Return Distribution (Reprint 012) · Bruce D. Grundy
Option prices from operational-time reaction-boundary lattices · Chris Angstmann, Tim Gebbie
Option prices under Bayesian learning: implied volatility dynamics and predictive densities · Guidolin, Massimo, Timmermann, Allan
Option pricing and hedging with minimum expected shortfall · CFM
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS · Jean-Philippe Bouchaud, Lorenzo Cornalba
Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach · Pengpeng Li, Shi-Dong Liang
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions · Bingqing Li, Guozhen Li
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations · Christophe Chorro, Dominique Guegan
Option Pricing in a Regime Switching Jump Diffusion Model · Anindya Goswami, Anjana R
Option Pricing in Markets with Informed Traders · Abootaleb Shirvani, Frank J. Fabozzi
Option Pricing Kernels and the ICAPM · Brennan, Michael J, LIU, XIAOQUAN
Option pricing model under the G-expectation framework · Xiaotao Zheng, Xingye Yue
Option Pricing Model with Transaction Costs · F. G. Bellora, G. Mazzei
Option Pricing on Automated Market Maker Tokens · Philip Z. Maymin
Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model · Bingqing Li, Michael C. Fu
Option pricing under fast-varying and rough stochastic volatility · Josselin Garnier, Knut Solna
Option pricing under fast-varying long-memory stochastic volatility · Josselin Garnier, Knut Solna
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology · Christophe Chorro, Dominique Guegan
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results · Christophe Chorro, Dominique Guegan
Option pricing under jump diffusion model · Li Wang, Qian Li
Option pricing under non-Markovian stochastic volatility models: A deep signature approach · Jingtang Ma, Wenyuan Li
Option pricing under normal dynamics with stochastic volatility · Matta Uma Maheswara Reddy
Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence · Abigail Anokyewaa Mensah, Ayush Jha
Option pricing under the normal SABR model with Gaussian quadratures · Byoung Ki Seo, Jaehyuk Choi
Option Pricing via Multi-path Autoregressive Monte Carlo Approach · Wei-Cheng Chen, Wei-Ho Chung
Option Pricing with a Compound CARMA(p,q)-Hawkes · Andrea Perchiazzo, Edit Rroji
Option pricing with a quadratic diffusion term · Rady, Sven
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models · Jeroen V.K. Rombouts, Lars Stentoft
Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns · Lasko Basnarkov, Ljupco Kocarev
Option Pricing with Orthogonal Polynomial Expansions · Damien Ackerer, Damir Filipovic
Option Pricing with State-dependent Pricing Kernel · Chen Tong, Peter Reinhard Hansen
Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates · Diep Luong-Le, Echo Li
Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model · Jayen Tan, Robert Jarrow
Option Pricing with Time-Varying Volatility Risk Aversion · Chen Tong, Peter Reinhard Hansen
Option Pricing: Channels, Target Zones and Sideways Markets · Zura Kakushadze
Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves · Astha Singh, Darsh Kachhara
Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels · Kadir G. Babaoglou, Kris Jacobs
Option-Implied Network Measures of Tail Contagion and Stock Return Predictability · Manuela Pedio
Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options · Baichuan Li, Mengxiao Wang
Option-Implied Volatility Measures and Stock Return Predictability · Eser Arisoy, Mark Shackleton
Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets · Abootaleb Shirvani, Svetlozar T. Rachev
Options on Leveraged Equity with Default Risk · Klaus Bjerre Toft.
Options-based systemic risk, financial distress, and macroeconomic downturns · Bevilacqua, Mattia, Tunaru, Radu
Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data · Ariah Klages-Mundt, Lewis Gudgeon
Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules · Hamed Amini, Zachary Feinstein
Order Aggressiveness and Order Book Dynamics · Anthony D. Hall, Nikolaus Hautsch
Order book dynamics in liquid markets: limit theorems and diffusion approximations · Adrien De Larrard, Rama Cont
Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective · Boris Gutkin, Johann Lussange
Order Flows and Limit Order Book Resiliency on the Meso-Scale · Kyle Bechler, Michael Ludkovski
Order routing and market quality: Who benefits from internalisation? · Alaina Danilova, Umut Çetin
Order Splitting and Liquidity Replenishment Are Jointly Necessary for the Square-Root Law of Market Impact: · Jianwen Chen, Ruipeng Wei
Order-Flow Filtration and Directional Association with Short-Horizon Returns · Aditya Nittur Anantha, Prithwish Maiti
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets · Jochen L. Cremer, Runyao Yu
OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting · Derek W. Bunn, Fabian Leimgruber
OrderFusion+: Probabilistic Buy--Sell Price Trajectory Forecasting in Intraday Electricity Markets · Derek W. Bunn, Runyao Yu
Orlicz-Lorentz premia and distortion Haezendonck-Goovaerts risk measures · Aline Goulard, Karl Grosse-Erdmann
Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability · Daniel Guterding, Emrah Gülay
Out of the window? Green monetary policy in China: window guidance and the promotion of sustainable lending and investment · Dikau, Simon, Volz, Ulrich
Out-of-sample comparison of copula specifications in multivariate density forecasts · Dijk, D. van, Diks, C.G.H.
Out-of-sample forecast tests robust to the choice of window size · Atsushi Inoue, Barbara Rossi
Outcome Determination and Settlement Finality on Kalshi: Public State Paths, Prospective Measurement, and Empirical Identification · Maksym Nechepurenko
Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events · Arati Uday Kamat
Outperforming a Benchmark with $α$-Bregman Wasserstein divergence · Silvana M. Pesenti, Thai Nguyen
Outsized arbitrage · Makarov, Igor
Outsourced Cryptocurrency Wash Trading · Hunter Ng
Over-the-Counter Market Making via Reinforcement Learning · Haiqing Xu, Zhou Fang
Overconfidence and investment : An experimental approach · Pikulina, E.S., Renneboog, Luc
Overparametrized models with posterior drift · Guillaume Coqueret, Martial Laguerre
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks · Paweł Sakowski, Robert Ślepaczuk
Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes · Useong Shin
Ownership Characteristics and Access to Finance: Evidence from a Survey of Large Privatised Companies in Hungary and Poland · Natalia Isachenkova, Tomasz Marek Mickiewicz
Ownership Concentration, 'Private Benefits of Control' and Debt Financing · Igor Filatotchev, Tomasz Mickiewicz
Ownership of ESG characteristics · Lisa R. Goldberg, Mark Bateman
P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing · Davit Gondauri
P-Bubbles, Q-Bubbles, and Risk Premia · Robert A. Jarrow, Simon S. Kwok
P-Sensitive Functions and Localizations · Gregor Svindland, Johannes Langner
Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data · Vincent Maciejewski
Painting the market: generative diffusion models for financial limit order book simulation and forecasting · Alfred Backhouse, Anisoara Calinescu
Pairs Trading Using a Novel Graphical Matching Approach · Khizar Qureshi, Tauhid Zaman
Pairs Trading: Performance of a Relative Value Arbitrage Rule · Evan Gatev, K. Rouwenhorst
Pairwise and high-order dependencies in the cryptocurrency trading network · Alessandro Pluchino, Alessio Emanuele Biondo
PALM: Point-in-Time Adaptation for Financial Language Models · Dongwan Kang, Hwanil Choi
PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance · Bingjun Liu, Siyuan Liu
Panel Forecasting with Asymmetric Grouping · Nibbering, D., Paap, R.
Panoptic: the perpetual, oracle-free options protocol · Guillaume Lambert, Jesper Kristensen
Parameter Estimation Methods of Required Rate of Return on Stock · Battulga Gankhuu
Parametric inference and forecasting in continuously invertible volatility models · Olivier Wintenberger, Sixiang Cai
Parametric properties of semi-nonparametric distributions, with applications to option valuation · Leon, Angel, Mencia, Javier
Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance · Kenneth Tsz Hin Ng, Tak Wa Ng
Pareto Efficient Insurance with Multiple Policyholders, Multiple Insurers, and Multiple Indemnity Environments · Zijun Meng
Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market · Jing He, Shuzhen Yang
Pareto Optimal Centralized Risk Sharing with Multiple Agents: Inclusivity and Fairness · Debora Daniela Escobar, Wing Fung Chong
Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures · Mario Ghossoub, Michael B. Zhu
Pareto-optimal reinsurance under dependence uncertainty · Jiacong Wang, Peng Liu
Parisian option pricing: a recursive solution for the density of the Parisian stopping time · Dassios, Angelos, Lim, Jia Wei
Parisian time of reflected Brownian motion with drift on rays and its application in banking · Dassios, Angelos, Zhang, Junyi
Partial comonotonicity and distortion riskmetrics · Muqiao Huang
Partial Law Invariance and Risk Measures · Ruodu Wang, Yi Shen
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails · Dijk, D. van, Diks, C.G.H.
Partial multivariate transformer as a tool for cryptocurrencies time series prediction · Andrzej Tokajuk, Jarosław A. Chudziak
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions · Harry Bensusan, Nicole El Karoui
Partial Uncertainty and Applications to Risk-Averse Valuation · Anastasis Kratsios
Partially Active Automated Market Makers · Sunghun Ko
Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death · Andersen, Steffen, Meisner Nielsen, Kasper
Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs · Qinxin Yan, Yucheng Guo
Partnership Allocations and Their Effects on Tax-Aware Fund Investors · Philip Balzafiore, Zhenduo Du
Pass-Through, Exposure, and the Currency Composition of Debt · Michaux, Michael
Passive Investors, Active Traders and Strategic Delegation of Price Discovery · Jezek, M.
Passive Market Impact: A Point Process Approach · Grégoire Szymanski, Mathieu Rosenbaum
Patent collateral investor commitment and the market for venture lending · Carlos J. Serrano, Rosemarie H. Ziedonis
Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation · Agliari, A., Hommes, C.H.
Path Dependent Option Pricing: The Path Integral Partial Averaging Method · Andrew Matacz
Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters · Chao Guo, Qi Chen
Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing · Chao Guo, Qi Chen
Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity · Miquel Noguer i Alonso
Path Shadowing Monte-Carlo · Jean-Philippe Bouchaud, Rudy Morel
Path weighting sensitivities · Gauthier Michel, Liu Xuan
Path-dependent Affine Processes · Boris Günther, Ludger Overbeck
Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures · Rouyi Zhang, Ulrich Horst
Path-dependent option pricing with two-dimensional PDE using MPDATA · Paweł Magnuszewski, Sylwester Arabas
Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model · Bhathiya Divelgama, Blessing Omotade
Path-Space Model Risk via Signature-Induced Optimal Transport · Qijin Shi, Tomoyuki Ichiba
Path-Space Robust Bayesian Portfolio Selection · Andy Au
Pathetic Protection: The Elusive Benefits of Protective Puts · Roni Israelov
Pathways towards instability in financial networks · Bardoscia, Marco, Battiston, Stefano
Pathwise analysis of log-optimal portfolios · Andrew L. Allan, Anna P. Kwossek
Pathwise large deviations for the Rough Bergomi model · Antoine Jacquier, Henry Stone
Pathwise moderate deviations for option pricing · Antoine Jacquier, Konstantinos Spiliopoulos
Pathwise Portfolio Theory and Market Viability · Donghan Kim, Ioannis Karatzas
Pathwise Roughness of Bitcoin Realized Volatility: Stability Across Time, Sampling, and Volatility Measures · Milan Pontiggia
Payment Instruments, Finance and Development · Beck, T.H.L., Pamuk, H.
Payment Technology Adoption and Finance : A Randomized-Controlled-Trial with SMEs · Dalton, Patricio, Pamuk, Haki
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM) · C. Vázquez, J. G. López-Salas
PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures · Gareth W. Peters, Nino Kordzakhia
PEARL: Private Equity Accessibility Reimagined with Liquidity · B. Guez, E. Benhamou
Peer Effects in Financial Decisions: Evidence from Dutch Administrative Data · Katja M. Kaufmann, Michaela Paffenholz
PELVE from a regulatory perspective · Christian Laudagé, Jörn Sass
Penalties for industrial accidents: the impact of the Deepwater Horizon accident on BP’s reputation and stock market returns · Guire, William M.C., Holtmaat, Ellen Alexandra
PENGARUH DIVIDEND PAYOUT RATIO, FIRM SIZE, DAN LEVERAGE TERHADAP VOLATILITAS HARGA SAHAM (Studi pada Perusahaan Indeks LQ-45 yang Terdaftar di Bursa Efek Indonesia Periode 2016-2018) · Rika Oktavianti, Saryadi Saryadi
Pension Fund Board Composition and Investment Performance: Evidence from Private Equity · Joshua D. Rauh, Xavier Aleksander Andonov
Pension plan funding and stock market efficiency · Francesco Franzoni, José M. Marín
Pensionmetrics 2: stochastic pension plan design during the distribution phase · Blake, David, Cairns, Andrew J. G.
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets · Maksym Nechepurenko
Perfect hedging in rough Heston models · Mathieu Rosenbaum, Omar El Euch
Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms · Chenxi Xia, Jingping Yang
Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study · Andrés Sosa, Grzegorz Krzyżanowski
Performance evaluation of balanced pension plans · Laura Andreu, Laurens A. P. Swinkels
Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks · Abhiraj Sen, Jaydip Sen
Performance evaluation of Polish mutual fund managers · Laurens A. P. Swinkels, Pawel Rzezniczak
Performance of foreign banks in developing countries: evidence from sub-Saharan African banking markets · Pelletier, Adeline
Performance of Microfinance Institutions: A Macroeconomic and Institutional Perspective · Aditi Gupta, Ganesh Thapa
Performance of tail hedged portfolio with third moment variation swap · Byoung Ki Seo, Kyungsub Lee
Performance-based variable premium scheme and reinsurance design · David Landriault, Fangda Liu
Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity · Lucas A. Souza
Performative Market Making · Carmine Ventre, Charalampos Kleitsikas
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US · Christos S. Savva, Denise R. Osborn
Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach · Wanting He, Wenyuan Li
Periodic portfolio selection with quasi-hyperbolic discounting · Alex S. L. Tse, Yushi Hamaguchi
Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players · Lan Wu, Renyuan Xu
Periodicity in Cryptocurrency Volatility and Liquidity · Chan Kim, Peter Reinhard Hansen
PermuteAttack: Counterfactual Explanation of Machine Learning Credit Scorecards · Ali Fathi, Masoud Hashemi
Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations · Libo Li, Pavel V. Gapeev
Perpetual callable American volatility options in a mean-reverting volatility model · Hsuan-Ku Liu
Perpetual Demand Lending Pools · Kamil Yusubov, Luke Sterle
Perpetual Futures for Stocks: The SpaceX Pre-IPO Market · Aditya Gupta, Nick Polson
Perpetual Futures Pricing · Damien Ackerer, Julien Hugonnier
Persistence of insurance activities and financial stability · Kubitza, Christian, Regele, Fabian
Personality differences and investment decision-making · Jiang, Zhengyang, Peng, Cameron
Personalized Robo-Advising: Enhancing Investment Through Client Interaction · Agostino Capponi, Sveinn Olafsson
Persuading large investors · Alonso, Ricardo, Zachariadis, Konstantinos E.
Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002 · Andrade, Sandro C., Kohlscheen, Emanuel
Phase transition in a long-memory log-Gaussian Cox process · Masato Hisakado, Shintaro Mori
Phase transitions in debt recycling · Fabio Caccioli, Pierpaolo Vivo
Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective · Bruno Giorgio
Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions · Igor Halperin
Phenomenology of the interest rate curve · J. -P. Bouchaud, M. Potters
Phonebanking · Bouckaert, J., Degryse, H.
Photonic Quantum Computing vs. Classical Solvers in Constrained Factor Portfolio Optimization · Chyng Wen Tee, Nirvik Sahoo
Physical Climate Risk in Asset Management · Davide Stocco, Lorenzo Viola
Physical Extinction and Long-Run Pricing under Time-Varying Beliefs · Sourav Majumdar
Physical Momentum in the Indian Stock Market · Naresh Kumar Devulapally, Tulasi Narendra Das Tripurana
Physics Informed Neural Network for Option Pricing · Ashish Dhiman, Yibei Hu
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets · Christian Bongiorno, Efstratios Manolakis
Piercing the Veil of TVL: DeFi Reappraised · Jiahua Xu, Paolo Tasca
PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator · Anastasis Kratsios, Blanka Horvath
PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance · Alejandro Lopez-Lira, Jimin Huang
PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints · Alireza Khatib, Bashir Zeimarani
Planning for the Efficient Updating of Mutual Fund Portfolios · Tomás de la Rosa
Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints · Rüdiger Frey, Theresa Traxler
Ploutos: Towards interpretable stock movement prediction with financial large language model · Dongmei Zhang, Hanshuang Tong
PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms · Alberto Marchisio, Kamila Zaman
Poisoning Agentic Alpha: Adversarial Vulnerabilities Across Roles and Architectures in Multi-Agent Trading Systems · Alejandro Lopez-Lira, Chanyeol Choi
Policy Portfolios and Portfolio Characteristics · Joseph Simonian
Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels · Huasheng Song, Meredith A. Crowley
Policy Transition Risk, Carbon Premiums, and Asset Prices · Christoph Hambel, Frederick Van Der Ploeg
Political accountability during crises: evidence from 40 years of financial policies · Ji, Yuemei, Minaudier, Clement
Political Booms, Financial Crises · Herrera, Helios, Ordoñez, Guillermo
Political Conditions and Currency Crises: Empirical Regularities in Emerging Markets · Steven A. Block
Political Cycles and the Stock Market · Santa-Clara, Pedro, Valkanov, Rossen
Political markets as equity price factors · Auld, T.
Political Orientation of Government and Stock Market Returns · Bialkowski, Jedrzej, Gottschalk, Katrin
Political Origins of Financial Structure · Sambit Bhattacharyya
Political Quid Pro Quo In Financial Markets · Adrien Matray, Anne-Laure Delatte
PolyBench: Benchmarking LLM Forecasting and Trading Capabilities on Live Prediction Market Data · Juncheng Liu, Pu Cheng
Polymarket-v1 Database · Boka Qin, Rui Yang
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning · Dan Wang, Raphael Douady
Polynomial Approximation of Discounted Moments · Chenyu Zhao, Makhtar Ba
Polynomial Jump-Diffusion Models · Damir Filipović, Martin Larsson
Polyspectral Mean based Time Series Clustering of Indian Stock Market · Dhrubajyoti Ghosh
PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage · Arjun S. Borkhatariya, Rajat M. Barot
Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem · Jaegi Jeon, Jeonggyu Huh
Ponzi Funds · Dario Villamaina, Jean-Philippe Bouchaud
Pool Value Replication (CPM) and Impermanent Loss Hedging · Agustin Muñoz Gonzalez, Ariel Dembling
Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs · Christian Harrington, Matthew Willetts
Population Diversity and Financial Risk-Taking · Evangelos V Dioikitopoulos, Manthos D Delis
PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management · Ningxin Su, Sijia Chen
Portfolio Allocation and International Risk Sharing · Gianluca Benigno, Hande Küçük-Tuger
Portfolio Allocation under Heterogeneous Scales and Multifractality · Ken Umeno, Shinji Kakinaka
Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective · Peng Xu
Portfolio Analysis in High Dimensions with TE and Weight Constraints · Mehmet Caner, Qingliang Fan
Portfolio and reinsurance optimization under unknown market price of risk · Claudia Ceci, Katia Colaneri
Portfolio balance effects of the SNB's bond purchase program · Andreas Kettemann, Signe Krogstrup
Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio · Ankush Agarwal, Ronnie Sircar
Portfolio Capital Flows: Hot or Cold · Classens, S., Dooley, M.P.
Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers · Guerdjikova, Ani
Portfolio Choice and Knowledge · Eymann, Angelika
Portfolio choice and the effects of liquidity · Ana González, Gonzalo Rubio
Portfolio choice beyond the traditional approach · Francisco Peñaranda
Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot · Puru Gupta, Saul D. Jacka
Portfolio Choice under General Utility with Transaction Costs and Search Frictions · Donghan Kim, Tae Ung Gang
Portfolio Choice with Competing Precautionary and Accumulation Goals · Agostino Capponi, Ananya Parashar
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk · Gomes, Francisco J., Michaelides, Alexander
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty · Alexis Bismuth, Jiang Pu
Portfolio choices and asset prices: the comparative statics of ambiguity aversion · Christian Gollier
Portfolio Construction Matters · Stanislao Gualdi, Stefano Ciliberti
Portfolio construction using a sampling-based variational quantum scheme · Bimal Mehta, Dimitris Alevras
Portfolio Construction using Black-Litterman Model and Factors · Fanyu Zhao
Portfolio credit risk of default and spread widening · Zhao, Hongbiao
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation · Fan Yang, Hengxin Cui
Portfolio delegation under short-selling constraints · Juan-Pedro Gómez, Tridib Sharma
Portfolio Diversification and Complementarity in Asset Demand Systems · Akbas, Ozan E., Wang, Ao
Portfolio Diversification and Concentration under Dependence Uncertainty: A Majorization Approach · Peng Liu, Yang Liu
Portfolio Diversification and Value at Risk Under Thick-Tailedness · Rustam Ibragimov
Portfolio Diversification in the Sovereign Credit Swap Markets · Consiglio, Andrea, Lotfi, Somayyeh
Portfolio Diversification Revisited · Charles Shaw
Portfolio diversification with varying investor abilities · Max Menzies, Nick James
Portfolio implementation risk management using evolutionary multiobjective optimization · Antonio Gaspar-Cunha, David Quintana
Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks · Hoang Hai Tran, Ulrich Horst
Portfolio Management using Deep Reinforcement Learning · Ashish Anil Pawar, Ritesh Tiku
Portfolio management using graph centralities: Review and comparison · Bahar Arslan, Spyridon Vrontos
Portfolio Management without Probabilities or Statistics · S D Flåm
Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion · Czichowsky, Christoph, Schachermayer, Walter
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model · Jan K. Obloj, Vladimir Cherny
Portfolio optimisation via strategy-specific eigenvector shrinkage · Alec N. Kercheval, Hubeyb Gurdogan
Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data · Janusz Szwabiński, Jarosław Gruszka
Portfolio optimisation: bridging the gap between theory and practice · Cristiano Arbex Valle
Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs · Abootaleb Shirvani, Frank J. Fabozzi
Portfolio optimization for cointelated pairs: SDEs vs Machine learning · Babak Mahdavi-Damghani, Cristin Buescu
Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns · Ali Jaffri, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint · Rituparna Sen, Suparna Biswas
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results · Abdelali Gabih, Ralf Wunderlich
Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean · Argimiro Arratia, Henryk Gzyl
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms · Alex Khan, Clark Alexander
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization · Sena Safarina, Visca Tri Winarty
Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training · Adhiraj Chattopadhyay
Portfolio Optimization Rules beyond the Mean-Variance Approach · Maxime Markov, Vladimir Markov
Portfolio Optimization under Dynamic Rebalancing via Topological Data Analysis and News Sentiments · Divyanee Garg
Portfolio optimization under expected shortfall: contour maps of estimation error · Caccioli, Fabio, Kondor, Imre
Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift · Dannin J. Eccles, Roger Lee
Portfolio Optimization under Heavy Tails and Asymmetric Volatility: Evidence from Taiwan-Exposed ETFs · Abootaleb Shirvani, Farzana Afroz
Portfolio Optimization under Recursive Utility via Reinforcement Learning · Minkey Chang
Portfolio Optimization under Transaction Costs with Recursive Preferences · Alex S. L. Tse, David Hobson
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty · Jiwook Kim, Minhyeok Lee
Portfolio Optimization via Transfer Learning · Kexin Wang, Xiaomeng Zhang
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics · Marcos Escobar-Anel, Michel Kschonnek
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization · Eric Luxenberg, Philipp Schiele
Portfolio optimization with discrete simulated annealing · Diego Porras, Juan José García-Ripoll
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks · Michael Pokojovy, Yaacov Kopeliovich
Portfolio Optimization with Many Assets: The Importance of Short-Selling · Levy, Moshe, Ritov, Yaacov
Portfolio Optimization with Relative Tail Risk · Young Shin Kim
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints · Qiqin Zhou
Portfolio Optimization within Mixture of Distributions · Jean-Luc Prigent, Rania Hentati-Kaffel
Portfolio Optimization: A Comparative Study · Jaydip Sen, Subhasis Dasgupta
Portfolio Performance Attribution via Shapley Value · Andrew Ang, Nicholas Moehle
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures · Ivo Welch, Jonathan Ingersoll
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment · Erwin Hansen, Martín Lozano-Banda
Portfolio Preference Elicitation in Institutional Crossing Markets · Yoontae Hwang
Portfolio Protection? It’s a Long (Term) Story… · Ashwin Thapar
Portfolio Rebalancing, Part 1: Strategic Asset Allocation · Antti Ilmanen, Thomas Maloney
Portfolio Rebalancing: Common Misconceptions · John J. Huss, Thomas Maloney
Portfolio Return Characteristics of Different Industries · Pouchkarev, I., Spronk, J.
Portfolio Risk Bounds without Cross-Asset Return Covariances: Distributional Fields from Language-Model Representations · Chun-Sung Huang, Marcus Gawronsky
Portfolio Selection · Harry Markowitz
Portfolio Selection in a Multi-Input Multi-Output Setting: a Simple Monte-Carlo-FDH Algorithm · Nalpas, Nicolas, Simar, Léopold
Portfolio selection revisited · Alec N. Kercheval, Alex Shkolnik
Portfolio Selection via Topological Data Analysis · Alexey Zaytsev, Elizaveta Makhneva
Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model · Dong Yan, Ke Zhou
Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions · Krishan Mohan Nagpal
Portfolio Symmetry and Momentum · Dominique Guegan, Ludovic Calès
Portfolio Time Consistency and Utility Weighted Discount Rates · Oumar Mbodji, Traian A. Pirvu
Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing · Ricardo T. Fernholz, Robert Fernholz
Position building in competition is a game with incomplete information · Neil A. Chriss
Position-building in competition with real-world constraints · Neil A. Chriss
Positive expectations feedback experiments and number guessing games as models of financial markets · Sonnemans, J., Tuinstra, J.
Positive Portfolio Factors · Mark Grinblatt, Stephen Brown
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity · Asger Lunde, Kris Boudt
Positive Stochastic Collocation for the Collocated Local Volatility Model · Cornelis W. Oosterlee, Fabien Le Floc'h
Post Selection Estimation of Sharpe Ratios · Steven E. Pav
Post trade allocation: how much are bunched orders costing your performance? · Ali Hirsa, Massoud Heidari
Post-Quantum Secure Federated DeFi for Inclusive Banking · Dale Fickett, Richard Buchinger
Post-Rejection Follow-up Sampling: Measuring Outcomes of Rejected Decisions in Algorithmic DEX Trading · Arati Uday Kamat
Post-Screening Portfolio Selection · Shinya Tanaka, Yoshimasa Uematsu
Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting · Kumar Yashaswi
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression · Arkadiusz Lipiecki, Bartosz Uniejewski
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation · Cleo S. Silveira, Fernando B. Luce
Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis · Summaya Mumtaz, Ummara Mumtaz
Power and bipower variation with stochastic volatility and jumps · Neil Shephard, Ole E. Barndorff-Nielsen
Power Laws and Symmetries in a Minimal Model of Financial Market Economy · Katsuya Ito, Kentaro Imajo
Power laws in market microstructure · Waelbroeck, Henri, Çetin, Umut
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift · Abdelali Gabih, Hakam Kondakji
Power variation & stochastic volatility: a review and some new results · Neil Shephard, Ole E. Barndorff-Nielsen
Power-laws in economics and finance: some ideas from physics · CFM
Power-Laws in Economy and Finance: Some Ideas from Physics · Jean‐Philippe Bouchaud
Power-type derivatives for rough volatility with jumps · Liang Wang, Weixuan Xia
PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading · Duong Hien Chi Kien, Thanh Trung Huynh
Practical Deep Reinforcement Learning Approach for Stock Trading · Anwar Walid, Hongyang Yang
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading · Hang Kin Poon
Practical Volatility and Correlation Modeling for Financial Market Risk Management · Francis X. Diebold, Peter F. Christoffersen
Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises · Apostolos Chalkis, Ioannis Z. Emiris
PRAGMA: Revolut Foundation Model · Andrei Akshonov, Andrey Goncharov
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data · Kim Christensen, Mark Podolskij
PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin · Dorien Herremans, Yanzhao Zou
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles · George J. Bratsiotis, Konstantinos Theodoridis
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies · Hammoudeh, S.M., McAleer, M.J.
Precise asymptotics: robust stochastic volatility models · Paolo Pigato, Paul Gassiat
Precision measurement of the return distribution property of the Chinese stock market index · Peng Liu, Yanyan Zheng
Predicting and Explaining Customer Data Sharing in the Open Banking · Cleo S. Silveira, Fernando B. Luce
Predicting Bond Returns: 70 Years of International Evidence · Guido Baltussen, Martin P.E. Martens
Predicting Day-Ahead Stock Returns using Search Engine Query Volumes: An Application of Gradient Boosted Decision Trees to the S&P 100 · Christopher Bockel-Rickermann
Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula · Reinker, Kenneth S., Tower, Edward
Predicting Exchange Rate Crises: Mexico Revisited · Goldberg, Linda S.
Predicting Failure of P2P Lending Platforms through Machine Learning: The Case in China · Hsin-Yu Chiu, Jen-Yin Yeh
Predicting Financial Distress and the Performance of Distressed Stocks · Campbell, John Y., Hilscher, Jens Dietrich
Predicting Foreign Exchange EUR/USD direction using machine learning · Kevin Cedric Guyard, Michel Deriaz
Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models · George Shapiro, Konstantin Malkov
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation · Aarush Sinha, Jaskaran Singh Walia
Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation · Peilin Rao, Randall R. Rojas
Predicting Nature of Default using Machine Learning Techniques · Longden, Elaine
Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks · Brian Ezinwoke, Oliver Rhodes
Predicting public market behavior from private equity deals · Flaviano Morone, Paolo Barucca
Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark? · Austin Pollok
Predicting Returns with Text Data · Dacheng Xiu, Zheng Ke
Predicting risk/reward ratio in financial markets for asset management using machine learning · Hamidreza Karimaghaie, Mahdieh Soleymani Baghshah
Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques · Ali Hirsa, Tugce Karatas
Predicting Stock Market Crash with Bayesian Generalised Pareto Regression · Sourish Das
Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning · Manuel Noseda, Marco Paina
Predicting Stock Price Movement as an Image Classification Problem · Matej Steinbacher
Predicting the Equity Premium with Dividend Ratios · Amit Goyal, Ivo Welch
Predicting the success of new crypto-tokens: the Pump.fun case · Fabrizio Lillo, Francesco Tarantelli
Predicting the volatility of major energy commodity prices: the dynamic persistence model · Jozef Barunik, Lukas Vacha
Prediction accuracy and sloppiness of log-periodic functions · Damien Challet, David S. Brée
Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation · Amit N. Kumar, Anshu K. Jha
Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression · Feri Sulianta, Novan Fauzi Al Giffary
Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market · Xin Wang, Yifan Zhang
Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility · Karl Sawaya, Matthieu Garcin
Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate · Agostino Capponi, Arkin Gupta
PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets · Avi Arora, Ritesh Malpani
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis · Fredy Pokou, Jules Sadefo Kamdem
Predictive AI for SME and Large Enterprise Financial Performance Management · Ricardo Cuervo
Predictive AI with External Knowledge Infusion: Datasets and Benchmarks for Stock Markets · Ambedkar Dukkipati, Kawin Mayilvaghanan
Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning · Tristan Lim
Predictive Decision Synthesis for Portfolios: Betting on Better Models · Emily Tallman, Mike West
Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models · Ayoub Jadouli
Predictive gains from forecast combinations using time-varying model weights · Ravazzolo, F., Verbeek, M.J.C.M.
Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange · Ahad Yaqoob, Syed M. Abdullah
Predictive Power of LLMs in Financial Markets · Burton Hollifield, Jerick Shi
Predictive regressions based on managerial decision variables: Is therea small-sample bias? · Jeffrey A. Wurgler, Malcolm P. Baker
PreFER: Interactive Robo-Advisor with Scoring Mechanism · Hoi Ying Wong, Yuwei Wang
Preference robust distortion risk measures · Carole Bernard, Silvana M. Pesenti
Preference-fitting Framework: Elicited Utility Function and PHARA Approximation · Rui Dai, Yang Liu
Preferences, Consumption Smoothing and Risk Premia · Lettau, M., Uhlig, H.F.H.V.S.
Preferential Regulatory Treatment and Banks' Demand for Government Bonds · Bonner, Clemens
Preferred-habitat investors and the US term structure of real rates · Kaminska, Iryna, Vayanos, Dimitri
Pregeometric Origins of Liquidity Geometry in Financial Order Books · João P. da Cruz
Preliminary remarks on option pricing and dynamic hedging · Cédric Join, Michel Fliess
Preparing for the tax reform: the risky French households' portfolio in 2018 · Jérôme Coffinet, Luc Arrondel
Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading · Suyeol Yun
Pretrained Time-Series Foundation Models for Financial Return Forecasting · Miquel Noguer I Alonso, Rodolfo Pereira Franklin
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19 · Jianjun Sun, Peng-Fei Dai
Preventing financial ruin: how the West India trade fostered creativity in crisis lending by the Bank of England · Ishizu, Mina, Sissoko, Carolyn
Preventing Household Bankruptcy: The One-Third Rule in Financial Planning with Mathematical Validation and Game-Theoretic Insights · Aditi Godbole, Ranjeet S. Mudholkar
Price and Liquidity Spillovers during Fire Sale Episodes · Honkanen, Pekka, Schmidt, Daniel
Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model · Victor Olkhov
Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders · Anufriev, M., Bottazzi, G.
Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets · Shin'ichi Hirota, Shyam Sunder
Price Discovery at the Boundary of Contractual Decidability: Terminal-Value Gaps, Trading Availability, and Venue Finality on Kalshi · Maksym Nechepurenko
Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders · Alexander Subbotin, Thierry Chauveau
Price dynamics in a Markovian limit order market · Adrien De Larrard, Rama Cont
Price dynamics, financial fragility and aggregate volatility · Antoine Mandel, Herbert Gintis
Price formation and optimal trading in intraday electricity markets · Laura Tinsi, Olivier Féron
Price formation and optimal trading in intraday electricity markets with a major player · Laura Tinsi, Olivier Féron
Price impact and long-term profitability of energy storage · Peter Tankov, Redouane Silvente
Price Impact Costs and the Limit of Arbitrage · Masahiro Watanabe, Werner Stanzl
Price impact in equity auctions: zero, then linear · Damien Challet, Ioane Muni Toke
Price Impact Without Averaging · Claudio Bellani, Damiano Brigo
Price Impact Without Order Book: A Study of the OTC Credit Index Market · Jean-Philippe Bouchaud, Zoltan Eisler
Price Interpretability of Prediction Markets: A Convergence Analysis · Dian Yu, Jianjun Gao
Price Jump Prediction in Limit Order Book · Ban Zheng, Eric Moulines
Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory · Minhyeok Lee
Price manipulation schemes of new crypto-tokens in decentralized exchanges · Fabrizio Lillo, Francesco Tarantelli
Price predictability at ultra-high frequency: Entropy-based randomness test · Andrey Shternshis, Stefano Marmi
Price predictability in limit order book with deep learning model · Kyungsub Lee
Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation · Heemeijer, P., Hommes, C.H.
Price Stability of Cryptocurrencies as a Medium of Exchange · Kenichi Ueda, Tatsuru Kikuchi
Price uncertainty and the existence of financial equilibrium · Lionel de Boisdeffre
Price Volatility and Banking in Green Certificate Markets · Eirik S. Amundsen, Fridrik M. Baldursson
Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry · Masahiro Watanabe
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity · David Bouba, Julien Guilbert
Price-mediated contagion with endogenous market liquidity · Zachary Feinstein, Zhiyu Cao
Price, Trade Size, and Information Revelation in Multi-Period Securities Markets · Han N. Ozsoylev, Shino Takayama
Price, Volatility and the Second-Order Economic Theory · Victor Olkhov
Priced risk in corporate bonds · Alexander Dickerson, Cesare Robotti
PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction · Bohan Liang, Guangtao Zhai
Pricing American Options by Exercise Rate Optimization · Christian Bayer, Raúl Tempone
Pricing American Options Time-Capped by a Drawdown Event · Paweł Stȩpniak, Zbigniew Palmowski
Pricing American options time-capped by a drawdown event in a Lévy market · Paweł Stȩpniak, Zbigniew Palmowski
Pricing American options under negative rates · Jherek Healy
Pricing American options under rough volatility using deep-signatures and signature-kernels · Christian Bayer, Jia-Jie Zhu
Pricing American Options using Machine Learning Algorithms · Callixte Ndizihiwe, Prudence Djagba
Pricing American options with exogenous and endogenous transaction costs · Dong Yan, Guiyuan Ma
Pricing American Parisian Options under General Time-Inhomogeneous Markov Models · Gongqiu Zhang, Nian Yang
Pricing and calibration in the 4-factor path-dependent volatility model · Guido Gazzani, Julien Guyon
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model · Riccardo Caruso
Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation · Erik Schlögl, Mesias Alfeus
Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus · Ayub Ahmadi, Mahdieh Tahmasebi
Pricing and hedging American-style options with deep learning · Arnulf Jentzen, Patrick Cheridito
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact · Daniele Marazzina, Emilio Barucci
Pricing and hedging for liquidity provision in Constant Function Market Making · Jimmy Risk, Shen-Ning Tung
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets · Consiglio, A., Zenios, S. A.
Pricing and hedging in carbon emissions markets · Cetin, Umut, Verschuere, Michel
Pricing and hedging Margrabe options with stochastic volatilities · Elisa Alòs, Thorsten Rheinländer
Pricing and hedging of decentralised lending contracts · Lukasz Szpruch, Marc Sabaté Vidales
Pricing and Hedging of Discretely Monitored Asian Options in the Volterra-Heston Model · Gijs Custers, Martin Friesen
Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps · Huansang Xu, Marek Rutkowski
Pricing and hedging the prepayment option of mortgages under stochastic housing market activity · Cornelis W. Oosterlee, Lech A. Grzelak
Pricing and Semi-static Hedging of Green Pay-as-produced Power Purchase Agreements · Konstantinos Chatziandreou, Sven Karbach
Pricing Asian Options with Correlators · Silvia Lavagnini
Pricing Barrier Options with DeepBSDEs · Bernhard Hientzsch, Narayan Ganesan
Pricing basket options with the first three moments of the basket: log-normal models and beyond · Dongdong Hu, Frederi Viens
Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data · Giacomo Bormetti, Simone Serafini
Pricing catastrophe insurance derivatives · Muermann, Alexander
Pricing climate change risks: CAPM with rare disasters and stochastic probabilities · Anastasios Xepapadeas, Christos Karydas
Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds · Kieran James Walsh, Lint Barrage
Pricing commodity index options · Alberto Manzano, Andrea Pallavicini
Pricing commodity swing options · Andrea Pallavicini, Emanuele Nastasi
Pricing corporate financial distress: Empirical evidence from the French stock market · Amine Lahiani, Muhammad Shahbaz
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization · Alan White
Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process · Sidharth Mallik
Pricing Default Swaps: Empirical Evidence · Patrick Houweling, Ton Vorst
Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach · Aqib Ahmed, Heiðar Eyjólfsson
Pricing Energy Contracts under Regime Switching Time-Changed models · Konrad Gajewski, Pablo Olivares
Pricing energy spread options with variance gamma-driven Ornstein-Uhlenbeck dynamics · Kevin W. Lu, Tim Leung
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks · Karim Barigou, Lukasz Delong
Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime · Foad Shokrollahi
Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process · A. H. Nzokem
Pricing European Options with Google AutoML, TensorFlow, and XGBoost · Juan Esteban Berger
Pricing Excess-of-Loss Reinsurance and CAT Bonds under Climate Uncertainty: A Cox Process Framework with Temperature-Dependent Stochastic Intensity · Foad Shokrollahi, Nader Karimi
Pricing Exchange Options under Stochastic Correlation · Enrique Villamor, Pablo Olivares
Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model · Rajinda Wickrama
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment · David Lee
Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method · Andrey Itkin, Fazlollah Soleymani
Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications · Dae-Sung Choe, Hyong-Chol O
Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps · Nader Karimi
Pricing FX Options under Intermediate Currency · M. V. Tretyakov, S. Maurer
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality · Marcelo G. Figueroa, Álvaro Cartea
Pricing index options by static hedging under finite liquidity · John Armstrong, Teemu Pennanen
Pricing Interest Rate Derivatives under Volatility Uncertainty · Julian Hölzermann
Pricing Lookback Options on a Quantum Computer · Anne MacKay, Emmanuel Hamel
Pricing Microfinance Loans and Loan Guarantees using Biased Loan Write-off Data · Cassell, David, Chowdhry, Bhagwan
Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity · Chen Yang, Xiaoshan Chen
Pricing multi-asset contingent claims in a multi-dimensional binomial market · Assaf Libman, Jarek Kędra
Pricing multi-asset derivatives by finite difference method on a quantum computer · Kenji Kubo, Koichi Miyamoto
Pricing multi-asset derivatives by variational quantum algorithms · Keisuke Fujii, Kenji Kubo
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates · Boris Ter-Avanesov, Gunter A. Meissner
Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas · Bisso Saley, Diakarya Barro
Pricing of Asian options on interest rates in the CIR model · Dassios, Angelos, Nagaradjasarma, Jayalaxshmi
Pricing of commodity derivatives on processes with memory · Asma Khedher, Fred Espen Benth
Pricing of European Calls with the Quantum Fourier Transform · Tom Ewen
Pricing of geometric Asian options in the Volterra-Heston model · Florian Aichinger, Sascha Desmettre
Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model · Gifty Malhotra, H. C. Taneja
Pricing of wrapped Bitcoin and Ethereum on-chain options · Anastasiia Zbandut
Pricing options and computing implied volatilities using neural networks · Cornelis W. Oosterlee, Sander M. Bohte
Pricing options on flow forwards by neural networks in Hilbert space · Fred Espen Benth, Luca Galimberti
Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models · Asma Khedher, Jian He
Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets · Edoardo Scrima, Federico Aluigi
Pricing options on the cryptocurrency futures contracts · Julia Kończal
Pricing Options Using Monte Carlo Simulation · Ryan Dutton
Pricing Options with Exponential Levy Neural Network · Jeonggyu Huh
Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation · Yuri F. Saporito
Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform · Jeong-Hoon Kim, Jiling Cao
Pricing Quanto and Composite Contracts with Local-Correlation Models · Andrea Pallavicini
Pricing Reliability Options under different electricity prices' regimes · Fulvio Fontini, Luisa Andreis
Pricing sovereign contingent convertible debt · Andrea Consiglio, Michele Tumminello
Pricing Temperature Derivatives under a Time-Changed Levy Model · Pablo Olivares
Pricing Temperature-Index Insurance under Long Memory and Stochastic Time Change · Foad Shokrollahi, Nader Karimi
Pricing the DeFi Tail: Do Protocols or Depositors Price Operational Risk? · Nils Bundi
Pricing time-capped American options using Least Squares Monte Carlo method · Paweł Stȩpniak, Zbigniew Palmowski
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market · Davide Radi, Elia Smaniotto
Pricing under the Benchmark Approach · Eckhard Platen
Pricing Variance Swap for Multi-Asset Stochastic Volatility Models · Minglian Lin, Mulue Gebreslasie
Pricing VIX options under the Heston-Hawkes stochastic volatility model · Oriol Zamora Font
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes · Gechun Liang, Xingchun Wang
Pricing with Passion: The Local Occupied Volatility (LOV) Model · Valentin Tissot-Daguette
Pricing Without Mispricing · Jianan Liu, Robert F. Stambaugh
Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework · Djibril Gueye, Zied Chaieb
Prime Match: A Privacy-Preserving Inventory Matching System · Antigoni Polychroniadou, Benjamin Diamond
PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange · Christopher J. Cho, Manuel Nunes
Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns · Eugene W. Park
Principal Component Copulas for Capital Modelling and Systemic Risk · C. W. Oosterlee, J. Y. Ypma
Principal component error in high-dimensional factor models · Alec N. Kercheval, Alex Bernstein
Principal Regression Analysis and the index leverage effect · Jean‐Philippe Bouchaud, Pierre-Alain Reigneron
Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs · Alain Mermoud, Daniel Celeny
Priority Gas Auction Cadence and Searcher Competition: Evidence from Flashblocks on Base · Akaki Mamageishvili, Edward W. Felten
Private borrowing during the financial revolution: Hoare’s Bank and its customers, 1702-1724 · Joachim Voth, Peter Temin
Private Credit Markets Theory, Evidence, and Emerging Frontiers · Jiacheng Zou
Private Credit, SRTs and the Banking System: Mind the Protection Gap · Riccardo Russo
Private equity entities and conglomerates: what are the differences? · Achleitner, Ann-Kristin, Müller, Kay
Private Equity's Other Illiquidity Premium · Erik Stafford
Private information and client connections in government bond markets · Kondor, Peter, Pinter, Gabor
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems · Bhaskar Krishnamachari, Giovanni Zaarour
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts · Grzegorz Dudek, Piotr Fiszeder
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy · Florian Ziel, Simon Hirsch
Probabilistic models and statistics for electronic financial markets in the digital age · Markus Bibinger
Probabilistic numerical approximation schemes in finance : learning methods for high-dimensional BSDEs and unbiased Monte Carlo algorithms for stochastic volatility models · Junchao Chen
Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference · David T. Frazier, Gael M. Martin
Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift · Houzhi Li, Junchao Chen
Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance · Dmitry Lesnik, Tobias Schaefer
Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring · Alfonso Suárez-Llorens, Daniela I. Flores-Silva
Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing · Akash Deep, Frank J. Fabozzi
Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility · Damiano Brigo
ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition · Arundeep Chinta, Jay Katukuri
Problems and Solutions in Stochastic Caluclus with Applications · Fima C. Klebaner, Kais Hamza
Procyclical leverage and value-at-risk · Adrian, Tobias, Shin, Hyun Song
Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers · Huremovic, Kenan, Jiménez, Gabriel
Productivity Booms, Bank Fragility, and Financial Crises · Artur Doshchyn
Productivity of Short Term Assets as a Signal of Future Stock Performance · Arman Ozcan, Devyani Vij
Profit and loss attribution: An empirical study · Gero Junike, Solveig Flaig
Profit equitably: An investigation of market maker's impact on equitable outcomes · Kshama Dwarakanath, Svitlana S Vyetrenko
Profit Maximization In Arbitrage Loops · Claudio Tessone, Nicolo Vallarano
Profit warnings and stock returns: Evidence from moroccan stock exchange · Abdelbari El Khamlichi, Ilyas El Ghordaf
Profit-Generating Entities or Cash-Management Vehicles? Unpacking the Financial Performance of Savings Groups Worldwide · Bert D’espallier, Emma Bossuyt
Project Finance as a Risk-Management Tool in International Syndicated Lending · Hainz, Christa, Kleimeier, Stefanie
Project finance with Asian wind swaps: are 'average price' derivatives bankable in Australia's NEM? · Paul Simshauser
Project Samara Research Paper · Alex Caridia, André Usche
Projection of Functionals and Fast Pricing of Exotic Options · Valentin Tissot-Daguette
Projective system approach to the martingale characterization of the absence of arbitrage · Balbás, Alejandro, Mirás, Miguel Ángel
Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity · Arman Abgaryan, Joshua Tobkin
Proof of Stake economy under centralized exchanges--a mean field model · Wenpin Tang
Proof-Carrying No-Arbitrage Surfaces: Constructive PCA-Smolyak Meets Chain-Consistent Diffusion with c-EMOT Certificates · Jian'an Zhang
Proof-of-Stake Dynamics: The Elusive Price Anchor and Endogenous Volatility Harvesting · Mikhail Perepelitsa
Proofs for the New Definitions in Financial Markets · Atilla Aras
Proofs that the Gerber Statistic is Positive Semidefinite · B. Javid, H. Markowitz
Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models · Caroline Hillairet, Olivier Lopez
Proper-score observation-driven filters: local geometry, estimation, and continuous-time limits · Gianluca Palmari, Giulia Livieri
Properties of the entropic risk measure EVaR in relation to selected distributions · Kostiantyn Ralchenko, Petro Zelenko
Property Derivatives for Managing European Real-Estate Risk · Frank Fabozzi, Radu Tunaru
Proportional clearing mechanisms in financial systems: an axiomatic approach · Francesc Llerena, Pedro Calleja
Propose, Don't Judge: An Anytime-Valid Referee for LLM Agents That Mine Investment Factors · Bo Qu, Licheng Wang
Prospect Theory and Asset Prices · Ming Huang, Nicholas Barberis
Prospects of Imitating Trading Agents in the Stock Market · Juho Kanniainen, Mateusz Wilinski
ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets · Alejandro Cervantes, Andrés L. Suárez-Cetrulo
Proud to Not Own Stocks: How Identity Shapes Financial Decisions · Christian Zimpelmann, Luca Henkel
Provisions and Economic Capital for Credit Losses · Dorinel Bastide, Stéphane Crépey
Proxies for daily volatility · Marcel P. Visser, Robin de Vilder
Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk · Tenghan Zhong
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets · Bo An, Molei Qin
PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets · Yang Liu, Zhenyu Shen
Pseudo linear pricing rule for utility indifference valuation · Gechun Liang, Vicky Henderson
Public Credit Guarantees and Access to Finance · Gozzi, Juan Carlos, Schmukler, Sergio
Public debt and financial stability, a matter of sustainability? The case of the UK pension funds turmoil of September 2022 · Colin Vuilletet
Public Debt as Private Liquidity: Optimal Policy · Angeletos, George-Marios, Collard, Fabrice
Public Opinion as an Option: Leveraging Prediction Markets to Hedge Exposure to Spot Crypto Volatility · Aadit Jerfy, Prashanth Bhaskara
Public policies for private finance · De Haas, Ralph, González-Uribe, Juanita
Public Trader Identity: Adverse Selection and Return Predictability · Daojing Zhai
Publication Bias in Asset Pricing Research · Andrew Y. Chen, Tom Zimmermann
Push-response anomalies in high-frequency S&P 500 price series · Dmitrii Vlasiuk, Mikhail Smirnov
Putting the price in asset pricing · Cho, Thummim, Polk, Christopher
QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols · Bhaskar Krishnamachari, Dev Churiwala
Qlib: An AI-oriented Quantitative Investment Platform · Dong Zhou, Jiang Bian
QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES · Christian Francq, Le Quyen Thieu
QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance · Kumar Muthuraman, Michael Sury
QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning · Jiahao Chen, Jingfeng Pan
Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback · Hyungbin Park, Jaehyun Kim
Quadratic Hawkes processes for financial prices · Jean‐Philippe Bouchaud, Jonathan Donier
Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time · Bin Zou, Jun Deng
Quadratic Portfolio Credit Risk models with Shot-noise Effects · Gaspar, Raquel M., Schmidt, Thorsten
Quadratic Volatility from the Pöschl-Teller Potential and Hyperbolic Geometry · Joel Saucedo
Quality Minus Junk · Andrea Frazzini
Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making · Bouna Niang
Quant GANs: Deep Generation of Financial Time Series · Magnus Wiese, Peter Kretschmer
QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining · Biao Wu, Fangqi Lou
QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading · Aosong Feng, Chenyu You
QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model · Hang Yuan, Jian Guo
QuantBench: Benchmarking AI Methods for Quantitative Investment · Fengrui Hua, Hao Kong
QuantCode Model: Specializing Language Models for Executable Algorithmic Trading Code · Alexey Chernysh, Dmitry Zmitrovich
QuantCode-Bench: A Benchmark for Evaluating the Ability of Large Language Models to Generate Executable Algorithmic Trading Strategies · Alexey Chernysh, Alexey Khoroshilov
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE · Chengxi Zhang, Junjie Zhao
Quantification of systemic risk from overlapping portfolios in the financial system · Caccioli, Fabio, Martínez-Jaramillo, Serafín
Quantify the quantitative easing: impact on bonds and corporate debt issuance · Todorov, Karamfil
Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings · Aman Saggu, Lennart Ante
Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling · Kiarash Firouzi
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting · Fabrizio Pittorino, Francesco Puoti
Quantifying firm-level risks from nature deterioration · Ricardo Crisostomo
Quantifying MEV On Layer 2 Networks · Arthur Bagourd, Luca Georges Francois
Quantifying neural network uncertainty under volatility clustering · Jennifer S. K. Chan, Lamiae Azizi
Quantifying Outlierness of Funds from their Categories using Supervised Similarity · Ashmita Dhiman, Deepika Sharma
Quantifying Political Risk on Financial Markets—Italian Case Study · Two Sigma
Quantifying Price Improvement in Order Flow Auctions · Brad Bachu, Ciamac C. Moallemi
Quantifying Qualitative Insights: Leveraging LLMs to Market Predict · Hoyoung Lee, Youngsoo Choi
Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing · Kunal Bansal, Shubham Sharma
Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability · Anoushka Harit, Chenghao Xiao
Quantifying socio-temporal effects of loan delinquency drivers in microfinance · Cedric H. A. Koffi, Olivier Menoukeu Pamen
Quantifying Sub-Optimality in Routing for Automated Market Makers · Ciamac C. Moallemi, Weiye Xi
Quantifying the 2027 Solvency II Risk Margin Reform · Fatima Zahrae Chaayra, Said Khalil
Quantifying the degree of risk aversion of spectral risk measures · E. Ruben van Beesten
Quantifying the High-Frequency Trading "Arms Race": A Simple New Methodology and Estimates · Aquilina, Matteo, Budish, Eric B.
Quantile Consumption-Capital Asset Pricing · Ramos, Sofía B., Taamouti, Abderrahim
Quantile deep learning models for multi-step ahead time series prediction · Amelia Maddocks, Jimmy Cheung
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility · Clements, Michael P., Galvao, Ana Beatriz
Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management · Belloni, Alexandre, Chen, Mingli
Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles · Ben Sherwood, Shaobo Li
Quantile Regression using Random Forest Proximities · Bhaskarjit Sarmah, Dhagash Mehta
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices · Jozef Baruník, Matěj Nevrla
Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting · Richard Luger, Xiaochun Liu
Quantiles of Lévy processes and applications in finance · Dassios, Angelos
Quantiles under ambiguity and risk sharing · Peng Liu, Ruodu Wang
Quantitative Easing in an Open Economy: Prices, Exchange Rates and Risk Premia · Polemarchakis, Herakles, Udara Peiris, M
Quantitative easing, investment, and safe assets: the corporate-bond lending channel · Erasmo Giambona, José-Luis Peydró
Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting · Linuk Perera
Quantitative Investment Diversification Strategies via Various Risk Models · Maysam Khodayari Gharanchaei, Prabhu Prasad Panda
Quantitative Resources · BBM
Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index · Abiodun Finbarrs Oketunji
Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years · Kiyoshi Kanazawa, Yuki Sato
Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach · Bo An, Rundong Wang
Quantitative technologies and reflexivity: The role of tools and their layouts in the case of credit risk management · Céline Baud, Nathalie Lallemand-Stempak
Quantitative Trading using Deep Q Learning · Soumyadip Sarkar
Quantitative Universal Approximation for Noisy Quantum Neural Networks · Antoine Jacquier, Lukas Gonon
Quantity, Risk, and Return · Chen Wang, Yinan Su
Quantization-based Bermudan option pricing in the foreign exchange world · Gilles Pagès, Jean-Michel Fayolle
QuantMind: A Context-Engineering Based Knowledge Framework for Quantitative Finance · Bi'an Du, Chenyang Chang
Quantum Adaptive Self-Attention for Financial Rebalancing: An Empirical Study on Automated Market Makers in Decentralized Finance · Aidan Hung-Wen Tsai, Chi-Sheng Chen
Quantum algorithms for numerical differentiation of expected values with respect to parameters · Koichi Miyamoto
Quantum Amplitude Loading for Rainbow Options Pricing · Amir Naveh, Bartolomeo Montrucchio
Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility · Koichi Miyamoto, Tassa Thaksakronwong
Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers · Aidan Hung-Wen Tsai, Chi-Sheng Chen
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance · Ivica Turkalj, Mark-Oliver Wolf
Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series · Tetsuya Takaishi
Quantum Computation for Pricing Caps using the LIBOR Market Model · Hao Tang, Wenxun Wu
Quantum computing approach to realistic ESG-friendly stock portfolios · Daniel Guterding, Francesco Catalano
Quantum Computing for Financial Transformation: A Review of Optimisation, Pricing, Risk, Machine Learning, and Post-Quantum Security · Akash Sedai, Francesca Medda
Quantum Computing for Multi Period Asset Allocation · Huaizhang Deng, Nicholas Grablevsky
Quantum computing for multidimensional option pricing: End-to-end pipeline · Julien Hok, Álvaro Leitao
Quantum credit loans · Juan Sebastian Ardenghi
Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology · Chris Berg, Darcy Allen
Quantum effects in an expanded Black-Scholes model · Anantya Bhatnagar, Dimitri D. Vvedensky
Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications · Cheng Xue, Guo-Ping Guo
Quantum Finance: a tutorial on quantum computing applied to the financial market · Anton S. Albino, Askery Canabarro
Quantum generative modeling for financial time series with temporal correlations · Charles Moussa, David Dechant
Quantum Kernels and the Cross-Section of Stock Returns: Anatomy of a Vanishing Advantage · Junchi Shen
Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing · Carlos Vázquez, Fernando Alonso
Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics · Akash Sedai, Francesca Medda
Quantum option pricing using Wick rotated imaginary time evolution · Santosh Kumar Radha
Quantum option pricing via the Karhunen-Lo\`{e}ve expansion · Aditi Dandapani, Anupam Prakash
Quantum Powered Credit Risk Assessment: A Novel Approach using hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis · Date Hema, Rath Minati
Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer · Kazuya Kaneko, Kazuyoshi Yoshino
Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market · Chi-Sheng Chen, Xinyu Zhang
Quantum Reservoir Computing for Realized Volatility Forecasting · Abolfazl Bayat, Ali Habibnia
Quantum Reservoir Computing for Statistical Classification in a Superconducting Quantum Circuit · A. G. del Pozo-Martín, J. J. Prieto-Garcia
Quantum Speedups for Derivative Pricing Beyond Black-Scholes · Aram Harrow, Charlie Che
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks · Chen-Yu Liu, Ching-Ray Chang
Quantum-Assisted Optimal Rebalancing with Uncorrelated Asset Selection for Algorithmic Trading Walk-Forward QUBO Scheduling via QAOA · Abraham Itzhak Weinberg
Quantum-Inspired Portfolio Optimization In The QUBO Framework · Chao-Ming Fu, Ching-Ray Chang
Quantum-Inspired Tensor Neural Networks for Option Pricing · Chia-Wei Hsing, Christophe Michel
Quantum-Theoretical Re-interpretation of Pricing Theory · Tian Xin
Quasi-Centralized Limit Order Books · Martin D. Gould, Mason A. Porter
QubitSwap: The Informational Edge in Decentralised Exchanges · Chris Colman, FrostByte
Quis custodiet quem? Sovereign Debt and Bondholders` Protection Before 1914 · Rui Pedro Esteves
R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization · Jiang Bian, Minrui Xu
Radner equilibrium with population growth · Jin Hyuk Choi, Kim Weston
RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction · Guiling Wang, Jingyi Gu
RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs · Pranay Anchuri
Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: Application to volatility fluctuations in stock markets · Emmanuel Bacry, Jean-François Muzy
Random matrices and financial portfolio risk management in high dimension · Lamia Lamrani
Random matrix theory and financial correlations · CFM
Random matrix theory and nested clustered portfolios on Mexican markets · Andrés García-Medina, Benito Rodriguéz-Camejo
Random neural networks for rough volatility · Antoine Jacquier, Zan Zuric
Random processes for long-term market simulations · Gilles Zumbach
Random walks and market efficiency in Chinese and Indian equity markets · Achal Awasthi, Kaustubh S. Kambekar
Random walks, liquidity molasses and critical response in financial markets · Jean‐Philippe Bouchaud, Julien Kockelkoren
Randomization in Optimal Execution Games · Marcel Nutz, Steven Campbell
Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities · Lech A. Grzelak
Randomized Control in Performance Analysis and Empirical Asset Pricing · Apostolos Chalkis, Cyril Bachelard
Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness · Daniele Angelini, Sergio Bianchi
Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options · Isidro Moroso Varona, Jakub Michańków
Randomized Signature Methods in Optimal Portfolio Selection · Erdinc Akyildirim, Josef Teichmann
Range-based covariance estimation using high-frequency data: The realized co-range · Bannouh, K., Martens, M.P.E.
Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think · Francis X. Diebold, Michael W. Brandt
Rank-Dependent Predictable Forward Performance Processes · Bahman Angoshtari, Shida Duan
Ranking Metrics: Extending Acceptability and Performance Indexes · Asmerilda Hitaj, Elisa Mastrogiacomo
Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments · Dena Firoozi, Michèle Breton
Rare Disasters and the Term Structure of Interest Rates · Jerry Tsai
Rare event simulation related to financial risks: efficient estimation and sensitivity analysis · Ankush Agarwal, Emmanuel Gobet
Rational Bubbles Attached to Real Assets · Alexis Akira Toda, Tomohiro Hirano
Rational Decisions, Random Matrices and Spin Glasses · Jean-Philippe Bouchaud, Marc Potters
Rational Finance Approach to Behavioral Option Pricing · Abootaleb Shirvani, Frank J. Fabozzi
Rational Herd Behavior and the Globalization of Securities Markets · Calvo, Guillermo A., Mendoza, Enrique
Rational Models for Inflation-Linked Derivatives · Andrea Macrina, David Skovmand
Rational Pessimism: Predicting Equity Returns using Tobin's q and Price/Earnings Ratios · Harney, Matthew, Tower, Edward
Re-Default Risk of Modified Mortgages · Chen Jian, Jin Xiang
Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach · Alban Etienne, Béatrice Guez
Re(Visiting) Time Series Foundation Models in Finance · Eghbal Rahimikia, Hao Ni
Reaction-boundary variance and adjoint-consistent local-volatility projection · Chris Angstmann, Tim Gebbie
Real Effects of Financial Market Integration: Evidence from an ECB Collateral Framework Change · Matthias Kaldorf, Pia Hüttl
Real Effects of Securitization · Daniel Streitz, Michael Wedow
Real exchange rate persistence: the case of the Swiss franc-US dollar rate · Katarina Juselius, Katrin Assenmacher
Real Interest Rates and Index Linked Gilts · Donald Robertson, James Symons
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis · Aharon R. Ofer, Oded Sarig
Real Interest Rates, Saving and Investment · Smith, Jennifer C.
Real Options and American Derivatives: the Double Continuation Region · Alessandro Sbuelz, Anna Battauz
Real-Time Diffusion of Information on Twitter and the Financial Markets · Ali Tafti, Ryan Zotti
Real-time identification of the onset of financial rogue waves · Fabio Biancalana, Orla Lennon
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets · Clara Vega, Francis X. Diebold
Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM) · Adrian Cachinero Vasiljević, Marcel Bluhm
Real-world models for multiple term structures: a unifying HJM semimartingale framework · Claudio Fontana, Eckhard Platen
Real-world options: smile and residual risk · Didier Sornette, Giulia Iori
RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid? · Yan Lin, Yuxia Wang
Realised power variation and stochastic volatility models · Neil Shephard, Ole E. Barndorff-Nielsen
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding · Eghbal Rahimikia, Ser-Huang Poon
Realistic Market Impact Modeling for Reinforcement Learning Trading Environments · Anna Helena Reali Costa, Lucas Riera Abbade
Realized candlestick wicks · Ingmar Nolte, Sandra Nolte
Realized GARCH, CBOE VIX, and the Volatility Risk Premium · Chen Tong, Peter Reinhard Hansen
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models · George Tauchen, Iaryna Grynkiv
Realized Local Volatility Surface · Kazuhide Nakata, Shintaro Sengoku
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers · Asai, M., Chang, C-L.
Realized mixed-frequency factor models for vast dimensional covariance estimation · Dick van Dijk, Karim Bannouh
Realized Regularized Regressions · Aleksey Kolokolov, Shifan Yu
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory · Asai, M., McAleer, M.J.
Realized Stochastic Volatility with General Asymmetry and Long Memory · Asai, M., Chang, C-L.
Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning · Andreas Teller, Christian Pigorsch
Reallocation, competition, and productivity: evidence from a financial liberalization episode · Varela, Liliana
Realtime price impact detection · Ilija I Zovko
Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols · Jiahua Xu, Yebo Feng
Reasoning on Time-Series for Financial Technical Analysis · Huanhuan Zheng, Jan Chen
Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing · Christian Harrington, Matthew Willetts
Rebuffed: An Empirical Review of Buffer Funds · Antti Ilmanen, Cliff Asness
Recalibrating binary probabilistic classifiers · Dirk Tasche
Recent Advances in Reinforcement Learning in Finance · Ben Hambly, Huining Yang
Reciprocity in Interbank Markets · Lutz Honvehlmann
Reconciling Open Interest with Traded Volume in Perpetual Swaps · Emilio Said, Ioannis Giagkiozis
Reconciling rough volatility with jumps · Eduardo Abi Jaber, Nathan de Carvalho
Reconnecting investment to stock markets: the role of corporate net worth evaluation · Gerba, Eddie
Reconnecting Money to Inflation: The Role of the External Finance Premium · Chadha, J.S., Corrado, L.
Reconstructing Volatility: Pricing of Index Options under Rough Volatility · Peter K. Friz, Thomas Wagenhofer
Recovering Posterior Beliefs in Credit Risk: A Latent-State EM Extension of the Information-Geometric Framework · Lorenzo Quirini
Recovering Risk-Neutral Moments from Options · Tjeerd De Vries
Recovering Structural Organization in Noisy Correlation Networks Using Financial Systems as a Testbed · Imran Ansari, Shashi Jain
Recovery from fast crashes: Role of mutual funds · Darya Yuferova, Ernst Schaumburg
Recreating the South Sea bubble: Lessons from an experiment in financial history · Charles Noussair, Giovanni Giusti
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data · Kyungsub Lee
Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks · Remi Genet
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility · Damien Challet, Vincent Ragel
Recursive Copula Aggregation for Market and Credit Portfolios · Eric Dal Moro, Luisa Tibiletti
Recursive Optimal Stopping with Poisson Stopping Constraints · Gechun Liang, Wei Wei
Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence · Jing Guo, Xue Dong He
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels · Arati U. Kamat
Reddit's self-organised bull runs: Social contagion and asset prices · Semenova, Valentina, Winkler, Julian
Redemption or Abstinence? Original Sin, Currency Mismatches and Counter-Cyclical Policies in the New Millenium · Ricardo Hausmann, Ugo Panizza
Reduced cross-border lending and financing costs of SMEs · Bremus, Franziska, Neugebauer, Katja
Reduced Form Capital Optimization · Dimitri Offengenden, Jan Burgy
Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems · Julia Ackermann, Mikhail Urusov
Reducing the Volatility of Cryptocurrencies -- A Survey of Stablecoins · Ayten Kahya, Bhaskar Krishnamachari
Reference-dependent asset pricing with a stochastic consumption-dividend ratio · Luca De Gennaro Aquino, Moris Simon Strub
Refinancing cross-subsidies in the mortgage market · Fisher, Jack, Gavazza, Alessandro
Refined expansions of the skew-stickiness ratio in stochastic volatility models · Florian Bourgey, Jules Delemotte
Refining and Robust Backtesting of A Century of Profitable Industry Trends · Alessandro Massaad, Oumaima Nijad Fares
Reflexivity as Prompt: Does Awareness of Self-Reinforcing Market Dynamics Improve LLMs as Financial Market Forecasters? · Eugene Park
Reforming securities and derivatives trading in the EU: from EMIR to MiFIR · Ferrarini, Guido, Saguato, Paolo
Refundable income annuities: Feasibility of money-back guarantees · Moshe A. Milevsky, Thomas S. Salisbury
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets · Anish Rai, Buddha Nath Sharma
Regime Shifts and Bond Returns · Jacob Boudoukh, Matthew Richardson
Regime Shifts and Volatility Spillovers on International Stock Markets · Hassler., John
Regime switching in volatilities and correlation between stock and bond markets · Chen, Runquan
Regime-Adaptive Continual Learning for Portfolio Management · Chaofan Pan, Linbo Xiong
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning · Ajay Kumar Verma, Neo Paul Lesupi
Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500 · Krzysztof Ozimek
Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting · Gargi Vijay Borde, Junyi Ye
Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options · Amine Ismail, Huyên Pham
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets · Claudia Szabo, Diksha Goel
Regimes · Amara Mulliner, Campbell R. Harvey
Regimes in the Order Flow · Ramzi Jebali
Regional Inflation and Financial Dollarization · Brown, M., Sokolov, V.
Regional Spillovers in Financial Dollarization · Christos S. Savva, Kyriakos C. Neanidis
Regionality revisited: an examination of the direction of spread of currency crises · Dasgupta, Amil, Leon-Gonzalez, Roberto
Regression and Forecasting of U.S. Stock Returns Based on LSTM · Chia Hong Chang, Qinyan Shen
Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation · Hassan Jaleel, Muhammad Abro
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards · Caglar Gulcehre, Daniil Karzanov
Regulating Financial Conglomerates · Alan Morrison, Judge Institute of Management
Regulation of Systemic Liquidity Risk · Cao, Jin, Illing, Gerhard
Regulatory arbitrage and the efficiency of banking regulation · Hubert Kempf, Pierre C. Boyer
Regulatory interventions in consumer financial markets: the case of credit cards · Galenianos, Manolis, Gavazza, Alessandro
Regulatory Migration to Europe: ICO Reallocation Following U.S. Securities Enforcement · Indra Giri, Khemraj Bhatt
Rehypothecation and liquidity · Andolfatto, David, Martin, Fernando M.
Reinforcement Learning and Savings Behavior · Choi, James J., Laibson, David I.
Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective · Ali Fathi, Sammy Assefa
Reinforcement Learning for Credit Index Option Hedging · Edoardo Vittori, Francesco Mandelli
Reinforcement Learning for Deep Portfolio Optimization · Jiafei Jin, Kun Han
Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulator · Wen-Ting Wang
Reinforcement Learning for Financial Index Tracking · Chenyin Gong, Xianhua Peng
Reinforcement Learning for Jump-Diffusions, with Financial Applications · Lingfei Li, Xuefeng Gao
Reinforcement Learning for Market Making in a Multi-agent Dealer Market · Hua Zheng, Manuela Veloso
Reinforcement Learning for Micro-Level Claims Reserving · Benjamin Avanzi, Bernard Wong
Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying · Andrea Macrì, Fabrizio Lillo
Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance · Jiayu Yi, Minxuan Hu
Reinforcement learning for options on target volatility funds · Andrea Pallavicini, Emanuele Nastasi
Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons · Fermat Leukam, Prudence Djagba
Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach · Sebastien Lleo, Wolfgang Runggaldier
Reinforcement Learning for Speculative Trading under Exploratory Framework · Alex S. L. Tse, Harry Zheng
Reinforcement Learning for Trade Execution with Market and Limit Orders · Moritz Weiss, Patrick Cheridito
Reinforcement Learning for Trading · John Moody, Matthew Saffell
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior · Ionut Florescu, Matthew Thomas
Reinforcement Learning in Financial Decision Making: A Systematic Review of Performance, Challenges, and Implementation Strategies · M. Kabir Hassan, Md Meftahul Ferdaus
Reinforcement Learning in High-frequency Market Making · Yuheng Zheng, Zihan Ding
Reinforcement Learning in Non-Markov Market-Making · Anatoliy Swishchuk, Luca Lalor
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution · Edoardo Vittori, Fabrizio Lillo
Reinforcement Learning Pair Trading: A Dynamic Scaling approach · Avinash Malik, Hongshen Yang
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools · Bo An, Jie Ying
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics · Oswaldo Luiz do Valle Costa, Rafael Zimmer
Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information · Cheng Hua, Chunyang Zhou
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints · Barrieu, Pauline, Louberge, Henri
REIT Momentum and the Performance of Real Estate Mutual Funds · Dirk Brounen, Jeroen Derwall
ReLaMix: Residual Latency-Aware Mixing for Delay-Robust Financial Time-Series Forecasting · Chaoyuan Hao, Jiayi Zhou
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets · CFM
Relation between financial market structure and the real economy: comparison between clustering methods · Aste, Tomaso, Di Matteo, T.
Relative arbitrage problem under eigenvalue lower bounds · H. Mete Soner, Jou-Hua Lai
Relative arbitrage: sharp time horizons and motion by curvature · Larsson, Martin, Ruf, Johannes
Relative entropy-regularized robust optimal order execution · Meng Wang, Tai-Ho Wang
Relative Factor Endowments and International Portfolio Choice · Alejandro Cuñat, Christian Fons-Rosen
Relative growth rate optimization under behavioral criterion · Jing Peng, Pengyu Wei
Relative liquidity and future volatility · Fryzlewicz, Piotr, Rheinlander, Thorsten
Relative portfolio optimization via a value at risk based constraint · Nicole Bäuerle, Tamara Göll
Relative Robust Portfolio Optimization with benchmark regret · Daniel Fenn, Gonçalo Simões
Relaxation Times for Nonextensive Systems Using Gradient Flow for the Maximization of Tsallis Entropy: An Application to Financial Market Dynamics · Sandhya Devi
Reliability-Aware ETF Tail-Risk Monitoring · Keyuan Wu, Tenghan Zhong
Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration · Du-Yi Wang, Guo Liang
Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation · Zheli Xiong
Remittances, Banking Status and the Usage of Insurance Schemes · Christa Hainz, Christiane Ströh de Martinez
Renewable entry costs, project finance and the role of revenue quality in Australia’s National Electricity Market · Nicholas Gohdes, Paul Simshauser
Renewable investments in hybridised energy markets: optimising the CfD-merchant revenue mix · Clevo Wilson, Nicholas Gohdes
Renewing Reliability: Valuation and Credit Risk Adjustments for Renewable Power Purchase Agreements · Amia Santini, Nicola Bartolini
Rent extraction with securities plus cash · Bernhardt, Dan, Liu, Tingjun
Rents, learning and risk in the financial sector and other innovative industries · Biais, Bruno, Rochet, Jean-Charles
Repeated games with asymmetric information and random price fluctuations at finance markets: the case of countable state space · Victor C. Domansky, Victoria L. Kreps
Repenser le financement des entreprises vertueuses et les politiques prudentielles en int{é}grant la solvabilit{é} socio-environnementale · Camille Souffron, Laura Chémali
Replica approach to mean-variance portfolio optimization · Caccioli, Fabio, Kondor, Imre
Replica del valor de un pool (CPM) y hedging de perdidas impermanentes · Agustín Muñoz González, Juan I. Sequeira y Ariel Dembling
Replicating Portfolios: Constructing Permissionless Derivatives · Estelle Sterrett, Evan Kim
Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market · Penggan Xu
Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags · Christian P. Fries
Repo convexity · Paul McCloud
Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media · Antonio Ciccone, Felix Rusche
Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach · Qiwei Han, Yimeng Qiu
Representation Learning for Regime detection in Block Hierarchical Financial Markets · Alexa Orton, Tim Gebbie
Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics · Gerald H. L. Cheang, Len Patrick Dominic M. Garces
Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent · Gechun Liang, Thaleia Zariphopoulou
Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE · Gechun Liang, Thaleia Zariphopoulou
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents · Weicheng Xue
Representativeness of News and Exchange Rate Dynamics · Manzan, S., Westerhoff, F.
Reproducing kernel Hilbert space methods for modelling the discount curve · Andreas Celary, Paul Krühner
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions · Gallant, A. Ronald, Tauchen, George
Reputation and Credit without Collateral in Africa’s Formal Banking · Janvier D. Nkurunziza
Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning · Shuochen Bi, Yufan Lian
Research of an optimization model for servicing a network of ATMs and information payment terminals · G. A. Nigmatulin, O. B. Chaganova
Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm · Ao Xiang, Jingyu Zhang
Research on Optimal Portfolio Based on Multifractal Features · Yong Li
Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning · Lei Fu, Liyang Wang
Reserve Accumulation, Growth and Financial Crises · Gianluca Benigno, Luca Fornaro
ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall · Ke Zhu, Yichi Zhang
Residual Learning in Empirical Asset Pricing · Dexin Peng, Xiaoyu Wang
Residual Supply and the Price of Risk Absorption · Ziyao Wang
Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution · Andrew Na, Justin Wan
Resilience to Contagion in Financial Networks · Andreea Minca, Hamed Amini
Resisting Manipulative Bots in Meme Coin Copy Trading: A Multi-Agent Approach with Chain-of-Thought Reasoning · Jiahua Xu, Yang Liu
Resolution Is Not Settlement, Part I: Oracle Adjudication and Semantic Governance on Polymarket · Maksym Nechepurenko
Resolution Is Not Settlement, Part II: Protocol Finality and Observed Redemption on Polymarket · Maksym Nechepurenko
Resolution of a Financial Puzzle · Brennan, Michael J., Xia, Yihong
Resolution-Aware Perpetual Futures on Binary Prediction Markets: Failure Modes and Mechanical Stress Tests Using Polymarket Data · Maksym Nechepurenko
Responding to the housing and financial crises: mortgage lending, mortgage products and government policies · Lunde, Jens, Scanlon, Kathleen
Responsible Investment and Responsible Consumption · Eva Schliephake, Hendrik Hakenes
Responsible investments in life insurers' optimal portfolios under solvency constraints · Fianu, Emmanuel Senyo, Gründl, Helmut
Restructuring Risk in Credit Default Swaps: An Empirical Analysis · Antje Berndt, ChoongOh Kang
Retail Investments in Europe Wealth Allocation and ISA, ISK, PEA, PIR Role and Usage · Stefano Caselli, Marta Zava
Retail Investor Horizon and Earnings Announcements · Domonkos F. Vamossy
Retail Trader's Ruin: An Anatomy of Popular Signal Failure · Adam Darmanin
RetailAgent: Structured Adverse Timing in Self-Conditioned Multimodal LLM Trading Agents · Bingheng Li, Hongyi Huang
Retained hidden excess generates memory in price-limited markets · Debraj Das
Rethinking Beta: A Causal Take on CAPM · Naftali Cohen
Rethinking Financial Regulation: How Confusions Have Prevented Progress · Admati, Anat R.
Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics · Gabriele Casto
Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance · Kentaro Imajo, Masanori Hirano
Rethinking the effects of financial globalization · Fernando Broner, Jaume Ventura
Rethinking the stock market participation puzzle: A qualitative approach · Chaliasos, Michael, Duraj, Kamila
Retirement Planning with Minimum Guarantees for Both Beneficiaries and Fund Managers · Sheng Wang, Sheung Chi Phillip Yam
Retirement spending problem under Habit Formation Model · H. Huang, S. Kirusheva
Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios · Ke-Wei Huang, Kelvin J. L. Koa
Retrieval-augmented generation vs. deterministic tax computation in multi-agent financial advisory: A 2x2 factorial experiment · Aryan Brar, Avery Lor
RETuning: Upgrading Inference-Time Scaling for Stock Movement Prediction with Large Language Models · Cehao Yang, Chengjin Xu
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model · Thomas Q. Pedersen, Tom Engsted
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity · Carolin E. Pflueger, Luis M. Viceira
Return Predictability, Expectations, and Investment: Experimental Evidence · Andries, Marianne, Bianchi, Milo
Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models · Haeun Jeon, Hyunglip Bae
Return-Decay Residuals and Tail-Risk Forecasting: Timing Artifacts, Conditional Inference, and Cross-Market Evidence · Chorok Lee
Return-Volume Dependence and Extremes in International Equity Markets · Marsh, Terry A., Wagner, Niklas
Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects · Makoto Takahashi
Returns from active management in international equity markets: evidence from a panel of UK pension funds · Blake, David, Timmermann, Allan
Returns to Defaulted Corporate Bonds · Thorsell, Håkan
Reverse Stress Testing for Multivariate Scenarios: A Conditional Framework for Stressed Time Series · Lorenzo Viola, Michele Sparviero
Reversible and Composable Financial Contracts (extended abstract) · Jean Krivine, Julien Prat
Review of deep learning models for crypto price prediction: implementation and evaluation · Fangyixuan Huang, Haochen Zhou
Revising SA-CCR · Chris Kenyon, Mourad Berrahoui
Revisions of Investment Plans and the Stock Market Rate of Return · Mark Schankerman
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) · Jurczenko, Emmanuel, Maillet, Bertrand
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions · Clément Aymard, David Ardia
Revisiting Cont's Stylized Facts for Modern Stock Markets · Brian F. Tivnan, Colin M. Van Oort
Revisiting Elastic String Models of Forward Interest Rates · Jean-Philippe Bouchaud, Victor Le Coz
Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices · Fabien Le Floc'h
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model · Adam A. Majewski, Jean-Philippe Bouchaud
Revisiting the Implied Remaining Variance framework of Carr and Sun (2014): Locally consistent dynamics and sandwiched martingales · Claude Martini, Iacopo Raffaelli
Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy · Alban Etienne, Béatrice Guez
Revisiting Trade-sign Long-memory and Square-root Law price impact · Chris Angstmann, Tim Gebbie
Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk · Huisman, R., Mahieu, R.J.
RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing · Cornelis W. Oosterlee, Liexin Cheng
Riding out of a financial crisis: The joint effect of trust and corporate ownership · Mario Daniele Amore, Mircea Epure
Riding Wavelets: A Method to Discover New Classes of Price Jumps · Cecilia Aubrun, Jean-Philippe Bouchaud
Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers · Matthew Willetts
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation · Andreea Bacalum, Namid Stillman
Ring-fencing Digital Corporations: Investor Reaction to the European Commission’s Digital Tax Proposals · Christoph Spengel, Christopher A. Ludwig
Ripples into waves: trade networks, economic activity, and asset prices · Chang, Jeffery (Jinfan), Du, Huancheng
Rising interest rates, lapse risk, and the stability of life insurers · Berdin, Elia, Gründl, Helmut
Risk & returns around FOMC press conferences: a novel perspective from computer vision · Alexis Marchal
Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws · Andrew Fleck, Edward Furman
Risk aggregation and capital allocation using a new generalized Archimedean copula · Fouad Marri, Khouzeima Moutanabbir
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions · Seva Shneer, Yuyu Chen
Risk Analysis of Passive Portfolios · Sourish Das
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel · Raphaël Douady, Xingxing Ye
Risk and return in the Spanish stock market · Sentana, Enrique
Risk and Return models for Equity Markets and Implied Equity Risk Premium · Enzo Busseti
Risk and Return of Equity Index Collar Strategies · Matthew Klein, Roni Israelov
Risk and Return of Equity Index Collar Strategies (Supplement) · Matthew Klein, Roni Israelov
Risk and return prediction for pricing portfolios of non-performing consumer credit · Bangqi Zheng, Hu Wang
Risk aversion and wealth: evidence from person-to-person lending portfolios · Paravisini, Daniel, Rappoport, Veronica
Risk Aversion in the Small and in the Large: Beyond Arrow-Pratt A Wiener Chaos Hierarchy of Dynamic Risk Premia · Christian Oliver Ewald
Risk aversion of insider and dynamic asymmetric information · Albina Danilova, Valentin Lizhdvoy
Risk Aversion, Indivisible Timing Options, and Gambling · David G. Hobson, Vicky Henderson
Risk Budgeting Allocation for Dynamic Risk Measures · Rodrigo S. Targino, Sebastian Jaimungal
Risk Budgeting Portfolios from Simulations · Bernardo Freitas Paulo da Costa, Rodrigo S. Targino
Risk Budgeting Portfolios: Existence and Computation · Adil Rengim Cetingoz, Jean-David Fermanian
Risk diversification for infinitely divisible distributions · Peng Liu, Tiantian Mao
Risk exchange under infinite-mean Pareto models · Paul Embrechts, Ruodu Wang
Risk factors, Copula dependence and risk sensitivity of a large portfolio · Alexis Flageollet, Catherine Bruneau
Risk forecasting using Long Short-Term Memory Mixture Density Networks · Nico Herrig
Risk in Network Economies · Victor Sellemi
Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns · Graham L Giller
Risk management in multi-objective portfolio optimization under uncertainty · Anita Schöbel, Pascal Halffmann
Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework · Wenlong Hu
Risk management of precious metals · Hammoudeh, S.M., Malik, F.
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures · Casarin, R., Chang, C-L.
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures · Chang, C-L., Jiménez-Martín, J.A.
Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN) · Ling Chen
Risk management with machine-learning-based algorithms · Joseph Mikael, Simon Fécamp
Risk managing bermudan swaptions in the libor BGM model · Pelsser, A.A.J., Pietersz, R.
Risk Measure Duality Without Structure · Vasily Melnikov
RISK MEASURES AND CREDIT RISK UNDER THE BETA-KOTZ DISTRIBUTION · Francisco J Caro-Lopera, Jean-Michel Loubes
Risk measures based on target risk profiles · Christian Laudagé, Jascha Alexander
Risk measures based on weak optimal transport · Alessandro Sgarabottolo, Max Nendel
Risk Measures for DC Pension Plan Decumulation · Peter A. Forsyth, Yuying Li
Risk Measures in Quantitative Finance · Sovan Mitra
Risk Measures on Lipschitz Spaces · Henrik Karlholm, Marcelo Righi
Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework · Emanuela Rosazza Gianin, Jan Rems
Risk minimization through portfolio replication · Marc Mezard, Stefano Ciliberti
Risk mitigating versus risk shifting: evidence from banks security trading in crises · Andrea Polo, Enrico Sette
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios · Denis Biangolino Chaves, Feifei Li
Risk premia in electricity wholesale spot markets: empirical evidence from Germany · Pietz, Matthäus
Risk premia in the German electricity futures market · Pietz, Matthäus
Risk premia: asymmetric tail risks and excess returns · Cyril Deremble, Jean‐Philippe Bouchaud
Risk premium and rough volatility · Bonesini, Ofelia, Jacquier, Antoine
Risk sharing with Lambda value at risk under heterogeneous beliefs · Andreas Tsanakas, Peng Liu
Risk spillovers between the BRICS and the U.S. staple grain futures markets · Wei-Xing Zhou, Yan-Hong Yang
Risk valuation of quanto derivatives on temperature and electricity · Aurélien Alfonsi, Nerea Vadillo
Risk Weighted Utility Theory as a Solution to the Equity Premium Puzzle · Chauveau, T., Nalpas, N.
Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading · Abootaleb Shirvani, Akash Deep
Risk-Adjusted Valuation for Real Option Decisions · Carol Alexander, Charles Ward
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures · Lean, H.H., McAleer, M.J.
Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization · Emmanuel Lwele, Sabuni Emmanuel
Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making · Mahmut Baydaş, Orhan Emre Elma
Risk-aware Trading Portfolio Optimization · Fabio Vitale, Gabriele D'Acunto
Risk-Based Auto-Deleveraging · Ciamac C. Moallemi, Marcel Nutz
Risk-Based Dynamic Asset Allocation With Extreme Tails and Correlations · Peng Wang, Rodney N. Sullivan
Risk-Constrained Kelly for Mutually Exclusive Outcomes: CRRA Support Invariance and Logarithmic One-Dimensional Calibration · Christopher D. Long
Risk-Control Strategies · Patrice Gaillardetz, Saeb Hachem
Risk-indifference Pricing of American-style Contingent Claims · Frederick "Forrest" Miller, Hussein Nasralah
Risk-minimizing reinsurance with adverse selection · Fei Lung Yuen, Ka Chun Cheung
Risk-Neutral Generative Networks · Cheuk Hang Leung, Qi Wu
Risk-Neutral Market Simulation · Magnus Wiese, Phillip Murray
Risk-neutral option pricing under GARCH intensity model · Kyungsub Lee
Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach · Guosong Xu, Hao Yu
Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees · Michael Grabchak, Sebastien Bossu
Risk-Neutral Skewness: Return Predictability and Its Sources · Grigory Vilkov, Zahid Rehman
Risk-neutral valuation of options under arithmetic Brownian motions · Qiang Liu, Shuxin Guo
Risk-neutral valuation under differential funding costs, defaults and collateralization · Andrea Pallavicini, Cristin Buescu
Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response · Shaojie Xu, Svitlana Vyetrenko
Risk-Sensitive Investment Management via Free Energy-Entropy Duality · Sebastien Lleo, Wolfgang Runggaldier
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets · Dena Firoozi, Xin Yue Ren
Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge · Jian'an Zhang
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions · Shanyu Han, Xiang Yu
Risk-Sensitive Specialist Routing for Volatility Forecasting · Tenghan Zhong
Risk-Sharing and the Creation of Systemic Risk · Aaditya M. Iyer, Rangarajan K. Sundaram
Risk, utility and sensitivity to large losses · Cosimo Munari, Martin Herdegen
RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data · Fabrizio Dimino, Haohang Li
Risks of heterogeneously persistent higher moments · Josef Kurka, Jozef Barunik
Risks on global financial stability induced by climate change: the case of flood risks · Antoine Mandel, Daniel Lincke
Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements · Florian Wicknig, Matthias Kaldorf
RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays · Enzo Duflot, Stanislas Robineau
RLOP: RL Methods in Option Pricing from a Mathematical Perspective · Ziheng Chen
Robo-Advising in Motion: A Model Predictive Control Approach · Igor Cialenco, Tomasz R. Bielecki
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments · Stjepan Begušić, Sven Goluža
Robust and Efficient Deep Hedging via Linearized Objective Neural Network · Lei Zhao, Lin Cai
Robust and Fast Bass Local Volatility · Charlie Che, Hao Qin
Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms · J. Chen, N. Zhang
Robust asset pricing and superhedging duality under model uncertainty with and without short-sale constraints · Shuzhen Yang, Wenqing Zhang
Robust Asset-Liability Management · Alexis Akira Toda, Tjeerd de Vries
Robust Bernoulli Mixture Models for Credit Portfolio Risk · Eva Lütkebohmert, Jonathan Ansari
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization · Eric Luxenberg, Philipp Schiele
Robust calibration and arbitrage-free interpolation of SSVI slices · Claude Martini, Ismail Laachir
Robust Control for Marked Point Processes under Transition-Rate Uncertainty · Philipp C. Hornung, Sascha Desmettre
Robust Control under Stationary Ambiguity · Amira Akkari, Ben Wood
Robust Decisions for Heterogeneous Agents via Certainty Equivalents · Anne G. Balter, Nikolaus Schweizer
Robust deep hedging · Eva Lütkebohmert, Julian Sester
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models · Alexander Y. Shestopaloff, Mihai Cucuringu
Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty · Emmanuel Lepinette, Meriam El Mansour
Robust distortion risk measures with linear penalty under distribution uncertainty · Dejian Tian, Hui Zhang
Robust distortion risk metrics with Wasserstein and Unimodal Constraints · Jing Yao, Peng Liu
Robust distortion riskmetrics under Wasserstein ambiguity · Qiuqi Wang, Yang Liu
Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences · Hoi Ying Wong, Kexin Chen
Robust Dynamic Asset Allocation With Model Misspecification · Esben Hedegaard
Robust Elicitable Functionals · Kathleen E. Miao, Silvana M. Pesenti
Robust enhanced index tracking portfolio selection under distributional uncertainty · Jun Cai, Zhiqiao Song
Robust Estimation and Forecasting of the Capital Asset Pricing Model · Bian, G., McAleer, M.J.
Robust Estimation of Integrated and Spot Volatility · Li, M. Z., Linton, O.
Robust Estimation of Realized Correlation: New Insights about Intraday Fluctuations in Market Betas · Peter Reinhard Hansen, Yiyao Luo
Robust financial calibration: a Bayesian approach for neural SDEs · Christa Cuchiero, Eva Flonner
Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach · Gechun Liang, Wing Fung Chong
Robust Hedging GANs · Blanka Horvath, Yannick Limmer
Robust Hedging of American Options via Aggregated Snell Envelopes · Marco Rodrigues
Robust Hedging of path-dependent options using a min-max algorithm · Purba Banerjee, Shashi Jain
Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions · Takayuki Sakuma
Robust Hedging Valuation Adjustment under Liquidity--Demand Stress · Takayuki Sakuma
Robust Insurance Pricing and Liquidity Management · Shunzhi Pang
Robust Investment-Driven Insurance Pricing and Liquidity Management · Bingzheng Chen, Chun Liu
Robust Investment-Driven Insurance Pricing under Correlation Ambiguity · Shunzhi Pang
Robust Lambda-quantiles and extremal distributions · Peng Liu, Xia Han
Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs · Heejun Yeo, Hyungbin Park
Robust Market Making: To Quote, or not To Quote · Carmine Ventre, Maria Polukarov
Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix * · Amine Ismail, Huyên Pham
Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty · Aparna Mehra, Rupendra Yadav
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty · Guohui Guan, Yi Xia
Robust No-Arbitrage under Projective Determinacy · Alexandre Boistard, Laurence Carassus
Robust optimal consumption, investment and reinsurance for recursive preferences · Elizabeth Dadzie, Marcel Ndengo
Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment · Len Patrick Dominic M. Garces, Yang Shen
Robust Optimal Strategies for Early Liquidation in Financial Systems · Dohyun Ahn, Hongyi Jiang
Robust Optimization of the Equity Momentum Strategy · Arco van Oord, Herman K. van Dijk
Robust option pricing with volatility term structure -- An empirical study for variance options · Alexander M. G. Cox, Annemarie M. Grass
Robust Portfolio Optimisation with Specified Competitors · Daniel Fenn, Gonçalo Simões
Robust portfolio selection under Recovery Average Value at Risk · Cosimo Munari, Justin Plückebaum
Robust portfolios and weak incentives in long-run investments · Guasoni, Paolo, Muhle-Karbe, Johannes
Robust Pricing and Hedging of American Options in Continuous Time · Ivan Guo, Jan Obłój
Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate · Andrea Molent, Antonino Zanette
Robust pricing-hedging duality for American options in discrete time financial markets · Anna Aksamit, Jan Obloj
Robust quasi-convex risk measures and applications · Asmerilda Hitaj, Elisa Mastrogiacomo
Robust Reinforcement Learning with Dynamic Distortion Risk Measures · Anthony Coache, Sebastian Jaimungal
Robust risk evaluation of joint life insurance under dependence uncertainty · Takaaki Koike
Robust risk measures: an averaging approach · Marcelo Righi, Rodrigo Targino
Robust Risk-Aware Reinforcement Learning · Hariom Tatsat, Sebastian Jaimungal
Robust Risk-Sensitive Reinforcement Learning Agents for Trading Markets · Kry Yik Chau Lui, Pablo Hernandez-Leal
Robust Trading in a Generalized Lattice Market · Chung-Han Hsieh, Xin-Yu Wang
Robust Transformer-Based One-Step Stock Index Forecasting via Shifted Data Augmentation · Tien Thanh Thach
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model · Anis Matoussi, Chao Zhou
Robust utility maximization with intractable claims · Xun Yu Zhou, Yunhong Li
Robust Utility Optimization via a GAN Approach · Florian Krach, Hanna Wutte
Robust Volatility Index Calculation with OTM Option-implied Probability · Masaaki Fukasawa, Shunta Murayama
Robust XVA · Agostino Capponi, Maxim Bichuch
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks · Alireza M. Javid, Björn Löfdahl
Robustifying Markowitz · Alla Petukhina, Nikita Zhivotovskiy
Robustness and sensitivity analyses for rough Volterra stochastic volatility models · Jan Matas, Jan Pospíšil
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure · Jan Pospíšil, Philipp Ziegler
Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making · Hoa Nguyen, Hoang Hai Tran
Robustness or Crowding: Experimental Design for Trading Strategy Capacity · Alejandro Rodriguez Dominguez, Miquel Noguer i Alonso
Role of Variable Renewable Energy Penetration on Electricity Price and its Volatility Across Independent System Operators in the United States · David S. Matteson, Deborah A. Sunter
Rolling Forward: Enhancing LightGCN with Causal Graph Convolution for Credit Bond Recommendation · Ashraf Ghiye, Baptiste Barreau
Rolling intrinsic for battery valuation in day-ahead and intraday markets · Daniel Oeltz, Tobias Pfingsten
Rough Bergomi turns grey · Adriano Oliveri Orioles, Antoine Jacquier
Rough differential equations for volatility · Antoine Jacquier, Emilio Ferrucci
Rough electricity: a new fractal multi-factor model of electricity spot prices · Mikkel Bennedsen
Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing · Lingjiong Zhu, Yingli Wang
Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors · Isha, Sri Sairam Gautam B.
Rough multifactor volatility for SPX and VIX options · Aitor Muguruza, Alexandre Pannier
Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization · Ali Atiah Alzahrani
Rough Path-Dependent Volatility Models · Léo Parent
Rough SABR Forward Market Model · Masaaki Fukasawa, Mitsumasa Ikeda
Rough Volatility Across Assets · Saad Mouti
Rough volatility dynamics in commodity markets · Andrea Pallavicini, Carlos Vázquez
Rough volatility: evidence from option prices · Andrea Pallavicini, Giulia Livieri
Rough volatility: evidence from range volatility estimators · Saad Mouti
Rough volatility: fact or artefact? · Purba Das, Rama Cont
Rough-Heston Local-Volatility Model · Andrea Pallavicini, Enrico Dall'Acqua
Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility · Francis X. Diebold, Tim Bollerslev
Routing Frictions and Executable Liquidity in Fragmented Markets · Wen-Ting Wang
Rules of Thumb for Banking Crises in Emerging Markets · Marika Vezzoli, Paolo Manasse
Rural Financial Markets in Developing Countries · Christopher Udry, Jonathan Conning
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets · Wei-Xing Zhou, Yan-Hong Yang
Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention · Tomáš Plíhal, Štefan Lyócsa
Russian banking: a comeback of the state · Andrei Vernikov
RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction · Shengjie Guo, Yilun Wang
S-shaped Utility Maximization with VaR Constraint and Partial Information · Ashley Davey, Dongmei Zhu
S&P 500 Stock's Movement Prediction using CNN · Rahul Gupta
S&P 500 Trend Prediction · Qinchen Zhang, Shasha Yu
S$^{3}$G: Stock State Space Graph for Enhanced Stock Trend Prediction · Kaiyi Hu, Luyan Zhang
SABR smiles for RFR caplets · Sander Willems
SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile · Osamu Tsuchiya
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE · Raphaël Douady, Zeyu Cao
SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction · Jirong Zhuang, Xuan Wu
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives · A. M. Ferreiro, C. Vázquez
SAE-FiRE: Enhancing Earnings Surprise Predictions Through Sparse Autoencoder Feature Selection · Huopu Zhang, Mengnan Du
Safeguarding macro-financial stability under carbon pricing and rapid energy transition · Campiglio, Emanuele, Drouet, Laurent
Safer Rations, Riskier Portfolios : Banks’ responses to Government Aid · Duchin, R., Sosyura, D.
Safety First Portfolio Insurance · Mark Broadie, William Goetzmann
SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity · Carmine Ventre, Charalampos Kleitsikas
Same Book, Different Fills: Partial Identification of FIFO Execution from Aggregate Order Books · Ioana Boier, Riya Danait
Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series · Federico Vittorio Cortesi, Giulia Crippa
Same Text, Different Numbers: The Divergence of LLM-Based Measures · Hamid Boustanifar, Sasan Mansouri
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context · Jérôme Lelong, Véronique Maume-Deschamps
Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing · Young Shin Kim
Sampler-Robust Optimization under Generative Models · Jonathan Yu-Meng Li, Ziwei Zhang
Sanctions and Currencies in Global Credit · Giovanni Rosso, Marco Garofalo
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces · Anastasis Kratsios, Blanka Horvath
SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest · Dragan Perakovic, Saber Talazadeh
Saving and portfolio allocation before and after job loss · Andreas Fagereng, Christoph Basten
Savings accounts vs. stocks and bonds in household portfolio allocation · Alessie, R.J.M., Hochgürtel, S.
Savings, Credit, and Insurance: Household Demand for Formal Financial Services in Rural Ghana · Lena Giesbert, Mirko Bendig
Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets · Ali Atiah Alzahrani
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series · Alexandre Alouadi, Célian Marsala
SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization · Jiahao Chen, Jinfeng Pan
Scalable Agent-Based Modeling for Complex Financial Market Simulations · Aaron Wheeler, Jeffrey D. Varner
Scalable Bi-causal Optimal Transport via KL Relaxation and Policy Gradients · Haoyang Cao, Jesse Hoekstra
Scalable Pontryagin-Guided Adjoint-to-Control Recovery for Constrained Dynamic Portfolio Choice · Byung Hwa Lim, Hyeng Keun Koo
Scaling and shape of financial returns distributions modeled as conditionally independent random variables · Hernán Larralde, Roberto Mota Navarro
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection · Ioana Boier, Pawel Polak
Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin · Didier Sornette, Yu Zhang
Scaling laws of Stablecoin Transactions: Evidence from USDT and USDC on the Ethereum blockchain · Imran Ansari, Kundan Mukhia
Scaling Limits for Exponential Hedging in the Brownian Framework · Xin Zhang, Yan Dolinksy
Scaling Limits for Exponential Hedging in Trinomial Models · Xin Zhang, Yan Dolinsky
Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility · Sohaib El Karmi
Scenario Constraints with Memory: A Finite-State Approach to Quantitative Financial Analysis · Vitaly Nürnberg
Scenario Generation for Time Series and Curves: A Comparison of Nonparametric and Semiparametric Bootstrap · Lorenzo Viola, Michele Sparviero
Scenario-based capital requirements for the interest rate risk of insurance companies · Schlütter, Sebastian
Schrödinger bridges with jumps for time series generation · Davide Zanni, Huyên Pham
Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios · Peter Cotton
SciPhy Reinforcement Learning for Portfolio Optimization · Andrey Itkin, Igor Halperin
SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management · Igor Halperin
Scope for Credit Risk Diversification · Hanson, S., Pesaran, M.H.
Score driven asymmetric stochastic volatility models · Mao, Xiuping, Ruiz Ortega, Esther
Score-Driven Models for Realized Volatility · Harvey, A., Palumbo, D.
Screening-Off Information and Conditional Risk in Portfolio Choice · Alejandro Rodriguez Dominguez
Search and endogenous concentration of liquidity in asset markets · Vayanos, Dimitri, Wang, Tan
Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches · Lee, Charles M. C., Ma, Paul
Seasonal Stochastic Volatility and the Samuelson Effect in Agricultural Futures Markets · Bertrand Tavin, Lorenz Schneider
Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals · Ralph Kosch, Robin Forsberg
Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force · Bingzhen Genga, Shijie Wanga
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum · Aleksei Adadurov, Andrei Sebyakin
Second-Order Esscher Pricing for Lévy Models with Applications: Risk Management and Fear Quantification · Ella Elazkany, Mich`ele Vanmaele
Sector Rotation by Factor Model and Fundamental Analysis · Beining Shi, Runjia Yang
Sectoral inter-dependencies drive the loss of structural balance in signed financial networks · Abhijit Chakraborty, Kartik Dahake
Securities Auctions under Moral Hazard: An Experimental Study · John Morgan, Shimon Kogan
Securities Lending Haircuts and Indemnification Pricing · Wujiang Lou
Securities trading by banks and credit supply: Micro-evidence from the crisis · Francesc R. Tous, José-Luis Peydró
Securitizations in the 1920's · Frank Newman, William Goetzmann
Securitized Banking and the Run on Repo · Andrew Metrick, Gary Gorton
Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away · Bhattacharya, Sudipto, Chabakauri, Georgy
Securitized lending, asymmetric information, and financial crisis · Bhattacharya, Sudipto, Chabakauri, Georgy
Security design in non-exclusive markets with asymmetric information · Victoria Vanasco, Vladimir Asriyan
Security Design in the Real World: Why are Securitization Issues Tranched? · Maciej Firla-Cuchra, Tim Jenkinson
Security Issuance, Institutional Investors and Quid Pro Quo · Chris Yung, Gaurab Aryal
Security-voting structure and bidder screening · At, Christian, Burkart, Mike
Seeing the Goal, Missing the Truth: Human Accountability for AI Bias · Hui Xu, Sean Cao
Seeking Resilient Growth: Why It’s Time for the LGPS to Consider Liquid Alternatives · Elliott Coleman, Thomas Maloney
Selection Confidence Sets for Equally Weighted Portfolios · Alessandro Fulci, Davide Ferrari
Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search · Antonello Loddo, Dongchu Sun
Selective Forgetting in Option Calibration: An Operator-Theoretic Gauss-Newton Framework · Ahmet Umur Özsoy
Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics · Kyungsub Lee
Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice · Jeonggyu Huh, Seungwon Jeong
Self-Enforcing Stochastic Monitoring and the Separation of Debt and Equity Claims · Harold L. Cole
Self-Evolving Multi-Agent Symbolic Discovery for Financial Fundamental Analysis · Filip Orestav, Ke-Wei Huang
Self-fulfilling debt crises, fiscal policy and investment · Galli, Carlo
Self-Fulfilling Liquidity and the Coordination Premium · Guillaume Plantin
Self-protection and insurance demand with convex premium principles · Qiqi Li, Wei Wang
Self-referential behaviour, overreaction and conventions in financial markets · Jean‐Philippe Bouchaud, Matthieu Wyart
Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading · Arishi Orra, Himanshu Choudhary
Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes · Danielle Xu, Guodong Gao
Semantic Similarity Covariance Matrix Shrinkage · Bloomberg
Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps · Andrey Itkin
Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit · Andrey Itkin, Dmitry Muravey
Semi-Analytical Pricing for General Default Intensity Models · Luca Capriotti, Mark Stedman
Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method · Andrey Itkin
Semi-analytical pricing of barrier options in the time-dependent $λ$-SABR model · Andrey Itkin, Dmitry Muravey
Semi-analytical pricing of barrier options in the time-dependent Heston model · A. Itkin, D. Muravey
Semi-analytical pricing of options written on SOFR futures · Andrey Itkin, Yerkin Kitapbayev
Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary · Alexander Lipton, Christoph Reisinger
Semi-closed form prices of barrier options in the Hull-White model · Andrey Itkin, Dmitry Muravey
Semi-closed form prices of barrier options in the time-dependent CEV and CIR models · Andrey Itkin, Dmitry Muravey
Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process · Andrey Itkin, Peter Carr
Semi-parametric financial risk forecasting incorporating multiple realized measures · Chao Wang, Minh-Ngoc Tran
Semi-static completeness and robust pricing by informed investors · Acciaio, Beatrice, Larsson, Martin
Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives · Konstantinos Chatziandreou, Sven Karbach
Semi-structured multi-state delinquency model for mortgage default · Nadja Klein, Stefan Lessmann
Semiclassical CEV Option Pricing Model: an Analytical Approach · Jose A. Capitán, Jose Lope-Alba
Semiparametric Dynamic Copula Models for Portfolio Optimization · Savita Pareek, Sujit K. Ghosh
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns · Gregory Connor, Oliver Linton
Semiparametric multivariate volatility models · Hafner, C.M., Rombouts, J.V.K.
Semiparametric Upper Bounds for Option Prices · AndrewW. Lo
Sensitivities of Asian options in the Black-Scholes model · Dan Pirjol, Lingjiong Zhu
Sensitivity Analysis of Ruin of an Insurance Company in Ghana · Daniel Tawiah Pabifio
Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market · Aabid Karim, Heman Das Lohano
Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises · Cillian Williamson, Domenica Mino
Sentiment correlation in financial news networks and associated market movements · Jan-Peter Calliess, Jie Yang
Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration · Lucas Marques Sneller
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns · Christian Koeppel, Massimo Guidolin
Sentiment trading with large language models · Guido Germano, Kemal Kirtac
Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies · Qizhao Chen
Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists · Cathy Yi-Hsuan Chen, Jan Vecer
Separated Signal Libraries: Packing, Saturation, and Joint Spectral Limits · Marc da Costa Nunes
Separating equilibria, under-pricing and security design · Bernhardt, Dan, Koufopoulos, Kostas
Separating Times for One-Dimensional General Diffusions · David Criens, Mikhail Urusov
Sequence Classification of the Limit Order Book using Recurrent Neural Networks · Matthew F Dixon
Sequential Monte Carlo Methods for Option Pricing · Ajay Jasra, Pierre del Moral
Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms · Duy Khanh Lam
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ · Mathias Mesfin
Series expansions and direct inversion for the Heston model · Anke Wiese, Jiaqi Shen
Series representation of the pricing formula for the European option driven by space-time fractional diffusion · Cyril Coste, Jan Korbel
Set risk measures · Eduardo Horta, Marcelo Righi
Set-valued intrinsic measures of systemic risk · Alexander Smirnow, Birgit Rudloff
Set-valued Star-Shaped Risk Measures · Bingchu Nie, Dejian Tian
Settlement Infrastructure, Inside Money Elasticity, and the Network Economics of Distributed Ledger Technology · Francesca Medda, Hui Gong
Settlement Manipulation in Prediction Markets · David Dai, Ruizhe Jia
Severe Weather and Financial (In)stability · Claudia Foroni Paolo Gelain Marco Lorusso Massimiliano Marcellino
SFAS 123 Stock-Based Compensation Expense and Equity Market Values · Aboody, David, Barth, Mary E.
Shadow Banking and Financial Regulation · Alban Moura, Olivier Pierrard
Shadow banking and financial regulation: A small-scale DSGE perspective · Alban Moura, Olivier Pierrard
Shadow banking and the four pillars of traditional financial intermediation · Emmanuel Farhi, Jean Tirole
Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model · Fève, Patrick, Moura, Alban
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs · Christoph Czichowsky, Junjian Yang
Shai-am: A Machine Learning Platform for Investment Strategies · Jinho Lee, Jonghun Kwak
Shallow Representation of Option Implied Information · Jimin Lin
Shannon entropy: an econophysical approach to cryptocurrency portfolios · Noe Rodriguez-Rodriguez, Octavio Miramontes
SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model · Luyun Lin, Yiqing Wang
Shape of term structures compatible with flexible choice of diffusion · Andreas Celary, Paul Krühner
Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models · Antonis Papapantoleon, Serena Della Corte
SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR · Ujjwala Vadrevu
Shared Models, Selective Trading, and Order Flow · Arka Prava Bandyopadhyay, Victoria Ruojie Li
Shareholder Activism and Socially Responsible Investors: Equilibrium Changes in Asset Prices and Corporate Behavior · Gollier, Christian, Pouget, Sébastien
Shareholder gains from equity private placements: Evidence from the Stockholm Stock Exchange · Molin, Johan
Shareholder Protection and Stock Market Development: An Empirical Test of the Legal Origins Hypothesis · Ajit Singh, John Armour
Shareholder Protection, Stock Markets and Cross-Border Mergers · Centre for Business Research, Frank O. Kwabi
Shareholder Wealth Effects of European Domestic and Cross-Border Takeover Bids · Goergen, M., Renneboog, L.D.R.
Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade · Corsetti, G., LipiÅ„ska, A.
Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk · Anand N. Vidyashankar, Fengnan Deng
Sharp Transitions and Systemic Risk in Sparse Financial Networks · Riley James Bendel
Sharpe Ratio and Return-VaR Ratio Maximization for Option Portfolios with Skew-Elliptical $t$ Underlying Returns · Kyle Sung, Traian A. Pirvu
Sharpe Ratio: Estimation, Confidence Intervals, and Hypothesis Testing · Matteo Riondato
Sharpening Shapley Allocation: from Basel 2.5 to FRTB · Marco Bianchetti, Marco Scaringi
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict · Amine Ben Amar, Makram Bellalah
Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation · Alexander M. Petersen
Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships · Demetrio Lacava
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study · Alicia Vidler, Toby Walsh
Shifting the yield curve for fixed-income and derivatives portfolios · Anatoli Segura, Dario Ruzzi
Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds · Sá, F., Viani, F.
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets · Hammoudeh, S.M., McAleer, M.J.
Shock Effects on Stocks, Bonds, and Exchange Rates · Ray Fair
Shock-triggered asymmetric response stochastic volatility · Marín, Juan Miguel, Veiga, Helena
Shocks abroad, pain at home? Bank-firm level evidence on the international transmission of financial shocks · José-Luis Peydró, Neeltje van Horen
Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets · Qingliang Fan, Ruike Wu
Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures · Acciaio, Beatrice, Guyon, Julien
Short dated smile under Rough Volatility: asymptotics and numerics · Paolo Pigato, Paul Gassiat
Short Rate Dynamics: A Fed Funds and SOFR perspective · Erik Schlögl, Karol Gellert
Short run bond risk premia · Mueller, Philippe, Vedolin, Andrea
Short-horizon Duesenberry Equilibrium · Jaime Alberto Londoño
Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement · Jonathan M. Wengrowicz, Nadav A. Kitron
Short-maturity asymptotics for option prices with interest rates effects · Dan Pirjol, Lingjiong Zhu
Short-maturity asymptotics for VIX and European options in local-stochastic volatility models · Dan Pirjol, Lingjiong Zhu
Short-maturity options on realized variance in local-stochastic volatility models · Dan Pirjol, Lingjiong Zhu
Short-maturity skew stickiness ratio under local volatility · Masaaki Fukasawa
Short-Rate Derivatives in a Higher-for-Longer Environment · Aram Karakhanyan, Evgenii Samutichev
Short-rate models with stochastic discontinuities: a PDE approach · Alessandro Calvia, Chiara Guardasoni
Short-Rate-Dependent Volatility Models · Matthew Lorig, Tim Leung
Short-run lats rate movements: impact of foreign currency shocks via trade and financial markets · Duo Qin, Martins Kazaks
Short-Selling Bans and Bank Stability · Alessandro Beber, Daniela Fabbri
Short-term barrier option price expansion · Masaaki Fukasawa
Short-term investment and equilibrium multiplicity · Giovanni Cespa
Short-Term Liquidity Contagion in the Interbank Market · Cepeda, Freddy, León, C.
Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms · Albert Wong, Emilio Sagre
Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs) · Edina Chandiwana, Leonard Mushunje
Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model · Elisa Alòs, Josep Vives
Short-time expansion of characteristic functions in a rough volatility setting with applications · Carsten H. Chong, Viktor Todorov
Shortermism and excessive risk taking in optimal execution with a target performance · Emilio Barucci, Yuheng Lan
Shortfall risk minimization in discrete time financial market models · Noufel Frikha
Shot-noise cojumps: exact simulation and option pricing · Dassios, Angelos, Qu, Yan
Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies · Carmine Di Noia, Giorgio Di Giorgio
Should derivatives be privileged in bankruptcy? · Bolton, Patrick, Oehmke, Martin
Should Securities Regulation Promote Crowdinvesting? · Hornuf, Lars, Schwienbacher, Armin
Should Taxable Investors Shun Dividends? · Lixin Wang, Ronen Israel
Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information? · Ge, S., Li, S.
Should We Regulate Financial Information · Laura Veldkamp, Pablo Kurlat
Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions · Amita Sharma, Aparna Mehra
Sig-SDEs model for quantitative finance · Cristopher Salvi, Imanol Perez Arribas
SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs · Chiheb Ben Hammouda, Cornelis W. Oosterlee
Signal Correlation, IC, and PnL Dependence · Marc Nunes
Signal from Noise Signal from Noise: A Neural Network-Based Denoising Approach for Measuring Global Financial Spillovers · Abdullah Karasan, Özge Sezgin Alp
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime · Dine Ousmane Samary, Ixandra Achitouv
Signal or Noise in Multi-Agent LLM-based Stock Recommendations? · George Fatouros, Kostas Metaxas
Signal-Wise Performance Attribution for Constrained Portfolio Optimisation · Bruno Durin
Signaling and financial market impact of chile’s central bank communication: a content analysis approach · González, Mario, Tadle, Raul Cruz
Signature and the Functional Taylor Expansion · Bruno Dupire, Valentin Tissot‐Daguette
Signature approach for pricing and hedging path-dependent options with frictions · Donatien Hainaut, Edouard Motte
Signature Methods in Stochastic Portfolio Theory · Christa Cuchiero, Janka Möller
Signature of maturity in cryptocurrency volatility · Asim Ghosh, Bikas K. Chakrabarti
Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals · Blanka Horvath, Magnus Wiese
Signature volatility models: pricing and hedging with Fourier · Eduardo Abi Jaber, Louis-Amand Gérard
Signature-based identification of volatility models from path geometry · Rafael De Santiago, Òscar Burés
Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals · Gianmarco Morbelli, Mike Derksen
Signature-Informed Transformer for Asset Allocation · Stefan Zohren, Yoontae Hwang
Signed network models for portfolio optimization · Bibhas Adhikari
Silkswap: An asymmetric automated market maker model for stablecoins · Alex Harker, Carter Woetzel
Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds â€“ What Can Regulators Learn from Each Other? · GaÅ‚kiewicz, Dominika
Similarity metrics for Different Market Scenarios in Abides · Diego Pino, Fernando Fernández
SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation · Muyao Zhong, Peng Yang
Simple approximations for option pricing under mean reversion and stochastic volatility · Hafner, C.M.
Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003) · Daniel B. Nelson, Krishna Ramaswamy
Simple Dynamic Stock/Bond/Gold Portfolios · Alexandros E. Tzikas, Nikhil Devanathan
Simple moment-based tests for value-at-risk models and discrete distribution · Bontemps, Christian
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model · Oliver Linton, Stefan Schneeberger
Simple Rules for Financial Stability · John B. Taylor
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates · Chen, Xiaohong, Fan, Yanqin
Simplified stochastic calculus with applications in economics and finance · Ruf, Johannes, Černý, Aleš
Simplifying Cyber Cat(astrophe)s with Cyber Kittens: Power Law Plausibility for Cyber Insurance Risks · Anton Solomko, Henry Simmons
Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products · Annapoorani Lakshmi Narayanan, Benjamin Patrick Evans
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate · Santa-Clara, Pedro
Simulated nonparametric estimation of continuous time models of asset prices and returns · Altissimo, Filippo, Mele, Antonio
Simulated nonparametric estimation of dynamic models with applications to finance · Altissimo, Filippo, Mele, Antonio
Simulating and analyzing a sparse order book: an application to intraday electricity markets · Enzo Cognéville, Philippe Bergault
Simulating and analyzing order book data: The queue-reactive model · Charles-Albert Lehalle, Mathieu Rosenbaum
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian · Eduardo Abi Jaber, Elie Attal
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership · A. Ege Yilmaz, Aurelio Perucca
Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging · Eduardas Valaitis, William Goetzmann
Simulating Stress Laws under Extremal Dependence: Characterizing What Generative Models Must Preserve · Anand Deo, Mantu Gupta
Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network · Gonzalo Bohorquez, John Cartlidge
Simulation of square-root processes made simple: applications to the Heston model · Eduardo Abi Jaber
Simulation of stochastic volatility models via operator splitting schemes · Congxin He, Gongqiu Zhang
Simultaneous determination of market value and risk premium in the valuation of firms · Stefan Lutz
Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks · Ivan Guo, Jiahao Wu
Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk · Chiheb Ben Hammouda, Truong Ngoc Nguyen
Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model · Abderrahmene Ben Romdhane, Chiheb Ben Hammouda
Single-Asset Adaptive Leveraged Volatility Control · Arpit Apoorv, David Soronow
Single-Index Quantile Factor Model with Observed Characteristics · Fan, Q., Xu, R.
Single-Period Portfolio Selection via Information Projection · Bo-Yu Yang, Michael Gastpar
Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions · Artur Doshchyn
Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options · Chinonso Nwankwo, Weizhong Dai
Sizing the bets in a focused portfolio · Robert Keser, Vuko Vukcevic
Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options · Maciej Wysocki
Skew and implied leverage effect: smile dynamics revisited · CFM
Skewness and kurtosis implied by option prices: a second comment · Jurczenko, Emmanuel, Maillet, Bertrand
Skewness Dispersion and Stock Market Returns · Josef Kurka, Jozef Barunik
Skewness Expectations and Portfolio Choice · Christian Zimpelmann, Matthias Wibral
skfolio: Portfolio Optimization in Python · Carlo Nicolini, Hugo Delatte
Skill and Luck in Private Equity Performance · Korteweg, Arthur G., Sorensen, Morten
Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges · Otar Sepper
Slow Decay of Impact in Equity Markets · E. Serie, J. -P. Bouchaud
Slow Decay of Impact in Equity Markets: Insights From the ANcerno Database · Fabrizio Lillo, Frédéric Bucci
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection · Kieran Wood, Stefan Zohren
Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production · Birgit Grodal, Egbert Dierker
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts · Kristof Wiedermann, Martin Friesen
Small-time moderate deviations for the randomised Heston model · Antoine Jacquier, Fangwei Shi
Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model · Benjamin Smith, Martin Forde
Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach · Jaejin Lee, Jaeyoung Cho
Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark · Peter Forsyth, Pieter van Staden
Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets · Takashi Hasuike, Wang Yi
SmartDCA superiority · Calvet, Emmanuel
SME Bank Financing, from a European Perspective · Andrei Dubovik, Fien van Solinge
Smile asymptotics for Bachelier implied volatility · Michele Domenico Massaria, Roberto Baviera
Smile dynamics – a theory of the implied leverage effect: ERRATUM · Stefano Ciliberti
Smile dynamics: a theory of the implied leverage effect · Jean-Philippe Bouchaud, Marc Potters
Smile from the Past: A general option pricing framework with multiple volatility and leverage components · Adam Majewski, Fulvio Corsi
Smile Modelling in Commodity Markets · Andrea Pallavicini, Emanuele Nastasi
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact · Eric Séré, Paulwin Graewe
Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint · Weidong Tian, Zimu Zhu
SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation · Dmitri Goloubentsev, Natalija Karpichina
Social capital, trust, and corporate performance: how CSR helped companies during the financial crisis (and why it can keep helping them) · Lins, Karl V., Servaes, Henri
Social capital, trust, and firm performance: the value of corporate social responsibility during the financial crisis · Lins, Karl V., Servaes, Henri
Social Connections and Group Banking · Dean S. Karlan
Social Media Emotions and IPO Returns · Domonkos F. Vamossy
Social Media Emotions and Market Behavior · Domonkos F. Vamossy
Social Media, News Media and the Stock Market · Andre Veiga, Ansgar Walther
Social Security and the Equity Premium Puzzle · Olovsson, Conny
Social welfare and price discovery in double auction markets · Teemu Pennanen
Social Welfare Issues of Financial Literacy · Satchell, S., Williams, O.J.
Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms · Binam Ghimire, Graham McIntosh
Soft and hard information in equity crowdfunding: network effects in the digitalization of entrepreneurial finance · Estrin, Saul, Khavul, Susanna
SoK: Market Microstructure for Decentralized Prediction Markets (DePMs) · Jeremy Clark, Joseph Al-Chami
Solar Term Anomaly in China Stock Market: Evidence from Shanghai Index · Li Xinghao, Zhao Junguang
Solution of option pricing equations using orthogonal polynomial expansion · Falko Baustian, Jan Pospíšil
Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk · Hyong-Chol O, Tae-Song Choe
Solution to the Equity Premium Puzzle · Atilla Aras
Solution to the Equity Premium Puzzle with Time-Varying Variables · Atilla Aras
Solvability of the Gaussian Kyle model with imperfect information and risk aversion · Eunjung Noh, Ibrahim Ekren
Solving Asset Pricing Models with Habit Persistence · Collard, Fabrice, Fève, Patrick
Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production · Albert Marcet
Solving Optimal Execution Problems via In-Context Operator Networks · Georg Menz, Giulio Farolfi
Solving optimal stopping problems with Deep Q-Learning · John Ery, Loris Michel
Solving Stochastic Saddlepoint Systems: A Qualitative Treatment With Economic Applications · Miller, Marcus, Weller, Paul
Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach · Emmanuel Gnabeyeu, Imad Idboufous
Some Applications of First-Passage Ideas to Finance · Jean‐Philippe Bouchaud, Rémy Chicheportiche
Some asymptotics for short maturity Asian options · Humayra Shoshi, Indranil SenGupta
Some Computations for Optimal Execution with Monotone Strategies · Yan Dolinsky
Some econometric results for the Blanchard-Watson bubble model · Søren Johansen, Theis Lange
Some Economics of Banking Reform · John Vickers
Some general results on risk budgeting portfolios · Claudia Fassino, Pierpaolo Uberti
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world · Lleo, Sebastien, Ziemba, Bill
Some known facts about financial data · Eric de Bodt, Joseph Rynkiewicz
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility · Francis X. Diebold, Tim Bollerslev
Some PDE results in Heston model with applications · Edoardo Lombardo
Some pricing tools for the Variance Gamma model · Jean-Philippe Aguilar
Some properties of Euler capital allocation · Lars Holden
Some recent developments in stochastic volatility modelling · Elisa Nicolato, Neil Shephard
Some remarks on the effect of risk sharing and diversification for infinite mean risks · Alfred Müller
SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions · Mengyang Liu, Yizhen Xie
Source Exclusion in Regime-Gated Forecasting: A Cross-Market Audit of Equity-Factor Predictability · Chorok Lee
Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024) · Sungwoo Kang
Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK · Colin Mayer, Koen Schoors
Sovereign and corporate credit risk: Evidence from the Eurozone · Mascia Bedendo, Paolo Colla
Sovereign bond spread drivers in EU market in the aftermath of the global financial crisis · Angela Cheptea, Iuliana Matei
Sovereign bond yield spreads: a time-varying coefficient approach · Bernoth, Kerstin, Erdogan, Burcu
Sovereign Bonds since Waterloo · Meyer, Josefin, Reinhart, Carmen M.
Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter? · Ammer, John, Cai, Fang
Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads · Bustillo, Inés, Perrotti, Daniel
Sovereign Debt Default and Climate Risk · Aldo Nassigh, Daniele Marazzina
Sovereign Default, Domestic Banks, and Financial Institutions · Alberto Martin, Nicola Gennaioli
Sovereign Risk and Bank Risk-Taking · Ari, A.
Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction · Jorge M. Uribe, Jose E. Gomez-Gonzalez
Sovereign risk premia in the European government bond market · Bernoth, Kerstin, Schuknecht, Ludger
Sovereign Risk Premiums in the European Government Bond Market · Bernoth, Kerstin, Hagen, Jürgen von
Sovereign spreads in the Euro Area. Which prospects for a Eurobond? · Alessandro Missale, Carlo Favero
Sovereign Wealth Funds and the COVID-19 shock: Economic and Financial Resilience in Resource-Rich Countries · Bernardo Bortolotti, Chloe Hogg
Spanning and Intersection: a stochastic dominance approach · Post, G.T.
Spanning Multi-Asset Payoffs With ReLUs · Hoang-Dung Nguyen, Stéphane Crépey
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach · Enrique Sentana, Francisco Peñaranda
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series · Zhaoxing Gao
Sparse Attention Combined with RAG Technology for Financial Data Analysis · Alan Wilson, Kaixian Xu
Sparse Index Tracking via Topological Learning · Anubha Goel, Juho Kanniainen
Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio · Eisuke Yamagata, Shunsuke Ono
Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities · Daniel Guterding
Sparse Portfolio Optimization for US Pension Fund Quantitative Trading · Alan Wilson, Kaixian Xu
Sparse Portfolio Selection via Topological Data Analysis based Clustering · Anubha Goel, Damir Filipović
Sparse spanning portfolios and under-diversification with second-order stochastic dominance · Nikolas Topaloglou, Olivier Scaillet
Spatial Asset Pricing: A First Step · Andrea Prat, Francois Ortalo-Magne
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies · Stefan Zohren, Stephen Roberts
Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance · David Reinhardt
Specification Analysis of Reduced-Form Credit Risk Models · Antje Berndt
Specification Lasso and an Application in Financial Markets · Dong, C., Li, S.
Spectral Dynamics and Regularization for High-Dimensional Copulas · Andre Lucas, Koos B. Gubbels
Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics · Anders G Frøseth
Spectral signatures of structural change in financial networks · Diego Garlaschelli, Emiliano Marchese
Speculation, risk premia and expectations in the yield curve · Francisco Barillas, Kristoffer Nimark
Speculative and precautionary demand for liquidity in competitive banking markets · Dietrich, Diemo, Gehrig, Thomas
Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information · Heinemann, Frank, Nagel, Rosemarie
Speculative Attacks and Risk Management · Pathak, Parag A., Tirole, Jean
Speculative dynamics in the term structure of interest rates · Kristoffer Nimark
Speculative securities · José M. Marín, Rohit Rahi
Speculative Trading and Stock Market Volatility · Jones, Johnathan D., Mulherin, J. Harold
Sperner's lemma and competitive equilibrium with incomplete financial markets · Cagri Saglam, Cuong Le Van
Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach · Amarendra Mohan, Ameer Tamoor Khan
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro · C S Savva, D R Osborn
Spline-DCS for Forecasting Trade Volume in High-Frequency Finance · Ito, R.
Split-Session Cluster GARCH for Overnight and Intraday Returns: The Role of Tail Heterogeneity · Chen Tong, Peter Reinhard Hansen
Spontaneous symmetry breaking in Quantum Finance · Alan Au, Alan Ching-biu Tse
Spot Regressions with Candlesticks · Yasin Simsek
Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors · Ward, Felix
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks · Alessio Brini, Giacomo Toscano
Spouse-Protected Tontines: Household Decumulation via Neural-Network Optimization · Duy-Minh Dang, Yukan Perumal
Spurious Default Probability Projections in Credit Risk Stress Testing Models · Bernd Engelmann
Spurious Predictability in Financial Machine Learning · Sotirios D. Nikolopoulos
SPX-VIX Risk Computations Via Perturbed Optimal Transport · Charlie Che, Guofan Hu
Square-Root Price Impact Is Necessary for Endogenous Manipulation Cycles in Learning-Agent Markets · Jianwen Chen, Ruipeng Wei
Squeezed Covariance Matrix Estimation: Analytic Eigenvalue Control · Layla Abu Khalaf, William Smyth
Stabilising Lifetime PD Models under Forecast Uncertainty · Vahab Rostampour
Stability and Dual Valuation of Contingent Claims under Rockafellian Perturbations · Julio Deride, Nicolás Hernández
Stability of Change-of-Numéraire Reweighting: An Exact Wasserstein Boundary · Shaosai Huang
Stability of the Epstein-Zin problem · Michael Monoyios, Oleksii Mostovyi
Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies · Daniel Kapp, Francesco Molteni
Stabilizing monetary systems: sterling's currency and credit markets from the 12th to the 21st C · Anthony Hotson
Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation · Aditya Joshi, Andrey Kuehlkamp
Stablecoins and the Emerging Hybrid Monetary Ecosystems · Hongzhe Wen, Jamie Zhang
Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers · Bernhard Haslhofer, Burkhard Raunig
StableEval Arena: A Cost-Aware Agentic Benchmark for Stablecoin Price Stability Prediction · Dongping Liu, Luyao Zhang
Stacked Generalization for Robust Prediction of Trust and Private Equity on Financial Performances · Alan Wilson, Kaixian Xu
Stackelberg Equilibria in Monopoly Insurance Markets with Probability Weighting · Benxuan Shi, Bin Li
Standard and stressed value at risk forecasting using dynamic Bayesian networks · Eden Gross, Francois Toerien
Standard Benchmarks Fail -- Auditing LLM Agents in Finance Must Prioritize Risk · Jiaao Chen, Jianda Chen
Start-up Finance, Monitoring and Collusion · Dessi, Roberta
State Aid and Competition in Banking: the Case of China in the Late Nineties · Patrick Van Cayseele, Xiaoqiang Cheng
State spaces of multifactor approximations of nonnegative Volterra processes · Christian Bayer, Eduardo Abi Jaber
State-dependent Asset Allocation Using Neural Networks · Davood Pirayesh Neghab, Reza Bradrania
State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing · Gareth W. Peters, Nino Kordzakhia
Static marginal expected shortfall: Systemic risk measurement under dependence uncertainty · Edward Furman, Jinghui Chen
Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets · Hua Zong, Jun Deng
Stationary Distributions of the Mode-switching Chiarella Model · Jean-Philippe Bouchaud, Jutta G. Kurth
Statistical analysis and modeling of the opening and closing auctions of financial markets · Mohammed Salek
Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE · Arkadiusz Lipiecki, Bartosz Uniejewski
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization · Agnieszka Wyłomańska, Damian Jelito
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market · Adam Korniejczuk, Robert Ślepaczuk
Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions · Diego Klabjan, Yoonsik Hong
Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques · Marek Adamczyk, Michał Dąbrowski
Statistical Arbitrage in Rank Space · G. Papanicolaou, Y. -F. Li
Statistical Arbitrage in the U.S. Equities Market · Jeong-Hyun Lee, Marco Avellaneda
Statistical arbitrage portfolio construction based on preference relations · Andro Merćep, Fredi Šarić
STATISTICAL INFERENCE FOR ROUGH VOLATILITY: CENTRAL LIMIT THEOREMS · Carsten Chong, Grégoire Szymanski
Statistical inference for rough volatility: Minimax Theory · Carsten Chong, Grégoire Szymanski
Statistical Inference for Score Decompositions · Marius Puke, Timo Dimitriadis
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy · Christian Bongiorno, Damien Challet
Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects? · Post, G.T.
Statistical Learning with Sublinear Regret of Propagator Models · Eyal Neuman, Yufei Zhang
Statistical modeling of SOFR term structure · Teemu Pennanen, Waleed Taoum
Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring · Abdullah Karasan, Alper Hekimoğlu
Statistical properties of stock order books: empirical results and models · J. -P. Bouchaud, M. Mezard
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) · Andrew W. Lo
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) · Andrew W. Lo
Statistical theory of the continuous double auction · Eric Smith, J. Doyne Farmer
Statistical Validation of Contagion Centrality in Financial Networks · Agathe Sadeghi, Zachary Feinstein
Statistically distinguishable rating scale · Mikhail Pomazanov
STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET · Damien Challet, Mehdi Lallouache
Statistics of Extremes for the Insurance Industry · Hansjoerg Albrecher, Jan Beirlant
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF) · Arkadiusz Lipiecki, Kaja Bilinska
Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets · Arkadiusz Lipiecki, Nikolaos Kourentzes
Sticky Expectations and the Profitability Anomaly · CFM
Stiff Field Theory of Interest Rates and Psychological Future Time · CFM
Still Not Cheap: Portfolio Protection in Calm Markets · Roni Israelov
STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing · Alba Villarino, Aser Cortines
Stochastic Approaches to Asset Price Analysis · Michael Sekatchev, Zhengxiang Zhou
Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach · Kuo-Ping Chang
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies · Guanxing Fu, Xiaonyu Xia
Stochastic Discount Factors with Cross-Asset Spillovers · Doron Avramov, Xin He
Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network · Yang Liu, Zeyun Hu
Stochastic Evolution of Distributions - Applications to CDS indices · Antoine Kornprobst, Guillaume Bernis
Stochastic Expansion for the Pricing of Asian and Basket Options · Fabien Le Floc'h
Stochastic factors can matter: improving robust growth under ergodicity · Balint Binkert, David Itkin
Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance · Christoph Reisinger, Michael B. Giles
Stochastic Gradient Descent in the Optimal Control of Execution Costs · Simeon Kolev
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance · Kardaras, Constantinos
Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models · Gudmund Pammer, Manuel Hasenbichler
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans · Blake, David, Cairns, Andrew J. G.
Stochastic Loss Reserving: Dependence and Estimation · Andrew Fleck, Edward Furman
Stochastic Mortality Model with Fractional Lévy Dynamics · Congxin He, Lilian Hu
Stochastic mortality, macroeconomic risks, and life insurer solvency · Gründl, Helmut, Hanewald, Katja
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management · Hanyue Huang, Qiguo Sun
Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution · Mingxin Guo, Zuo Quan Xu
Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing · Antony Ware, Jinniao Qiu
Stochastic PDEs for large portfolios with general mean-reverting volatility processes · Ben Hambly, Nikolaos Kolliopoulos
Stochastic Perron's Method for the Probability of lifetime ruin problem under transaction costs · Erhan Bayraktar, Yuchong Zhang
Stochastic Policy Gradient Methods in the Uncertain Volatility Model · Gr{é}goire Loeper, Jean-Fran{\c c}ois Chassagneux
Stochastic portfolio theory with price impact · David Itkin
Stochastic Portfolio Theory: A Machine Learning Perspective · Alexander Vervuurt, Yves-Laurent Kom Samo
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures · Chen Hu, Kouxiao Zhang
Stochastic simulation framework for the Limit Order Book using liquidity motivated agents · Efstathios Panayi, Gareth Peters
Stochastic skew in currency options☆ · Liuren Wu, Peter W. Carr
Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows · Mohamed M'Rad, Nicole El Karoui
Stochastic Volatility · Luca Benzoni, Torben G. Andersen
Stochastic Volatility in Mean Models with Heavy Tails: A Fast Approximate Bayesian Inference Using Hidden Markov Models · Bruno E. Holtz, Carlos A. Abanto-Valle
Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach · Gongqiu Zhang, Pingping Jiang
Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting · Anna Perekhodko, Robert Ślepaczuk
Stochastic volatility with leverage: fast likelihood inference · Jouchi Nakajima, Neil Shephard
Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation · Ajay Kumar Verma, Neo Paul Lesupi
Stochastic volatility: likelihood inference and comparison with ARCH models · Neil Shephard, Sangjoon Kim
Stock and Bond Relationships in Asia · Johansson, Anders C.
Stock exchange price currents, financial information and market transparency: an introduction · Angelo Riva, Joost Jonker
Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model · Gurjeet Dhesi, Marcel Ausloos
Stock Investment: The p-index Approach · Bopei Nie, Kuo-Ping Chang
Stock Market Beliefs and Portfolio Choice in the General Population · Christian Zimpelmann
Stock Market Development and Economic Growth: A matter of informational problems · S Capasso
Stock Market Directional Bias Prediction Using ML Algorithms · Ryan Chipwanya
Stock market downswing and the stability of European monetary union money demand · Carstensen, Kai
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies · Amine Raboun, Charles‐Albert Lehalle
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor · Francisco Gomes, Joao Cocco
Stock market microstructure inference via multi-agent reinforcement learning · B. Gutkin, I. Lazarevich
Stock market participation, portfolio choice and pensions over the life-cycle · Ball, S.
Stock Market Performance in the Media: Reporting Big News, Missing the Big Picture? · Antonio Ciccone, Felix Rusche
Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis · Hussein Al Osman, Mahtab Haj Ali
Stock Market Prediction via Deep Learning Techniques: A Survey · Ehsan Abbasnejad, Haiyao Cao
Stock Market Price Prediction using Neural Prophet with Deep Neural Network · Bireswar Banerjee, Navin Chhibber
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) · Andrew W. Lo, Craig A. MacKinlay
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) · Andrew W. Lo, Craig A. MacKinlay
Stock Market Reactions to Conflict Diamond Trading Restrictions and Controversies · William Seitz
Stock Market Returns in the Long Run: Participating in the Real Economy · Peng Chen, Roger Ibbotson
Stock market spillovers via the global production network: Transmission of U.S. monetary policy · Galina Hale, Julian di Giovanni
Stock market tournaments · Ozdenoren, Emre, Yuan, Kathy
Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory · Jinge Wu, Junbang Huo
Stock Market Volatility and Learning · Albert Marcet, Juan Pablo Nicolini
Stock Movement Prediction with Financial News using Contextualized Embedding from BERT · Qinkai Chen
Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism · Chang Zong, Hang Zhou
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market · Aaditya Raj, Arpit Awad
Stock Prediction: a method based on extraction of news features and recurrent neural networks · Hongfei Yan, Weizheng Chen
Stock price formation: useful insights from a multi-agent reinforcement learning model · B. Gutkin, J. Lussange
Stock price jumps: news and volume play a minor role · CFM
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals · Md Kamrul Siam, Opeyemi Sheu Alamu
Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis · Armin Moin, Atta Badii
Stock Price Prediction using Dynamic Neural Networks · David Noel
Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage · Balbinder Singh Gill, Kose John
Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year · Kang, Johnny, Pekkala, Tapio
Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling · Javier Sanz-Cruzado, Richard McCreadie
Stock Return and Cash Flow Predictability: The Role of Volatility Risk · Hao Zhou, Lai Xu
Stock returns forecast: an examination by means of Artificial Neural Networks · Aurelio F. Bariviera, Laura Lanzarini
Stock Returns, Inflation and the Volatility of Growth in the Money Supply · John M. Liew
Stock selection strategies in emerging markets · Dick van Dijk, Erica Slagter
Stock Trading Volume Prediction with Dual-Process Meta-Learning · Keiko Harimoto, Ruibo Chen
Stock Type Prediction Model Based on Hierarchical Graph Neural Network · Bingxing Wang, Honglin Qin
Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder · Alexander Y Shestopaloff, Parley R Yang
Stock-bond return co-movement and accounting information · Cascino, Stefano
STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets · Jiahe Yi, Jianhui Zhang
StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series · Hoyoul Luis Youn, Jean Lee
Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks · Bohan Ma, Jing Chen
StockGPT: A GenAI Model for Stock Prediction and Trading · Dat Mai
Stockholding in France: the role of financial literacy and information · Frédéric Savignac, Luc Arrondel
StockMem: An Event-Reflection Memory Framework for Stock Forecasting · Hailiang Huang, He Wang
Stocks are a Good Hedge for Inflation (In the Long Run) · Jacob Boudoukh, Matthew Richardson
Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark · Olesen, Jan Overgaard
StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction · Amit Kumar, Chang-Tien Lu
Storage Options and Endogenous Commodity Prices in Continuous Time · Erfan Salavati, Hojatollah Adibi
Strapped for cash: the role of financial constraints for innovating firms · Andreas Moxnes, Esther Ann Boler
STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades · Dhagash Mehta, Dhruv Desai
Strassen's theorem for biased convex order · Beatrice Acciaio, Evgeny Kolosov
STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION · Peter C. Schotman, R.P.P.M. Hoevenaars
Strategic Asset Allocation with Illiquid Alternatives · Alex Ulitsky, Eric Luxenberg
Strategic competition in informal risk sharing mechanism versus collective index insurance · Attila Szolnoki, Liang Zhang
Strategic complementarity of information acquisition in a financial market with discrete demand shocks · Christophe Chamley
Strategic Index Reconstitution: Differential Games, Closed-Loop Equilibria and Mean-Field Dynamics · Jose Blanchet, Lukas-Benedikt Fiechtner
Strategic Informed Trading and the Value of Private Information · Michail Anthropelos, Scott Robertson
Strategic investment, industry concentration and the cross section of returns · Bustamante, Maria Cecilia
Strategic Learning and Trading in Broker-Mediated Markets · Alif Aqsha, Fayçal Drissi
Strategic Liquidity Supply and Security Design · Biais, Bruno, Mariotti, Thomas
Strategic news releases in equity vesting months · Edmans, Alex, Goncalves-Pinto, Luis
Strategic OTC market making with reputation feedback · Alexander Barzykin
Strategic Risk Reduction: Self-Protection and Self-Insurance · Wing Fung Chong
Stress Amplified Resilience: ESG and Joint Fragility in Equity Markets · Jiayu Yi, Minxuan Hu
Stress index strategy enhanced with financial news sentiment analysis for the equity markets · Baptiste Lefort, Beatrice Guez
Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets · Manuela Geranio, Valter Lazzari
Stress testing the resilience of financial networks · Andreea Minca, Hamed Amini
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange · Kiyoshi Kanazawa, Yuki Sato
Strictly monotone mean-variance preferences with applications to portfolio selection · Jingzhen Liu, Yike Wang
Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning · An Chen, Giorgio Ferrari
Strong denoising of financial time-series · Matthias J. Feiler
Strong existence and uniqueness of a calibrated local stochastic volatility model · Scander Mustapha
Strong Solutions and Quantization-Based Numerical Schemes for a Class of Non-Markovian Volatility Models · Gilles Pagès, Martino Grasselli
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital · Ian Berk, Massimo Guidolin
Structural Changes in Corporate Bond Underpricing · Florian Nagler, Giorgio Ottonello
Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach · Imran Ansari, Kundan Mukhia
Structural Estimation of Time-Varying Spillovers:an Application to International Credit Risk Transmission · Arthur Stalla-Bourdillon, Lukas Boeckelmann
Structural importance and evolution: an application to financial transaction networks · Barucca, Paolo, Caccioli, Fabio
Structural Limits of OHLCV-Based Intraday Momentum Signals in MNQ Futures: A Systematic Falsification Study · Mathias Mesfin
Structural Modelling of Financial Constraints on Investment: Where Do We Stand? · Jean-Bernard Chatelain
Structural Optimism in Public Pension Plan Return Forecasts · Two Sigma
Structural relationships between cryptocurrency prices and monetary policy indicators · Jennifer Castle, Takamitsu Kurita
Structure and determinants of financial covenants in leveraged buyouts - evidence from an economy with strong creditor rights · Achleitner, Ann-Kristin, Braun, Reiner
Structure of Monetary Assets in Transition Economies: Financial Innovation and Structural Transformation · Boris Najman, Gérard Duchêne
Structure-Aware Variational State Preparation for Quantum Basket Option Pricing · Chihoon Lee, Daniel K. Park
Structured climate financing: valuation of CDOs on inhomogeneous asset pools · N. Packham
Structured Dictionary Learning of Rating Migration Matrices for Credit Risk Modeling · Clara Lage, Edwin Mangin
Structured Event Representation and Stock Return Predictability · Dandan Qiao, Gang Li
Structured factor copulas for modeling the systemic risk of European and United States banks · Audronė Virbickaitė, Hoang Nguyen
Structured portfolio analysis under SharpeOmega ratio · Jean-Luc Prigent, Rania Hentati
Style Investing in Fixed Income · Diogo Palhares, Scott A. Richardson
Style Investing in Fixed Income Markets · Scott A. Richardson
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market · Hamza Bodor, Laurent Carlier
Stylized Facts and Their Microscopic Origins: Clustering, Persistence, and Stability in a 2D Ising Framework · Claudio Oscar Dorso, Hernán Ezequiel Benítez
Stylized facts in money markets: an empirical analysis of the eurozone data · Damien Challet, Michael Benzaquen
Stylized facts in Web3 · A. Christian Silva, Shen-Ning Tung
Stylized Facts of High-Frequency Bitcoin Time Series · Fernando Alonso-Marroquin, Karina Arias-Calluari
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility · Teräsvirta, Timo, Zhao, Zhenfang
Subadditivity re–examined: the case for value-at-risk · Danielsson, Jon, Jorgensen, Bjørn N.
Subgame Perfect Nash Equilibria in Large Reinsurance Markets · Maria Andraos, Mario Ghossoub
Subjective Life Horizon and Portfolio Choice · Spaenjers , Christophe, Spira, Sven Michael
Subjective Return Expectations, Perceptions, and Portfolio Choice · Hector Calvo-Pardo, Luc Arrondel
Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective · Adam Szyszka, Jørgen Vitting Andersen
Subleading correction to the Asian options volatility in the Black-Scholes model · Dan Pirjol
Submodular financial markets with frictions · Alain Chateauneuf, Bernard Cornet
Submodular risk measures · Jingcheng Yu, Ruodu Wang
Subsidiary Financing: Risk Shifting as a Commitment Device · Alan D. Morrison, Gyöngyi Loranth
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options · Jaehyuk Choi
Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023) · Yun Liao
Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021) · Ruihui Xu, Yun Liao
Super-exponential growth expectations and the global financial crisis · Leiss, Matthias, Nax, Heinrich H.
Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon · Emmanuel Lepinette, Tahir Choulli
Super-Replication of the Best Pairs Trade in Hindsight · Alex Garivaltis
SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems · Angshul Majumdar, Emilie Chouzenoux
Superhedging under Proportional Transaction Costs in Continuous Time · Atiqah Almuzaini, Jin Ma
Supervised Autoencoder MLP for Financial Time Series Forecasting · Bartosz Bieganowski, Robert Slepaczuk
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data · Bartosz Bieganowski, Robert Ślepaczuk
Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes · Ali Hirsa, Amir Oskoui
Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting · Ali Hirsa, Federico Klinkert
Supervised Similarity for Firm Linkages · Adrian Banner, Dario Villani
Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning · Dhagash Mehta, Joshua Rosaler
Supervised similarity learning for corporate bonds using Random Forest proximities · Dhagash Mehta, Dhruv Desai
Supply and demand and the term structure of interest rates · Greenwood, Robin, Hanson, Samuel
Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability · Asef Yılkı
Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data · Alejandro Correa-Bahnsen, Andrés Rodríguez-Rey
Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics · Arthur Steve Tchoneteck, Frederi Viens
Surprise in short interest · Esad Smajlbegovic, Matthias Xaver Hanauer
Surprise! Higher Dividends = Higher Earnings Growth · Clifford S. Asness, Robert D. mname Arnott
Surrogate Monte Carlo · A. Christian Silva, Fernando F. Ferreira
Surveying Generative AI's Economic Expectations · Leland Bybee
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance · Baquero, G., Verbeek, M.J.C.M.
Survive another day: does uncertain financing affect the composition of investment? · Garicano, Luis, Steinwender, Claudia
Survive Another Day: Using Changes in the Composition of Investments to Measure the Cost of Credit Constraints · Claudia Steinwender, Luis Garicano
Survivorship Bias in Emerging Market Small-Cap Indices: Evidence from India's NIFTY Smallcap 250 · Harjot Singh Ranse
Sustainability and trust: financial inclusion in the Global South · Forcadell, Francisco Javier, Mendez, Alvaro
Sustainability-linked finance: bridging nature disclosure gaps in Southeast Asia · Broadstock, David C., Ranger, Nicola
Sustainable and responsible management of central banks’ pension and own portfolios · Hyrske, Anna, Kyriakopoulou, Danae
Sustainable banking and trust in the global South · Forcadell, Francisco Javier, Mendez, Alvaro
Sustainable Commodities Investing · Michele L. Aghassi
Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure? · Jeroen Derwall, Joop Huij
Sustainable Investment: ESG Impacts on Large Portfolio · Ruike Wu, Yanrong Yang
Sustainable Systematic Credit · Lukasz Pomorski, Peter Diep
Switching between states and the COVID-19 turbulence · Ilias Aarab
Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow · Alejandro Rodriguez Dominguez
Symmetric or Asymmetric Interest Rate Adjustments? Evidence from Greece, Bulgaria and Slovenia · Prodromos Vlamis, Stelios Karagiannis
Symmetry classification and invariant solutions of the classical geometric mean reversion process · Dapeng Gao, Jin Zhang
Synchronization in a market model with time delays · Ghassan Dibeh, Omar El Deeb
Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility · Jeffrey D. Varner, Jiawei Zhang
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance · Adil Rengim Cetingoz, Charles-Albert Lehalle
Synthetic Financial Data Generation for Enhanced Financial Modelling · Christophe D. Hounwanou, Pierre Ntakirutimana
Synthetic or real? The equilibrium effects of credit default swaps on bond markets · Oehmke, Martin, Zawadowski, Adam
Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering · Mohammed Perves
Systematic comparison of deep generative models applied to multivariate financial time series · Howard Caulfield, James P. Gleeson
Systematic Covariance Envelopes from Wasserstein Geometry: Evidence from Language-Model Representations · Chun-Sung Huang, Marcus Gawronsky
Systematic equity-based credit risk: A CEV model with jump to default · Alessandro Sbuelz, Luciano Campi
Systematic Review on Reinforcement Learning in the Field of Fintech · Iyad Katib, Nadeem Malibari
Systematization of Knowledge: Synthetic Assets, Derivatives, and On-Chain Portfolio Management · Abrar Rahman, Elliot Choi
Systemic losses due to counterparty risk in a stylized banking system · Aste, Tomaso, Birch, Annika
Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework · Ana Isabel Castillo Pereda
Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis · Ana I. C. Pereda
Systemic risk and the dynamics of temporary financial networks · Gong, Rui, Page, Frank
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics · Jin Zheng, John Cartlidge
Systemic Risk in Financial Networks Revisited: Debt Dilution as a Backdoor Bail-in · Giorgia Piacentino, Jason Roderick Donaldson
Systemic Risk in the European Insurance Sector · Andrea Consiglio, Giorgio Di Giorgio
Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks · Qian Hui, Tiandong Wang
Systemic Risk of Optioned Portfolios: Controllability and Optimization · Jiali Ma, Shushang Zhu
Systemic Risk Radar: A Multi-Layer Graph Framework for Early Market Crash Warning · Sandeep Neela
Systemic Risk Surveillance · Timo Dimitriadis, Yannick Hoga
Systemic Risk-Shifting in Financial Networks · Elliott, M., Georg, C-P.
Systemic risk, interbank relations and liquidity provision by the Central Bank · Bruno Parigi, Jean Charles Rochet
Systemic values-at-risk and their sample-average approximations · Wissam AlAli, Çağın Ararat
t ‐statistics for weighted means in credit risk modeling · Alec N. Kercheval, Kiseop Lee
T ail -GAN: Learning to Simulate Tail Risk Scenarios · Chao Zhang, Mihai Cucuringu
Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data · Kishan Padayachy, Mario V. Wüthrich
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation · Namid Stillman, Ollie Olby
TabReason: A Reinforcement Learning-Enhanced LLM for Accurate and Explainable Tabular Data Prediction · Greg Mori, Hossein Hajimirsadeghi
Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation · Joshua Le Grice
Tackling estimation risk in Kelly investing using options · Fabrizio Lillo, Ioanna-Yvonni Tsaknaki
Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk · Christian Kubitza
Tactical Asset Allocation with Macroeconomic Regime Detection · André Fujita, Daniel Cunha Oliveira
Tactical Tilts and Foregone Diversification · AQR Capital Management
tail behavior of a threshold autoregressive stochastic volatility model · Aliou Diop, Dominique Guegan
Tail Option Pricing Under Power Laws · Brandon Yarckin, Chitpuneet Mann
Tail protection for long investors: convexity at work · CFM
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms · Yuchen Yin, Zong Ke
Tail Risk Analysis for Financial Time Series · Anna Kiriliouk, Chen Zhou
Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach · Andrea Teruzzi
Tail risk forecasting with semi-parametric regression models by incorporating overnight information · Cathy W. S. Chen, Takaaki Koike
Tail Risk in Momentum Strategy Returns · Kent Daniel, Ravi Jagannathan
Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns · Ali Al Fallouji, Miquel Noguer I Alonso
Tail Risk Premia and Return Predictability · Lai Xu, Tim Bollerslev
Tail-Aware Density Forecasting of Locally Explosive Time Series: A Neural Network Approach · Arthur Thomas, Elena Dumitrescu
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets · Jian'an Zhang
Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics · Jian'an Zhang
Taming large events: portfolio selection for strongly fluctuating assets · CFM
Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments · Bernardo Bortolotti, Giacomo Loss
Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR · Marc Schmitt
Taming the Greeks: Option Portfolios with Inductive Biases · Stefan Zohren, Stephen Roberts
Taming the Green Swan: How to improve climate-related financial risk assessments · Chiara Colesanti Senni, Julia Anna Bingler
Taming the Option Factor Zoo: A High-Dimensional Analysis · Alexander Walter, Lukas Zimmer
Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target · Masoud Soleimani
Target Weight Mechanism doesn't make delta hedge easier · Long Wen, Ruichao Jiang
Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform · Fernando Suárez, José Manuel Peña
Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages · Ana Barros-Vila, Francisco J. González-Castaño
Targeted Debt Relief and the Origins of Financial Distress: Experimental Evidence from Distressed Credit Card Borrowers · Dobbie, Will, Song, Jae
Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data · Dominik Luszczynski
Tax Evasion, the Underground Economy and Financial Development · Keith Blackburn, Niloy Bosey
Tax Incentives and Household Portfolios: A Panel Data Analysis · Sule Alan, Søren Leth-Petersen
Tax reforms and the decline of the London stock market: the untold story · Gomtsyan, Suren Gomtsian, Schuster, Edmund-Philipp
Tax- and expense-modified risk-minimization for insurance payment processes · Christian Furrer, Kristian Buchardt
Tax-Aware Portfolio Construction via Convex Optimization · Andrew Ang, Mykel J. Kochenderfer
Tax-Efficient Portfolio Transition: A Tax-Aware Relaxed-Constraint Approach to Switching Equity Managers · Nathan Sosner, Stanley Krasner
Tax-Loss Selling and the Year-End Behavior of Dow Jones Stocks · Gary Smith, Jeff Levere
Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings · Huizinga, Harry, Todtenhaupt, Maximilian
Taxing Financial Transactions : A Mirrleesian Approach · Bruno Biais, Jean-Charles Rochet
Taylor Rule and Financial Instability · Gianfranco Zampese
TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting · Wenbo Yan, Ying Tan
Technical Analysis Meets Machine Learning: Bitcoin Evidence · Andrés García-Medina, José Ángel Islas Anguiano
Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading · Longfei Lu
Technical uncertainty in real options with learning · Ali Al-Aradi, Sebastian Jaimungal
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach · Tatsuru Kikuchi
Technology and Financial Structure: Are Innovative Firms Different? · Aghion, Philippe, Bond, Stephen
Temperant portfolio choice and background risk: evidence from France · Hector Calvo Pardo, Luc Arrondel
Temperature Anomalies and Climate Physical Risk in Portfolio Construction · Carlo Bechi, Gabriele Sbaiz
Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction · Chencheng Shang, Dawei Cheng
Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation · Shintaro Mori
Temporal Coarse-Graining of Multi-Sector Default Count Data Generates Posterior-Implied Copulas · Masato Hisakado, Shintaro Mori
Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange · Tashreef Muhammad
Temporal distribution of clusters of investors and their application in prediction with expert advice · David Lindsay, Siân Lindsay
Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay · Ahmad Makinde
Temporal Relational Ranking for Stock Prediction · Cheng Luo, Fuli Feng
Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes · Huanhuan Zheng, Kelvin J. L. Koa
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management · Stefan Zohren, Yongjae Lee
Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring · A. Vidali, G. Le Pera
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing" · Cheng Yu, Ke Zhu
Tensor Processing Units for Financial Monte Carlo · Davis King, Francois Belletti
Tensor train representations of Greeks for Fourier-based pricing of multi-asset options · Koichi Miyamoto, Rihito Sakurai
Term premium and equity premium in economies with habit formation · Budria, Santiago, Díaz, Antonia
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set · Carlo A. Favero, Linlin Niu
Term structure modelling of defaultable bonds · Schonbucher, Philipp
Term structure modelling with overnight rates beyond stochastic continuity · Claudio Fontana, Thorsten Schmidt
Term structure of interest rate. european financial integration · Catalina Bolancé, Elisabet Ruiz
Term structure shapes and their consistent dynamics in the Svensson family · Felix Sachse, Martin Keller-Ressel
Term structure shapes in the Hull-White model with Svensson-parameterized initial yield curves · Felix Sachse
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets · Mairui Li, Qingying Deng
Testing Affine Term Structure Models in Case of Transaction Costs · Driessen, J.J.A.G., Melenberg, B.
Testing and Modelling Time Series with Time Varying Tails · Palumbo, D.
Testing Business Cycle Theories: Evidence from the Great Recession · Bo Li
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances · Chang, C-L., McAleer, M.J.
Testing Conditional Factor Models · Andrew Ang, Dennis Kristensen
Testing Expected Shortfall Models for Derivative Positions · Kerkhof, F.L.J., Melenberg, B.
Testing financing constraints on firm investment using variable capital · Andrea Caggese
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models · Chen, J., Kobayashi, M.
Testing for a Unit Root with Near-Integrated Volatility · Boswijk, H.P.
Testing for changes in volatility in heteroskedastic time series - a further examination · de Pooter, M.D., van Dijk, D.J.C.
Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach · Kim Christensen, Mark Podolskij
Testing for jumps in a discretely observed price process with endogenous sampling times · Ingmar Nolte, Qiyuan Li
Testing for Leverage Effect in Financial Returns · Christophe Chorro, Dominique Guegan
Testing for Leverage Effects in the Returns of US Equities · Christophe Chorro, Dominique Guegan
Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources · J-S Pischke, N.S. Souleles
Testing for multivariate volatility functions using minimum volume sets and inverse regression · Polonik, Wolfgang, Yao, Qiwei
Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment · Hommes, C.H., Manzan, S.
Testing for Stochastic Dominance Efficiency · Linton, O., Post, G.T.
Testing for Stochastic Dominance with Diversification Possibilities · Post, G.T.
Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin · Abdulnasser Hatemi-J
Testing for the Minimum Mean-Variance Spanning Set · Bin Wang, Wenyu Zhou
Testing for Third-Order Stochastic Dominance with Diversification Possibilities · Post, G.T.
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models · Chen, J., Kobayashi, M.
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model · Nakatani, Tomoaki, Teräsvirta, Timo
Testing replication for an agent-based model of market fragmentation and latency arbitrage · Brian F. Tivnan, Colin M. Van Oort
Testing Stochastic Dominance with Many Conditioning Variables · Linton, O., Seo, M.
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach · Douglas J Hodgson, Keith Vorkink
Tests for the validity of portfolio or group choice in financial and panel regressions · Atsushi Inoue, Barbara Rossi
Text analysis in financial disclosures · Sridhar Ravula
Text mining arXiv: a look through quantitative finance papers · Michele Leonardo Bianchi
Text-Based Linkages and Local Risk Spillovers in the Equity Market · Ge, S.
That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907 · Benjamin Chabot, Christopher J. Kurz
The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data · Grégoire Loeper, Guillaume Maitrier
The "Out of Sample" Performance of Long-run Risk Models · Biqin Xie, Suresh Nallareddy
The "Size Premium" in Equity Markets: Where is the Risk? · Emmanuel Sérié, Guillaume Simon
The "Washing Machine": Investment Strategies and Corporate Behavior with Socially Responsible Investors · Gollier, Christian, Pouget, Sébastien
The $κ$-generalised Distribution for Stock Returns · Samuel Forbes
The 2020 Global Stock Market Crash: Endogenous or Exogenous? · Min Shu, Ruiqiang Song
The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs · Peng Chen, Roger Ibbotson
The Achilles' Heel of the International Monetary and Financial System: A Stock-Flow Consistent Account of the Saving Identity and Gross Capital Flows · Alain Grandjean, Gaël Giraud
The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction · Dhruvin Dungrani, Disha Dungrani
The Adaptation Imperative: Climate Change and Sovereign Credit Risk · Burke, M., Mohaddes, K
The additive Bachelier model with an application to the oil option market in the Covid period · Michele Domenico Massaria, Roberto Baviera
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models · Francis X. Diebold, Glenn D. Rudebusch
The Agentic ETF: How Agentic Trading Becomes an Asset Class · Amandeep Singh
The Agentic Regulator: Risks for AI in Finance and a Proposed Agent-based Framework for Governance · David Byrd, Eren Kurshan
The Aligned Economic Index & The State Switching Model · Ilias Aarab
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book · Philipp D. Dubach
The Antecedents and Aftermath of Financial Crises as Told by Carlos F. Diaz Alejandro · Reinhart, Carmen M.
The Approach of Sliced Inference in Systems of Stochastic Differential Equations with Comments on the Heston Model · Ahmet Umur Özsoy
The Arbitrage Theory of Capital Asset Pricing · Stephen A. Ross
The ATM implied skew in the ADO-Heston model · Andrey Itkin
The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility · Frido Rolloos
The Austrian banking crisis of 1931: one bad apple spoils the whole bunch · Macher, Flora
The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System · Jiayu Li
The Baby Boom and the Stock Market Boom · David N. Weil, Kyung-Mook Lim
The Balance Property: The Constrained Case, with a View on Risk Sharing · Mario V. Wüthrich
The Bank Liquidity Channel of Financial (In)stability · Ali Kakhbod, Farzad Saidi
The banking and distribution sectors in a small open economy DSGE Model · Lionel Fontagné, Marco Maffezzoli
The Banking Industry · Scherer, F. M.
The banks that said no: banking relationships, credit supply and productivity in the UK · Franklin, Jeremy, Rostom, May
The Bayesian Approach to Default Risk: A Guide · Jacobs, Michael, Kiefer, Nicholas M.
The Behaviour of Betting and Currency Markets on the Night of the EU Referendum · Auld, T., Linton, O.
The Belle Epoque of International Finance.Â French Capital Exports, 1880-1914 · Rui Esteves
The bias of IID resampled backtests for rolling-window mean-variance portfolios · Andrew Paskaramoorthy, Terence van Zyl
The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries · Lee, Neil, Luca, Davide
The Black-Litterman Approach: Original Model and Extensions · Attilio Meucci
The Black-Scholes Equation in Presence of Arbitrage · Hideyuki Takada, Simone Farinelli
The Black-Scholes-Merton dual equation · Qiang Liu, Shuxin Guo
The Bond Lending Channel of Monetary Policy · Darmouni, O., Giesecke, O.
The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy · Eijffinger, S.C.W., Mahieu, R.J.
The booms and busts of beta arbitrage · Huang, Shiyang, Liu, Xin
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization · Alain B. Zemkoho, Marah-Lisanne Thormann
The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability · Victoria Portnaya
The Bubble Has Not Popped · Cliff Asness
The canton of Berne as an investor on the London capital market in the 18th century · Altorfer, Stefan
The Capacity of Liquidity-Demanding Equity Strategies · Howard Zhu, Peter M Bull
The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets · John Geanakoplos, Martin Shubik
The capital gains tax: A curse but also a blessing for venture capital investment · Achleitner, Ann-Kristin, Bock, Carolin
The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies · Namasi G. Sankar, Sankarshan Basu
The Case for Intervening in Bankers’ Pay · John E. Thanassoulis
The Case for Long-Only Agnostic Allocation Portfolios · Jean-Philippe Bouchaud, Philip Seager
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation · Mark J. Kamstra, Robert J. Shiller
The Causal Effect of Option Pay on Corporate Risk Management · Bakke, Tor-Erik, Fernando, Chitru S.
The Causal Effects of Confidence Awareness on Financial Literacy and Behaviour · Lee, I., Lléo-Bono, A.
The changing relationship between commodity prices and equity prices in commodity exporting · Barbara Rossi
The characteristic function of Gaussian stochastic volatility models: an analytic expression · Eduardo Abi Jaber
The characteristic function of rough Heston models · Mathieu Rosenbaum, Omar El Euch
The Characterization of Clearing Payments in Financial Networks · Borm, Peter, Herings, P.J.J.
The checkerboard copula and dependence concepts · Chaoyi Zhao, Liyuan Lin
The choice between mail and digital in ghe provision of financial services: a double Hotelling approach · Cremer, Helmuth, De Donder, Philippe
The choice between mail and digital in the provision of financial services: a double Hotelling approach · Cremer, Helmuth, De Donder, Philippe
The choice between rights offerings and private equity placements · Cronqvist, Henrik, Nilsson, Mattias
The choice of the form of representation in multinational banking: Evidence from Spain · Josep Garcia Blandón
The Climate Extended Risk Model (CERM) · Anne Gruz, Jean-Baptiste Gaudemet
The CMMV Pricing Model in Practice · Bernard De Meyer, Moussa Dabo
The Co-Pricing Factor Zoo · Alexander Dickerson, Christian Julliard
The Co-Terminal Swap Market Model with Bergomi Stochastic Volatility · Kenjiro Oya
The Comparative Performance of Fixed and Flexible Exchange Rate Regimes: Interwar Evidence · Barry Eichengreen.
The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds · Jacob Boudoukh, Zhikai Xu
The complexity yield puzzle: A textual analysis of municipal bond disclosures · Farrell, Michael, Murphy, Dermot
The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance · Cornelis W. Oosterlee, Zhipeng Huang
The computation of Greeks with multilevel Monte Carlo · M. B. Giles, Sylvestre Burgos
The conditional higher moment risk measure: second-order asymptotics with FGM contagion · Bingzhen Geng, Haifan Hu
The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance · Alan Au, Alan Ching-biu Tse
The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring? · Roland Gillet, Étienne de Callataÿ
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective · Mathias Hoffmann, Thomas Nitschka
The Consumption-Based Capital Asset Pricing Model · Darrell Duffie, William Zame
The continuous-time pre-commitment KMM problem in incomplete markets · Guohui Guan, Yilun Song
The contribution of jumps to forecasting the density of returns · Benoît Sévi, Christophe Chorro
The Convergence Rate of Stochastic Tracking with Application to Optimal Execution · Marcel Nutz, Moritz Voss
The Convexity of Trend Following · CFM
The Corporate Bond Factor Replication Crisis · Alexander Dickerson, Cesare Robotti
The correlation risk premium: international evidence · Goncalo, F, Robert L. Kosowski
The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets · Useong Shin
The Cost of Misspecifying Price Impact · Iacopo Mastromatteo, Jean-Philippe Bouchaud
The Costs, Wealth Effects, and Determinants of International Capital Raising: Evidence from Public Yankee Bonds · Darius P. Miller, John J. Puthenpurackal
The Credibility Transformer · Mario V. Wüthrich, Ronald Richman
The Credit Risk Premium · Scott A. Richardson
The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return · Richard J. Martin
The Cross Section of MBS Returns · Andrea Eisfeldt, Peter Diep
The cross-market index for volatility surprise · Julien Chevallier, Sofiane Aboura
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series · Heejoon Han, Oliver Linton
The Cross-Section and Time Series of Stock and Bond Returns · Koijen, Ralph S. J., Lustig, Hanno
The Cross-Section of Expected Stock Returns · Eugene F. Fama, Kenneth R. French
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment · A. Craig Burnside
The Cross-Section of Stock Returns and AI Exposure · Aleh Tsyvinski, Nicola Borri
The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator · Claudiu Vinte, Marcel Ausloos
The cross-sectional stock return predictions via quantum neural network and tensor network · Koichi Miyamoto, Kosuke Mitarai
The CTLNet for Shanghai Composite Index Prediction · Haibin Jiao
The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails · Xavier Fonseca
The Delta of a Variance Swap · Sebastian Gaitan-Escarpeta, Sébastien Bossu
The Demand for Money, Near-Money, and Treasury Bonds · Krishnamurthy, Arvind, Li, Wenhao
The Deposit Base - Multibanking and Bank Stability · Eva Schliephake, Hendrik Hakenes
The Derivation of a New Model of Equity Duration · Lewin, R.A., Satchell, S.E.
The Design and Regulation of Exchanges: A Formal Approach · Mohit Garg, Suneel Sarswat
The Determinants Of Cross-Border Equity Flows · H Rey, R Portes
The determinants of financing obstacles · Beck, T.H.L., Demirgüc-Kunt, A.
The determinants of increasing equity market comovement: economic or financial integration? · Lieven Baele, Pilar Soriano
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis · Dimitrios D. Thomakos, Platon Monokroussos
The Direct Approach to Debt Option Pricing · Rady, Sven
The distress of Italian commercial banks in 1926-1936: a new dataset from banking supervision archives · Marco Molteni
The Distribution of Exchange Rate Volatility · Francis X. Diebold, Paul Labys
The distribution of investor beliefs, stock ownership, and stock returns · Hardouvelis, Gikas A., Karalas, Georgios
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation · Abdulnasser Hatemi-J, Youssef El-Khatib
The dollar squeeze of the financial crisis · Bottazzi, Jean-Marc, Luque, Jaime
The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence · Peiran Jiao
The Double-Edged Sword of Short-Selling Bans · Dimitris Papadimitriou, Nikolaos P. Rapanos
The Dyanamic Location/Scale Model: with applications to intra-day financial data · Andres, P., Harvey, A.
The Dynamic Effect of Climate News on Financial Markets: Evidence from France · Hamza Bennani, Samuel Ligonniere
The Dynamic Interaction between Equity Prices and Supply Shocks · Jakob B. Madsen
The Dynamic Persistence of Economic Shocks · Jozef Barunik, Lukas Vacha
The Dynamic Relation Between Stock Returns and Key Financial Ratios · Hoon Kim
The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve · Clive G. Bowsher, Roland Meeks
The dynamics of expected returns: evidence from multi-scale time series modelling · Bianchi, Daniele, Tamoni, Andrea
The Dynamics of Financial Markets - Mandelbrot's Cascades and Beyond · G. Zumbach, J.-F. Muzy
The dynamics of financial markets – Mandelbrot’s multifractal cascades, and beyond · CFM
The dynamics of financially constrained arbitrage · Gromb, Denis, Vayanos, Dimitri
The Dynamics of Households' Stock Market Beliefs · Axel Wogrolly, Hans-Martin von Gaudecker
The Dynamics of International Equity Market Expectations · Brennan, Michael J., Cao, H. Henry
The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network · Federico Mecchia, Marcellino Gaudenzi
The echo chamber effect resounds on financial markets: a social media alert system for meme stocks · Ilaria Gianstefani, Luigi Longo
The economic dependency of the Bitcoin security · Miroslava Rajcaniova, Pavel Ciaian
The economic effects of Brexit - evidence from the stock market · Ahmed Usman, Dennis Novy
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets · Markwat, T.D., Swinkels, L.A.P.
The Economic Value of Predicting Stock Index Returns and Volatility · Marquering, W.A., Verbeek, M.J.C.M.
The Economic Value of Regulated Disclosure: Evidence from the Banking Sector · Solomon Tadesse
The Economics of Automated Market Makers · Robin Fritsch, Roger Wattenhofer
The effect of advisors' incentives on clients' investments · Battiston, Diego, Blanes I Vidal, Jordi
The Effect of AI Investment Announcements on Adopting Companies Abnormal Returns : A Critical Analysis of the UK Market · Bhatti, Balaaj, Kurter, Zeynep O.
The effect of asymmetric information and transaction costs on asset pricing: theory and tests · Makram Bellalah, Sofiane Aboura
The Effect of Banking Regulation on Cross-Border Lending · Christa Hainz, Jarko Fidrmuc
The Effect of Board Structure on Bidder-Shareholders' Wealth: Further Evidence from the UK Bidding Firms · Charalambos Th. Constantinou, Costas Th. Constantinou
The Effect of Client Appraisal on the Efficiency of Micro Finance Bank · Abubakar Mahmud Digil, Esther Yusuf Enoch
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market · Lena Körber, Michael Vogt
The effect of heterogeneity on financial contagion due to overlapping portfolios · Banwo, Opeoluwa, Caccioli, Fabio
The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market · Shilong Han
The effect of holdings data frequency on conclusions about mutual fund behavior · Christopher R. Blake, Edwin J. Elton
The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States · Fei Ren, Miao-Miao Yi
The effect of latency on optimal order execution policy · Chutian Ma, Giacinto Paolo Saggese
The Effect of Litigation Risk on Management Earnings Forecasts · Ganapathi Narayanamoorthy, Zhiyan Cao
The Effect of Monetary Policy on Exchange Rates during Currency Crises; The Role of Debt, Institutions and Financial Openness · Eijffinger, S.C.W., Goderis, B.
The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options · Christoph Reisinger, J. H. Witte
The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds · Juha Joenväärä, Robert L. Kosowski
The Effect of Restrictive Bank Lending on Innovation: Evidence from a Financial Crisis · Stefan Kipar
The Effect of Risk-Based Capital on Life Insurers' Investment Portfolios · Douglas Shackelford, Kathy Petroni
The Effect of Supranational Banking Supervision on the Financial Sector: Event Study Evidence from Europe · Loipersberger, Florian
The Effect of the Minimum Wage on Shareholder Wealth · Alan B. Krueger, David Card
The effects of conventional and unconventional monetary policy on exchange rates · Atsushi Inoue, Barbara Rossi
The effects of decision flexibility in the hierarchical investment decision process · Hallerbach, W.G.P.M., Ning, H.
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations · Dick van Dijk, Helena Chuliá
The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper · Xue Cheng, Ziyi Xu
The effects of income taxation on entrepreneurial investment: A puzzle? · Fossen, Frank M., Rees, Ray
The effects of macroeconomic 'news' on high frequency exchange rate behaviour · Almeida, Alvaro, Goodhart, Charles
The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU · António Afonso, João Tovar Jalles
The effects of monetary policy on stock market bubbles: Some evidence · Jordi Galí, Luca Gambetti
The Effects of Stock Lending on Security Prices · Berk A. Sensoy, Steven N. Kaplan
The Effects Of Systemic Banking Crises In The Inter-War Period · Bruno Rocha, Solomos Solomou
The effects of systemic crises when investors can be crisis ignorant · Koedijk, C.G., Kole, H.J.W.G.
The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets · Bachmair, K.
The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan · Karl-Friedrich Israel, Nils Sonnenberg
The Effects of War Risk on U.S. Financial Markets · Rigobon, Roberto, Sack, Brian P.
The Efficacy of Shareholder Voting: Evidence from Equity Compensation Plans · Armstrong, Christopher S., Gow, Ian D.
The Efficient Frontier from a LASSO Solver · Thomas Schmelzer
The Efficient Market Hypothesis for Bitcoin in the context of neural networks · Joerg Osterrieder, Mike Kraehenbuehl
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency · David Bolin, Jordan Richards
The Elasticity of Quantitative Investment · Carter Davis
The Elephant In The Ground: Managing Oil And Sovereign Wealth · Rick Van der Ploeg, Ton van den Bremer
The Empirical Performance of Financial Frictions since 2008 · Felix Strobel, Gregor Boehl
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios · Kai Wang, Massimo Guidolin
The endogenous dynamics of markets: price impact and feedback loops · CFM
The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management · Gregory A. Fanous
The Enhanced Physics-Informed Kolmogorov-Arnold Networks: Applications of Newton's Laws in Financial Deep Reinforcement Learning (RL) Algorithms · Huaiyang Zhong, Hung Tran
The Equity Performance of Firms Emerging from Bankruptcy · Allan C. Eberhart, Edward I. Altman
The Equity Premium and the Allocation of Income Risk · Jean-Pierre DANTHINE, John B. DONALDSON
The Equity Premium is No Puzzle · Andrea Beltratti, Mordecai Kurz
The Equity Share in New Issues and Aggregate Stock Returns · Jeffrey Wurgler, Malcolm Baker
The equivalence of two tax processes · Alex Watson, Dalal Al Ghanim
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model · Jaehyuk Choi, Lixin Wu
The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion · Foad Shokrollahi
The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents · Mohammad Rubyet Islam
The evolution of banking regulation since the financial crisis: a critical assessment · Andrea Sironi
The Evolution of Blockchain: from Lit to Dark · Agostino Capponi, Ruizhe Jia
The Evolution of Investor Activism in Japan · Ryo Sakai
The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets · Andrea Visentin, Ciaran O'Connor
The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly · Augustin Landier, David Thesmar
The excess volatility of foreign exchange rates: Statistical puzzle or theoretical artifact? · Hauswald, Robert B. H.
The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning · Shuhua Zhang, Yu Li
The External Financing of Emerging Markets—Evidence from Two Waves of Financial Globalization · Aleksandar Zaklan, Andre Lince De Faria
The Fair Basis: Funding and capital in the reduced form framework · Wujiang Lou
The finance-investment link in a transition economy: Evidence for Poland from panel data · Weller, Christian E.
The finance-welfare state nexus · Gerba, Eddie, Schelkle, Waltraud
The Financial Alchemy that Failed · Miller, Marcus
The financial crisis and depression: Can lessons be drawn from the Great Depression? · Pierre-Cyrille Hautcoeur
The financial health of a company and the risk of its default: Back to the future · Eugenio Fabrizi, Francesco Dainelli
The financial market effects of the ECB’s balance sheet policies · Markus Roth, Vivien Lewis
The Financial Market of Indices of Socioeconomic Wellbeing · Abootaleb Shirvani, Svetlozar Rachev
The Financial Performance of Solidarity-based Investment Funds · Philippe Devin
The financial transmission of housing booms: evidence from Spain · Alberto Martin, Enrique Moral-Benito
The Financial Transmission of Housing Bubbles: Evidence from Spain · Alberto Martín, Enrique Moral-Benito
The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds · Heungju Park, Jaehyuk Choi
The Financialization of Proof-of-Stake: Asymptotic Centralization under Exogenous Risk Premiums · Mikhail Perepelitsa
The Financing of Innovation: Learning and Stopping · Dirk Bergemann, Ulrich Hege
The fine structure of electricity price volatility · Fred Espen Benth, Thomas K. Kloster
The fine structure of volatility feedback II: Overnight and intra-day effects · Jean-Philippe Bouchaud, Pierre Blanc
The fine-structure of volatility feedback I: Multi-scale self-reflexivity · Jean-Philippe Bouchaud, Rémy Chicheportiche
The First Crypto President: Presidential Power and Cryptocurrency Markets During Trump's Second Term (2025-2029) · Habib Badawi
The Flip Side of Financial Synergies:Coinsurance versus Risk Contamination · Albert Banal-Estañol, Andrew Winton
The Flypaper Effect in Individual Investor Asset Allocation · Brigitte Madrian, David Laibson
The formation of a core periphery structure in heterogeneous financial networks · Hommes, C.H., in 't Veld, D.
The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process · Erick Treviño Aguilar, L. J. Espinosa González
The fractional volatility model and rough volatility · R. Vilela Mendes
The fundamental representation of pricing adjustments · Benedict Burnett, Benjamin Piau
The Fundamental Structure of Risk: From Characteristics to Covariance · Alexandre Alouadi, Charles-Albert Lehalle
The Fundamental Theorem of Asset Pricing Under Transaction Costs · Emmanuel Lépinette, Miklos Rasonyi
The Fundamental Theorem of Asset Pricing, Formalized in Lean 4 · Raphael Coelho
The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions · Sergio Pulido
The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach · Gu, R., Peng, C.
The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model · Ben Boukai
The Geography of Equity Listing and Financial Centre Competition in Mainland China and Hong Kong · Karreman, B., van der Knaap, G.A.
The Geometry of Constant Function Market Makers · Alex Evans, Guillermo Angeris
The geometry of higher order modern portfolio theory · Emil Horobet
The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap · Daniel Bloch
The Gibbs Posterior and Parametric Portfolio Choice · Christopher G. Lamoureux
The Gini-Bayes Connection: The CAP Slope as Bayes' Theorem, with Applications to Weight of Evidence, Somers' $D$, and Calibration · Denis Burakov
The global network of liquidity lines · Bahaj, Saleem, Fuchs, Marie
The Golden Rule of Investing · Harald Lohre, Pim van. Auteur du texte Vliet
The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks · Urbschat, Florian
The growing importance of investment funds in capital flows · Pınar Yeşin, Richard Schmidt
The GT-Score: A Robust Objective Function for Reducing Overfitting in Data-Driven Trading Strategies · Alexander Sheppert
The Hedge Fund Game · Dean P Foster, Peyton Young
The Heston stochastic volatility model has a boundary trace at zero volatility · Bénédicte Alziary, Peter Takáč
The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options · Daniel Guterding, Wolfram Boenkost
The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time · Thomas Houweling
The High Frequency Effects of Dollar Swap Lines · Moritz Lenel, Rohan Kekre
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements · Christian Conrad, Michael J. Lamla
The Hull-White Model under Volatility Uncertainty · Julian Hölzermann
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models · Natalia Roszyk, Robert Ślepaczuk
The Hype Index: an NLP-driven Measure of Market News Attention · Helyette Geman, Wanchaloem Wunkaew
The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China · Hans Degryse, Xiaoqiang Cheng
The impact of big winners on passive and active equity investment strategies · Maxime Markov, Vladimir Markov
The Impact of Bitcoin ETF Approval on Bitcoin's Hedging Properties Against Traditional Assets · Boxuan Li, Hengxiang Feng
The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market · Carlo Rosa, Giovanni Verga
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry · Chang, C-L., Hsu, H-K.
The impact of class imbalance in logistic regression models for low-default portfolios in credit risk · Charl Pretorius, Leandra van der Merwe
The Impact of Corporate QE on Liquidity: Evidence from the UK · Boneva, L., Elliott, D.
The Impact of COVID-19 on Stock Market Volatility in Pakistan · Ateeb Akhter Shah Syed, Kaneez Fatima
The impact of COVID-19 on the stock market crash risk in China · Peng-Fei Dai, Toan Luu Duc Huynh
The Impact of Credit Default Swap Trading on Loan Syndication · Streitz, Daniel
The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach · Cong Zhou
The Impact of ECB Communication on Financial Market Expectations · Michael J. Lamla, Sarah M. Rupprecht
The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method · Vahidin Jeleskovic, Yinan Wan
The impact of financial crises on the risk-return tradeoff and the leverage effect · Bent Jesper Christensen, Jie Zhu
The Impact of Financial Development on the Relationship between Trade Credit, Bank Credit and Firm Characteristics. A Study on Firm-Level Data from Six MENA Countries · Jérôme Héricourt, Jézabel Couppey-Soubeyran
The Impact of Fiscal Governance on Bond Markets: Evidence from Late Budgets and State Government Borrowing Costs · Asger Lau Andersen, David Dreyer Lassen
The Impact of Hedge Funds on Asset Markets · Andrew J. Patton, Mathias S. Kruttli
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows · Carl Chiarella, Giulia Iori
The impact of Hong Kong's anti-ELAB movement on political related firms · Ziqi Wang
The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds · Lin Chen, Yan Zhang
The Impact of Institutional Differences on Derivatives Usage · Bodnar, G.M., Macrae, V.
The Impact Of Interest Rates On Firms Financial Decisions · Efendi, Rahmadani Srifitri
The Impact of Interest: Firms’ Investment Sensitivity to Interest Rates · Benjamin Born, Lea Best
The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws · Agrawal, Ashwini K.
The Impact of Jumps and Leverage in Forecasting Co-Volatility · Asai, M., McAleer, M.J.
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures · Asai, M., Gupta, R.
The Impact of Jumps in Volatility and Returns · Eraker, Bjorn, Johannes, Michael
The impact of mandatory governance changes on financial risk management · Hege, Ulrich, Hutson, Elaine
The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing · Pietro Munari
The Impact of Mergers on the Degree of Competition in the Banking Industry · Cerasi, Vittoria, Chizzolini, Barbara
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts · Alexei G. Orlov, Manuela Pedio
The impact of monetary policy signals on the intradaily Euro-dollar volatility · Darmoul Mokhtar
The impact of order size on stock liquidity: a representative study · Kaserer, Christoph, Stange, Sebastian
The Impact of Regulation on Mortgage Risk: Evidence from India · Benjamin Ranish, John Y. Campbell
The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction · Dingyi Chen, Lunge Dai
The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges · Matej Steinbacher, Matjaz Steinbacher
The impact of short-selling constraints on financial market stability in a heterogeneous agents model · Anufriev, M., Tuinstra, J.
The Impact of Sovereign Shocks · Two Sigma
The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees · Kling, Alexander, Richter, Andreas
The Impact of Technical Analysis on Asset Price Dynamics · J.-H. Steffi Yang, Satchell, S.E.
The impact of the AI revolution on asset management · Michael Kopp
The impact of the diffusion of a financial innovation on company performance: an analysis of SWIFT adoption · Scott, Susan V., Zachariadis, Markos
The impact of the French securities transaction tax on market liquidity and volatility · Gunther Capelle-Blancard, Olena Havrylchyk
The Impact of Trump-Era Tariffs on Financial Market Efficiency · Tetsuya Takaishi
The impact of yuan internationalization on the euro-dollar exchange rate · Agnès Bénassy-Quéré, Yeganeh Forouheshfar
The Impacts of Registration Regime Implementation on IPO Pricing Efficiency · Dingyi Chen, Jiaqi Peng
The Implied Views of Bond Traders on the Spot Equity Market · Svetlozar Rachev, Yifan He
The implied volatility of forward starting options: ATM short-time level, skew and curvature · Antoine Jacquier, Elisa Alòs
The importance of size in private equity: Evidence from a survey of limited partners · Ludovic Phalippou, Marco Da Rin
The Importance of Trust for Investment: Evidence from Venture Capital · Laura Bottazzi, Marco Da Rin
The Impressive Markets Hypothesis: Prices (Still) Forecast Fundamentals · Andrew Robinson, Gerald T. Garvey
The incremental information in the yield curve about future interest rate risk · Bent Jesper Christensen, Bezirgen Veliyev
The indifference value of the weak information · Fabrice Baudoin, Oleksii Mostovyi
The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market · Elsa Leromain, Marcus Biermann
The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets · de Zwart, G.J., van Dijk, D.J.C.
The inelastic market hypothesis: a microstructural interpretation · Jean‐Philippe Bouchaud
The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction · C. Evans Hedges
The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis · Aman Saggu, Lennart Ante
The influence of negative interest rates on life insurance companies · Grochola, Nicolaus
The Influence of Technology and Demand Conditions on Future Prices and Hedging · Weller, Paul, Yano, Makoto
The Influence Of Technology And Demand Conditions On Futures Prices And Hedging · Weller, Paul, Yano, Makoto
The Information Dynamics of Insider Intent: How Reporting Inversions (Form 144) Mask Informational Rents in Insider Sales (Form 4) · Krishna Neupane
The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market · Säfvenblad, Patrik
The Informational Content of Bank Risk Weights and the Role of Internal Ratings · Brunella Bruno, Francesco Corielli, Immacolata Marino, Giacomo Nocera
The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector · Tatsuru Kikuchi
The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel · Asaf Segal, Inon Gamrasni
The interdependence of bank capital and liquidity · Agnese Leonello, Elena Carletti
The interest rate conditioning assumption · Goodhart, Charles
The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum · Chadha, J. S., Turner, P.
The internal connection analysis of information sharing and investment performance in the venture capital network community · Chen, Min, Feng, Bing
The Interplay between Utility and Risk in Portfolio Selection · Leonardo Baggiani, Martin Herdegen
The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter · Aman Saggu
The inverse Cox-Ingersoll-Ross process for parsimonious financial price modeling · Didier Sornette, Li Lin
The Investment Value of Mutual Fund Portfolio Disclosure · Wermers, Russ, Yao, Tong
The Invisible Handshake: Persistent Overpricing by Adaptive Market Agents · Alfio Ferrara, Emanuele Guidotti
The Jacobi Stochastic Volatility Model · Damien Ackerer, Damir Filipovic
The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing · Dassios, Angelos, Zhang, You You
THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL · Jean-Philippe Bouchaud, Rémy Chicheportiche
The Kind of Silence: Managing a Reputation for Voluntary Disclosure in Financial Markets · Adam J. Ostaszewski, Miles B. Gietzmann
The law of one price in quadratic hedging and mean-variance portfolio selection · Aleš Černý, Christoph Czichowsky
The Leland-Toft optimal capital structure model under Poisson observations · Budhi Arta Surya, José Luis Pérez
The Lender of Last Resort : Liquidity Provision Versus the Possibility of Bail-out · Eijffinger, S.C.W., Nijskens, R.G.M.
The leverage effect in financial markets: retarded volatility and market panic · Andrew Matacz, Jean‐Philippe Bouchaud
The lexical ratio: A new perspective on portfolio diversification · Hamid R. Arian, Jean-François Bégin
The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks · Mathias S. Kruttli, Phillip J. Monin
The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation · Robert J. Shiller
The Lifecycle of the Financial Sector and Other Speculative Industries · Biais, Bruno, Rochet, Jean-Charles
The limit order book on different time scales · Fabrizio Lillo, Janos Kertesz
The Limits of Arbitrage · Andrei Shleifer, Robert W. Vishny
The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion · Ekleen Kaur
The Limits to Arbitrage and the Low-Volatility Anomaly · Luis Garcia-Feijóo, Rodney N. Sullivan
The Limits to Arbitrage Revisited: The Accrual and Asset-Growth Anomalies · Rodney N. Sullivan, Xi Li
The Limits to Compensation in the Financial Sector · H Peyton Young, Thomas Noe
The Limits to Minimum‐Variance Hedging · Evarist Stoja, Jian Hua Shen
The links between some European financial factors and the BRICS credit default swap spreads · Kuhanathan Ano Sujithan, Sanvi Avouyi-Dovi
The Liquidity Channel of Fiscal Policy · Benjamin Born, Christian Bayer
The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void · Saguato, Paolo
The live method for generalized additive volatility models · Kim, Woocheol, Linton, Oliver B.
The Local Bias of Individual Investors · Ning Zhu
The local Gaussian correlation networks among return tails in the Chinese stock market · Peng Liu
The Log Moment formula for implied volatility · Antoine Jacquier, Vimal Raval
The Log S-fBM model: Statistical analysis · Emmanuel Bacry, Jean-François Muzy
The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics · Alec Kercheval, Ololade Sowunmi
The Long-Term Effect of Digital Innovation on Bank Performance: An Empirical Study of SWIFT Adoption in Financial Services · John Van Reenen, Markos Zachariadis
The Long-Term Relationship between Capital and Earnings in Banking · Hortlund, Per
The Loop-Gain Matrix: Coupled Rebalancing Feedback and the Blind Spots of Scalar Stability Monitoring · Jihwan Woo
The Lost Decade for Hedge Funds: Three Threats · F. Alexander de Roode, Joseph A. McCahery
The Low-Volatility Anomaly: Market Evidence on Systemic Risk vs. Mispricing · Luis Garcia-Feijóo, Rodney N. Sullivan
The macroeconomic effects of banking crises: evidence from the United Kingdom, 1750–1938 · Kenny, Seán, Lennard, Jason
The Macroeconomy and the Yield Curve: A Nonstructural Analysis · Francis X. Diebold, Glenn D. Rudebusch
The market drives ETFs or ETFs the market: causality without Granger · Peter Lerner
The Market for Financial Adviser Misconduct · Egan, Mark L., Matvos, Gregor
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off · Alexander Y. Shestopaloff, Jakob Albers
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads · Liu, Jun, Longstaff, Francis A.
The Market Price of Jump Risk for Delivery Periods: Pricing of Electricity Swaps with Geometric Averaging · Annika Kemper, Maren Diane Schmeck
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets · Anna Kh. Balci, Annika Kemper
The Market Price Of Risk In Interest Rate Swaps: The Roles Of Default And Liquidity Risks · Liu, Jun, Longstaff, Francis A.
The Market's Conditioning Representation: Equilibrium, Crowding, and Convention Multiplicity · Alejandro Rodriguez Dominguez
The Mathematics of Heuristic Portfolio Optimization (HPO) · Miquel Noguer i Alonso
The Mathematics of Market Timing · Guy Metcalfe
The Mathematics of Volatility Surfaces · Miquel Noguer i Alonso
The Maturity Rat Race · Markus Konrad Brunnermeier, Martin Oehmke
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals · Kiefer, Nicholas M.
The Mean Field Market Model Revisited · Manuel Hasenbichler, Stefan Thonhauser
The mean-variance model from the inverse of the variance-covariance matrix · Jordi Esteve Comas, Manuel Fernandez Lopez
The mean-variance portfolio selection based on the average and current profitability of the risky asset · Shuhua Zhang, Yu Li
The measurement of financial intermediation in Japan · Gunther Capelle-Blancard, Jézabel Couppey-Soubeyran
The Memorization Problem: Can We Trust LLMs' Economic Forecasts? · Alejandro Lopez-Lira, Mingyin Zhu
The Merton's Default Risk Model for Public Company · Battulga Gankhuu
The Methodology of Stress Tests for the Kazakh Banking System · Didar Illyasov, Elena Tsoy
The microstructural foundations of leverage effect and rough volatility · El Euch Omar, Fukasawa Masaaki
The Microstructure of the Bond Market in the 20th Century · Bruno Biais, Richard C. Green
The misleading nature of correlations · CFM
The modern tontine: An innovative instrument for longevity risk management in an aging society · Gründl, Helmut, Weinert, Jan-Hendrik
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models · Asher Spector, Emmanuel Candès
The MSIM Quantitative Credit Strategy Model · Anton Heese, Matas Vala
The multiplex dependency structure of financial markets · Aste, Tomaso, Di Matteo, Tiziana
The Multivariate Kyle model: more is different · CFM
The multivariate mixture dynamics model: shifted dynamics and correlation skew · Camilla Pisani, Damiano Brigo
The multivariate supOU stochastic volatility model · Ole Eiler Barndorff-Nielsen, Robert Stelzer
The Myth and Reality of Financial Machine Learning · Marcos López de Prado
The Necessity of Imperfection:Reversing Model Collapse via Simulating Cognitive Boundedness · Zhongjie Jiang
The Negative Drift of a Limit Order Fill · Timothy DeLise
The negative effect of regional banking competition on audit quality: evidence from China · Chen, Yuran, Duan, Dongni
The new methods for equity fund selection and optimal portfolio construction · Yi Cao
The New Quant: A Survey of Large Language Models in Financial Prediction and Trading · Weilong Fu
The Next Financial Crisis · Yochanan Shachmurove
The Night and Day of Amihud’s (2002) Liquidity Measure · Barardehi, Yashar H., Bernhardt, Dan
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing · Bekiros, S., Diks, C.G.H.
The Nonstationarity-Complexity Tradeoff in Return Prediction · Agostino Capponi, Chengpiao Huang
The Norway Model · David Chambers, Elroy Dimson
The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience · Andreas Sojmark, Grzegorz Halaj
The Omniscient, yet Lazy, Investor · Stanisław M. S. Halkiewicz
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation · Christian Bongiorno, Damien Challet
The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization · Delio Lucena-Piquero, Olivier Accominotti
The Origins of the German Corporation â€“ Finance, Ownership and Control · Franks, Julian, Mayer, Colin
The Outbreak of the Russian Banking Crisis · Fidrmuc, Jarko, Süß, Philipp Johann
The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity · Useong Shin
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity · Agostino Capponi, Brian Zhu
The Paris Financial Market in the 19th Century: an efficient multi - polar organization ? · Angelo Riva, Pierre-Cyrille Hautcoeur
The PEAL Method: a mathematical framework to streamline securitization structuring · Andrea Pinto, Antonio Scala
The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises · Guembel, Alexander, Sussman, Oren
The Performance of Exchange-Traded Funds · David C. Blitz, Milan Vidojevic
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions · Driessen, J.J.A.G., Klaassen, P.
The performance of private equity funds · Ludovic, Phalippou, Oliver, Gottschalg
The Performance of Private Equity Funds: Does Diversification Matter? · Lossen, Ulrich
The Performance of Real Estate Portfolios: A Simulation Approach · Jeffrey Fisher, William Goetzmann
The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts · Boero, Gianna, Marrocu, Emanuela
The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model · Hafner, C. M., Linton, O. B.
The Persistence of a Banking Crisis · Kilian Huber
The Personal-Tax Advantages of Equity · Burton Hollifield, Richard C. Green
The Physical Crash Frontier: What Finite Option Quotes Can and Cannot Reveal · Jirong Zhuang
The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding · Sungwoo Kang
The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis · Vladimír Holý
The pitfalls of pledgeable cash flows : soft budget constraints, zombie lending and under-investment · Bernhardt, Dan, Koufopoulos, Kostas
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets · Matthew Spiegel, William Goetzmann
The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries · Degryse, H.A., Lambert, T.
The Portfolio Rebalancing Channel of Quantitative Easing · Valentin Jouvanceau
The Power of Past Stock Returns to Explain Future Stock Returns · Cliff Asness
The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences · Crocker Liu, Jianping Mei
The Preferential Treatment of Green Bonds · Florian Wicknig, Francesco Giovanardi
The price and volatility effects of stock option introductions : A Reexamination · Kabir, M.R.
The Price Impact of Generalized Order Flow Imbalance · Jiarong Li, Xianghui Yuan
The price impact of order book events: market orders, limit orders and cancellations · Jean-Philippe Bouchaud, Julien Kockelkoren
The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries · Paul M. Vaaler, Steven A. Block
The Price of Liquidity: Implied Volatility of Automated Market Maker Fees · Maxim Bichuch, Zachary Feinstein
The Price of Permission: Classification Uncertainty in Constrained Capital Markets · Abdulrahman Qadi, Akash Sharma
The Pricing And Hedging Of Constant Function Market Makers · Craig Newbold, Richard Dewey
The Pricing of Foreign Currency Futures Options · Chang Mo Ahn
The Pricing of Options and Corporate Liabilities · Fischer Black, Myron Scholes
The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem · Jherek Healy
The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation · Yuki Nakamura
The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation · Yuki Nakamura
The Privacy Subsidy in Market Microstructure · Yuki Nakamura
The Privacy Subsidy: Kyle's $λ$ under Noise-Perturbed Order-Flow Observation · Yuki Nakamura
The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance · Ivan Arraut, Joao Alexandre Lobo Marques
The Promise and Peril of Generative AI: Evidence from GPT as Sell-Side Analysts · Dexin Zhou, Edward Li
The puzzle of Carbon Allowance spread · Michele Azzone, Pietro Manzoni
The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class C3 for option prices · Fabien Le Floc'h
The Quantity Approach of Financial Integration: The Feldstein-Horioka Criterion Revisited · Eijffinger, S., Lemmen, J.J.G.
The quantity approach to financial integration : The Feldstein-Horioka criterion revisited · Eijffinger, S.C.W., Lemmen, J.J.G.
The quanto theory of exchange rates · Kremens, Lukas, Martin, Ian
The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures · Chan Kim, Peter Reinhard Hansen
The quest to stabilize an unstable system by financial engineering. Reply to Sam Langfield · De Grauwe, Paul, Ji, Yuemei
The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles · Camille Illand, Eduardo Abi Jaber
The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance · Duan Xin, Jiajian Zheng
The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures · Miryana Grigorova, Ohood Aldalbahi
The reaction of stock market returns to anticipated unemployment · Gonzalo, Jesús, Taamouti, Abderrahim
The Reaction of Stock Market Returns to Unemployment · Gonzalo, Jesús, Taamouti, Abderrahim
The reactive volatility model · Denis S Grebenkov, Qian Liu
The Real Effects of Banking the Poor: Evidence from Brazil · Adrien Matray, Julia Fonseca
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing · Bezirgen Veliyev, Kim Christensen
The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Premium · Lucas Carvalho
The Red Queen's Trap: Limits of Deep Evolution in High-Frequency Trading · Yijia Chen
The relationship between trade credit, bank credit and financial structure: from firm-level non-linearities to financial development heterogeneity. A study on MENA firm-level data · Jéröme Héricourt, Jézabel Couppey-Soubeyran
The Relative Entropy of Expectation and Price · Paul McCloud
The restructuring of financial supervision in the EU · Beetsma, R.M.W.J., Eijffinger, S.C.W.
The Return Expectations of Institutional Investors · Andonov, Aleksandar, Rauh, Joshua D.
The Right Wing of the SABR Smile with an Absorbing Boundary: Resolution of Conjectures of Henry-Labordère · Shaosai Huang, Zeyu Cao
The Rise and Fall of the German Stock Market, 1870-1938 · Brian Cheffins, Carsten Burhop
The rise of private equity continuation funds · Kastiel, Kobi, Nili, Yaron
The rise of shadow banking: evidence from capital regulation · José-Luis Peydró, Rajkamal Iyer
The Risk and Reward of Investing · Laurens A. P. Swinkels, Ronald Q. Doeswijk
The Risk-Neutral Crash Frontier: Sharp Joint Bounds on Crash Probability and Conditional Depth from Option Bid-Ask Quotes · Jirong Zhuang
The Risk-Neutral Equivalent Pricing of Model-Uncertainty · Ken Kangda Wren
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets · Geert Dhaene, Jianbin Wu
The role of cointegration for optimal hedging with heteroscedastic error term · Lukasz Gatarek, Søren Johansen
The role of complementarity and the financial liberalization in the financial crisis · Adeline Saillard
The Role of Consumer Leverage in Generating Financial Crises · Dilyana Dimova
The role of debt valuation factors in systemic risk assessment · Janusz Szwabiński, Kamil Fortuna
The Role of Deep Learning in Financial Asset Management: A Systematic Review · Ana Paula Serra, João Gama
The Role of diversification risk in financial bubbles · Didier Sornette, Ryan Woodard
The Role of Housing in a Mixed-Asset Portfolio: The Particular Case of Direct Housing within the Greater Paris Region · Aya Nasreddine, Essafi Zouari Yasmine
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets · Bent Jesper Christensen, Morten Ørregaard Nielsen
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification · Pesaran, M.H., Schuermann, T.
The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence · Lin Li
The role of investor attention in global asset price variation during the invasion of Ukraine · Daniel Stašek, Martina Halousková
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors · Pesaran, M. H., Smith, R. P.
The Role of Social Capital in Financial Development · Luigi Guiso, Luigi Zingales
The Role of Twitter in Cryptocurrency Pump-and-Dumps · David Ardia, Keven Bluteau
The rough Hawkes Heston stochastic volatility model · Alessandro Bondi, Sergio Pulido
The Rough Heston Model · Simone Molinari
The Rough Path-Dependent Volatility Model · Léo Parent
The Run for Safety: Financial Fragility and Deposit Insurance · Adam Sheridan, Niels Johannesen
The Sale of Failed Banks: The Importance of their Branch Networks and of the Acquirers' Financial Strength · Lawrence J White, Morteza Abdollahzadeh
The Satoshi Overhang: Why the Bear Case is Bounded · Karl T. Ulrich
The Science and Practice of Trend-Following Systems · Artur Sepp, Vladimir Lucic
The Scope of Net Zero: The Use of Carbon Emission Data to Achieve Portfolio Goals · Anna-Marie Tomm, Jeremy Wee
The second-order Esscher martingale densities for continuous-time market models · Ella Elazkany, Michèle Vanmaele
The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management · Andrew Ang, Andrey Kim
The self-exciting nature of the bid-ask spread dynamics · Emmanuel Bacry, Jean-François Muzy
The Self-Organized Criticality Paradigm in Economics & Finance · Jean-Philippe Bouchaud
The Shadow Costs of Illiquidity · Bas J. M. Werker, Kristy A.E. Jansen
The Shape of Markets: Machine learning modeling and Prediction Using 2-Manifold Geometries · Athanassios N. Yannacopoulos, Panagiotis G. Papaioannou
The shape of the risk premium: evidence from a semiparametric GARCH model · Linton, Oliver, Perron, Benoit
The Shareholder Wealth Effects of Delaware Litigation · Badawi, Adam B., Chen, Daniel L.
The Sherman-Morrison-Markowitz Portfolio · Steven E. Pav
The Shift From Active to Passive Investing: Potential Risks to Financial Stability? · Chaehee Shin, Emilio Osambela
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective · Almut Veraart, Lorenzo Lucchese
The Short-Term Price Impact of Trades Is Universal · Bence Toth, Jean-Philippe Bouchaud
The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions · Maksym Nechepurenko
The signaling value of legal form in debt financing · Felix Bracht, Jeroen Mahieu
The SINC way: A fast and accurate approach to Fourier pricing · Fabio Baschetti, Giacomo Bormetti
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation · Andrew W. Lo, Craig A. MacKinlay
The skew Brownian motion should not be used as a risk-neutral returns process: a well-posed skew-normal alternative · Lorenzo Torricelli, Michele Bufalo
The skewed multifractal random walk with applications to option smiles · B. Pochart, J. -P. Bouchaud
The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation · Andrew B. Abel
The social value of overreaction to information · Daniele d’Arienzo, Matteo Bizzarri
The square-root impact law also holds for option markets · CFM
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises · Guillaume Horny, Patrick Sevestre
The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields · Aman Saggu, Ingo Fiedler
The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem · Giorgio Gnecco, Johannes De Smedt
The statistics of random walks: how long can you go and when should you panic? · CFM
The Statistics of Sharpe Ratios · Andrew W. Lo
The Stochastic Balance Equation for the American Option Value Function and its Gradient · Malkhaz Shashiashvili
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency · Bodeutsch, D.S., Franses, Ph.H.B.F.
The stock market reaction to losing or gaining foreign private issuer status · Burnett, Brian M., Jorgensen, Bjorn N.
The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies · Muhammad Aufaristama
The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents · Krishna Neupane
The Structure and Degree of Dependence in Government Bond Markets · Laurens A. P. Swinkels, Miloš Vulanović
The student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy · CFM
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator · Grégoire Loeper, Guillaume Maitrier
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework · Guillaume Maitrier, Jean-Philippe Bouchaud
The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns · Matt Brigida
The sustainable practices of multinational banks as drivers of financial inclusion in developing countries · Martínez, Francisco Javier Forcadell, Mendez, Alvaro
The Synchronization of Business Cycles and Financial Cycles in the Euro Area · William Oman
The Tax Benefits of Direct Indexing: Not a One-Size-Fits-All Formula · Michael Gromis
The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral? · Nathan Sosner, Stanley Krasner
The Tech Decoupling · Monika Baloda
The ten commandments for optimizing value-at-risk and daily capital charges · McAleer, M.J.
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD · Douglas P. Kennedy
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences · Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez
The Theory of Life-Cycle Saving and Investing · Jonathan Treussard, Paul Willen
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk · Jirô Akahori, Maho Nishida
The Three-Dimensional Decomposition of Volatility Memory · A. Alexandre Trindade, Svetlozar T. Rachev
The timing of foreign direct investment under uncertainty: Evidence from the Spanish banking sector · Josep Garcia Blandón
The TIPS Liquidity Premium · Jens H.E. Christensen, Martin M. Andreasen
The Trading Response of Individual Investors to Local Bankruptcies · Benjamin Loos, Christine Laudenbach
The Transmission of Monetary Policy to Corporate Investment: The Role of Loan Renegotiation · Eunkyung Lee
The Triadic Stress Index in Financial Markets · Alberto Acedo
The TruEnd-procedure: Treating trailing zero-valued balances in credit data · Arno Botha, Roelinde Bester
The two square root laws of market impact and the role of sophisticated market participants · Bruno Durin, Grégoire Szymanski
The UK Universities Superannuation Scheme valuations 2014-2023: gilt yield dependence, self-sufficiency and metrics · Jackie Grant
The uncertainty of conditional returns, volatilities and correlations in DCC models · Fresoli, Diego Eduardo, Ruiz Ortega, Esther
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects · Ananth Madhavan, Donald B. Keim
The use of derivatives in the Spanish mutual fund industry · José M. Marín, Thomas A. Rangel
The utility of a common coinage: currency unions and the integration of money markets in late medieval Central Europe · Boerner, Lars, Volckart, Oliver
The valuation of clean spread options: linking electricity, emissions and fuels · Daniel Schwarz, Michael Coulon
The Valuation of Convertible Bonds with Credit Risk · Elie Ayache, Kenneth R. Vetzal
The Valuation of Corporate Fixed Income Securities · In Joon Kim, Krishna Ramaswamy
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach · Gary Koop, Kai Li
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL · Gechun Liang, Harry Zheng
The value of (stock) liquidity in the M&A market · Massa, Massimo, Xu, Moqi
The Value of Information from Sell-side Analysts · Linying Lv
The Value of Information: A Puzzle · Asaf Manela, Ohad Kadan
The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers · Fernando, Chitru S., May, Anthony D.
The Value of Investor Protection: Firm Evidence from Cross-Border Mergers · Arturo Bris, Christos Cabolis
The value of partial information · Oleksii Mostovyi, Philip A. Ernst
The value of power-related options under spectrally negative Lévy processes · Jean-Philippe Aguilar
The Variable Volatility Elasticity Model from Commodity Markets · Fuzhou Gong, Ting Wang
The Variance-Gamma Process for Option Pricing · Peter Kempthorne, Rohan Shenoy
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority · Agostino Capponi, Fayçal Drissi
The Virtue of Sparsity in Complexity · Jonathan Yu-Meng Li, Nima Afsharhajari
The VIX index under scrutiny of machine learning techniques and neural networks · Ali Hirsa, Branka Hadji Misheva
The VIX-Derived Volatility Model: A VIX-first Joint SPX-VIX Framework · Lech A. Grzelak, Nicola F. Zaugg
The Volatility Effect in China · David C. Blitz, Matthias Xaver Hanauer
The Volatility Effect: Lower Risk Without Lower Return · David C. Blitz, Pim van. Auteur du texte Vliet
The Volterra Stein-Stein model with stochastic interest rates · Donatien Hainaut, Edouard Motte
The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges · Jimin Huang, Min Peng
The Whys of the LOIS: Credit Skew and Funding Spread Volatility · Raphaël Douady, Stéphane Crépey
The Year-End Toll: Frictions Embedded in Option-Implied Rates · Useong Shin
The yield curve: terms of endearment or terms of endowment? · Chris Telmer, Stanley E. Zin
Thematic Research: Emerging and Frontier Market Equities as Asset Class(es) · Two Sigma
Thematic Research: Forecasting Factor Returns · Two Sigma
Thematic Research: Introducing the Two Sigma Factor Lens · Two Sigma
THEME: Enhancing Thematic Investing with Semantic Stock Representations and Temporal Dynamics · Hoyoung Lee, Jaehoon Lee
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management · McAleer, M.J., Tan, A.C.
Theoretical and Empirical Validation of Heston Model · Xinhao Lin, Zheng Cao
Theoretical Economics and the Second-Order Economic Theory. What is it? · Victor Olkhov
Theoretical Relations Between Risk Premiums and Conditional Variances · Allan W. Gregory, David K. Backus
Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction · Kentaro Imajo, Kentaro Minami
There is Something Special About Large Investors : Evidence From a Survey of Private Equity Limited Partners · Da Rin, M., Phalippou, L.
They Chose to Not Tell You · Bruce Knuteson
Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model · David R. Baños, Oriol Zamora Font
Thirty years of currency crises in Argentina: external shocks or domestic fragility? · Choueiri, Nada, Kaminsky, Graciela
Three Different Ways Synchronization Can Cause Contagion in Financial Markets · Jørgen Vitting Andersen, Naji Massad
Three Liquidity Crises in Retrospective: Implications for Central Banking Today · Sauer, Stephan
Three little arbitrage theorems · Mauricio Contreras G., Roberto Ortiz H
Three Remarks On Asset Pricing · Victor Olkhov
Three-Currency HJM for Brazilian Credit Markets · Raphael Coelho
Three-level qualitative classification of financial risks under varying conditions through first passage times · Carlos Bouthelier-Madre, Carlos Escudero
Thresholded ConvNet ensembles: neural networks for technical forecasting · Sid Ghoshal, Stephen J. Roberts
Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach · Barbara Dömötör, Ferenc Illés
Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies · Enrique G. Mendoza, Jessica Roldan-Pena
Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding · Jaehyuk Choi, Jeonggyu Huh
Tilted Nonparametric Estimation of Volatility Functions · Ke-Li Xu, Peter C.B. Phillips
Time consistent portfolio strategies for a general utility function · Oumar Mbodji
Time Deep Gradient Flow Method for pricing American options · Jasper Rou
Time evaluation of portfolio for asymmetrically informed traders · Bernardo D'Auria, Carlos Escudero
Time Instability of the Fama-French Multifactor Models: An International Evidence · Akihiko Noda, Koichiro Moriya
Time Preference and the 'Equity Premium Puzzle · Benninga, Simon, Protopapadakis, Aris
Time reversal invariance in finance · Gilles Zumbach
Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction · Chengyue Huang, Yahe Yang
Time Series Foundation Models for Multivariate Financial Time Series Forecasting · Ben A. Marconi
Time series momentum · Lasse Heje Pedersen, Tobias J. Moskowitz
Time Series Momentum Trading Strategy and Autocorrelation Amplification · K. J. Hong, S. Satchell
Time series of commodity futures prices · Black, Jane, Tonks, Ian
Time-Causal VAE: Robust Financial Time Series Generator · Beatrice Acciaio, Songyan Hou
Time-consistent catastrophe risk management under the path-dependent effects · Liyuan Cui, Wenyuan Li
Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market · Jianming Xia, Jiaqin Wei
Time-consistent portfolio selection with monotone mean-variance preferences · Jingzhen Liu, Yike Wang
Time-dependent scaling patterns in high frequency financial data · Aste, Tomaso, Di Matteo, Tiziana
Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns · Abhijit Chakraborty, Mahesh Peyyala
Time-frequency co-movements between commodities and economic policy uncertainty across different crises · Aurelio F. Bariviera, M. Belén Arouxet
Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning · Edoardo Vittori, Federico Cacciamani
Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation · Alexander Nikiporenko
Time-Series Foundation AI Model for Value-at-Risk Forecasting · Anubha Goel, Juho Kanniainen
Time-series predictability in the disaster model · François Gourio
Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network · Aman Saggu, Lennart Ante
Time-varying coefficient estimation in SURE models. Application to portfolio management · Eva Ferreira, Isabel Casas
Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data · Bal??zs ??gert, Ev??en Kocenda
Time-Varying Factor-Augmented Models for Volatility Forecasting · Duo Zhang, Elynn Chen
Time-varying neural network for stock return prediction · Jennifer Chan, Lamiae Azizi
Time-Varying Periodicity in Intraday Volatility · Martin Thyrsgaard, Torben G. Andersen
Time-Varying Volatility of Bank Betas · Matt Brigida
Timing the market: the economic value of price extremes · Haibin Xie, Shouyang Wang
TIP-Search: Time-Predictable Inference Scheduling for Market Prediction under Uncertain Load · Xibai Wang
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data · Gjergji Kasneci, Leonardo Berti
To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies · Cuong Le Van, Ngoc-Sang Pham
To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management · Hamza Bodor, Olivier Guéant
To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions · Dimitrios Emmanoulopoulos, Justin Lyon
To Trade or Not to Trade? Informed Trading With Short-Term Signals for Long-Term Investors · Michael Katz, Roni Israelov
To VaR, or Not to VaR, That is the Question · Victor Olkhov
Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum · Ed Tower
Token Financing vs. Equity and Crowdfunding · Baranes, Edmond, Hege, Ulrich
Token vs Equity for Startup Financing · Guangye Cao
Tokenize Everything, But Can You Sell It? RWA Liquidity Challenges and the Road Ahead · Rischan Mafrur
Tokenized but Illiquid? Evidence from Real-World Asset Markets · Rischan Mafrur
Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction · Haodong Chen, Qiang Qu
Topological Complexity and Phase Space Stability: A Persistent Homology Approach to Cryptocurrency Risk · Gabriel Santana, Jemirson Ramirez
Topological Data Analysis Ball Mapper for Finance · Pawel Dlotko, Simon Rudkin
Topological Portfolio Selection and Optimization · Antonio Briola, Tomaso Aste
Topological Risk Parity · Dnyanesh Kulkarni, El Mehdi Ainasse
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors · Lambertides, N., McAleer, M.J.
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors · Lambertides, N., McAleer, M.J.
Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook · Shaw Dalen
Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks · Kunihiro Miyazaki, Stefan Zohren
Toward Reliable Evaluation of LLM-Based Financial Multi-Agent Systems: Taxonomy, Coordination Primacy, and Cost Awareness · Phat Nguyen, Thang Pham
Towards a data-driven debt collection strategy based on an advanced machine learning framework · Abel Sancarlos, Edgar Bahilo
Towards a fast and robust deep hedging approach · Daniel Oeltz, Fabienne Schmid
Towards a fully RL-based Market Simulator · Jared Vann, Leo Ardon
Towards a Measure of Financial Fragility · Bank of England, Charles A.E. Goodhart
Towards a New Architecture for Financial Stability: Seven Principles · Luis Garicano, Rosa Lastra
Towards an understanding approach of the insurance linked securities market · Dominique Guegan, Mathieu Gatumel
Towards Causal Market Simulators · Dennis Thumm, Luis Ontaneda Mijares
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II · Aymeric Vie, J. Doyne Farmer
Towards Explainable Deep Learning for Credit Lending: A Case Study · Ceena Modarres, John Paisley
Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model · Balch, Tucker Hybinette, Byrd, David
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering · Benjamin Rosman, Tristan Bester
Towards foundation models for insurance risk modelling · Christopher Blier-Wong
Towards Generalizable Reinforcement Learning for Trade Execution · Chuheng Zhang, Jian Li
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations · Amrouni, Selim, Ardon, Leo
Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport · Kiyoshi Izumi, Ryuji Hashimoto
Towards Robust Representation of Limit Orders Books for Deep Learning Models · Daniele Magazzeni, Mahmoud Mahfouz
Towards systematic intraday news screening: a liquidity-focused approach · Jianfei Zhang, Mathieu Rosenbaum
Toxicity Bounds for Dynamic Liquidation Incentives · Alexander McFarlane
Tracking biased weights: asset pricing implications of value-weighted indexing · Jiang, Hao, Vayanos, Dimitri
Tracking Error Allocation · David C. Blitz, Jouke Hottinga
Tracking the Evolution of Financial Time Series Clusters · Davide Azzalini, Fabio Azzalini
Tractable bank capital structure: optimal control under Basel III constraints · Erhan Bayraktar, Etienne Chevalier
Tradable Itô Signatures: A Model-Free, Interpretable Framework for Dynamic Hedging · Binnan Wang, Ruixun Zhang
Trade arrival dynamics and quote imbalance in a limit order book · Alexander Lipton, Michael G Sotiropoulos
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets · Gesine Reinert, Mihai Cucuringu
Trade Credit Defaults and Liquidity Provision by Firms · Frederic Boissay, Reint Gropp
Trade Execution Flow as the Underlying Source of Market Dynamics · Alexander Yurievich Maslov, Mikhail Gennadievich Belov
Trade execution games in a Markovian environment · Makoto Shimoshimizu, Masamitsu Ohnishi
Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading · Cairong Zhao, Ding Qi
Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models · Demetrio Lacava, Edoardo Otranto
Trade-R1: Bridging Verifiable Rewards to Stochastic Environments via Process-Level Reasoning Verification · Cheng Hua, Daxin Jiang
TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure · Daniel Borrajo, Kassiani Papasotiriou
TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure · Daniel Aronoff, Madars Virza
TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions · Alicia Vidler, Toby Walsh
TRADES: Generating Realistic Market Simulations with Diffusion Models · Bardh Prenkaj, Leonardo Berti
TradeTrap: Are LLM-based Trading Agents Truly Reliable and Faithful? · Dongrui Liu, Jie Zhang
TradExpert: Revolutionizing Trading with Mixture of Expert LLMs · Bang Liu, Haochen Shi
Trading and arbitrage in cryptocurrency markets · Makarov, Igor, Schoar, Antoinette
Trading and Liquidity with Limited Cognition · Biais, Bruno, Hombert, Johan
Trading and rational security pricing bubbles · Bottazzi, Jean-Marc, Luque, Jaime
Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004 · Bohl, Martin T., Siklos, Pierre L.
Trading Costs of Institutional Investors in Auction and Dealer Markets · Andy Snell, Ian Tonks
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets · Dimitrios Lolas, Emma Hubert
Trading frenzies and their impact on real investment · Goldstein, Itay, Ozdenoren, Emre
Trading Frictions in Dynamic Cap-and-Trade Markets · Aleh Tsyvinski, Nicola Borri
Trading Graph Neural Network · Xian Wu
Trading in CEXs and DEXs with Priority Fees and Stochastic Delays · Leandro Sánchez-Betancourt, Philippe Bergault
Trading in the Sunshine or in the Shade: Market Impact and Adverse Selection on Hyperliquid · Davide Barone, Fabrizio Lillo
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders · Xue Cheng, Ziyi Xu
Trading Lightly: Cross-Impact and Optimal Portfolio Execution · Iacopo Mastromatteo, Jean-Philippe Bouchaud
Trading styles and long-run variance of asset prices · James Dodd, Lawrence Middleton
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning · Bjoern Schuller, Zhengxin Joseph Ye
Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach · David D. Yao, Wenpin Tang
Trading Under Uncertainty: A Distribution-Based Strategy for Futures Markets Using FutureQuant Transformer · Changjiang Zhang, Shumin ma
Trading via Image Classification · Manuela Veloso, Naftali Cohen
Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data · Hartmann, Philipp
Trading with market resistance and concave price impact · Grégoire Szymanski, Nathan De Carvalho
Trading with the Devil: Risk and Return in Foundation Model Strategies · Jinrui Zhang
Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture · Kieran Wood, Stefan Zohren
Trading with Time Series Causal Discovery: An Empirical Study · Ruijie Tang
Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning · Di Luo, Edward Sun
TradingAgents: Multi-Agents LLM Financial Trading Framework · Di Luo, Edward Sun
TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance · Haohang Li, Khaldoun Khashanah
Train Often, Deploy Selectively: Forward-Gated Model Replacement in Crypto Markets · Aditya Dutta
Transaction Cost Analytics for Corporate Bonds · Charles-Albert Lehalle, Renyuan Xu
Transaction costs and asset prices : a dynamic equilibrium model · Vayanos, Dimitri
Transactional Interpretation for the Principle of Minimum Fisher Information · Edward W. Piotrowski, Marcin Makowski
Transactions Costs: Practical Application · Brian K. Hurst, Saied Hedayati
TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start · Arno P. J. M. Siebes, Jie Shi
Transfer Learning (Il)liquidity · Andrea Conti, Giacomo Morelli
Transfer Learning Across Fixed-Income Product Classes · Damir Filipovic, Nicolas Camenzind
Transfer learning for financial data predictions: a systematic review · V. Lanzetta
Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces · Christopher Gerling, Hanqiu Peng
Transfer Learning for Portfolio Optimization · Haotian Gu, Haoyang Cao
Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity · Daniel Poh, Stefan Zohren
Transformer Based Time-Series Forecasting for Stock · Risto Miikkulainen, Shuozhe Li
Transformer for Times Series: an Application to the S&P500 · Gabriel Turinici, Pierre Brugiere
Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis · Mayur Bhat, Shubham Singh
Transformer-based CoVaR: Systemic Risk in Textual Information · Junyu Chen, Lingwei Kong
Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data · Arif Pathan
Transformers versus LSTMs for electronic trading · Paul Bilokon, Yitao Qiu
Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting · Choong Seon Hong, Chu Myaet Thwal
Transforming Japan Real Estate · Diabul Haque
Transient impact from the Nash equilibrium of a permanent market impact game · Fabrizio Lillo, Francesco Cordoni
Transition probability of Brownian motion in the octant and its application to default modeling · Alexander Lipton, Christoph Reisinger
Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling · Alexander Lipton, Christoph Reisinger
Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates · Gollier, Christian
Transparency in the financial system: rollover risk and crises · Bouvard, Matthieu, Chaigneau, Pierre
Transparency principle for carbon emissions drives sustainable finance · Andrea Macrina, Chris Kenyon
Transparency, tax pressure and access to finance · Ellul, Andrew, Jappelli, Tullio
Traveling Waves in Equity Markets with Rank-Based Entry and Exit · Caroline Smyth, Graeme Baker
Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework · Ioannis Kourakis, Jorge P. Zubelli
Treasury Bond Return Data Starting in 1962 · Laurens A. P. Swinkels
Trend arbitrage, bid-ask spread and market dynamics · Nikolai Zaitsev
Trend followers lose more often than they gain · CFM
Trend Following and Rising Rates · Brian K. Hurst, Yao Hua Ooi
Trend Following Strategies: A Practical Guide · Chuan Shi, Xiangbin Lian
Trend Following: a persistent market anomaly · CFM
Trend-encoded Probabilistic Multi-order Model: A Non-Machine Learning Approach for Enhanced Stock Market Forecasts · Chenhao Cui, Peiwan Wang
Trend-Following: Why Now? A Macro Perspective · AQR
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades · Christof Schmidhuber, Sara A. Safari
Trends Everywhere · Abhilash Babu, Ari Levine
Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets · Christoph Schmidhuber, Sara A. Safari
TriAgent: Divergence-Aware Multi-Agent Committees for Cost-Efficient Financial Sentiment Analysis · Cong Guo, Cynthia Xu
Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis · Agam Shah, Sudheer Chava
Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges · Lin William Cong, Luyao Zhang
Trust, social capital, and the bond market benefits of ESG performance · Amiraslani, Hami, Lins, Karl V.
Trustless Price Feeds of Cryptocurrencies: Pathfinder · Orhan Koc
TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents · Mengyu Wang, Minghan Li
tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange · Kazumi Li, Masataka Hayashi
TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution · Alfonso Dufour, Atta Badii
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals · Useong Shin
Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms · Mohammad Arshad Rahman, Preeti Roy
Turning alphas into betas: arbitrage and endogenous risk · Cho, Thummim
Turning alphas into betas: arbitrage and the cross-section of risk · Cho, Thummim
Turnover liquidity and the transmission of monetary policy · Lagos, Ricardo, Zhang, Shengxing
Turnover of investment portfolio via covariance matrix of returns · A. V. Kuliga, I. N. Shnurnikov
Turnover-Adjusted Information Ratio · Feng Zhang, Honggao Cao
Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks · C. Sarai R. Avila
Twitter Permeability to financial events: an experiment towards a model for sensing irregularities · Ana Fernández Vilas, Keeley Crockett
Two centuries of trend following · Cyril Deremble, Jean‐Philippe Bouchaud
Two Models of Event Finality: Functional Alignment, Contestability, and Empirical Comparability on Polymarket and Kalshi · Maksym Nechepurenko
Two Sides of Schur Damping: High-Dimensional Pseudo-Likelihoods and Portfolio Allocation · Peter Cotton
Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship · Jingtao Shi, Qiyue Zhang
Two-dimensional forward and backward transition rates · Marcus Christiansen, Theis Bathke
Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation · Osamu Tsuchiya
Two-fund separation under hyperbolically distributed returns and concave utility functions · Erhan Bayraktar, Hasanjan Sayit
Two-Regime Risk Measures under Convex Loss · Ionel Popescu, Mihaela-Adriana Nistor
Two-Sample Testing for Tail Copulas with an Application to Equity Indices · Can, S.U., Einmahl, John
Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques · Ali Hirsa, Tugce Karatas
U.S. Corporate DB Pension Plans — Today’s Challenges · Martin Leibowitz
U.S. Equity Derivatives Strategy Impact of Retail Options Trading · Arnab Sen, Barclays Equity Research
UDROP: A Small Contribution to the International Financial Architecture · A Sibert, W.H. Buiter
Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective · Jiawei Du, Yi Hong
Ultra-short-term volatility surfaces · Federico M. Bandi, Guido Gazzani
Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective · Anton J. Heckens, Luca Henrichs
Unbalanced financial globalization · Capelle, Damien, Pellegrino, Bruno
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff · Clotilde Napp, Elyès Jouini
Unbiased Monte Carlo Greeks for Discontinuous Payoffs · Evgeny Lakshtanov
Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models · Qijin Shi, Tomoyuki Ichiba
Unbiased simulation of Asian options · Bruno Bouchard, Xiaolu Tan
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes · Arnaud Gloter, Chiara Amorino
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes · Anne-Claire Maurice, Emmanuel Gobet
Uncertain Climate Policy and the Role of the Financial Stress Transmission Channel · Massimo Guidolin, Serena Ionta
Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility · Massimo Guidolin, Serena Ionta
Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets · Aman Saggu, Kaja Kopiec
Uncertainty and financial market resilience: Evidence from China · Kun-Liang Jiang, Si-Yao Wei
Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia · Vedolin, Andrea
Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure · Bertrand K. Hassani, Dominique Guegan
Uncertainty in the financial market and application to forecastabnormal financial fluctuations · Shige Peng, Shuzhen Yang
Uncertainty Quantification in Portfolio Temperature Alignment · Aleksandr Zinovev, Heikki Haario
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning · Xiaowei Zhang, Yan Liu
Uncertainty-Aware Deep Hedging · Manan Poddar
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling · Blanka Horvath, Hans Buehler
Uncertainty, volatility and the persistence norms of financial time series · Pawel Dlotko, Simon Rudkin
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing · Lloyd, S. P.
Uncovering Market Disorder and Liquidity Trends Detection · Etienne Chevalier, Vathana Ly Vath
Uncovering Representation Bias for Investment Decisions in Open-Source Large Language Models · Bhaskarjit Sarmah, Fabrizio Dimino
Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets · Han-Yu Zhu, Peng-Fei Dai
Understanding a Tax-Aware Defensive Equity Long-Short Strategy · Steven Liu
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective · Avirup Chakraborty
Understanding Defensive Equity · Andrea Frazzini, Hoon Kim
Understanding Exchange Rates Dynamics · Dominique Guegan, Monica Billio
Understanding Inflation-Indexed Bond Markets · John Y. Campbell, Luis M. Viceira
Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model · Ce Guo, Kang Gao
Understanding Managed Futures · Brian K. Hurst, Yao Hua Ooi
Understanding mechanisms underlying peer effects: evidence from a field experiment on financial decisions · Bursztyn, Leonardo, Ederer, Florian
Understanding portfolio efficiency with conditioning information · Francisco Peñaranda
Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns · Gollier, Christian
Understanding Short-Term Implied Volatility Dynamics: A Model-Independent Approach Beyond Stochastic Volatility · Liexin Cheng, Xue Cheng
Understanding stock market instability via graph auto-encoders · Dragos Gorduza, Stefan Zohren
Understanding the Commodity Futures Term Structure Through Signatures · Hari P. Krishnan, Stephan Sturm
Understanding the Effect of Market Risks on New Pension System and Government Responsibility · Bikramaditya Datta, Shiv Ratan Tiwari
Understanding the Excess Bond Premium · Charles Martineau, Ing-Haw Cheng
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model · Alexei G. Orlov, Manuela Pedio
Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50 · Ishika Choudhary, Jaydip Sen
Understanding the Long-Only Minimum Variance Portfolio · Alec N. Kercheval, Nick L. Gunther
Understanding the Tax Efficiency of Market Neutral Equity Strategies · Swati Chandra
Understanding the Tax Efficiency of Relaxed-Constraint Equity Strategies · Swati Chandra
Understanding the Volatility Risk Premium · Harsha Tummala, Ing-Chea Ang
Understanding the worst-kept secret of high-frequency trading · Emmanouil Sfendourakis, Mathieu Rosenbaum
Understanding volatility dynamics in the EU-ETS market · Francesco Violante, Maria Eugenia Sanin
Une analyse temps-fréquences des cycles financiers · Bertrand Maillet, Christophe Boucher
Unemployment risk, portfolio choice, and the racial wealth gap · Chi Hyun Kim, Ellora Derenoncourt
Unequal and Unstable: Income Inequality and Bank Risk · Ulrich Schüwer, Yuliyan Mitkov
Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment · Gongao Zhang, Haijiang Zeng
Unified Approach for Hedging Impermanent Loss of Liquidity Provision · Alexander Lipton, Artur Sepp
Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications · Isabel Barros Garcia, Jean-Patrick Mascomère
Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions · Jin Hyuk Choi, Tae Ung Gang
Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting · Jingyi Wei, Steve Yang
UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos · Dongpo Cheng, Fangqi Lou
Uniform Inference and Certified Capacity at a Reflexive Stability Boundary · Alejandro Rodriguez Dominguez
Uniform Inference for Almost Stochastic Dominance · Bae, W., Linton, O. B.
Uniform Pessimistic Risk and its Optimal Portfolio · Jong-June Jeon, Sungchul Hong
Uniform-Loss Automated Market Making for Prediction Markets · Brian Zhu, Ciamac C. Moallemi
Unifying Market Microstructure and Dynamic Asset Pricing · Davide Lauria, Svetlozar T. Rachev
Unihedge -- A decentralized market prediction platform · Marko Corn, Nejc Rožman
Unimodal maps perturbed by heteroscedastic noise : an application to a financial systems · Anton Solomko, Fabrizio Lillo
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks · Morris, S, Song Shin, H
Uniqueness and Existence of Linear Equilibrium with a Constrained Trader · Heeyoung Kwon, Jin Hyuk Choi
UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider · Andreas A. Aigner, Gurvinder Dhaliwal
Unit Root Vector Autoregression with volatility Induced Stationarity · Anders Rahbek, Heino Bohn Nielsen
Unit Roots and the Dynamics of Market Shares : An Analysis Using Italian Banking Micro-Panel · Giannetti, C.
Universal approximation on non-geometric rough paths and applications to financial derivatives pricing · Fabian A. Harang, Fred Espen Benth
Universal approximation with signatures of non-geometric rough paths · Anna P. Kwossek, David J. Prömel
Universal banking failure?: an analysis of the contrasting responses of the Amsterdamsche Bank and the Rotterdamsche Bankvereeniging to the Dutch financial crisis of the 1920s · Colvin, Christopher Louis
Universal basic income in a financial equilibrium · Kim Weston
Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks · Chao Zhang, Mingzhi Yang
Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market · Ali Hosseinzadeh
Universal Portfolios · Thomas M. Cover
Universal portfolios in continuous time: an approach in pathwise Itô calculus · Alexander Schied, Xiyue Han
Universal randomised signatures for generative time series modelling · Francesca Biagini, Lukas Gonon
Universal scaling and nonlinearity of aggregate price impact in financial markets · Felix Patzelt, Jean-Philippe Bouchaud
Universal Value-at-Risk superadditivity · Liyuan Lin, Ruodu Wang
Universality and Heterogeneity of Stylized Facts in Cryptocurrency and Equity Markets · Changhee Cho, Jae Woo Lee
Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts · Baofeng Shi, Yaoyiran Li
Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters · Abdul Rahman
Unpredictable After All? A short note on exchange rate predictability · Moerman, G.A.
Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis · Marcos Escobar-Anel, Yiyao Jiao
Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets · Guillermo Suarez-Tangil, Lucianna Kiffer
Unravelling the Trading Invariance Hypothesis · Jean-Philippe Bouchaud, Jonathan Donier
Unsupervised Learning-based Calibration Scheme for Rough Volatility Models · Changqing Teng, Guanglian Li
Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach · Handong Li, Shijia Song
Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance · Chang Liu
Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective · Hong Li, Rui Zhou
Unveiling the directional network behind the financial statements data using volatility constraint correlation · Jose C. Nacher, Tomoshiro Ochiai
Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets · Anoop Kumar, Navin Kamuni
Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment · Bingyao Liu, Guanming Huang
Unwinding Stochastic Order Flow: When to Warehouse Trades · Kevin Webster, Long Zhao
Unwinding Toxic Flow with Partial Information · Alexander Barzykin, Eyal Neuman
Unwitting Markowitz' Simplification of Portfolio Random Returns · Victor Olkhov
Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty · Corrado De Vecchi, Jan Streicher
Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence · Gareth W. Peters, Guillaume Bagnarosa
US Real Interest Rates and Default Risk in Emerging Economies · Bernardo Guimaraes, Nathan Foley-Fisher
Use Cases of Quantum Optimization for Finance · Enrique Lizaso, Roman Orus
Use of Machine Learning Techniques to Create a Credit Score Model for Airtime Loans · Bernard Dushimimana, Patrick McSharry
Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models · John R. Birge
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction · Lleo, Sebastien, Zhitlukhin, Mikhail
Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market · Flandreau, Marc, Komlos, John
Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914 · Flandreau, Marc, Komlos, John
Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio · Garvit Arora, Xuan Mei
Using equity premium survey data to estimate future wealth · Freeman, Mark C., Groom, Ben
Using Experimental Economics to Measure Social Capital And Predict Financial Decisions · Dean S. Karlan
Using four different online media sources to forecast the crude oil price · A. Fronzetti Colladon, E. Battistoni
Using Individual Stocks or Portfolios in Tests of Factor Models · Andrew Ang, Jun Liu
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients · Nolan Alexander, William Scherer
Using Mathematics to Make Money · James H. Simons
Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market · Ernst-Jan Camiel Wit, Katerina Rigana
Using Networks and Partial Differential Equations to Predict Bitcoin Price · Haiyan Wang, Yufang Wang
Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty · David M. Newbery, Fabien A. Roques
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models · Andrey Itkin, Peter Carr
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead · Antonio Naimoli, Giuseppe Storti
Using the Yield Curve to Forecast Recessions … do you feel lucky? · CFM
Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks · Snell, Andy, Tonks, Ian
Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation · Daniel Sevcovic, Pedro Polvora
Utility indifference pricing and hedging for structured contracts in energy markets · Callegaro, Giorgia, Campi, Luciano
Utility indifference valuation for non-smooth payoffs with an application to power derivatives · Benedetti, Giuseppe, Campi, Luciano
Utility Maximisation with Model-independent Constraints · Alexander M. G. Cox, Daniel Hernandez-Hernandez
Utility-based acceptability indices · Marcin Pitera, Miklós Rásonyi
Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact · Ibrahim Ekren, Sergey Nadtochiy
Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions · Craig S Wright
Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation · Guanyuan Yu, Jun Wang
Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization · Kehelwala Dewage Gayan Maduranga, Shamima Nasrin Tumpa
VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling · Xinyu Chen, Yiming Ma
Validity of Edgeworth expansions for realized volatility estimators · Bezirgen Veliyev, Ulrich Hounyo
Valuation Duration of the Stock Market · Chen Wang, Ye Li
Valuation equations for stochastic volatility models · Bayraktar, Erhan, Kardaras, Constantinos
Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings · Andrey Sarantsev, Angel Piotrowski
Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation · Yu Liu
Valuation of contingent convertible catastrophe bonds - the case for equity conversion · Krzysztof Burnecki, Mario Nicoló Giuricich
Valuation of Currency Options in Markets with a Crunch · Abdulnasser Hatemi-J, Youssef El-Khatib
Valuation of Equity Linked Securities with Guaranteed Return · David Xiao
Valuation of equity warrants for uncertain financial market · Foad Shokrollahi
Valuation of European Options under an Uncertain Market Price of Volatility Risk · Bartosz Jaroszkowski, Max Jensen
Valuation of general GMWB annuities in a low interest rate environment · Claudio Fontana, Francesco Rotondi
Valuation of GLWB-LTC Annuities with Lévy Equity Dynamics, Stochastic Interest Rates and Health-State Transitions · Andrea Molent
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities · David Promislow, Erhan Bayraktar
Valuation of Music Catalogs · Ivan Kosyuk, Sasha Stoikov
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup · Svenstrup, Mikkel
Valuation of variable annuities under the Volterra mortality and rough Heston models · Haoqi Lyu, Wenyuan Li
Valuation of Variable Annuities with Equity Protection Swaps under Jumps and Default Risks · Huansang Xu, Marek Rutkowski
Valuation-Indifferent Weighting for Bonds · Feifei Li, Jason C. Hsu
Value and Interest Rates: Are Rates to Blame for Value’s Torments? · Thomas Maloney, Tobias J. Moskowitz
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method · Arturo Leccadito, Pietro Toscano
Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast · Jose Principe, Panos Pardalos
Value-at-risk and extreme returns · Danielsson, Jon, Vries, Casper
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices · Alexander Shapiro, Suleyman Basak
Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model · Marcos Escobar-Anel, Rudi Zagst
Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification · Bingzhen Geng, Yang Liu
Valuing American options and Flexible Forwards contracts in time-dependent models · Andrey Itkin, Leif Andersen
Valuing Exchange Options Under an Ornstein-Uhlenbeck Covariance Model · Olivares Pablo, Villamor Enrique
Valuing insurance against small probability risks: A meta-analysis · Ngoc Ha Le, Selim Mankaï
Valuing Post-Revenue Biopharmaceutical Assets with Pfizer's Current Portfolio as a Case Study · Brian Hobbs, Michael Kane
Valuing Tradeability in Exponential Lévy Models · Ludovic Mathys
Valutation, Liquidity and Risk in Government Bond Markets · Carlo Favero, Ernst-Ludwig von Thadden
Vanna-Volga Method for Normal Volatilities · Volodymyr Perederiy
Vanna-Volga pricing for single and double barrier FX options · J. Martín Ovejero
VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables · Nawaf Mohammed
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds · Hakim, M.S., McAleer, M.J.
Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation · Jennifer Alonso-Garcia, Jonathan Ziveyi
Variable selection for minimum-variance portfolios · André P. Santos, Guilherme V. Moura
Variance and interest rate risk in unit-linked insurance policies · David R. Baños, Marc Lagunas-Merino
Variance stochastic orders · Gollier, Christian
Variance swaps under Lévy process with stochastic volatility and stochastic interest rate in incomplete markets · Ben-zhang Yang, Jia Yue
Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals · Abdulrahman Alswaidan, Jeffrey D. Varner
Variance-Hawkes Process and its Application to Energy Markets · Anatoliy Swishchuk, Joshua McGillivray
Variance-Optimal Hedging in the Rough Hawkes--Heston Model · Xiaoyu Wang, Yingli Wang
Variation, jumps, market frictions and high frequency data in financial econometrics · Neil Shephard, Ole E. Barndorff-Nielsen
Variational analysis for options with stochastic volatility and multiple factors · Axel Kröner, Joseph Frédéric Bonnans
Variational Bayes Portfolio Construction · Claire Vernade, James Ridgway
Variational inequality for perpetual American option price and convergence to the solution of the difference equation · Hyong-chol O, Song-San Jo
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization · Stefan Lessmann, Vincent Gurgul
Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems · Danel Arias, Escolástico Sánchez
Vault as a credit instrument · Anastasiia Zbandut, Carolina Goldstein
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction · Jae Wook Song, Namhyoung Kim
Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution · Alex Chen, Maria Hybinette
Venture Capital, Private Equity and Earnings Quality · Christof Beuselinck, Marc Deloof
Vertical Integration and Regulation in the Securities Settlement Industry · Cherbonnier, Frédéric, Rochet, Jean-Charles
VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion · Aashish Bohra, Vivek Vijay
View fusion vis-à-vis a Bayesian interpretation of Black-Litterman for portfolio allocation · Stefan Zohren, Stephen Roberts
Vine Copula based portfolio level conditional risk measure forecasting · Claudia Czado, Emanuel Sommer
ViperQ: Order Flow Pattern Recognition via Auction Market Theory for Reinforcement Learning Trading · Asser Moustafa, Jugal Kalita
Viral but Vanishing: Investment Advisors, Social Media, and Regulation · Babolmorad, N., Bossaerts, P.
Viscosity Supersolution Barriers to a Non-local Free Boundary Problem · Avetik Arakelyan, Lusine Poghosyan
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict · Yan-Hong Yang, Ying-Hui Shao
Visibility graphs can make money in financial markets · Rafał Rak
Visual Attention Model for Cross-sectional Stock Return Prediction and End-to-End Multimodal Market Representation Learning · Amanda Stent, Arun Verma
VIX and European options with jumps in the short-maturity regime · Dan Pirjol, Desen Guo
VIX options in Bergomi models · Dan Pirjol, Desen Guo
VIX options in the SABR model · Dan Pirjol, Lingjiong Zhu
VIX pricing in the rBergomi model under a regime switching change of measure · Henrique Guerreiro, João Guerra
Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation · Kyriakos C. Neanidis
Volatile temperatures and their effects on equity returns and firm performance · Bortolan, Leonardo, Dey, Atreya
Volatility and arbitrage · Fernholz, E. Robert, Karatzas, Ioannis
VOLatility Archive for Realized Estimates (VOLARE) · Alessandra Insana, Edoardo Otranto
Volatility as an Alternative asset Class: Does It Improve Portfolio Performance? · Elvira Caloiero, Massimo Guidolin
Volatility Calibration via Automatic Local Regression · Charlie Che, Hao Qin
Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models · Rama Cont
Volatility Components, Affine Restrictions and Non-Normal Innovations · Kris Dorion, Peter Christoffersen
Volatility Depends on Market Trades and Macro Theory · Victor Olkhov
Volatility equicorrelation: A cross-market perspective · Julien Chevallier, Sofiane Aboura
Volatility Estimators and the Inverse Range Process in a Random Volatility Random Walk and Wiener Processes · Charles S. Tapiero, Pierre P. Vallois
Volatility Estmators for Discretely Sampled Lévy Processses · Jean Jacod, Yacine Aït-Sahalia
Volatility Forecasting · Francis X. Diebold, Peter F. Christoffersen
Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data · Robert Ślepaczuk, Xinyue Fang
Volatility forecasting for crude oil futures · Marzo, Massimiliano, Zagaglia, Paolo
Volatility Forecasting in Global Financial Markets Using TimeMixer · Alex Li
Volatility Forecasting with Machine Learning and Intraday Commonality · Chao Zhang, Mihai Cucuringu
Volatility forecasts: a continuous time model versus discrete time models · Veiga, Helena
Volatility In Natural Gas And Oil Markets · Robert S. Pindyck
Volatility in Prediction Markets: A Structural Approach · Ciamac C. Moallemi, Mallesh Pai
Volatility Is Log-Normal—But Not for the Reason You Think · Martin Tegnér, Rolf Poulsen
Volatility is rough · Jim Gatheral, Mathieu Rosenbaum
Volatility made observable at last · Cédric Join, Frédéric Hatt
Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches · Anita Behme
Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters · Jayanth Athipatla
Volatility Modeling with a Generalized t-distribution · Andrew Harvey, Rutger-Jan Lange
Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions · Elisa Alòs, Josep Vives
Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches · Grané Chávez, Aurea, Veiga, Helena
Volatility models in practice: Rough, Path-dependent or Markovian? · Eduardo Abi Jaber, Li
Volatility of Aggregate Volatility and Hedge Fund Returns · Eser Arisoy, Narayan y Naik
Volatility options in rough volatility models · Antoine Jacquier, Blanka Horvath
Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces · Lech A. Grzelak, Leonardo Perotti
Volatility Regressions with Fat Tails · Jihyun Kim, Nour Meddahi
Volatility risk premia and exchange rate predictability · Lucio Sarno, Pasquale Della Corte
Volatility Shocks and Currency Returns · Jozef Barunik, Mykola Babiak
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events · Allen, D.E., McAleer, M.J.
Volatility Spillover Effects in European Equity Markets · Baele, L.
Volatility Spillovers Across User-Generated Content and Stock Market Performance · Borah, A., Franses, Ph.H.B.F.
Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets · Do, Hung Xuan, Jamasb, Tooraj
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA · Chang, C-L., McAleer, M.J.
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach · Christophe Croux, Ines Wilms
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice · Chang, C-L., Li, Y.
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture · Chang, C-L., Liu, C-P.
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours · Allen, D.E., Amram, R.
Volatility Strategies for Global and Country Specific European Investors · Hassan Malongo, Jean-David Fermanian
Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints · Pablo Rodriguez Manzi
Volatility Surfaces -Theory, Rules of Thumb, and Empirical Evidence · John Hull, Toby Daglish
Volatility Surfaces and Expected Option Returns · Philipp Höfler
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity · Ben-zhang Yang, Jia Yue
Volatility time series modeling by single-qubit quantum circuit learning · Tetsuya Takaishi
Volatility uncertainty quantification in a stochastic control problem applied to energy · Emmanuel Gobet, Francisco Bernal
Volatility-Induced Financial Growth · Igor V. Evstigneev, Klaus R. Schenk-Hoppé
Volatility-induced Growth in Financial Markets · Igor Evstigneev, Klaus Reiner Schenk-Hoppé
Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling · Anne Lundgaard Hansen
Volatility-Spillover E ﬀects in European Bond Markets · Christiansen, Charlotte
Volatility-Volume Order Slicing via Statistical Analysis · Abhishek Malichkar, Ritwika Chattopadhyay
Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility · Ibikunle, Gbenga, Rzayev, Khaladdin
Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment · Gao, Can, Martin, Ian
VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning · Ivan Letteri
Voluntary financial disclosure, the introduction of IFRS and long-term communication policy: An empirical test on French firms · Heger Gabteni, Hubert de La Bruslerie
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions · E. Babaei, I.V. Evstigneev
Vulnerability of Currency Pegs: Evidence from Brazil · Bernardo Guimaraes
Vulnerability-CoVaR: Investigating the Crypto-market · Abhay Kumar Singh, Martin Waltz
Vulnerable European and American Options in a Market Model with Optional Hazard Process · Libo Li, Marek Rutkowski
VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach · Remi Genet
Walking a tightrope: financial regulation, climate change, and the transition to a low-carbon economy · Demekas, Dimitri, Grippa, Pierpaolo
Wanted: A Test for FSD Optimality of a Given Portfolio · Post, G.T.
Warp speed price moves: Jumps after earnings announcements · Allan Timmermann, Bezirgen Veliyev
Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943 · Akihiko Noda, Keiichi Morimoto
Was the U.S. Crisis a Financial Black-Hole? · Aaron Tornell, Romain Rancière
Wasserstein Robust Market Making via Entropy Regularization · Arie Israel, Zhou Fang
Wasserstein-Barycentric Interaction Fields for Spatial Factor Models: Evidence from Language-Model Representations · Chun-Sung Huang, Marcus Gawronsky
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth · Jonathan Yu-Meng Li
WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion · Aashish Bohra, Vivek Vijay
We’ve walked a million miles for one of these smiles · CFM
Weak convergence implies convergence in mean within GGC · Hasanjan Sayit
Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models · Ahmed Kebaier, Aurélien Alfonsi
Weak error rates of numerical schemes for rough volatility · Paul Gassiat
Wealth dynamics in a sentiment-driven market · Mikhail Goykhman
Wealth Effects on World Private Financial Saving · Ray C. Fair
Wealth or Stealth? The Camouflage Effect in Insider Trading · Jianfeng Zhang, Jin Ma
Wealth redistribution in bubbles and crashes · An, Li, Lou, Dong
Wealth Selection in a Financial Market with Heterogeneous Agents · Anufriev, M., Dindo, P.D.E.
Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality · Anders G Frøseth
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents · Anufriev, M.
Wealth, Credit Conditions and Consumption: Evidence from South Africa · Janine Aron, John Muellbauer
Wealth, financial intermediation and growth · Alejandro Gaytan, Romain Rancière
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application · Xintao Ye, Yang Liu
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities · Geluk, J.L., de Vries, C.G.
Weighted universal Value-at-Risk Superadditivity for discrete distributions · Alfred Müller
Weininvestment- Profitieren Anleger von der Berücksichtigung öffentlich zugänglicher Informationen? · Egon Franck, Martin Kukuk
Well-posedness of behavioral singular stochastic control problems · Artur Sidorenko
Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface · Carolyn E. Phelan, Kentaro Hoshisashi
What About Super? Financial Literacy as a Barrier to Market Entry · Boykett, Paul
What are the consequences of global banking for the international transmission of shocks? A quantitative analysisâˆ— · Arthur V. Smith, Jose L. Fillat
What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds? · Alvaro Ortiz, David Sarasa
What corporate social responsibility reporting adds to financial return? · Jean-Marie Cardebat, Nicolas Sirven
What Determines the Financing Decision in Corporate Takeovers : Cost of Capital, Agency Problems or the Means of Payment? · Martynova, M., Renneboog, L.D.R.
What Do University Endowment Managers Worry About? An Analysis of Alternative Asset Investments and Background Income · Alexander J.W. Sappington, Harvey S. Rosen
What do we know about the financial behaviour of the Spanish SME?: an empirical analysis · Cardone Riportella, Clara, Casasola, María José
What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News · Brière, Marie, Huynh, Karen
What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts · Dexin Zhou, Huseyin Gulen
What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation · Kirill Zernikov
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) · Donald B. Keim, Joseph Gyourko
What Drives Bond Yields? · Jordan Brooks
What Drives Corporate Bond Market Betas? · Abhay Abhyankar, Angelica Gonzalez
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol · Brad Bachu, Brian Z. Zhu
What events matter for exchange rate volatility ? · Hedibert Freitas Lopes, Igor Martins
What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry? · Allen N. Berger, Loretta J. Mester
What Happened to Risk Management During the 2008-09 Financial Crisis? · Jiménez-Martín, J.A., McAleer, M.J.
What Happened To The Quants In August 2007 · Amir E. Khandani, Andrew W. Lo
What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis · Kyriakos C. Neanidis, Narayan K. Kishor
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models · Ghosh, Anisha, Julliard, Christian
What is the Role of Legal Systems in Financial Intermediation? Theory and Evidence · Bottazzi, L., Da Rin, M.
What Makes a Peer? Valuation-Anchored Similarity in Private Markets · Dhagash Mehta, Jingrao Lyu
What Makes Investors Trade? · Mark Grinblatt, Matti Keloharju
What Matters to Individual Investors: Price Setting in Online Auctions of P2P Consumer Loans · Andreas Dietrich, Reto Rey
What moves international stock and bond markets? · Cenedese, Gino, Mallucci, Enrico
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns · Ammer, J., Campbell, J.Y.
What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions · Muhammad Farid Ahmed, Stephen Satchell
What Role of Legal Systems in Financial Intermediation? Theory and Evidence · Laura Bottazzi, Marco Da Rin
What survives honest evaluation? Leakage-safe, search-aware assessment of LLM-driven trading strategy discovery · Eray Gençay
What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs · Raeid Saqur
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model · McAleer, M.J.
What triggers stock market jumps? · Marco Sammon, Nicholas Bloom
What Useful Alphas? · Andrew Y. Chen, Ivo Welch
What Works in Securities Laws? · Andrei Shleifer, Florencio Lopez-de-Silanes
What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs · Alan Hughes, Jaeho Lee
What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD · Petr Koklev
What’s what? Long only Smart Beta & equity market neutral Alternative Beta · CFM
When a Correct Reward Is Not Enough: Diagnosing and Guiding PPO in an Analytically Solved Broker-Trader Game · Carlo Campajola, Siu Tung Wong
When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings · Marco Pollanen
When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments · Chong Zhang, Dong Shu
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making · Ali Raza Jafree, Konark Jain
When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers · Ursina Sanderink
When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests · Fan Zhang, Sijia Peng
When Arm’s Length is Too Far : Relationship Banking over the Business Cycle · Beck, T.H.L., Degryse, H.A.
When arm's length Is too far. Relationship banking over the credit cycle · Beck, Thorsten, Degryse, Hans
When can social media lead financial markets? · Aste, Tomaso, Smith, Robert
When can weak latent factors be statistically inferred? · Jianqing Fan, Yuheng Zheng
When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds · Duncan D. Shand, Michael T. Melvin
When cooperation is beneficial to all agents · Alessandro Doldi, Marco Frittelli
When Cross-Venue Agreement Is Not Price Discovery: Disclosure Frontiers for 24/7 Equity-Perpetual Oracles · Donghwa Seo, Doohwi Cha
When David becomes Goliath: Repo dealer-driven bond mispricing · Carlos Canon, Eddie Gerba
When defaults cannot be hedged: xVA calculations via local risk-minimization · Alessandro Gnoatto, Francesca Biagini
When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks · Felix Drinkall, Janet B. Pierrehumbert
When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting · Taizhen Cheung
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? · Fidrmuc, J.P., Roosenboom, P.G.J.
When does financial sector (in)stability induce financial reforms? · Ingmar Schumacher, Susie Lee
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures · Joohyoung Jeon
When does portfolio compression reduce systemic risk? · Veraart, Luitgard A. M.
When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms · Jeffrey Wurgler, Jeremy C. Stein
When Equity Factors Drop Their Shorts · David C. Blitz, Guido Baltussen
When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization · Alessandro Falezza
When Fortune Doesn’t Favor the Bold: Perils of Volatility for Wealth Growth and Preservation · Nathan Sosner
When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging · Rui Ma
When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs · David Itkin, Leandro Sánchez-Betancourt
When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment · Park, Andreas, Sgroi, Daniel
When in peril, retrench: Testing the portfolio channel of contagion · Carmen M. Reinhart, Fernando Broner
When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints · Benjamin Avanzi, Debbie Kusch Falden
When is cross impact relevant? · Damien Challet, Iacopo Mastromatteo
When Is Liquidity Bad? · Husnu C. Dalgic
When Is the Gini Loading More Prudent? Tail Structure and the Ordering of the Standard Deviation and the Gini Mean Difference · Nawaf Mohammed
When Is the Optimal Lending Contract in Microfinance State Non-Contingent? · Jeon, Doh-Shin, Menicucci, Domenico
When large trades are not (automatically) news: liquidity tail risk and price discovery · Giulia Livieri, Mingwei Lin
When Marginal Coverage Transfers and the Economics Do Not: A Pre-Registered Study of Conformal Interval Widths as Position-Sizing Scales · Robert Jacob Ryan
When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers · Luis Enrique Correa Rocha, Ruixue Jing
When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books · Ajay Alva, David Rosenberg
When ratios fall: A dynamic approach to contingent convertibles · Li Chen, Liang Wang
When Reasoning Fails: Evaluating 'Thinking' LLMs for Stock Prediction · Rakeshkumar H Sodha
When should retirees tap their home equity? · Hambel, Christoph, Kraft, Holger
When Stock-Bond Diversification Fails · Ashwin Thapar
When the Fed Speaks: Dynamics and Forecasts of the Volatility Surface · Lukasz Adamski, Robert Slepaczuk
When the Going Gets Tough: Durable Consumption and the Equity Premium · Myroslav Pidkuyko
When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes · Sungwoo Kang
When to Sell an Asset? - A Distribution Builder Approach · Peter Carr, Stephan Sturm
When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model · Shiryaev, Albert N., Zhitlukhin, M. V.
When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets · Emre Atay Tümer, Rischan Mafrur
When transparency fails: Financial incentives for local banking agents in Indonesia · Erika Deserranno, Firman Witoelar
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk · Campbell, John Y., Mei, Jianping
Where does the criticality live? Early-warning signals are event-heterogeneous across seven crypto-perpetual liquidation cascades · Ramon Marc Garcia Seuma
Where the Quantum Lives in D-Wave Hybrid Portfolio Optimization: An Operational Decomposition Audit · Luis Lozano
Which Factors Matter Most? Can Startup Valuation be Micro-Targeted? · Max Berre
Which Households Own Municipal Bonds? Evidence from Tax Returns · Feenberg, D.R., Poterba, J.M.
Which Institutional Investors Monitor? Evidence from Acquisition Activity · Lily Qiu
Which Investors Matter for Global Equity Valuations and Expected Returns? · Motohiro Yogo, Ralph S. J. Koijen
Which Portfolios? The Construction Dependence of Factor Model Performance · Useong Shin
Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns · Junyi Fan, Karmanpartap Singh Sidhu
Who are the active investors? Evidence from venture capital · Bottazzi, L., Da Rin, M.
Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform · Alessandro Belmonte, Angelo Facchini
Who bears risk in China's non-financial enterprise debt? · Anderson, Ronald W.
Who do you trust while Shares are on a Roler-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times · Fred Ramb, Markus Reitzig
Who is Willing to Let Ethics Guide His Economic Decision-Making? Evidence from Individual Investments in Ethical Funds · Säve-Söderbergh, Jenny
Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics · Bhaskar Krishnamachari, Hardhik Mohanty
Who sets the range? Funding mechanics and 4h context in crypto markets · Habib Badawi, Mohamed Hani
Who Should Buy Long-Term Bonds? · John Y. Campbell, Luis M. Viceira
Who should buy structured investment products and why? · Giacomo Leonetti, Manuela Pedio
Who supplies liquidity, how and when? · Biais, Bruno, Declerck, Fany
Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition · Cely, Jorge, León, C.
Why and how systematic strategies decay · CFM
Why and how to integrate liquidity risk into a VaR-framework · Kaserer, Christoph, Stange, Sebastian
Why Are Bond Investors Contrarian While Equity Investors Extrapolate? · Antti Ilmanen
Why are capital flows so much more volatile in emerging than in developed countries? · Fernando Broner, Roberto Rigobon
Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns? · Chris Brightman, Feifei Li
Why are there financial crises? Recent developments in theory · Kondor, Péter
Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction · Aifan Ling, Chaoqun Wang
Why Do Banks in Developing Countries Hold Government Securities? · Raphael Espinoza, S.M. Ali Abbas
Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination · Fernando Zapatero, Marco Navone
Why do financial prices exhibit Brownian motion despite predictable order flow? · Kiyoshi Kanazawa, Yuki Sato
Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry · Adam, Tim R., Fernando, Chitru S.
Why Do Firms Go Public Through Debt Instead of Equity? · Ajay Khorana, Denys Glushkov
Why Do Hedge Funds Stop Reporting Their Performance? · Alex Grecu, Atanu Saha
Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2 · Patrice Fontaine, Radu Burlacu
Why Do Investors Hold Socially Responsible Mutual Funds? · Arno M. Riedl, Paul Smeets
Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights · Jean-Philippe Bouchaud, Jonathan Donier
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks · Ananth Madhavan, Mark Roomans
Why Do Western European Firms Issue Convertibles Instead of Straight Debt or Equity? · Dutordoir, M.D.R.P., Van de Gucht, L.
Why Don't Latvian Pension Funds Diversify More Internationally? · Diana Vejina, Laurens A. P. Swinkels
Why Have Asset Price Properties Changed so Little in 200 Years · Damien Challet, Jean-Philippe Bouchaud
Why Investors Value Multinationality · Morck, R., Yeung, B.
Why is equity order flow so persistent? · Bence Toth, Fabrizio Lillo
Why is order flow so persistent? · CFM
Why is Price Discovery in Credit Default Swap Markets News-Specific? · Marsch, I., Wagner, W.B.
Why is the estimation of metaorder impact with public market data so challenging? · Fabrizio Lillo, Francesco Campigli
Why is the volatility of single stocks so much rougher than that of the S&P500? · Cecilia Aubrun, Emmanuel Bacry
Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction · Bo Li, Chang Yang
Why Students Trade? The Analysis of Young Investors behavior · Jones Pontoh
Will an optimal deposit insurance always increase financial stability? · Drehmann, Mathias
Will Assets be Stranded or Bailed Out? Expectations of Investors in the Face of Climate Policy · Marie-Theres von Schickfus, Suphi Sen
Will banks introduce negative interest rates to household deposits? A game-theoretical model · Sebastiaan Wijsman
Will the secular decline in exchange rate and inflation volatility survive COVID-19? · Ilzetzki, Ethan, Reinhart, Carmen M.
Will the Smart Institutional Investor Always Drive Prices to Fundamental Value? · Steven Jordan, Wentworth Boynton
Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model · Alexander Barzykin
Winners and losers from Sovereign debt inflows: evidence from the stock market · Alberto Martin, Fernando Broner
Winning Investment Strategies Based on Financial Crisis Indicators · Antoine Kornprobst
Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB · Dragos Gorduza, Stefan Zohren
Wisdom of the institutional crowd · Damien Challet, Kevin Primicerio
Wishart conditional tail risk measures: An analytic approach · Jose Da Fonseca, Patrick Wong
Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework · Anas Benabid, Harry Bensusan
With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression · Hans Joachim Voth
Withdrawal Success Optimization · Hayden Brown
Workplace sustainability or financial resilience? Composite-financial resilience index · Elham Daadmehr
Worst Case Portfolio Optimization and HJB-Systems · Mogens Steffensen, Ralf Korn
Worst-case values of target semi-variances with applications to robust portfolio selection · Jun Cai, Tiantian Mao
Worst-cases of distortion riskmetrics and weighted entropy with partial information · Baishuai Zuo, Chuancun Yin
Would Ambiguity Averse Investors Hedge Risk in Equity Markets? · Frehen, Rik, Gertsman, Gleb
WSVI: A Dimensionless Shape Family for Implied Volatility and Its Static No-Arbitrage Structure · Charles Clevenger, Xiang Wan
X-efficiency and economies of scale in pension fund administration and investment · Alserda, G.A.G., Bikker, J.A.
X-Value adjustments: accounting versus economic management perspectives · Alberto Elices
XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation · Harish Chandra Bhandari, Rajendra Adhikari
XVA Valuation under Market Illiquidity · Stephan Sturm, Weijie Pang
Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization · Artan Sheshmani, Shing-Tung Yau
Yet another asymptotic formula for implied volatility · Masaaki Fukasawa
Yield curve estimation by kernel smoothing · Linton, Oliver, Mammen, Enno
Yield Curve Estimation by Kernel Smoothing Methods · C Tanggaard, Enno Mammen
Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage · Fusheng Luo, H'elyette Geman
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach · Desheng Ge, Jaehyuk Choi
You Are in a Drawdown. When Should You Start Worrying? · Adam Rej, Jean-Philippe Bouchaud
You Can't Always Trend When You Want · Abhilash Babu, Ari Levine
Your AI, Not Your View: The Bias of LLMs in Investment Analysis · Alejandro Lopez-Lira, Chanyeol Choi
Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron · Alejandro Lopez-Lira, Chanyeol Choi
Zero-Copy Semantic Contagion: An In-Memory Streaming Architecture for Evolving Attention Graphs · Kabir Murjani
Zero-Coupon Treasury Rates and Returns using the Volatility Index · Andrey Sarantsev, Jihyun Park
Zero-Leverage Puzzle · Mykola Pinchuk
zLend: A Dual-Scope Cash-Flow Reconstruction Framework for On-Chain Credit Underwriting · Akshay SP, Ashutosh Sahoo
Zooming In on Equity Factor Crowding · Bence Tóth, Iacopo Mastromatteo

Books

Investment Banking Interview Questions (The Red Book) · WallStreetPrep
40 Puzzles and Problems in Probability and Mathematical Statistics · Wolfgang Schwarz
A First Course in Probability · Sheldon Ross
A First Course in Probability · Sheldon Ross
A Practical Guide to Quantitative Finance Interviews · Xinfeng Zhou
A Primer For The Mathematics Of Financial Engineering · Dan Stefanica
A Rough Guide to Linear Algebra · Dongryul Kim
Active Portfolio Management, Second Edition · Richard C. Grinold, Ronald N. Kahn
Advanced Portfolio Management: A Quant’s Guide for Fundamental Investors · Giuseppe A. Paleologo
Advances in Financial Machine Learning · Marcos López de Prado
Advances in High Frequency Strategies · Marcos López de Prado
AI Engineering: Building Applications with Foundation Models · Chip Huyen
Algorithm Design · Jon Kleinberg, Éva Tardos
Algorithms · Christos H. Papadimitriou, Sanjoy Dasgupta
Algorithms for Decision Making · Kyle H. Wray, Mykel J. Kochenderfer
Algorithms in C, Parts 1–4, Third Edition · Robert Sedgewick
Alice's Adventures in a differentiable wonderland · Simone Scardapane
All of Nonparametric Statistics · Larry Wasserman
All of Statistics: A Concise Course in Statistical Inference · Larry Wasserman
Alphanomics: The Informational Underpinnings of Market Efficiency · Charles M. C. Lee, Eric C. So
An Introduction to Statistical Learning with Applications in Python · Daniela Witten, Gareth James
An Introduction to the Theory of Observational Studies · Paul R. Rosenbaum
Arbitrage Theory in Continuous Time, Third Edition · Tomas Björk
Asymptotic Statistics · Aad W. van der Vaart
Bayesian Data Analysis, Third Edition · Aki Vehtari, Andrew Gelman
Bond Markets, Analysis, and Strategies · Frank J. Fabozzi
Bond Markets, Analysis, and Strategies, Tenth Edition · Francesco A. Fabozzi, Frank J. Fabozzi
Brownian Motion and Stochastic Calculus · Ioannis Karatzas, Steven E. Shreve
Brownian Motion, Martingales, and Stochastic Calculus · Jean-François Le Gall
Build a Large Language Model (From Scratch), MEAP Version 8 · Sebastian Raschka
Competitive Programming in Python · Christoph Dürr, Jill-Jênn Vie
Continuous Martingales and Brownian Motion · Daniel Revuz, Marc Yor
Convertible Arbitrage: Insights and Techniques for Successful Hedging · Nick P. Calamos
Convertible Securities: The Latest Instruments, Portfolio Strategies, and Valuation Analysis · John P. Calamos
Deep Learning 101 · Nguyễn Vũ Hưng
Deep Learning with Python · François Chollet
Econometric Analysis of Cross Section and Panel Data, Second Edition · Jeffrey M. Wooldridge
Essentials of Stochastic Processes, Third Edition · Richard Durrett
Fifty Challenging Problems in Probability with Solutions · Frederick Mosteller
Financial Mathematics, Derivatives and Structured Products, Second Edition · Raymond H. Chan, Spike T. Lee
Finding Alphas: A Quantitative Approach to Building Trading Strategies, Second Edition · Igor Tulchinsky
Fixed Income Securities: Tools for Today's Markets, Second Edition · Bruce Tuckman
Foundations of Large Language Models · Jingbo Zhu, Tong Xiao
Fundamentals of Probability with Stochastic Processes, Fourth Edition · Saeed Ghahramani
GARCH Models · David Ruppert
Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow, Second Edition · Aurélien Géron
High-Dimensional Probability: An Introduction with Applications in Data Science · Roman Vershynin
How I Became a Quant · Barry Schachter, Richard R. Lindsey
Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading · Rishi K. Narang
Interest Rate Modeling · Leif B. G. Andersen, Vladimir V. Piterbarg
Introducing Python: Modern Computing in Simple Packages, Second Edition · Bill Lubanovic
Introduction to Algorithms, Third Edition · Charles E. Leiserson, Clifford Stein
Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares · Lieven Vandenberghe, Stephen Boyd
Introduction to Computation and Programming Using Python, Second Edition · John V. Guttag
Introduction to Linear Algebra, Fifth Edition · Gilbert Strang
Introduction to Probability · Charles M. Grinstead, J. Laurie Snell
Introduction to Probability · Jessica Hwang, Joseph K. Blitzstein
Introduction to Quantitative Finance: A Math Tool Kit · Robert R. Reitano
Introduction to Stochastic Calculus Applied to Finance, Second Edition · Bernard Lapeyre, Damien Lamberton
Introduction to Time Series and Forecasting, Third Edition · Peter J. Brockwell, Richard A. Davis
Introductory Econometrics for Finance · Chris Brooks
Linear Algebra · Jim Hefferon
Linear Algebra and Learning from Data · Gilbert Strang
Linear Algebra Done Right, Second Edition · Sheldon Axler
Linear Algebra, Multivariable Calculus, and Modern Applications · Stanford University Mathematics Department
Log-Linear Models and Logistic Regression · Ronald Christensen
Machine Learning in Finance: From Theory to Practice · Igor Halperin, Matthew F. Dixon
Market Microstructure · David Easley, Maureen O'Hara
Market Risk Analysis, Volume I: Quantitative Methods in Finance · Carol Alexander
Markov Chains · J. R. Norris
Master Machine Learning Algorithms · Jason Brownlee
Mathematical Foundations of Machine Learning · Seongjai Kim
Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach · Alexander Lipton
Mathematical Statistics and Data Analysis, Third Edition · John A. Rice
Mathematics for Machine Learning · Mohamed Aazi
Matrix Algebra: Theory, Computations and Applications in Statistics, Third Edition · James E. Gentle
Matrix Computations, Fourth Edition · Charles F. Van Loan, Gene H. Golub
Modelling Extremal Events for Insurance and Finance · Claudia Klüppelberg, Paul Embrechts
Modern Portfolio Theory and Investment Analysis, Ninth Edition · Edwin J. Elton, Martin J. Gruber
Monte Carlo Methods in Financial Engineering · Paul Glasserman
Numerical Linear Algebra · David Bau III, Lloyd N. Trefethen
On Becoming a Quant by Mark Joshi · Mark Joshi
Options, Futures, and Other Derivatives, Ninth Global Edition · John C. Hull
Pairs Trading: Quantitative Methods and Analysis · Ganapathy Vidyamurthy
Partial Differential Equations: An Introduction, Second Edition · Walter A. Strauss
Pattern Recognition and Machine Learning · Christopher M. Bishop
Pricing Convertible Bonds · Kevin B. Connolly
Probabilistic Machine Learning: An Introduction · Kevin P. Murphy
Probability and Random Processes · David R. Stirzaker, Geoffrey R. Grimmett
Probability and Statistical Inference · Jeremy Penzer, Miltiadis C. Mavrakakis
Probability Essentials · Jean Jacod, Philip Protter
Probability with Martingales · David Williams
Probability: An Introduction, Second Edition · Dominic Welsh, Geoffrey Grimmett
Problem Solving with Algorithms and Data Structures · Bradley N. Miller, David L. Ranum
Purely Functional Data Structures (PhD Thesis) · Chris Okasaki
Quantitative Trading: How to Build Your Own Algorithmic Trading Business · Ernest P. Chan
Statistical Inference, Second Edition · George Casella, Roger L. Berger
Statistics of Financial Markets · Christian Matthias Hafner, Jürgen Franke
Stochastic Calculus and Finance · Prasad Chalasani, Somesh Jha
Stochastic Calculus for Finance I · Steven Shreve
Stochastic Calculus for Finance II: Continuous-Time Models · Steven Shreve
Stochastic Financial Models · Douglas Kennedy
Term Structure Models: A Graduate Course · Damir Filipović
Testing Statistical Hypotheses, Third Edition · Erich L. Lehmann, Joseph P. Romano
The Concepts and Practice of Mathematical Finance, Second Edition · Mark S. Joshi
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition · Jerome Friedman, Robert Tibshirani
The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management · Jan De Spiegeleer, Wim Schoutens
The Oxford Handbook of Quantitative Methods, Volume 2: Statistical Analysis · Todd D. Little
The Volatility Surface: A Practitioner's Guide · Jim Gatheral
Time Series Analysis · James D. Hamilton
Vector Calculus · Harold R. Parks, Steven G. Krantz

Lecture notes

A Brief Introduction to Stochastic Calculus (Columbia IEOR E4706) · Martin Haugh
A Course in Stochastic Game Theory · Eilon Solan
A Forward Looking View of Factor Investing · Chuan Shi
A Succinct Summary of Reinforcement Learning · Sanjeevan Ahilan
Algorithms for Artificial Intelligence · Dorsa Sadigh, Percy Liang
All of Statistics · Larry Wasserman
Black-Scholes and the Volatility Surface · Martin Haugh
Calculus for Mathematicians, Computer Scientists, and Physicists · Andrew D. Hwang
Credit Modeling and Credit Derivatives (Columbia IEOR E4706) · Martin Haugh
CS229 Machine Learning: Course Notes · Andrew Ng, Stanford University
CS229 Machine Learning: Supervised Learning · Andrew Ng, Stanford University
Deterministic Cash-Flows (Columbia IEOR E4706) · Martin Haugh
Factor Failure · Chuan Shi
Financial Econometrics — 2023 Lecture Notes · Rauli Susmel
Financial Econometrics Notes · Kevin Sheppard, University of Oxford
Forwards, Swaps, Futures and Options (Columbia IEOR E4706) · Martin Haugh
Foundations of Financial Engineering: Assignment 1 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 10 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 2 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 3 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 4 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 5 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 6 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 7 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 8 (Columbia, 2016) · Martin Haugh
Foundations of Financial Engineering: Assignment 9 (Columbia, 2016) · Martin Haugh
High-Dimensional Statistics · Jan-Christian Hütter, Philippe Rigollet
Implied Volatility Surface · Martin Haugh
Intro to Factor Investing · Chuan Shi
Introduction to Algorithms (second edition) · Charles E. Leiserson, Clifford Stein
Introduction to Real Options (Columbia IEOR E4706) · Martin Haugh
Lecture 10: Change Of Measure And The Girsanov Theorem (UChicago, 2001) · Steven P. Lalley
Lecture 2: Multiperiod Models And Trees (UChicago, 2001) · Steven P. Lalley
Lecture 5: Brownian Motion (UChicago, 2001) · Steven P. Lalley
Lecture 6: The Itô Calculus (UChicago, 2001) · Steven P. Lalley
Lecture 7: Black–Scholes Theory (UChicago, 2001) · Steven P. Lalley
Lecture 8: The Cameron–Martin Formula and Barrier Options (UChicago, 2001) · Steven P. Lalley
Lecture 9: A Model For Foreign Exchange (UChicago, 2001) · Steven P. Lalley
Lectures 3 And 4: Martingales (UChicago, 2001) · Steven P. Lalley
Machine Learning: a Lecture Note · Kyunghyun Cho
Martingale Pricing Theory in Discrete-Time and Discrete-Space Models (Columbia IEOR E4706) · Martin Haugh
Math 290-1: Linear Algebra & Multivariable Calculus Lecture Notes · Santiago Cañez
Mathematical Finance 345 / Statistics 390: Homework 1 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 2 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 3 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 4 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 5 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 6 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 7 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 8 (UChicago, 2001) · Steven P. Lalley
Mathematical Finance 345 / Statistics 390: Homework 9 (UChicago, 2001) · Steven P. Lalley
Mathematical Foundations of Machine Learning · Robert Nowak
Mathematics of Computational Finance · Andrzej Palczewski, University of Warsaw
Maths You Need for Graduate Studies in Quantitative Finance · Alexandre Landi
Matrix Calculus (for Machine Learning and Beyond) · Alan Edelman, Paige Bright
Max Dama on Automated Trading · Max Dama
Mean-Variance Optimization and the CAPM (Columbia IEOR E4706) · Martin Haugh
Multiple Hypothesis Testing · Chuan Shi
Notes on Quantitative Finance · Jimmy Qin
Optimization Methods in Finance · Gerard Cornuejols, Reha Tütüncü
Other Topics in Quantitative Finance (Columbia IEOR E4706) · Martin Haugh
Poisson Processes (Chapter 9) · David Pollard
Portfolio Sort Analysis · Chuan Shi
Princeton Measure Theory · Princeton University, Shapiro
Probability & Markets · Jane Street
Quant Trading Guide · Callum McDougall
Regression-Based Test · Chuan Shi
Statistics Cheatsheet With Python Codes and Visualization · soorabcode
Stochastic Calculus - An Introduction with Applications · Gregory F. Lawler
Stochastic Calculus: Class 11 — Ito (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 12 — Ito, theory (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 13 — change of measure (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 2 — Brownian motion and diffusion equations (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 3 — Backward equations (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 4 — Ito integral for Brownian motion (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 5 — multi-component diffusions (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 6 — linear problems, more (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 8 — More differential equations (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Class 9 — More differential equations, continued (NYU, 2019) · Jonathan Goodman
Stochastic Calculus: Final Exam Practice (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 1 — Brownian motion (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 2 — Diffusion processes (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 3 — Ito integral (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 4 — Ito’s lemma (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 5 — SDE and PDE (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 6 — Simulating, change of measure (NYU, 2018) · Jonathan Goodman
Stochastic Calculus: Lesson 8 — Multi-component diffusion (NYU, 2018) · Jonathan Goodman
Stochastic Differential Equations (MIT 18.S096, Lecture 21) · Choongbum Lee, MIT OpenCourseWare
Stochastic Processes I (MIT 18.S096, Lecture 5) · Choongbum Lee, MIT OpenCourseWare
Stochastic Processes II (MIT 18.S096, Lecture 17) · Choongbum Lee, MIT OpenCourseWare
Term Structure Lattice Models (Columbia IEOR E4706) · Martin Haugh
The Black-Scholes Model (Columbia IEOR E4706) · Martin Haugh
The Fundamental Theorem Of Arbitrage Pricing (UChicago, 2001) · Steven P. Lalley
The Peter Lynch Playbook
The Principles of Deep Learning Theory · Boris Hanin, Daniel A. Roberts
Theory of Deep Learning · SANJEEV ARORA
Undergraduate Fundamentals of Machine Learning · Finale Doshi-Velez, Harvard University

Content creators

Charlies.Money · Charlies.Money
DIvidend Mentor · DIvidend Mentor
FinanceFlashCard · FinanceFlashCard
HedgefundMen · HedgefundMen
KhemKapital · KhemKapital
MacroGlide · MacroGlide
Mar_Antaya · Mar_Antaya
OliverMerrick___ · Oliver Merrick
Quant_Kyle · Quant_Kyle
QuantMarkov · QuantMarkov
QuiverQuantitative · QuiverQuantitative
Sd_Jeong · Sd_Jeong
SurviveFinance · SurviveFinance
Tommy.taxes · Tommy.taxes

GitHub repositories

Quant Trading · je-suis-tm
Deep Learning Machine Learning Stock · LastAncientOne
Awesome Quant · Wilson Freitas
Data Challenges Resources · Simon Clarke
Finance · SohamDutta2002
Finanical Models Numerical Methods · cantaro86
Free Programming Books · EbookFoundation
Machine Learning for Trading · Stefan Jansen
Quant Research · Letianzj

Courses

Advanced Calculus with Financial Engineering Applications (Pre-MFE) · Baruch College
C++ Programming for Financial Engineering · QuantNet
Complete Quant Finance Learning Path · Amit Kumar Jha
Introduction to Probability and Statistics · Jennifer French Kamrin, Jeremy Orloff
Mathematical Methods for Quantitative Finance (MIT 15.455x) · MIT, Paul Mende
Numerical Linear Algebra for Financial Engineering (Pre-MFE) · Baruch College
Probability Theory for Financial Applications (Pre-MFE) · Baruch College
Quant Finance Bootcamp 2026 · Mehul Mehta
Topics in Mathematics with Applications in Finance · Choongbum Lee, Jake Xia

Other resources

Quant Bible · MIT Sloan Business Club
400 Questions Guide for Investment Banking Interviews (2025 Edition) · Breaking Into Wallstreet
CS229 CheatSheet · Afshine Amidi, Shervine Amidi
Machine Learning and Deep Learning in Computational Finance: A Systematic Review · Abdelatif Hafid, Abderazzak Mouiha
Quant Roadmap · quant_arb
The Quant Interview Cheat Sheet · QuantGuide.io

Videos

MIT Finance Theory I — Introduction and Course Overview · MIT OpenCourseWare
MIT Mathematics with Applications in Finance — Introduction, Financial Terms and Concepts · MIT OpenCourseWare
MIT Mathematics with Applications in Finance — Lecture 1, Part I: Introduction of the Class · MIT OpenCourseWare
Stanford CS229 Machine Learning — Spring 2026, Lecture 1: Introduction · Stanford CS229
Stanford EE364A Convex Optimization — Stephen Boyd, Lecture 1 · Stanford Online

Lectures

Introduction to Probability at an advanced level
Market Microstructure in the Age of Machine Learning · Lawrence Berkeley National Laboratory, Marcos López de Prado
Ten Financial Applications of Machine Learning · Marcos López de Prado

Blogs

Pakistan’s FX Crises: Why the Rupee Was Never the Real Problem · Faisal Mamsa