arXiv q-fin.TR Trading and Market Microstructure
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[2026-01-08 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]
January 8, 2026 at 6:52 AM
[2026-01-08 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]
Reposted by arXiv q-fin.TR Trading and Market Microstructure
Ahmad Makinde: Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay https://arxiv.org/abs/2601.02310 https://arxiv.org/pdf/2601.02310 https://arxiv.org/html/2601.02310
January 6, 2026 at 6:35 AM
Ahmad Makinde: Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay https://arxiv.org/abs/2601.02310 https://arxiv.org/pdf/2601.02310 https://arxiv.org/html/2601.02310
Youssef Ouazzani Chahdi, Nathan De Carvalho, Gr\'egoire Szymanski: Trading with market resistance and concave price impact https://arxiv.org/abs/2601.03215 https://arxiv.org/pdf/2601.03215 https://arxiv.org/html/2601.03215
January 7, 2026 at 6:53 AM
Youssef Ouazzani Chahdi, Nathan De Carvalho, Gr\'egoire Szymanski: Trading with market resistance and concave price impact https://arxiv.org/abs/2601.03215 https://arxiv.org/pdf/2601.03215 https://arxiv.org/html/2601.03215
[2026-01-07 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]
January 7, 2026 at 6:52 AM
[2026-01-07 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]
[2026-01-06 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]
January 6, 2026 at 6:57 AM
[2026-01-06 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]
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
[2026-01-05 Mon (UTC), 1 new article found for q-finTR Trading and Market Microstructure]
January 5, 2026 at 6:52 AM
[2026-01-05 Mon (UTC), 1 new article found for q-finTR Trading and Market Microstructure]
[2026-01-02 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]
January 2, 2026 at 6:57 AM
[2026-01-02 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]
Reposted by arXiv q-fin.TR Trading and Market Microstructure
Zhenyu Gao, Wenxi Jiang, Yutong Yan: A Test of Lookahead Bias in LLM Forecasts https://arxiv.org/abs/2512.23847 https://arxiv.org/pdf/2512.23847 https://arxiv.org/html/2512.23847
January 1, 2026 at 6:51 AM
Zhenyu Gao, Wenxi Jiang, Yutong Yan: A Test of Lookahead Bias in LLM Forecasts https://arxiv.org/abs/2512.23847 https://arxiv.org/pdf/2512.23847 https://arxiv.org/html/2512.23847
[2026-01-01 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]
January 1, 2026 at 6:52 AM
[2026-01-01 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]
[2025-12-31 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]
December 31, 2025 at 6:57 AM
[2025-12-31 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]
Reposted by arXiv q-fin.TR Trading and Market Microstructure
Sunghun Ko, Jinsuk Park: Impact of Volatility on Time-Based Transaction Ordering Policies https://arxiv.org/abs/2512.23386 https://arxiv.org/pdf/2512.23386 https://arxiv.org/html/2512.23386
December 30, 2025 at 6:31 AM
Sunghun Ko, Jinsuk Park: Impact of Volatility on Time-Based Transaction Ordering Policies https://arxiv.org/abs/2512.23386 https://arxiv.org/pdf/2512.23386 https://arxiv.org/html/2512.23386
Zuoyou Jiang, Li Zhao, Rui Sun, Ruohan Sun, Zhongjian Li, Jing Li, Daxin Jiang, Zuo Bai, Cheng Hua: Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning https://arxiv.org/abs/2512.23515 https://arxiv.org/pdf/2512.23515 https://arxiv.org/html/2512.23515
December 30, 2025 at 6:52 AM
Zuoyou Jiang, Li Zhao, Rui Sun, Ruohan Sun, Zhongjian Li, Jing Li, Daxin Jiang, Zuo Bai, Cheng Hua: Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning https://arxiv.org/abs/2512.23515 https://arxiv.org/pdf/2512.23515 https://arxiv.org/html/2512.23515
Kaihong Deng: AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures https://arxiv.org/abs/2512.22476 https://arxiv.org/pdf/2512.22476 https://arxiv.org/html/2512.22476
December 30, 2025 at 6:52 AM
Kaihong Deng: AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures https://arxiv.org/abs/2512.22476 https://arxiv.org/pdf/2512.22476 https://arxiv.org/html/2512.22476
[2025-12-30 Tue (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]
December 30, 2025 at 6:52 AM
[2025-12-30 Tue (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]
[2025-12-29 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]
December 29, 2025 at 6:57 AM
[2025-12-29 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]
[2025-12-26 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]
December 26, 2025 at 6:57 AM
[2025-12-26 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]
[2025-12-25 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]
December 25, 2025 at 6:52 AM
[2025-12-25 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]
Fay\c{c}al Drissi, Xuchen Wu, Sebastian Jaimungal: Equilibrium Liquidity and Risk Offsetting in Decentralised Markets https://arxiv.org/abs/2512.19838 https://arxiv.org/pdf/2512.19838 https://arxiv.org/html/2512.19838
December 24, 2025 at 6:52 AM
Fay\c{c}al Drissi, Xuchen Wu, Sebastian Jaimungal: Equilibrium Liquidity and Risk Offsetting in Decentralised Markets https://arxiv.org/abs/2512.19838 https://arxiv.org/pdf/2512.19838 https://arxiv.org/html/2512.19838
[2025-12-24 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]
December 24, 2025 at 6:52 AM
[2025-12-24 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]
Reposted by arXiv q-fin.TR Trading and Market Microstructure
Ihlas Sovbetov: Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization https://arxiv.org/abs/2512.19251 https://arxiv.org/pdf/2512.19251 https://arxiv.org/html/2512.19251
December 23, 2025 at 6:51 AM
Ihlas Sovbetov: Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization https://arxiv.org/abs/2512.19251 https://arxiv.org/pdf/2512.19251 https://arxiv.org/html/2512.19251
[2025-12-23 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]
December 23, 2025 at 6:52 AM
[2025-12-23 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]
[2025-12-22 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]
December 22, 2025 at 6:57 AM
[2025-12-22 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]
Reposted by arXiv q-fin.TR Trading and Market Microstructure
Matthieu Garcin, Louis Perot: Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection https://arxiv.org/abs/2512.16411 https://arxiv.org/pdf/2512.16411 https://arxiv.org/html/2512.16411
December 19, 2025 at 6:53 AM
Matthieu Garcin, Louis Perot: Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection https://arxiv.org/abs/2512.16411 https://arxiv.org/pdf/2512.16411 https://arxiv.org/html/2512.16411
Reposted by arXiv q-fin.TR Trading and Market Microstructure
Tianyi Ma: Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities https://arxiv.org/abs/2512.16080 https://arxiv.org/pdf/2512.16080 https://arxiv.org/html/2512.16080
December 19, 2025 at 6:30 AM
Tianyi Ma: Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities https://arxiv.org/abs/2512.16080 https://arxiv.org/pdf/2512.16080 https://arxiv.org/html/2512.16080