:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Kuang, Xiaoting, Lin, Boken
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance
Acceso en línea:	https://arxiv.org/abs/2512.01123
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

High-Frequency Options Trading | With Portfolio Optimization
por: Bhatia, Sid
Publicado: (2024)

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

Data-driven Approach for Static Hedging of Exchange Traded Options
por: Dhandapani, Vikranth Lokeshwar, et al.
Publicado: (2023)

Designing On-Chain Options: Amortizing Perpetual Options
por: Bichuch, Maxim, et al.
Publicado: (2026)

Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
por: Yun, Suyeol
Publicado: (2024)

Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
por: Pillai, Varun Narayan Kannan, et al.
Publicado: (2026)

TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents
por: Li, Minghan, et al.
Publicado: (2026)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
por: Zhang, Wenxuan, et al.
Publicado: (2026)

Neural Term Structure of Additive Process for Option Pricing
por: Lin, Jimin, et al.
Publicado: (2024)

Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
por: Maneesoonthorn, Worapree, et al.
Publicado: (2024)

American Call Options Pricing With Modular Neural Networks
por: Unnikrishnan, Ananya
Publicado: (2024)

Shallow Representation of Option Implied Information
por: Lin, Jimin
Publicado: (2026)

Decision Trees for Intuitive Intraday Trading Strategies
por: Naga, Prajwal, et al.
Publicado: (2024)

MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
por: Ter-Avanesov, Boris, et al.
Publicado: (2024)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
por: Rahman, Abdul, et al.
Publicado: (2024)

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading
por: Wang, Yueyi, et al.
Publicado: (2025)

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

Option Pricing with Convolutional Kolmogorov-Arnold Networks
por: Li, Zeyuan, et al.
Publicado: (2024)

Deep Learning for Options Trading: An End-To-End Approach
por: Tan, Wee Ling, et al.
Publicado: (2024)

Deep Reinforcement Learning Algorithms for Option Hedging
por: Neagu, Andrei, et al.
Publicado: (2025)

Stochastic Expansion for the Pricing of Asian and Basket Options
por: Floc'h, Fabien Le
Publicado: (2024)

SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
por: Buehler, Hans, et al.
Publicado: (2026)

Boosting Binomial Exotic Option Pricing with Tensor Networks
por: van Damme, Maarten, et al.
Publicado: (2025)

INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
por: Li, Haohang, et al.
Publicado: (2024)

Noise, Adaptation, and Strategy: Assessing LLM Fidelity in Decision-Making
por: Feng, Yuanjun, et al.
Publicado: (2025)

Pricing American Parisian Options under General Time-Inhomogeneous Markov Models
por: Liu, Yuhao, et al.
Publicado: (2025)

Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
por: Mohanty, Hardhik, et al.
Publicado: (2025)

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

Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
por: Mengara, Orson
Publicado: (2024)

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
por: He, Jian, et al.
Publicado: (2025)

Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
por: Zaugg, Nicola F., et al.
Publicado: (2024)

Finance-Informed Neural Network: Learning the Geometry of Option Pricing
por: Aboussalah, Amine M., et al.
Publicado: (2024)

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
por: Hao, Nicole, et al.
Publicado: (2024)

Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization
por: Mengara, Orson
Publicado: (2024)

Pricing Lookback Options on a Quantum Computer
por: Paquette, Florence, et al.
Publicado: (2026)

Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations
por: Zhang, Wenxuan, et al.
Publicado: (2025)

American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework
por: Shah, Roshan
Publicado: (2025)

Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices
por: Floc'h, Fabien Le
Publicado: (2025)

Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
por: Tu, Yun-Feng, et al.
Publicado: (2025)

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
por: Yu, Haoyang, et al.
Publicado: (2023)