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Quantitative Finance

Authors and titles for recent submissions

[ total of 48 entries: 1-25 | 26-48 ]
[ showing 25 entries per page: fewer | more | all ]

Fri, 1 Mar 2024

[1]  arXiv:2402.19399 [pdf, ps, other]
Title: An Empirical Analysis of Scam Token on Ethereum Blockchain: Counterfeit tokens on Uniswap
Subjects: Trading and Market Microstructure (q-fin.TR); Econometrics (econ.EM)
[2]  arXiv:2402.19380 [pdf, other]
Title: Not flexible enough? Impacts of electric carsharing on a power sector with variable renewables
Subjects: General Economics (econ.GN)
[3]  arXiv:2402.19421 (cross-list from cs.IR) [pdf, other]
Title: Crafting Knowledge: Exploring the Creative Mechanisms of Chat-Based Search Engines
Comments: 38 pages, 2 figures, 7 tables
Subjects: Information Retrieval (cs.IR); Artificial Intelligence (cs.AI); General Economics (econ.GN)
[4]  arXiv:2402.19203 (cross-list from math.PR) [pdf, ps, other]
Title: On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
Subjects: Probability (math.PR); Mathematical Finance (q-fin.MF)
[5]  arXiv:2402.18959 (cross-list from cs.CE) [pdf, other]
Title: MambaStock: Selective state space model for stock prediction
Authors: Zhuangwei Shi
Comments: arXiv admin note: substantial text overlap with arXiv:2204.02623
Subjects: Computational Engineering, Finance, and Science (cs.CE); Statistical Finance (q-fin.ST)
[6]  arXiv:2402.18872 (cross-list from math.FA) [pdf, other]
Title: Semistatic robust utility indifference valuation and robust integral functionals
Authors: Keita Owari
Comments: 20 pages
Subjects: Functional Analysis (math.FA); Probability (math.PR); Mathematical Finance (q-fin.MF)
[7]  arXiv:2402.18764 (cross-list from physics.soc-ph) [pdf, other]
Title: An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
Comments: 41 pages, 8 pdf figures and tables
Subjects: Physics and Society (physics.soc-ph); Computational Finance (q-fin.CP); General Finance (q-fin.GN); Portfolio Management (q-fin.PM)

Thu, 29 Feb 2024

[8]  arXiv:2402.18485 [pdf, other]
Title: A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
Subjects: Trading and Market Microstructure (q-fin.TR); Artificial Intelligence (cs.AI)
[9]  arXiv:2402.18459 [pdf, ps, other]
Title: In-Person, Hybrid or Remote? Employers' Perspectives on the Future of Work Post-Pandemic
Subjects: General Economics (econ.GN)
[10]  arXiv:2402.18452 [pdf, other]
Title: Social Learning with Intrinsic Preferences
Subjects: General Economics (econ.GN)
[11]  arXiv:2402.18435 [pdf, ps, other]
Title: Stochastic User Equilibrium Model with a Bounded Perceived Travel Time
Comments: 22 pages, 13 figures
Subjects: General Economics (econ.GN)
[12]  arXiv:2402.18135 [pdf, ps, other]
Title: Manager Characteristics and SMEs' Restructuring Decisions: In-Court vs. Out-of-Court Restructuring
Authors: Rachid Achbah (UL2 UFR SEG)
Journal-ref: Revue de l'Entrepreneuriat, 2023, 22 (3), pp.45-71
Subjects: General Finance (q-fin.GN)
[13]  arXiv:2402.18119 [pdf, other]
Title: Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi
Subjects: Risk Management (q-fin.RM); Cryptography and Security (cs.CR)
[14]  arXiv:2402.18047 [pdf, ps, other]
Title: Prosocial and Financial Incentives for Biodiversity Conservation: A Field Experiment Using a Smartphone App
Comments: 45 pages
Subjects: General Economics (econ.GN)
[15]  arXiv:2402.18014 [pdf, ps, other]
Title: Set-valued Star-Shaped Risk Measures
Comments: 23 pages
Subjects: Risk Management (q-fin.RM)
[16]  arXiv:2402.17941 [pdf, other]
Title: Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
Comments: 21 Pages, 8 Figures, 2 Tables
Subjects: Portfolio Management (q-fin.PM); Computational Finance (q-fin.CP); Risk Management (q-fin.RM)
[17]  arXiv:2402.17919 [pdf, ps, other]
Title: Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence
Subjects: Mathematical Finance (q-fin.MF)
[18]  arXiv:2402.17932 (cross-list from cs.MA) [pdf, other]
Title: A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis
Comments: AAAI 2024 - AI in Finance for Social Impact
Subjects: Multiagent Systems (cs.MA); General Finance (q-fin.GN)

Wed, 28 Feb 2024 (showing first 7 of 8 entries)

[19]  arXiv:2402.17684 [pdf, other]
Title: Stochastic expansion for the pricing of Asian options
Authors: Fabien Le Floc'h
Subjects: Pricing of Securities (q-fin.PR); Computational Finance (q-fin.CP); Mathematical Finance (q-fin.MF)
[20]  arXiv:2402.17526 [pdf, other]
Title: Political Pandering and Bureaucratic Influence
Subjects: General Economics (econ.GN)
[21]  arXiv:2402.17523 [pdf, other]
Title: Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints
Subjects: Portfolio Management (q-fin.PM); Statistical Finance (q-fin.ST)
[22]  arXiv:2402.17359 [pdf, other]
Title: Limit Order Book Simulations: A Review
Comments: To be submitted to Quantitative Finance
Subjects: Trading and Market Microstructure (q-fin.TR); Computational Finance (q-fin.CP)
[23]  arXiv:2402.17194 [pdf, ps, other]
Title: The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
Comments: 10 pages, 8 figures
Subjects: Trading and Market Microstructure (q-fin.TR); Computational Engineering, Finance, and Science (cs.CE); Portfolio Management (q-fin.PM)
[24]  arXiv:2402.17164 [pdf, other]
Title: Withdrawal Success Optimization in a Pooled Annuity Fund
Authors: Hayden Brown
Comments: arXiv admin note: text overlap with arXiv:2311.06665
Subjects: Mathematical Finance (q-fin.MF)
[25]  arXiv:2402.17642 (cross-list from math.PR) [pdf, ps, other]
Title: The critical disordered pinning measure
Authors: Ran Wei, Jinjiong Yu
Comments: 50 pages
Subjects: Probability (math.PR); Mathematical Finance (q-fin.MF)
[ total of 48 entries: 1-25 | 26-48 ]
[ showing 25 entries per page: fewer | more | all ]

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