:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	CHA, JINHO
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	https://arxiv.org/abs/2509.14080
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Bayesian Drift-Diffusion Model of Schachter-Singer's Two Factor Theory of Emotion
by: Ying, Lance, et al.
Published: (2024)

Markov-Functional Models with Local Drift
by: Zhou, ShengQuan
Published: (2024)

Domain-Decomposed Lagrangian Data Assimilation for Drifting Sea-Ice Floe Dynamics
by: Li, Danyang, et al.
Published: (2026)

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)

Decentralized Token Economy Theory (DeTEcT)
by: Sadykhov, Rem, et al.
Published: (2023)

Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
by: Choudhary, Himanshu, et al.
Published: (2025)

Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)

Structure-Aware Antibody Design with Affinity-Optimized Inverse Folding
by: Zhao, Xinyan, et al.
Published: (2025)

Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)

Portfolio Optimization under Recursive Utility via Reinforcement Learning
by: Chang, Minkey
Published: (2026)

Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
by: Yang, Xuwei, et al.
Published: (2023)

Efficient Road Renovation Scheduling under Uncertainty using Lower Bound Pruning
by: Bosch, Robbert, et al.
Published: (2026)

DeTEcT: Dynamic and Probabilistic Parameters Extension
by: Sadykhov, Rem, et al.
Published: (2024)

Optimal Annuitization Time under a Mortality Shock
by: Buttarazzi, Matteo
Published: (2026)

Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications
by: Garcia-Medina, Andres
Published: (2025)

No-Regret Learning for Stackelberg Equilibrium Computation in Newsvendor Pricing Games
by: Liu, Larkin, et al.
Published: (2024)

Differentiation Strategies for Acoustic Inverse Problems: Admittance Estimation and Shape Optimization
by: Borrel-Jensen, Nikolas, et al.
Published: (2025)

An Efficient Bayesian Framework for Inverse Problems via Optimization and Inversion: Surrogate Modeling, Parameter Inference, and Uncertainty Quantification
by: Chiappetta, Mihaela, et al.
Published: (2026)

Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty
by: Cha, Jinho, et al.
Published: (2025)

Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
by: Li, Jingyuan, et al.
Published: (2025)

Resource-Bounded Type Theory: Compositional Cost Analysis via Graded Modalities
by: Mannucci, Mirco A., et al.
Published: (2025)

The Dynamic Persistence of Economic Shocks
by: Barunik, Jozef, et al.
Published: (2023)

An Efficient PGD Solver for Structural Dynamics Applications
by: Vella, Clément, et al.
Published: (2024)

Unsupervised Incremental Learning with Dual Concept Drift Detection for Identifying Anomalous Sequences
by: Li, Jin, et al.
Published: (2024)

Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach
by: Cha, Jinho, et al.
Published: (2025)

On Drift Induced by Local Transition Asymmetry in Combinatorial State Spaces
by: Ishizaki, Fumio
Published: (2026)

An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
by: Farzinnia, Arsham, et al.
Published: (2024)

Resource-Bounded Martin-Löf Type Theory: Compositional Cost Analysis for Dependent Types
by: Mannucci, Mirco A., et al.
Published: (2026)

Optimizing Order Dispatch Decisions under Delivery Window Constraints
by: Aram, Khalid Y.
Published: (2024)

Inverse designing surface curvatures by deep learning
by: Guo, Yaqi, et al.
Published: (2023)

Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach
by: Mukhia, Kundan, et al.
Published: (2026)

Formation of Optimal Interbank Networks under Liquidity Shocks
by: Rigobon, Daniel E., et al.
Published: (2022)

Intelligent Optimization of Mine Environmental Damage Assessment and Repair Strategies Based on Deep Learning
by: Cheng, Qishuo
Published: (2024)

Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by: Huang, Jimin, et al.
Published: (2024)

Inverse Reinforcement Learning via Convex Optimization
by: Zhu, Hao, et al.
Published: (2025)

Option pricing model under the G-expectation framework
by: Pei, Ziting, et al.
Published: (2026)

Deep Inverse Rosenblatt Transport for Structural Reliability Analysis
by: Tyagi, Aryan, et al.
Published: (2025)

Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
by: Tu, Yun-Feng, 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)

CM-GAI: Continuum Mechanistic Generative Artificial Intelligence Theory for Data Dynamics
by: Tang, Shan, et al.
Published: (2026)