arXiv q-fin.ST Staitstical Finance
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[2025-12-08 Mon (UTC), no new articles found for q-finST Statistical Finance]
December 8, 2025 at 6:57 AM
[2025-12-08 Mon (UTC), no new articles found for q-finST Statistical Finance]
Andrzej Tokajuk, Jaros{\l}aw A. Chudziak: Partial multivariate transformer as a tool for cryptocurrencies time series prediction https://arxiv.org/abs/2512.04099 https://arxiv.org/pdf/2512.04099 https://arxiv.org/html/2512.04099
December 5, 2025 at 6:52 AM
Andrzej Tokajuk, Jaros{\l}aw A. Chudziak: Partial multivariate transformer as a tool for cryptocurrencies time series prediction https://arxiv.org/abs/2512.04099 https://arxiv.org/pdf/2512.04099 https://arxiv.org/html/2512.04099
[2025-12-05 Fri (UTC), 1 new article found for q-finST Statistical Finance]
December 5, 2025 at 6:52 AM
[2025-12-05 Fri (UTC), 1 new article found for q-finST Statistical Finance]
Reposted by arXiv q-fin.ST Staitstical Finance
Amit Kumar Jha: A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications https://arxiv.org/abs/2512.03123 https://arxiv.org/pdf/2512.03123 https://arxiv.org/html/2512.03123
December 4, 2025 at 6:51 AM
Amit Kumar Jha: A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications https://arxiv.org/abs/2512.03123 https://arxiv.org/pdf/2512.03123 https://arxiv.org/html/2512.03123
[2025-12-04 Thu (UTC), no new articles found for q-finST Statistical Finance]
December 4, 2025 at 6:52 AM
[2025-12-04 Thu (UTC), no new articles found for q-finST Statistical Finance]
Micha{\l} Sikorski: Visibility-Graph Asymmetry as a Structural Indicator of Volatility Clustering https://arxiv.org/abs/2512.02352 https://arxiv.org/pdf/2512.02352 https://arxiv.org/html/2512.02352
December 3, 2025 at 6:52 AM
Micha{\l} Sikorski: Visibility-Graph Asymmetry as a Structural Indicator of Volatility Clustering https://arxiv.org/abs/2512.02352 https://arxiv.org/pdf/2512.02352 https://arxiv.org/html/2512.02352
Marek Adamczyk, Micha{\l} D\k{a}browski: Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques https://arxiv.org/abs/2512.02037 https://arxiv.org/pdf/2512.02037 https://arxiv.org/html/2512.02037
December 3, 2025 at 6:52 AM
Marek Adamczyk, Micha{\l} D\k{a}browski: Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques https://arxiv.org/abs/2512.02037 https://arxiv.org/pdf/2512.02037 https://arxiv.org/html/2512.02037
Weikang Zhang, Alison Watts: HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect https://arxiv.org/abs/2512.02029 https://arxiv.org/pdf/2512.02029 https://arxiv.org/html/2512.02029
December 3, 2025 at 6:52 AM
Weikang Zhang, Alison Watts: HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect https://arxiv.org/abs/2512.02029 https://arxiv.org/pdf/2512.02029 https://arxiv.org/html/2512.02029
[2025-12-03 Wed (UTC), 3 new articles found for q-finST Statistical Finance]
December 3, 2025 at 6:52 AM
[2025-12-03 Wed (UTC), 3 new articles found for q-finST Statistical Finance]
Mukhia, Sharma, Luwang, Nurujjaman, Hens, Saha, Chakraborty: Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election https://arxiv.org/abs/2512.00893 https://arxiv.org/pdf/2512.00893 https://arxiv.org/html/2512.00893
December 2, 2025 at 6:52 AM
Mukhia, Sharma, Luwang, Nurujjaman, Hens, Saha, Chakraborty: Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election https://arxiv.org/abs/2512.00893 https://arxiv.org/pdf/2512.00893 https://arxiv.org/html/2512.00893
[2025-12-02 Tue (UTC), 1 new article found for q-finST Statistical Finance]
December 2, 2025 at 6:52 AM
[2025-12-02 Tue (UTC), 1 new article found for q-finST Statistical Finance]
[2025-12-01 Mon (UTC), no new articles found for q-finST Statistical Finance]
December 1, 2025 at 6:57 AM
[2025-12-01 Mon (UTC), no new articles found for q-finST Statistical Finance]
[2025-11-28 Fri (UTC), no new articles found for q-finST Statistical Finance]
November 28, 2025 at 6:57 AM
[2025-11-28 Fri (UTC), no new articles found for q-finST Statistical Finance]
[2025-11-27 Thu (UTC), no new articles found for q-finST Statistical Finance]
November 27, 2025 at 6:57 AM
[2025-11-27 Thu (UTC), no new articles found for q-finST Statistical Finance]
[2025-11-26 Wed (UTC), no new articles found for q-finST Statistical Finance]
November 26, 2025 at 6:52 AM
[2025-11-26 Wed (UTC), no new articles found for q-finST Statistical Finance]
Reposted by arXiv q-fin.ST Staitstical Finance
Gilles Zumbach: Random processes for long-term market simulations https://arxiv.org/abs/2511.18125 https://arxiv.org/pdf/2511.18125 https://arxiv.org/html/2511.18125
November 25, 2025 at 6:52 AM
Gilles Zumbach: Random processes for long-term market simulations https://arxiv.org/abs/2511.18125 https://arxiv.org/pdf/2511.18125 https://arxiv.org/html/2511.18125
[2025-11-25 Tue (UTC), no new articles found for q-finST Statistical Finance]
November 25, 2025 at 6:52 AM
[2025-11-25 Tue (UTC), no new articles found for q-finST Statistical Finance]
Silvia Onofri, Andrey Shternshis, Stefano Marmi: Emergence of Randomness in Temporally Aggregated Financial Tick Sequences https://arxiv.org/abs/2511.17479 https://arxiv.org/pdf/2511.17479 https://arxiv.org/html/2511.17479
November 24, 2025 at 6:52 AM
Silvia Onofri, Andrey Shternshis, Stefano Marmi: Emergence of Randomness in Temporally Aggregated Financial Tick Sequences https://arxiv.org/abs/2511.17479 https://arxiv.org/pdf/2511.17479 https://arxiv.org/html/2511.17479
[2025-11-24 Mon (UTC), 1 new article found for q-finST Statistical Finance]
November 24, 2025 at 6:52 AM
[2025-11-24 Mon (UTC), 1 new article found for q-finST Statistical Finance]
[2025-11-21 Fri (UTC), no new articles found for q-finST Statistical Finance]
November 21, 2025 at 6:52 AM
[2025-11-21 Fri (UTC), no new articles found for q-finST Statistical Finance]
[2025-11-20 Thu (UTC), no new articles found for q-finST Statistical Finance]
November 20, 2025 at 6:52 AM
[2025-11-20 Thu (UTC), no new articles found for q-finST Statistical Finance]
Thomas Houweling: The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time https://arxiv.org/abs/2511.14408 https://arxiv.org/pdf/2511.14408 https://arxiv.org/html/2511.14408
November 19, 2025 at 6:52 AM
Thomas Houweling: The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time https://arxiv.org/abs/2511.14408 https://arxiv.org/pdf/2511.14408 https://arxiv.org/html/2511.14408
Jan Maelger: Opportunity Cost in Insurance https://arxiv.org/abs/2511.13959 https://arxiv.org/pdf/2511.13959 https://arxiv.org/html/2511.13959
November 19, 2025 at 6:52 AM
Jan Maelger: Opportunity Cost in Insurance https://arxiv.org/abs/2511.13959 https://arxiv.org/pdf/2511.13959 https://arxiv.org/html/2511.13959
[2025-11-19 Wed (UTC), 2 new articles found for q-finST Statistical Finance]
November 19, 2025 at 6:52 AM
[2025-11-19 Wed (UTC), 2 new articles found for q-finST Statistical Finance]
Reposted by arXiv q-fin.ST Staitstical Finance
Catalin Dumitrescu: CBDC Stress Test in a Dual-Currency Setting https://arxiv.org/abs/2511.13384 https://arxiv.org/pdf/2511.13384 https://arxiv.org/html/2511.13384
November 18, 2025 at 6:51 AM
Catalin Dumitrescu: CBDC Stress Test in a Dual-Currency Setting https://arxiv.org/abs/2511.13384 https://arxiv.org/pdf/2511.13384 https://arxiv.org/html/2511.13384