Cover Image

A closer look at the chemical potential of an ideal agent system

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Börner, Christoph J., Hoffmann, Ingo, Stiebel, John H.
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Temperature Measurement in Agent Systems
by: Börner, Christoph J., et al.
Published: (2025)

Statistical inference for rough volatility: Minimax Theory
by: Chong, Carsten, et al.
Published: (2022)

Volatility of Volatility and Leverage Effect from Options
by: Chong, Carsten H., et al.
Published: (2023)

A nonparametric test for rough volatility
by: Chong, Carsten H., et al.
Published: (2024)

Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)

Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024)

Generalization of the Alpha-Stable Distribution with the Degree of Freedom
by: Lihn, Stephen H.
Published: (2024)

CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)

Bitcoin versus S&P 500 Index: Return and Risk Analysis
by: Nzokem, A. H.
Published: (2023)

Fees in AMMs: A quantitative study
by: Alexander, Abe, et al.
Published: (2024)

GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations
by: Yang, Lake, et al.
Published: (2026)

Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
by: Brini, Alessio, et al.
Published: (2024)

Dynamic Factor Allocation Leveraging Regime-Switching Signals
by: Shu, Yizhan, et al.
Published: (2024)

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
by: Jha, Amit Kumar
Published: (2025)

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)

On the potential of quantum walks for modeling financial return distributions
by: De Backer, Stijn, et al.
Published: (2024)

Structured factor copulas for modeling the systemic risk of European and United States banks
by: Nguyen, Hoang, et al.
Published: (2024)

A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by: Aouri, Atika, et al.
Published: (2025)

A GMM approach to estimate the roughness of stochastic volatility
by: Bolko, Anine E., et al.
Published: (2020)

Systematic comparison of deep generative models applied to multivariate financial time series
by: Caulfield, Howard, et al.
Published: (2024)

Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)

Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by: Ahmad, Wasim, et al.
Published: (2024)

Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)

Stochastic Approaches to Asset Price Analysis
by: Sekatchev, Michael, et al.
Published: (2024)

SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by: Brini, Alessio, et al.
Published: (2024)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)

Macro-aware time series forecasting via hierarchical mixed-frequency attention models
by: Oliveira, Daniel Cunha, et al.
Published: (2026)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)

Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)

Deep Bellman Hedging
by: Buehler, Hans, et al.
Published: (2022)

Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
by: Ballarin, Giovanni, et al.
Published: (2025)

Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by: Heßler, Martin, et al.
Published: (2023)

Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)