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Bibliographic Details
Main Authors:	Sadeghi, Agathe, Feinstein, Zachary
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Dynamical Systems Trading and Market Microstructure 91G80, 90C39 G.1.6; I.6.3
Online Access:	https://arxiv.org/abs/2602.12104
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Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics
by: Zhang, Jian'an
Published: (2025)

Automated Market Makers for Decentralized Finance (DeFi)
by: Wang, Yongge
Published: (2020)

Ergodic optimal liquidations in DeFi
by: Cao, Jialun, et al.
Published: (2024)

RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays
by: Duflot, Enzo, et al.
Published: (2025)

The Support and Resistance Line Method: An Analysis via Optimal Stopping
by: Henderson, Vicky, et al.
Published: (2021)

Liquidity provision of utility indifference type in decentralized exchanges
by: Fukasawa, Masaaki, et al.
Published: (2025)

Large Language Models and Stock Investing: Is the Human Factor Required?
by: Crisostomo, Ricardo, et al.
Published: (2026)

Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge
by: Zhang, Jian'an
Published: (2025)

Explicit Signal-Adaptive Sequential Optimal Execution Quotes
by: Yu, Fenghui
Published: (2026)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by: Palmari, Gianluca, et al.
Published: (2024)

Push-response anomalies in high-frequency S&P 500 price series
by: Vlasiuk, Dmitrii, et al.
Published: (2025)

Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
by: Deep, Gagan, et al.
Published: (2025)

Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)

Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market
by: Peng, Ying, et al.
Published: (2025)

Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
by: Zhang, Jian'an
Published: (2025)

A theory of passive market impact
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024)

Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
by: Chatziandreou, Konstantinos, et al.
Published: (2025)

Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
by: Nechepurenko, Maksym
Published: (2026)

All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
by: Lee, Roger
Published: (2023)

FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management
by: Zhang, Jian'an
Published: (2025)

Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
by: Yang, Quechen
Published: (2024)

High-Frequency Analysis of a Trading Game with Transient Price Impact
by: Nutz, Marcel, et al.
Published: (2025)

Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
by: Saggu, Aman, et al.
Published: (2024)

Growth rate of liquidity provider's wealth in G3Ms
by: Lee, Cheuk Yin, et al.
Published: (2024)

The Omniscient, yet Lazy, Investor
by: Halkiewicz, Stanisław M. S.
Published: (2025)

Anomalous diffusion and price impact in the fluid-limit of an order book
by: Diana, Derick, et al.
Published: (2023)

FX Market Making with Internal Liquidity
by: Barzykin, Alexander, et al.
Published: (2025)

An Algebraic Framework for the Modeling of Limit Order Books
by: Bleher, Johannes, et al.
Published: (2024)

How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
by: Ng, Hunter
Published: (2024)

Optimal Liquidation with Signals: the General Propagator Case
by: Jaber, Eduardo Abi, et al.
Published: (2022)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
by: Bichuch, Maxim, et al.
Published: (2022)

Optimal Portfolio Choice with Cross-Impact Propagators
by: Jaber, Eduardo Abi, et al.
Published: (2024)

Fredholm Approach to Nonlinear Propagator Models
by: Jaber, Eduardo Abi, et al.
Published: (2025)

Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
by: Yoshida, Naohiro
Published: (2026)

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making
by: Feys, Frank M. V.
Published: (2026)

RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs
by: Anchuri, Pranay
Published: (2026)

Decentralized Prediction Markets and Sports Books
by: Amini, Hamed, et al.
Published: (2023)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)

Dynamics of Liquidity Surfaces in Uniswap v3
by: Risk, Jimmy, et al.
Published: (2025)

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// Anecdotal testing Today and Yesterday seems to indicate destroy() // is called by the garbage collector and everything is good. // Something to keep in mind though. return 0; } /** * Write function that is called when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ public function write($sessId, $data): bool { if ($this->writesDisabled) { return true; } return $this->saveSession($sessId, $data); } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ abstract protected function saveSession($sessId, $data): bool; }

* * @return void */ public function writeClose() { // The assumption is that we're using PHP's ext/session. // session_write_close() will actually overwrite $_SESSION with an // empty array on completion -- which leads to a mismatch between what // is in the storage object and $_SESSION. To get around this, we // temporarily reset $_SESSION to an array, and then re-link it to // the storage object. // // Additionally, while you _can_ write to $_SESSION following a // session_write_close() operation, no changes made to it will be // flushed to the session handler. As such, we now mark the storage // object isImmutable. $storage = $this->getStorage(); if (! $storage->isImmutable()) { $_SESSION = $storage->toArray(true); session_write_close(); $storage->fromArray($_SESSION); $storage->markImmutable(); } } /** * Attempt to set the session name * * If the session has already been started, or if the name provided fails * validation, an exception will be raised. * * @param string $name * @return SessionManager * @throws Exception\InvalidArgumentException */ public function setName($name) { if ($this->sessionExists()) { throw new Exception\InvalidArgumentException( 'Cannot set session name after a session has already started'

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