Imagen de Portada

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Siemiatkowski, Adam L., Zhirnov, Victor, Yellai, Kashyap, Bein, Gabriella, Zimmerman, Terresa
Formato:	Preprint
Publicado:	2026
Materias:	Computational Finance General Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo
por: Huo, Jiawei
Publicado: (2023)

Market-Based Price Autocorrelation
por: Olkhov, Victor
Publicado: (2022)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
por: Du, Yimin, et al.
Publicado: (2025)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
por: Shin, Useong
Publicado: (2026)

Market-Based Variance of Market Portfolio and of Entire Market
por: Olkhov, Victor
Publicado: (2025)

The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
por: Neupane, Krishna
Publicado: (2026)

Market-Based Asset Price Probability
por: Olkhov, Victor
Publicado: (2022)

Market-Based "Actual" Returns of Investors
por: Olkhov, Victor
Publicado: (2023)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
por: Kikuchi, Tatsuru
Publicado: (2024)

Three-Currency HJM for Brazilian Credit Markets
por: Coelho, Raphael
Publicado: (2026)

Systemic Risk in the European Insurance Sector
por: Bonaccolto, Giovanni, et al.
Publicado: (2025)

Do Activists Align with Larger Mutual Funds?
por: Jha, Manish
Publicado: (2024)

Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
por: Olkhov, Victor
Publicado: (2023)

Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
por: Das, Arijit, et al.
Publicado: (2024)

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

Decentralized Token Economy Theory (DeTEcT)
por: Sadykhov, Rem, et al.
Publicado: (2023)

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

Impacts of Economic Policies on Wealth Distribution in Token Economies
por: Sadykhov, Rem, et al.
Publicado: (2026)

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

Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets
por: Meng, Shuchen, et al.
Publicado: (2026)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
por: Lopez-Lira, Alejandro
Publicado: (2025)

Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets
por: Panda, Kapil
Publicado: (2023)

Neural Jumps for Option Pricing
por: Zheng, Duosi, et al.
Publicado: (2025)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
por: Halperin, Igor
Publicado: (2025)

Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
por: Khubiev, Kasymkhan, et al.
Publicado: (2025)

An Explicit Solution to Black-Scholes Implied Volatility
por: Schadner, Wolfgang
Publicado: (2026)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
por: Olkhov, Victor
Publicado: (2024)

Language of Persuasion and Misrepresentation in Business Communication: A Textual Detection Approach
por: Hossen, Sayem, et al.
Publicado: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
por: Zhang, Weikang, et al.
Publicado: (2025)

Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
por: Serafini, Simone, et al.
Publicado: (2025)

Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
por: Borman, Harris, et al.
Publicado: (2024)

Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
por: Olkhov, Victor
Publicado: (2024)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
por: Hirsch, Simon, et al.
Publicado: (2023)

FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports
por: Zafar, Muhammad Bilal
Publicado: (2025)

Monte-Carlo Option Pricing in Quantum Parallel
por: Scriba, Robert, et al.
Publicado: (2025)

ChatGPT as a Time Capsule: The Limits of Price Discovery
por: Lehner, Sebastian, et al.
Publicado: (2026)

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

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
por: Våle, Oskar, et al.
Publicado: (2026)

Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans
por: Medina-Olivares, Victor, et al.
Publicado: (2023)

FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification
por: Lefort, Baptiste, et al.
Publicado: (2025)