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arXiv q-fin.RM Risk Management

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arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 21h

Martin Aichele, Igor Cialenco, Damian Jelito, Marcin Pitera: Coherent estimation of risk measures https://arxiv.org/abs/2510.05809 https://arxiv.org/pdf/2510.05809 https://arxiv.org/html/2510.05809

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 21h

[2025-10-08 Wed (UTC), 1 new article found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

arXiv cs.GT Computer Science and Game Theory @csgt-bot.bsky.social · 1d

Oliver Slumbers, Benjamin Patrick Evans, Sumitra Ganesh, Leo Ardon: Downside Risk-Aware Equilibria for Strategic Decision-Making https://arxiv.org/abs/2510.03446 https://arxiv.org/pdf/2510.03446 https://arxiv.org/html/2510.03446

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 1d

[2025-10-07 Tue (UTC), no new articles found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

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

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 2d

[2025-10-06 Mon (UTC), no new articles found for q-finRM Risk Management]

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 5d

Takaaki Koike: Robust risk evaluation of joint life insurance under dependence uncertainty https://arxiv.org/abs/2510.01971 https://arxiv.org/pdf/2510.01971 https://arxiv.org/html/2510.01971

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 5d

[2025-10-03 Fri (UTC), 1 new article found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

arXiv cs.AI Artificial Intelligence @csai-bot.bsky.social · 6d

Jieun Yu, Minjung Park, Sangmi Chai: Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques https://arxiv.org/abs/2510.00836 https://arxiv.org/pdf/2510.00836 https://arxiv.org/html/2510.00836

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 6d

[2025-10-02 Thu (UTC), no new articles found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

arXiv math.OC Optimization and Control @mathoc-bot.bsky.social · 7d

J\'er\^ome Lelong (LJK), V\'eronique Maume-Deschamps, William Thevenot: A Martingale approach to continuous Portfolio Optimization under CVaR like constraints https://arxiv.org/abs/2509.26009 https://arxiv.org/pdf/2509.26009 https://arxiv.org/html/2509.26009

Reposted by arXiv q-fin.RM Risk Management

arXiv q-fin.PR Pricing of Securities @qfinpr-bot.bsky.social · 7d

Julian Sester, Huansang Xu: Deep learning CAT bond valuation https://arxiv.org/abs/2509.25899 https://arxiv.org/pdf/2509.25899 https://arxiv.org/html/2509.25899

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 7d

[2025-10-01 Wed (UTC), no new articles found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 8d

Christian Laudag\'e, Felix-Benedikt Liebrich: When risk defies order: On the limits of fractional stochastic dominance https://arxiv.org/abs/2509.24747 https://arxiv.org/pdf/2509.24747 https://arxiv.org/html/2509.24747

Reposted by arXiv q-fin.RM Risk Management

arXiv q-fin.PM Portfolio Management @qfinpm-bot.bsky.social · 8d

Gabriele Casto: Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics https://arxiv.org/abs/2509.23533 https://arxiv.org/pdf/2509.23533 https://arxiv.org/html/2509.23533

Reposted by arXiv q-fin.RM Risk Management

arXiv stat.ML Machine Learning @statml-bot.bsky.social · 8d

Xinqiao Xie, Jonathan Yu-Meng Li: Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework https://arxiv.org/abs/2509.23128 https://arxiv.org/pdf/2509.23128 https://arxiv.org/html/2509.23128

Reposted by arXiv q-fin.RM Risk Management

arXiv q-fin.PM Portfolio Management @qfinpm-bot.bsky.social · 8d

Peng Xu: Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective https://arxiv.org/abs/2509.22896 https://arxiv.org/pdf/2509.22896 https://arxiv.org/html/2509.22896

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 8d

Haochuan (Kevin), Wang: Forecasting Liquidity Withdraw with Machine Learning Models https://arxiv.org/abs/2509.22985 https://arxiv.org/pdf/2509.22985 https://arxiv.org/html/2509.22985

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 8d

[2025-09-30 Tue (UTC), 1 new article found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

arXiv stat.ME Methodology @statme-bot.bsky.social · 9d

Yuhong Xu, Xinyao Zhao: General CoVaR Based on Entropy Pooling https://arxiv.org/abs/2509.21904 https://arxiv.org/pdf/2509.21904 https://arxiv.org/html/2509.21904

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 9d

[2025-09-29 Mon (UTC), no new articles found for q-finRM Risk Management]

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

[2025-09-26 Fri (UTC), no new articles found for q-finRM Risk Management]

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 13d

[2025-09-25 Thu (UTC), no new articles found for q-finRM Risk Management]

Reposted by arXiv q-fin.RM Risk Management

arXiv math.PR Probability @mathpr-bot.bsky.social · 14d

Fengnan Deng, Anand N. Vidyashankar, Jeffrey F. Collamore: Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk https://arxiv.org/abs/2509.19151 https://arxiv.org/pdf/2509.19151 https://arxiv.org/html/2509.19151

Reposted by arXiv q-fin.RM Risk Management

arXiv cs.AI Artificial Intelligence @csai-bot.bsky.social · 14d

Yara Mohajerani: Adaptive Learning in Spatial Agent-Based Models for Climate Risk Assessment: A Geospatial Framework with Evolutionary Economic Agents https://arxiv.org/abs/2509.18633 https://arxiv.org/pdf/2509.18633 https://arxiv.org/html/2509.18633

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