Saved in:
| Main Authors: | Vidali, Andrea, Jean, Nicola, Pera, Giacomo Le |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.11524 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring
by: Didkovskyi, O., et al.
Published: (2026)
by: Didkovskyi, O., et al.
Published: (2026)
Who sets the range? Funding mechanics and 4h context in crypto markets
by: Badawi, Habib, et al.
Published: (2025)
by: Badawi, Habib, et al.
Published: (2025)
Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
by: Wright, Craig S
Published: (2026)
by: Wright, Craig S
Published: (2026)
Bridging Human Cognition and AI: A Framework for Explainable Decision-Making Systems
by: Jean, N., et al.
Published: (2025)
by: Jean, N., et al.
Published: (2025)
What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD
by: Koklev, Petr
Published: (2025)
by: Koklev, Petr
Published: (2025)
Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks
by: Lai, Shanyan
Published: (2025)
by: Lai, Shanyan
Published: (2025)
A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling
by: Jean, Nicola, et al.
Published: (2025)
by: Jean, Nicola, et al.
Published: (2025)
Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse
by: Baquero, Carlos
Published: (2026)
by: Baquero, Carlos
Published: (2026)
Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH
by: Singh, Aryan, et al.
Published: (2025)
by: Singh, Aryan, et al.
Published: (2025)
Chaotic Bayesian Inference: Strange Attractors as Risk Models for Black Swan Events
by: Rust, Crystal
Published: (2025)
by: Rust, Crystal
Published: (2025)
Latent Variable Phillips Curve
by: Bargman, Daniil, et al.
Published: (2026)
by: Bargman, Daniil, et al.
Published: (2026)
Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
by: Saggu, Aman, et al.
Published: (2024)
by: Saggu, Aman, et al.
Published: (2024)
The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
by: Farzulla, Murad
Published: (2026)
by: Farzulla, Murad
Published: (2026)
The lexical ratio: A new perspective on portfolio diversification
by: Mohseni, Sayyed Faraz, et al.
Published: (2024)
by: Mohseni, Sayyed Faraz, et al.
Published: (2024)
Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
by: Yang, Quechen
Published: (2024)
by: Yang, Quechen
Published: (2024)
Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling
by: Hounwanou, Christophe D., et al.
Published: (2025)
by: Hounwanou, Christophe D., et al.
Published: (2025)
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study
by: de Jeneret, Pattravadee de Favereau, et al.
Published: (2025)
by: de Jeneret, Pattravadee de Favereau, et al.
Published: (2025)
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
by: Verma, Ajay Kumar, et al.
Published: (2026)
by: Verma, Ajay Kumar, et al.
Published: (2026)
From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
by: Fang, Jianyong, et al.
Published: (2025)
by: Fang, Jianyong, et al.
Published: (2025)
Economic Forces in Stock Returns
by: Chen, Yue, et al.
Published: (2024)
by: Chen, Yue, et al.
Published: (2024)
Part-Time Penalties and Heterogeneous Retirement Decisions
by: Ogawa, Kanta
Published: (2025)
by: Ogawa, Kanta
Published: (2025)
Determinants of Workplace Flextime Flexibility: An Empirical Analysis
by: Maya, Cristian Espinal, et al.
Published: (2024)
by: Maya, Cristian Espinal, et al.
Published: (2024)
An Algebraic Framework for the Modeling of Limit Order Books
by: Bleher, Johannes, et al.
Published: (2024)
by: Bleher, Johannes, et al.
Published: (2024)
Coherent estimation of risk measures
by: Aichele, Martin, et al.
Published: (2025)
by: Aichele, Martin, et al.
Published: (2025)
An Infinite-Dimensional Insider Trading Game
by: Keller, Christian, et al.
Published: (2026)
by: Keller, Christian, et al.
Published: (2026)
Functional Clustering of Discount Functions for Behavioral Investor Profiling
by: Porreca, Annamaria, et al.
Published: (2024)
by: Porreca, Annamaria, et al.
Published: (2024)
Explicit Asymptotics on First Passage Times of Diffusion Processes
by: Dassios, Angelos, et al.
Published: (2018)
by: Dassios, Angelos, et al.
Published: (2018)
Deep Learning Forecasting of the U.S. Aggregate Bond Index
by: Verma, Ajay Kumar, et al.
Published: (2026)
by: Verma, Ajay Kumar, et al.
Published: (2026)
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
by: Kopeliovich, Yaacov, et al.
Published: (2024)
by: Kopeliovich, Yaacov, et al.
Published: (2024)
A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
by: Dammann, Felix, et al.
Published: (2024)
by: Dammann, Felix, et al.
Published: (2024)
Calibrated rank volatility stabilized models for large equity markets
by: Itkin, David, et al.
Published: (2024)
by: Itkin, David, et al.
Published: (2024)
Decarbonization of financial markets: a mean-field game approach
by: Lavigne, Pierre, et al.
Published: (2023)
by: Lavigne, Pierre, et al.
Published: (2023)
Unveiling the Nexus Between Economic Complexity and Environmental Sustainability: Evidence from BRICS-T Countries
by: Akusta, Emre
Published: (2026)
by: Akusta, Emre
Published: (2026)
Can Renewable Energy Mitigate Inflationary Pressures from Energy Imports? Evidence from Turkiye
by: Akusta, Emre
Published: (2026)
by: Akusta, Emre
Published: (2026)
Understanding the Commodity Futures Term Structure Through Signatures
by: Krishnan, Hari P., et al.
Published: (2025)
by: Krishnan, Hari P., et al.
Published: (2025)
Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
by: Mino, Domenica, et al.
Published: (2025)
by: Mino, Domenica, et al.
Published: (2025)
Network topology of the Euro Area interbank market
by: Aarab, Ilias, et al.
Published: (2025)
by: Aarab, Ilias, et al.
Published: (2025)
On the use of case estimate and transactional payment data in neural networks for individual loss reserving
by: Avanzi, Benjamin, et al.
Published: (2025)
by: Avanzi, Benjamin, et al.
Published: (2025)
Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by: Muhammad, Tashreef
Published: (2026)
by: Muhammad, Tashreef
Published: (2026)
Elicitability and identifiability of tail risk measures
by: Fissler, Tobias, et al.
Published: (2024)
by: Fissler, Tobias, et al.
Published: (2024)
Similar Items
-
Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring
by: Didkovskyi, O., et al.
Published: (2026) -
Who sets the range? Funding mechanics and 4h context in crypto markets
by: Badawi, Habib, et al.
Published: (2025) -
Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
by: Wright, Craig S
Published: (2026) -
Bridging Human Cognition and AI: A Framework for Explainable Decision-Making Systems
by: Jean, N., et al.
Published: (2025) -
What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD
by: Koklev, Petr
Published: (2025)