Saved in:
| Main Author: | Jha, Manish |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2411.16553 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
by: Kim, Minwu, et al.
Published: (2024)
by: Kim, Minwu, et al.
Published: (2024)
Generative AI, Managerial Expectations, and Economic Activity
by: Jha, Manish, et al.
Published: (2024)
by: Jha, Manish, et al.
Published: (2024)
Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)
by: Kikuchi, Tatsuru
Published: (2024)
Decentralised Multi-Manager Fund Framework
by: Abgaryan, Arman, et al.
Published: (2025)
by: Abgaryan, Arman, et al.
Published: (2025)
DeTEcT: Dynamic and Probabilistic Parameters Extension
by: Sadykhov, Rem, et al.
Published: (2024)
by: Sadykhov, Rem, et al.
Published: (2024)
Decentralized Token Economy Theory (DeTEcT)
by: Sadykhov, Rem, et al.
Published: (2023)
by: Sadykhov, Rem, et al.
Published: (2023)
Impacts of Economic Policies on Wealth Distribution in Token Economies
by: Sadykhov, Rem, et al.
Published: (2026)
by: Sadykhov, Rem, et al.
Published: (2026)
The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
by: Neupane, Krishna
Published: (2026)
by: Neupane, Krishna
Published: (2026)
The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by: Shin, Useong
Published: (2026)
by: Shin, Useong
Published: (2026)
Systemic Risk in the European Insurance Sector
by: Bonaccolto, Giovanni, et al.
Published: (2025)
by: Bonaccolto, Giovanni, et al.
Published: (2025)
A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by: Siemiatkowski, Adam L., et al.
Published: (2026)
by: Siemiatkowski, Adam L., et al.
Published: (2026)
Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo
by: Huo, Jiawei
Published: (2023)
by: Huo, Jiawei
Published: (2023)
Do t-Statistic Hurdles Need to be Raised?
by: Chen, Andrew Y.
Published: (2022)
by: Chen, Andrew Y.
Published: (2022)
An Explicit Solution to Black-Scholes Implied Volatility
by: Schadner, Wolfgang
Published: (2026)
by: Schadner, Wolfgang
Published: (2026)
Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
by: Borman, Harris, et al.
Published: (2024)
by: Borman, Harris, et al.
Published: (2024)
Language of Persuasion and Misrepresentation in Business Communication: A Textual Detection Approach
by: Hossen, Sayem, et al.
Published: (2025)
by: Hossen, Sayem, et al.
Published: (2025)
FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports
by: Zafar, Muhammad Bilal
Published: (2025)
by: Zafar, Muhammad Bilal
Published: (2025)
CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)
by: Dumitrescu, Catalin
Published: (2025)
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)
by: Clegg, Lawrence, et al.
Published: (2023)
First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
by: Sikorski, Michał
Published: (2025)
by: Sikorski, Michał
Published: (2025)
EU-Africa Infrastructure Trust Fund Annual Report 2019
by: European Investment Bank
Published: (2020)
by: European Investment Bank
Published: (2020)
A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
by: Nie, Yuqi, et al.
Published: (2024)
by: Nie, Yuqi, et al.
Published: (2024)
New approximate stochastic dominance approaches for Enhanced Indexation models
by: Cesarone, Francesco, et al.
Published: (2024)
by: Cesarone, Francesco, et al.
Published: (2024)
Non-Atomic Arbitrage in Decentralized Finance
by: Heimbach, Lioba, et al.
Published: (2024)
by: Heimbach, Lioba, et al.
Published: (2024)
Koedds: A National Real Estate Investment Analysis
by: Kouma, Sean, et al.
Published: (2025)
by: Kouma, Sean, et al.
Published: (2025)
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)
by: Du, Yimin, et al.
Published: (2025)
Tokenize Everything, But Can You Sell It? RWA Liquidity Challenges and the Road Ahead
by: Mafrur, Rischan
Published: (2025)
by: Mafrur, Rischan
Published: (2025)
Vote Delegation in DeFi Governance
by: Bongaerts, Dion, et al.
Published: (2025)
by: Bongaerts, Dion, et al.
Published: (2025)
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
by: Capponi, Agostino, et al.
Published: (2023)
by: Capponi, Agostino, et al.
Published: (2023)
Governance, Risk, and Regulation: A Framework for Improving Efficiency in Kenyan Pension Funds
by: Namagwa, Sylvester Willys
Published: (2025)
by: Namagwa, Sylvester Willys
Published: (2025)
Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by: Deng, Qi, et al.
Published: (2023)
by: Deng, Qi, et al.
Published: (2023)
Order-Flow Filtration and Directional Association with Short-Horizon Returns
by: Anantha, Aditya Nittur, et al.
Published: (2025)
by: Anantha, Aditya Nittur, et al.
Published: (2025)
An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds
by: Jeyaprakash, Rajesh ADJ, et al.
Published: (2025)
by: Jeyaprakash, Rajesh ADJ, et al.
Published: (2025)
BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
by: Aparicio, Valentina, et al.
Published: (2024)
by: Aparicio, Valentina, et al.
Published: (2024)
Cash and Card Acceptance in Retail Payments: Motivations and Factors
by: Vandak, Samuel, et al.
Published: (2024)
by: Vandak, Samuel, et al.
Published: (2024)
NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance
by: Su, Huan-Yi, et al.
Published: (2024)
by: Su, Huan-Yi, et al.
Published: (2024)
Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by: Das, Arijit, et al.
Published: (2024)
by: Das, Arijit, et al.
Published: (2024)
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
by: Wakatsuki, Taiki, et al.
Published: (2025)
by: Wakatsuki, Taiki, et al.
Published: (2025)
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
by: Shin, Useong
Published: (2026)
by: Shin, Useong
Published: (2026)
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)
by: Lopez-Lira, Alejandro
Published: (2025)
Similar Items
-
Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
by: Kim, Minwu, et al.
Published: (2024) -
Generative AI, Managerial Expectations, and Economic Activity
by: Jha, Manish, et al.
Published: (2024) -
Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024) -
Decentralised Multi-Manager Fund Framework
by: Abgaryan, Arman, et al.
Published: (2025) -
DeTEcT: Dynamic and Probabilistic Parameters Extension
by: Sadykhov, Rem, et al.
Published: (2024)