:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Börner, Christoph J., Hoffmann, Ingo
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance
Online Access:	https://arxiv.org/abs/2507.08394
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A closer look at the chemical potential of an ideal agent system
by: Börner, Christoph J., et al.
Published: (2024)

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

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement
by: Nanyonga, Erina, et al.
Published: (2025)

Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
by: Heckens, Anton J., et al.
Published: (2024)

Data-Driven Risk Measurement by SV-GARCH-EVT Model
by: Xiao, Minheng
Published: (2022)

Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
by: Manolakis, Efstratios, et al.
Published: (2024)

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

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)

Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies
by: Dave, Daksh, et al.
Published: (2025)

Measuring Tail Risks
by: Chen, Kan, et al.
Published: (2022)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

The Hype Index: an NLP-driven Measure of Market News Attention
by: Cao, Zheng, et al.
Published: (2025)

Quantile-Frequency Analysis and Spectral Measures for Diagnostic Checks of Time Series With Nonlinear Dynamics
by: Li, Ta-Hsin
Published: (2019)

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

AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
by: Zhao, Tianjiao, et al.
Published: (2025)

Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
by: Wang, Jingru, et al.
Published: (2025)

Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
by: Geraghty, Patrick
Published: (2024)

A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
by: Abrishami, Ali, et al.
Published: (2024)

Algorithmic Monitoring: Measuring Market Stress with Machine Learning
by: Schmitt, Marc
Published: (2026)

An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
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)

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

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)

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

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

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

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)

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

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

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

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

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)