:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autor principal:	Liu, Hongyi
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance
Acceso en línea:	https://arxiv.org/abs/2509.04812
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

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

An Information Bottleneck Asset Pricing Model
por: Sun, Che
Publicado: (2025)

From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
por: Ye, Junyi, et al.
Publicado: (2024)

Empirical Asset Pricing with Large Language Model Agents
por: Cheng, Junyan, et al.
Publicado: (2024)

High-Throughput Asset Pricing
por: Chen, Andrew Y., et al.
Publicado: (2023)

Attribution Methods in Asset Pricing: Do They Account for Risk?
por: Chen, Dangxing, et al.
Publicado: (2024)

The Role of Deep Learning in Financial Asset Management: A Systematic Review
por: Reis, Pedro, et al.
Publicado: (2025)

To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
por: Bosi, Stefano, et al.
Publicado: (2025)

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
por: Ter-Avanesov, Boris, et al.
Publicado: (2024)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
por: Cheng, Qishuo, et al.
Publicado: (2024)

Randomized Control in Performance Analysis and Empirical Asset Pricing
por: Bachelard, Cyril, et al.
Publicado: (2024)

Pricing Barrier Options with DeepBSDEs
por: Ganesan, Narayan, et al.
Publicado: (2020)

Machine Learning Methods for Pricing Financial Derivatives
por: Fan, Lei, et al.
Publicado: (2024)

Application of Deep Learning for Factor Timing in Asset Management
por: Panda, Prabhu Prasad, et al.
Publicado: (2024)

Deep Learning Option Pricing with Market Implied Volatility Surfaces
por: Ding, Lijie, et al.
Publicado: (2025)

Dynamic Asset Pricing: Integrating FinBERT-Based Sentiment Quantification with the Fama--French Five-Factor Model
por: Zhang, Chi
Publicado: (2025)

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
por: Guseynov, Nikita, et al.
Publicado: (2026)

Quantitative Fundamental Theorem of Asset Pricing
por: Beatrice Acciaio, et al.
Publicado: (2025)

Quantum Computing for Multi Period Asset Allocation
por: Sun, Queenie, et al.
Publicado: (2024)

Dynamic Asset Pricing Theory for Life Contingent Risks
por: Ling, Patrick
Publicado: (2025)

Accounting for Asset Pricing Factors
por: Stephen Penman, et al.
Publicado: (2025)

A Deep Learning Framework for Medium-Term Covariance Forecasting in Multi-Asset Portfolios
por: Reis, Pedro, et al.
Publicado: (2025)

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
por: Sharma, Anil, et al.
Publicado: (2024)

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models
por: Samet, Michael, et al.
Publicado: (2022)

Tokenized but Illiquid? Evidence from Real-World Asset Markets
por: Mafrur, Rischan
Publicado: (2026)

Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels
por: Chen, Zhang, et al.
Publicado: (2026)

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

Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets
por: Mafrur, Rischan, et al.
Publicado: (2026)

Intraday Battery Dispatch for Hybrid Renewable Energy Assets
por: Aung, Thiha, et al.
Publicado: (2025)

Financial Relativity: An Information-Geometric Interpretation of Asset Pricing
por: Lin, Li
Publicado: (2026)

Emoji Driven Crypto Assets Market Reactions
por: Zuo, Xiaorui, et al.
Publicado: (2024)

Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
por: Gomes, Pedro Duarte
Publicado: (2024)

A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
por: Zhuang, Jirong, et al.
Publicado: (2023)

Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets
por: Yu, Runyao, et al.
Publicado: (2026)

Three Remarks On Asset Pricing
por: Olkhov, Victor
Publicado: (2021)

An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model
por: Sarkar, Anindya, et al.
Publicado: (2025)

Common Idiosyncratic Quantile Factors and Asset Prices
por: Barunik, Jozef, et al.
Publicado: (2022)

Unifying Market Microstructure and Dynamic Asset Pricing
por: Lauria, Davide, et al.
Publicado: (2023)

Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?
por: Milyushkov, Georgy
Publicado: (2025)

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
por: Handal, Rushikesh, et al.
Publicado: (2024)