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arXiv q-fin.ST Staitstical Finance

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Reposted by arXiv q-fin.ST Staitstical Finance

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.ST Staitstical Finance @qfinst-bot.bsky.social · 21h

[2025-10-08 Wed (UTC), no new articles found for q-finST Statistical Finance]

Reposted by arXiv q-fin.ST Staitstical Finance

arXiv stat.ML Machine Learning @statml-bot.bsky.social · 1d

Alexej Brauer, Paul Menzel: Gini-based Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing https://arxiv.org/abs/2510.04556 https://arxiv.org/pdf/2510.04556 https://arxiv.org/html/2510.04556

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 1d

Lesya Kolinets, Vygintas Gontis: Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients https://arxiv.org/abs/2510.04211 https://arxiv.org/pdf/2510.04211 https://arxiv.org/html/2510.04211

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 1d

Ava C. Blake, Nivika A. Gandhi, Anurag R. Jakkula: Improving S&P 500 Volatility Forecasting through Regime-Switching Methods https://arxiv.org/abs/2510.03236 https://arxiv.org/pdf/2510.03236 https://arxiv.org/html/2510.03236

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 1d

[2025-10-07 Tue (UTC), 2 new articles found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 2d

[2025-10-06 Mon (UTC), no new articles found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 5d

Lokesh Antony Kadiyala, Amir Mirzaeinia: Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs https://arxiv.org/abs/2510.01203 https://arxiv.org/pdf/2510.01203 https://arxiv.org/html/2510.01203

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 5d

[2025-10-03 Fri (UTC), 1 new article found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 6d

[2025-10-02 Thu (UTC), no new articles found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 7d

Munawar Ali, Purba Das, Qi Feng, Liyao Gao, Guang Lin: Noise estimation of SDE from a single data trajectory https://arxiv.org/abs/2509.25484 https://arxiv.org/pdf/2509.25484 https://arxiv.org/html/2509.25484

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 7d

[2025-10-01 Wed (UTC), 1 new article found for q-finST Statistical Finance]

Reposted by arXiv q-fin.ST Staitstical Finance

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

Yun Lin, Jiawei Lou, Jinghe Zhang: From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions https://arxiv.org/abs/2509.24144 https://arxiv.org/pdf/2509.24144 https://arxiv.org/html/2509.24144

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arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 8d

Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj, Philip Sommer, Riya Jain, Peter Chu, Dhagash Mehta: STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades https://arxiv.org/abs/2509.24151 https://arxiv.org/pdf/2509.24151 https://arxiv.org/html/2509.24151

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 8d

[2025-09-30 Tue (UTC), 1 new article found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 9d

[2025-09-29 Mon (UTC), no new articles found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 12d

[2025-09-26 Fri (UTC), no new articles found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 13d

Yifan He, Svetlozar Rachev: Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges https://arxiv.org/abs/2509.19663 https://arxiv.org/pdf/2509.19663 https://arxiv.org/html/2509.19663

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 13d

[2025-09-25 Thu (UTC), 1 new article found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 14d

W\k{a}torek, Bezbradica, Crane, Kwapie\'n, Dro\.zd\.z: Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market https://arxiv.org/abs/2509.18820 https://arxiv.org/pdf/2509.18820 https://arxiv.org/html/2509.18820

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 14d

[2025-09-24 Wed (UTC), 1 new article found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 15d

[2025-09-23 Tue (UTC), no new articles found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 16d

Ruslan Tepelyan: Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation https://arxiv.org/abs/2509.16137 https://arxiv.org/pdf/2509.16137 https://arxiv.org/html/2509.16137

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 16d

[2025-09-22 Mon (UTC), 1 new article found for q-finST Statistical Finance]

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 19d

[2025-09-19 Fri (UTC), no new articles found for q-finST Statistical Finance]