arXiv q-fin.RM Risk Management
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[2026-01-20 Tue (UTC), no new articles found for q-finRM Risk Management]
January 20, 2026 at 6:57 AM
[2026-01-20 Tue (UTC), no new articles found for q-finRM Risk Management]
Reposted by arXiv q-fin.RM Risk Management
Hansjoerg Albrecher, Nora Muler: Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target https://arxiv.org/abs/2601.11348 https://arxiv.org/pdf/2601.11348 https://arxiv.org/html/2601.11348
January 19, 2026 at 6:40 AM
Hansjoerg Albrecher, Nora Muler: Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target https://arxiv.org/abs/2601.11348 https://arxiv.org/pdf/2601.11348 https://arxiv.org/html/2601.11348
Reposted by arXiv q-fin.RM Risk Management
Jan Rosenzweig: Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data https://arxiv.org/abs/2601.11201 https://arxiv.org/pdf/2601.11201 https://arxiv.org/html/2601.11201
January 19, 2026 at 6:51 AM
Jan Rosenzweig: Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data https://arxiv.org/abs/2601.11201 https://arxiv.org/pdf/2601.11201 https://arxiv.org/html/2601.11201
Reposted by arXiv q-fin.RM Risk Management
Sultan Amed, Tanmay Sen, Sayantan Banerjee: FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling https://arxiv.org/abs/2601.11134 https://arxiv.org/pdf/2601.11134 https://arxiv.org/html/2601.11134
January 19, 2026 at 6:33 AM
Sultan Amed, Tanmay Sen, Sayantan Banerjee: FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling https://arxiv.org/abs/2601.11134 https://arxiv.org/pdf/2601.11134 https://arxiv.org/html/2601.11134
Reposted by arXiv q-fin.RM Risk Management
Haibo Wang: Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis https://arxiv.org/abs/2601.10851 https://arxiv.org/pdf/2601.10851 https://arxiv.org/html/2601.10851
January 19, 2026 at 6:35 AM
Haibo Wang: Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis https://arxiv.org/abs/2601.10851 https://arxiv.org/pdf/2601.10851 https://arxiv.org/html/2601.10851
Chorok Lee: Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality https://arxiv.org/abs/2601.10732 https://arxiv.org/pdf/2601.10732 https://arxiv.org/html/2601.10732
January 19, 2026 at 6:52 AM
Chorok Lee: Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality https://arxiv.org/abs/2601.10732 https://arxiv.org/pdf/2601.10732 https://arxiv.org/html/2601.10732
[2026-01-19 Mon (UTC), 1 new article found for q-finRM Risk Management]
January 19, 2026 at 6:52 AM
[2026-01-19 Mon (UTC), 1 new article found for q-finRM Risk Management]
Reposted by arXiv q-fin.RM Risk Management
Arundeep Chinta, Lucas Vinh Tran, Jay Katukuri: ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition https://arxiv.org/abs/2601.10591 https://arxiv.org/pdf/2601.10591 https://arxiv.org/html/2601.10591
January 16, 2026 at 6:34 AM
Arundeep Chinta, Lucas Vinh Tran, Jay Katukuri: ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition https://arxiv.org/abs/2601.10591 https://arxiv.org/pdf/2601.10591 https://arxiv.org/html/2601.10591
Beatrice Acciaio, Brandon Garcia Flores, Antonio Marini, Gudmund Pammer: Dynamic reinsurance via martingale transport https://arxiv.org/abs/2601.10375 https://arxiv.org/pdf/2601.10375 https://arxiv.org/html/2601.10375
January 16, 2026 at 6:52 AM
Beatrice Acciaio, Brandon Garcia Flores, Antonio Marini, Gudmund Pammer: Dynamic reinsurance via martingale transport https://arxiv.org/abs/2601.10375 https://arxiv.org/pdf/2601.10375 https://arxiv.org/html/2601.10375
Aditri: Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing https://arxiv.org/abs/2601.09927 https://arxiv.org/pdf/2601.09927 https://arxiv.org/html/2601.09927
January 16, 2026 at 6:52 AM
Aditri: Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing https://arxiv.org/abs/2601.09927 https://arxiv.org/pdf/2601.09927 https://arxiv.org/html/2601.09927
[2026-01-16 Fri (UTC), 2 new articles found for q-finRM Risk Management]
January 16, 2026 at 6:52 AM
[2026-01-16 Fri (UTC), 2 new articles found for q-finRM Risk Management]
[2026-01-15 Thu (UTC), no new articles found for q-finRM Risk Management]
January 15, 2026 at 6:53 AM
[2026-01-15 Thu (UTC), no new articles found for q-finRM Risk Management]
Reposted by arXiv q-fin.RM Risk Management
Timo Dimitriadis, Yannick Hoga: Systemic Risk Surveillance https://arxiv.org/abs/2601.08598 https://arxiv.org/pdf/2601.08598 https://arxiv.org/html/2601.08598
January 14, 2026 at 6:35 AM
Timo Dimitriadis, Yannick Hoga: Systemic Risk Surveillance https://arxiv.org/abs/2601.08598 https://arxiv.org/pdf/2601.08598 https://arxiv.org/html/2601.08598
Reposted by arXiv q-fin.RM Risk Management
Luwang, Sharma, Mukhia, Nurujjaman, Rai, Petroni, Rocha: Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets https://arxiv.org/abs/2601.08571 https://arxiv.org/pdf/2601.08571 https://arxiv.org/html/2601.08571
January 14, 2026 at 6:54 AM
Luwang, Sharma, Mukhia, Nurujjaman, Rai, Petroni, Rocha: Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets https://arxiv.org/abs/2601.08571 https://arxiv.org/pdf/2601.08571 https://arxiv.org/html/2601.08571
Shiyu Zhang, Zining Wang, Jin Zheng, John Cartlidge: Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics https://arxiv.org/abs/2601.08540 https://arxiv.org/pdf/2601.08540 https://arxiv.org/html/2601.08540
January 14, 2026 at 6:53 AM
Shiyu Zhang, Zining Wang, Jin Zheng, John Cartlidge: Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics https://arxiv.org/abs/2601.08540 https://arxiv.org/pdf/2601.08540 https://arxiv.org/html/2601.08540
[2026-01-14 Wed (UTC), 1 new article found for q-finRM Risk Management]
January 14, 2026 at 6:53 AM
[2026-01-14 Wed (UTC), 1 new article found for q-finRM Risk Management]
Reposted by arXiv q-fin.RM Risk Management
Kishan Padayachy, Ronald Richman, Mario V. W\"uthrich: Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data https://arxiv.org/abs/2601.07675 https://arxiv.org/pdf/2601.07675 https://arxiv.org/html/2601.07675
January 13, 2026 at 6:35 AM
Kishan Padayachy, Ronald Richman, Mario V. W\"uthrich: Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data https://arxiv.org/abs/2601.07675 https://arxiv.org/pdf/2601.07675 https://arxiv.org/html/2601.07675
Reposted by arXiv q-fin.RM Risk Management
Yimeng Qiu: A Three--Dimensional Efficient Surface for Portfolio Optimization https://arxiv.org/abs/2601.06271 https://arxiv.org/pdf/2601.06271 https://arxiv.org/html/2601.06271
January 13, 2026 at 6:52 AM
Yimeng Qiu: A Three--Dimensional Efficient Surface for Portfolio Optimization https://arxiv.org/abs/2601.06271 https://arxiv.org/pdf/2601.06271 https://arxiv.org/html/2601.06271
Benjamin Avanzi, Ronald Richman, Bernard Wong, Mario W\"uthrich, Yagebu Xie: Reinforcement Learning for Micro-Level Claims Reserving https://arxiv.org/abs/2601.07637 https://arxiv.org/pdf/2601.07637 https://arxiv.org/html/2601.07637
January 13, 2026 at 6:52 AM
Benjamin Avanzi, Ronald Richman, Bernard Wong, Mario W\"uthrich, Yagebu Xie: Reinforcement Learning for Micro-Level Claims Reserving https://arxiv.org/abs/2601.07637 https://arxiv.org/pdf/2601.07637 https://arxiv.org/html/2601.07637
O. Didkovskyi, A. Vidali, N. Jean, G. Le Pera: Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring https://arxiv.org/abs/2601.07588 https://arxiv.org/pdf/2601.07588 https://arxiv.org/html/2601.07588
January 13, 2026 at 6:52 AM
O. Didkovskyi, A. Vidali, N. Jean, G. Le Pera: Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring https://arxiv.org/abs/2601.07588 https://arxiv.org/pdf/2601.07588 https://arxiv.org/html/2601.07588
[2026-01-13 Tue (UTC), 2 new articles found for q-finRM Risk Management]
January 13, 2026 at 6:52 AM
[2026-01-13 Tue (UTC), 2 new articles found for q-finRM Risk Management]
[2026-01-12 Mon (UTC), no new articles found for q-finRM Risk Management]
January 12, 2026 at 6:57 AM
[2026-01-12 Mon (UTC), no new articles found for q-finRM Risk Management]
[2026-01-09 Fri (UTC), no new articles found for q-finRM Risk Management]
January 9, 2026 at 6:52 AM
[2026-01-09 Fri (UTC), no new articles found for q-finRM Risk Management]
Reposted by arXiv q-fin.RM Risk Management
Anubha Goel, Amita Sharma, Juho Kanniainen: Class of topological portfolios: Are they better than classical portfolios? https://arxiv.org/abs/2601.03974 https://arxiv.org/pdf/2601.03974 https://arxiv.org/html/2601.03974
January 8, 2026 at 6:52 AM
Anubha Goel, Amita Sharma, Juho Kanniainen: Class of topological portfolios: Are they better than classical portfolios? https://arxiv.org/abs/2601.03974 https://arxiv.org/pdf/2601.03974 https://arxiv.org/html/2601.03974
[2026-01-08 Thu (UTC), no new articles found for q-finRM Risk Management]
January 8, 2026 at 6:52 AM
[2026-01-08 Thu (UTC), no new articles found for q-finRM Risk Management]