arXiv q-fin.CP Computational Finance
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Reposted by arXiv q-fin.CP Computational Finance
Jinjun Liu, Ming-Yen Cheng: Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach https://arxiv.org/abs/2601.04608 https://arxiv.org/pdf/2601.04608 https://arxiv.org/html/2601.04608
January 9, 2026 at 6:51 AM
Jinjun Liu, Ming-Yen Cheng: Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach https://arxiv.org/abs/2601.04608 https://arxiv.org/pdf/2601.04608 https://arxiv.org/html/2601.04608
Zakaria, Jerinsh, Maier, Krauss, Pasquali, Mehta: Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns https://arxiv.org/abs/2601.04896 https://arxiv.org/pdf/2601.04896 https://arxiv.org/html/2601.04896
January 9, 2026 at 6:51 AM
Zakaria, Jerinsh, Maier, Krauss, Pasquali, Mehta: Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns https://arxiv.org/abs/2601.04896 https://arxiv.org/pdf/2601.04896 https://arxiv.org/html/2601.04896
Jack Fanshawe, Rumi Masih, Alexander Cameron: Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network https://arxiv.org/abs/2601.04602 https://arxiv.org/pdf/2601.04602 https://arxiv.org/html/2601.04602
January 9, 2026 at 6:51 AM
Jack Fanshawe, Rumi Masih, Alexander Cameron: Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network https://arxiv.org/abs/2601.04602 https://arxiv.org/pdf/2601.04602 https://arxiv.org/html/2601.04602
[2026-01-09 Fri (UTC), 2 new articles found for q-finCP Computational Finance]
January 9, 2026 at 6:51 AM
[2026-01-09 Fri (UTC), 2 new articles found for q-finCP Computational Finance]
Reposted by arXiv q-fin.CP Computational Finance
Yuechen Jiang, et al.: All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection https://arxiv.org/abs/2601.04160 https://arxiv.org/pdf/2601.04160 https://arxiv.org/html/2601.04160
January 8, 2026 at 6:32 AM
Yuechen Jiang, et al.: All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection https://arxiv.org/abs/2601.04160 https://arxiv.org/pdf/2601.04160 https://arxiv.org/html/2601.04160
Julien Hok, \'Alvaro Leitao: Quantum computing for multidimensional option pricing: End-to-end pipeline https://arxiv.org/abs/2601.04049 https://arxiv.org/pdf/2601.04049 https://arxiv.org/html/2601.04049
January 8, 2026 at 6:51 AM
Julien Hok, \'Alvaro Leitao: Quantum computing for multidimensional option pricing: End-to-end pipeline https://arxiv.org/abs/2601.04049 https://arxiv.org/pdf/2601.04049 https://arxiv.org/html/2601.04049
[2026-01-08 Thu (UTC), 1 new article found for q-finCP Computational Finance]
January 8, 2026 at 6:51 AM
[2026-01-08 Thu (UTC), 1 new article found for q-finCP Computational Finance]
Jeonggyu Huh, Hyeng Keun Koo: Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection https://arxiv.org/abs/2601.03175 https://arxiv.org/pdf/2601.03175 https://arxiv.org/html/2601.03175
January 7, 2026 at 6:51 AM
Jeonggyu Huh, Hyeng Keun Koo: Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection https://arxiv.org/abs/2601.03175 https://arxiv.org/pdf/2601.03175 https://arxiv.org/html/2601.03175
[2026-01-07 Wed (UTC), 1 new article found for q-finCP Computational Finance]
January 7, 2026 at 6:51 AM
[2026-01-07 Wed (UTC), 1 new article found for q-finCP Computational Finance]
Reposted by arXiv q-fin.CP Computational Finance
Haibo Wang, Jun Huang, Lutfu S Sua, Jaime Ortiz, Jinshyang Roan, Bahram Alidaee: Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects https://arxiv.org/abs/2601.01783 https://arxiv.org/pdf/2601.01783 https://arxiv.org/html/2601.01783
January 6, 2026 at 6:35 AM
Haibo Wang, Jun Huang, Lutfu S Sua, Jaime Ortiz, Jinshyang Roan, Bahram Alidaee: Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects https://arxiv.org/abs/2601.01783 https://arxiv.org/pdf/2601.01783 https://arxiv.org/html/2601.01783
Reposted by arXiv q-fin.CP Computational Finance
Dohyun Ahn, Huiyi Chen, Lewen Zheng: Wasserstein Distributionally Robust Rare-Event Simulation https://arxiv.org/abs/2601.01642 https://arxiv.org/pdf/2601.01642 https://arxiv.org/html/2601.01642
January 6, 2026 at 6:53 AM
Dohyun Ahn, Huiyi Chen, Lewen Zheng: Wasserstein Distributionally Robust Rare-Event Simulation https://arxiv.org/abs/2601.01642 https://arxiv.org/pdf/2601.01642 https://arxiv.org/html/2601.01642
Reposted by arXiv q-fin.CP Computational Finance
Mara Kalicanin Dimitrov, Marko Dimitrov, Anatoliy Malyarenko, Ying Ni: Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing https://arxiv.org/abs/2601.00815 https://arxiv.org/pdf/2601.00815 https://arxiv.org/html/2601.00815
January 6, 2026 at 6:52 AM
Mara Kalicanin Dimitrov, Marko Dimitrov, Anatoliy Malyarenko, Ying Ni: Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing https://arxiv.org/abs/2601.00815 https://arxiv.org/pdf/2601.00815 https://arxiv.org/html/2601.00815
[2026-01-06 Tue (UTC), no new articles found for q-finCP Computational Finance]
January 6, 2026 at 6:51 AM
[2026-01-06 Tue (UTC), no new articles found for q-finCP Computational Finance]
Reposted by arXiv q-fin.CP Computational Finance
Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine, Antero Eloranta, Andrei Sebyakin, Arsenii Valitov: Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum https://arxiv.org/abs/2601.00738 https://arxiv.org/pdf/2601.00738 https://arxiv.org/html/2601.00738
January 5, 2026 at 6:52 AM
Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine, Antero Eloranta, Andrei Sebyakin, Arsenii Valitov: Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum https://arxiv.org/abs/2601.00738 https://arxiv.org/pdf/2601.00738 https://arxiv.org/html/2601.00738
Reposted by arXiv q-fin.CP Computational Finance
Zongxiao Wu, Ran Liu, Jiang Dai, Dan Luo: Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction https://arxiv.org/abs/2601.00478 https://arxiv.org/pdf/2601.00478 https://arxiv.org/html/2601.00478
January 5, 2026 at 6:52 AM
Zongxiao Wu, Ran Liu, Jiang Dai, Dan Luo: Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction https://arxiv.org/abs/2601.00478 https://arxiv.org/pdf/2601.00478 https://arxiv.org/html/2601.00478
Lucas Arenstein, Michael Kastoryano: Full grid solution for multi-asset options pricing with tensor networks https://arxiv.org/abs/2601.00009 https://arxiv.org/pdf/2601.00009 https://arxiv.org/html/2601.00009
January 5, 2026 at 6:51 AM
Lucas Arenstein, Michael Kastoryano: Full grid solution for multi-asset options pricing with tensor networks https://arxiv.org/abs/2601.00009 https://arxiv.org/pdf/2601.00009 https://arxiv.org/html/2601.00009
[2026-01-05 Mon (UTC), 1 new article found for q-finCP Computational Finance]
January 5, 2026 at 6:51 AM
[2026-01-05 Mon (UTC), 1 new article found for q-finCP Computational Finance]
[2026-01-02 Fri (UTC), no new articles found for q-finCP Computational Finance]
January 2, 2026 at 6:56 AM
[2026-01-02 Fri (UTC), no new articles found for q-finCP Computational Finance]
Reposted by arXiv q-fin.CP Computational Finance
Chenguang Liu, Antonis Papapantoleon, Jasper Rou: Convergence of the generalization error for deep gradient flow methods for PDEs https://arxiv.org/abs/2512.25017 https://arxiv.org/pdf/2512.25017 https://arxiv.org/html/2512.25017
January 1, 2026 at 6:39 AM
Chenguang Liu, Antonis Papapantoleon, Jasper Rou: Convergence of the generalization error for deep gradient flow methods for PDEs https://arxiv.org/abs/2512.25017 https://arxiv.org/pdf/2512.25017 https://arxiv.org/html/2512.25017
Reposted by arXiv q-fin.CP Computational Finance
Xiang Gao, Cody Hyndman: Boundary error control for numerical solution of BSDEs by the convolution-FFT method https://arxiv.org/abs/2512.24714 https://arxiv.org/pdf/2512.24714 https://arxiv.org/html/2512.24714
January 1, 2026 at 6:39 AM
Xiang Gao, Cody Hyndman: Boundary error control for numerical solution of BSDEs by the convolution-FFT method https://arxiv.org/abs/2512.24714 https://arxiv.org/pdf/2512.24714 https://arxiv.org/html/2512.24714
Reposted by arXiv q-fin.CP Computational Finance
Alina Voronina, Oleksandr Romanko, Ruiwen Cao, Roy H. Kwon, Rafael Mendoza-Arriaga: Generative AI-enhanced Sector-based Investment Portfolio Construction https://arxiv.org/abs/2512.24526 https://arxiv.org/pdf/2512.24526 https://arxiv.org/html/2512.24526
January 1, 2026 at 6:51 AM
Alina Voronina, Oleksandr Romanko, Ruiwen Cao, Roy H. Kwon, Rafael Mendoza-Arriaga: Generative AI-enhanced Sector-based Investment Portfolio Construction https://arxiv.org/abs/2512.24526 https://arxiv.org/pdf/2512.24526 https://arxiv.org/html/2512.24526
Lucas A. Souza: Forward-Oriented Causal Observables for Non-Stationary Financial Markets https://arxiv.org/abs/2512.24621 https://arxiv.org/pdf/2512.24621 https://arxiv.org/html/2512.24621
January 1, 2026 at 6:51 AM
Lucas A. Souza: Forward-Oriented Causal Observables for Non-Stationary Financial Markets https://arxiv.org/abs/2512.24621 https://arxiv.org/pdf/2512.24621 https://arxiv.org/html/2512.24621
[2026-01-01 Thu (UTC), 1 new article found for q-finCP Computational Finance]
January 1, 2026 at 6:51 AM
[2026-01-01 Thu (UTC), 1 new article found for q-finCP Computational Finance]
[2025-12-31 Wed (UTC), no new articles found for q-finCP Computational Finance]
December 31, 2025 at 6:56 AM
[2025-12-31 Wed (UTC), no new articles found for q-finCP Computational Finance]
[2025-12-30 Tue (UTC), no new articles found for q-finCP Computational Finance]
December 30, 2025 at 6:51 AM
[2025-12-30 Tue (UTC), no new articles found for q-finCP Computational Finance]