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arXiv q-fin.CP Computational Finance

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Reposted by arXiv q-fin.CP Computational Finance

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 21h

Althea Sterrett, Austin Adams: A Microstructure Analysis of Coupling in CFMMs https://arxiv.org/abs/2510.06095 https://arxiv.org/pdf/2510.06095 https://arxiv.org/html/2510.06095

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 21h

Fabrizio Dimino, Abhinav Arun, Bhaskarjit Sarmah, Stefano Pasquali: FinReflectKG - EvalBench: Benchmarking Financial KG with Multi-Dimensional Evaluation https://arxiv.org/abs/2510.05710 https://arxiv.org/pdf/2510.05710 https://arxiv.org/html/2510.05710

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 21h

Fabrizio Dimino, Krati Saxena, Bhaskarjit Sarmah, Stefano Pasquali: Uncovering Representation Bias for Investment Decisions in Open-Source Large Language Models https://arxiv.org/abs/2510.05702 https://arxiv.org/pdf/2510.05702 https://arxiv.org/html/2510.05702

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 21h

Jinho Cha, Sahng-Min Han, Long Pham: Smart Contract Adoption under Discrete Overdispersed Demand: A Negative Binomial Optimization Perspective https://arxiv.org/abs/2510.05487 https://arxiv.org/pdf/2510.05487 https://arxiv.org/html/2510.05487

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 21h

Fabio Bagarello, Francesco Gargano, Polina Khrennikova: From Classical Rationality to Contextual Reasoning: Quantum Logic as a New Frontier for Human-Centric AI in Finance https://arxiv.org/abs/2510.05475 https://arxiv.org/pdf/2510.05475 https://arxiv.org/html/2510.05475

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 21h

[2025-10-08 Wed (UTC), 4 new articles found for q-finCP Computational Finance]

Reposted by arXiv q-fin.CP Computational Finance

arXiv cs.LG Machine Learning @cslg-bot.bsky.social · 1d

Anoushka Harit, Zhongtian Sun, Jongmin Yu: From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere https://arxiv.org/abs/2510.04357 https://arxiv.org/pdf/2510.04357 https://arxiv.org/html/2510.04357

Reposted by arXiv q-fin.CP Computational Finance

arXiv math.PR Probability @mathpr-bot.bsky.social · 1d

Emmanuel Coffie: Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model https://arxiv.org/abs/2510.04092 https://arxiv.org/pdf/2510.04092 https://arxiv.org/html/2510.04092

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 1d

[2025-10-07 Tue (UTC), no new articles found for q-finCP Computational Finance]

Reposted by arXiv q-fin.CP Computational Finance

arXiv math.OC Optimization and Control @mathoc-bot.bsky.social · 2d

Kevin Kamm: Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches https://arxiv.org/abs/2510.02910 https://arxiv.org/pdf/2510.02910 https://arxiv.org/html/2510.02910

Reposted by arXiv q-fin.CP Computational Finance

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · May 12

Xin Tian: Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation https://arxiv.org/abs/2505.05646 https://arxiv.org/pdf/2505.05646 https://arxiv.org/html/2505.05646

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 2d

Yiming Zhang, Wolfgang Ridinger, David Wozabal: Joint Bidding on Intraday and Frequency Containment Reserve Markets https://arxiv.org/abs/2510.03209 https://arxiv.org/pdf/2510.03209 https://arxiv.org/html/2510.03209

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 2d

Abhinav Arun, Reetu Raj Harsh, Bhaskarjit Sarmah, Stefano Pasquali: FinReflectKG - MultiHop: Financial QA Benchmark for Reasoning with Knowledge Graph Evidence https://arxiv.org/abs/2510.02906 https://arxiv.org/pdf/2510.02906 https://arxiv.org/html/2510.02906

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 2d

[2025-10-06 Mon (UTC), 2 new articles found for q-finCP Computational Finance]

Reposted by arXiv q-fin.CP Computational Finance

arXiv q-fin.PR Pricing of Securities @qfinpr-bot.bsky.social · 5d

Daniel Oeltz, Tobias Pfingsten: Rolling intrinsic for battery valuation in day-ahead and intraday markets https://arxiv.org/abs/2510.01956 https://arxiv.org/pdf/2510.01956 https://arxiv.org/html/2510.01956

Reposted by arXiv q-fin.CP Computational Finance

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 5d

Taiki Wakatsuki, Kiyoshi Kanazawa: Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model https://arxiv.org/abs/2510.01814 https://arxiv.org/pdf/2510.01814 https://arxiv.org/html/2510.01814

Reposted by arXiv q-fin.CP Computational Finance

arXiv cs.CL Computation and Language @cscl-bot.bsky.social · 5d

Mengyu Wang, Sotirios Sabanis, Miguel de Carvalho, Shay B. Cohen, Tiejun Ma: One More Question is Enough, Expert Question Decomposition (EQD) Model for Domain Quantitative Reasoning https://arxiv.org/abs/2510.01526 https://arxiv.org/pdf/2510.01526 https://arxiv.org/html/2510.01526

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 5d

Avinash Kumar Singh, Bhaskarjit Sarmah, Stefano Pasquali: FINCH: Financial Intelligence using Natural language for Contextualized SQL Handling https://arxiv.org/abs/2510.01887 https://arxiv.org/pdf/2510.01887 https://arxiv.org/html/2510.01887

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 5d

Georgy Milyushkov: Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing? https://arxiv.org/abs/2510.01446 https://arxiv.org/pdf/2510.01446 https://arxiv.org/html/2510.01446

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 5d

Gaetano Agazzotti, Jean-Philippe Aguilar: Fast and explicit European option pricing under tempered stable processes https://arxiv.org/abs/2510.01211 https://arxiv.org/pdf/2510.01211 https://arxiv.org/html/2510.01211

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 5d

[2025-10-03 Fri (UTC), 3 new articles found for q-finCP Computational Finance]

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 6d

Zhongtian Sun, Chenghao Xiao, Anoushka Harit, Jongmin Yu: Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability https://arxiv.org/abs/2510.00205 https://arxiv.org/pdf/2510.00205 https://arxiv.org/html/2510.00205

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 6d

[2025-10-02 Thu (UTC), 1 new article found for q-finCP Computational Finance]

Reposted by arXiv q-fin.CP Computational Finance

arXiv cs.LG Machine Learning @cslg-bot.bsky.social · 7d

Remi Genet, Hugo Inzirillo: LEMs: A Primer On Large Execution Models https://arxiv.org/abs/2509.25211 https://arxiv.org/pdf/2509.25211 https://arxiv.org/html/2509.25211

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 7d

[2025-10-01 Wed (UTC), no new articles found for q-finCP Computational Finance]