:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Rovirosa, Jan, Schmolze, Jesse
Format:	Preprint
Published:	2026
Subjects:	Machine Learning Mathematical Finance
Online Access:	https://arxiv.org/abs/2605.04690
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Inspectable Neural Markov Models for Non-Stationary Time Series
by: Rovirosa, Jan, et al.
Published: (2026)

Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by: Zafeiriou, Theodoros, et al.
Published: (2024)

A Topological Approach to Parameterizing Deep Hedging Networks
by: Das, Alok, et al.
Published: (2025)

Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)

Neural and Time-Series Approaches for Pricing Weather Derivatives: Performance and Regime Adaptation Using Satellite Data
by: Tallarico, Marco Hening, et al.
Published: (2024)

Reinforcement Learning for Jump-Diffusions, with Financial Applications
by: Gao, Xuefeng, et al.
Published: (2024)

Time Series Foundation Models for Multivariate Financial Time Series Forecasting
by: Marconi, Ben A.
Published: (2025)

Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization
by: Alzahrani, Ali Atiah
Published: (2025)

Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
by: Buehler, Hans, et al.
Published: (2025)

Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)

Chaotic Hedging with Iterated Integrals and Neural Networks
by: Neufeld, Ariel, et al.
Published: (2022)

Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025)

Continuous-Time Reinforcement Learning for Asset-Liability Management
by: Huang, Yilie
Published: (2025)

Transfer Learning Across Fixed-Income Product Classes
by: Camenzind, Nicolas, et al.
Published: (2025)

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

Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage
by: Luo, Fusheng, et al.
Published: (2026)

Financial Fine-tuning a Large Time Series Model
by: Fu, Xinghong, et al.
Published: (2024)

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

Neural networks can detect model-free static arbitrage strategies
by: Neufeld, Ariel, et al.
Published: (2023)

Scalable Signature-Based Distribution Regression via Reference Sets
by: Alden, Andrew, et al.
Published: (2024)

Distributional Reinforcement Learning on Path-dependent Options
by: Özsoy, Ahmet Umur
Published: (2025)

Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by: Zhang, Fan, et al.
Published: (2026)

Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)

COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
by: Wang, Zian, et al.
Published: (2024)

Multi-Agent Reinforcement Learning for Greenhouse Gas Offset Credit Markets
by: Welsh, Liam, et al.
Published: (2025)

Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)

A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications
by: Molla, Hasib Uddin, et al.
Published: (2025)

Feature Selection with Annealing for Forecasting Financial Time Series
by: Pabuccu, Hakan, et al.
Published: (2023)

SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs
by: Wu, Xianglin, et al.
Published: (2025)

Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by: Bester, Tristan, et al.
Published: (2024)

Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
by: Cortesi, Federico Vittorio, et al.
Published: (2026)

SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)

Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026)

Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options
by: Woo, Jeechul, et al.
Published: (2018)

Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)

Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering
by: Luan, Qinmeng, et al.
Published: (2023)

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
by: Chang, Minkey, et al.
Published: (2026)

Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
by: Bloch, Daniel
Published: (2026)

Global universality via discrete-time signatures
by: Ceylan, Mihriban, et al.
Published: (2026)