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Every paper Pith has read. Search by title, abstract, or pith.
1210 papers in q-fin · page 2
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Mobility flips AI skill investment to top workers
Managing the Human Fallback: Skill Investment Under Improving AI and Worker Mobility
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Green leadership spurs sustainable nursing but hypocrisy hinders it
Green Transformational Leadership and Sustainable Nursing Practices: Evidence from the Healthcare Sector
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Green leadership drives sustainable nursing practices
Green Transformational Leadership and Sustainable Nursing Practices: Evidence from the Healthcare Sector
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Regret statistic classifies algo liquidity demand from data alone
Liquidity-Based Audit of Algorithmic Trading Strategies
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Lean 4 verifies arbitrage-free markets admit martingale measures
The Fundamental Theorem of Asset Pricing, Formalized in Lean 4
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Negative priority-demand correlation makes topping up reduce redistribution
Topping Up and Optimal Redistribution
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Forward-curve hedging error splits into bucket
Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility
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Hawkes processes close under finite linear signature dynamics
A General Theory of Paths: Signatures, Jump Lifts, and Expected Signatures of Self-Exciting Processes
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Combined distress regions lift both value and survival
Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
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Electric aircraft cut emissions over 70% in five years on Canadian routes
Optimal Deployment of Electric Aircraft for Canadian Domestic Flights
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Debiasing fixes ML bias in economic history with small expert samples
How to deal with machine learning bias in economic history
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Grünwald-Letnikov filter restores Hurst test under long memory
(In)Efficient Market States and Rough Volatility Detected via Grunwald-Letnikov Fractional Derivative
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China EV subsidies return 3.38 yuan surplus per yuan spent
Heterogeneous Diffusion of Electric Vehicles in China: Demand, Learning, Product Entry, and the Incidence of Industrial Policy
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LLMs retrieve fixed level-k strategies without belief updating
LLM Agents as Static Level-k Players in Behavioural Games
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Review classifies 370 studies into five uncertainty method families
Methods for Uncertainty Representation in Risk Management: A Comparative Review and Decision-Oriented Framework
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Graph attention outperforms time series on crypto prices
CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?
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Landlord concentration links to 5.9 pp higher rent growth in minority tracts
Measuring Racial Disparities in Rent Growth Under Algorithmic Landlord Concentration in U.S. Metros
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REIT concentration links to 2.8 pp higher rent growth
Measuring Racial Disparities in Rent Growth Under Algorithmic Landlord Concentration in U.S. Metros
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GMVP regret tracks only the weight-projected part of covariance error
The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails
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Volterra equation prices American FX timing options
Valuing American options and Flexible Forwards contracts in time-dependent models
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Threshold retention structure reduces reinsurance pricing to one dimension
Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis
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Pretrained models top rankings but beat random walk in only 2 of 10 equity tasks
Pretrained Time-Series Foundation Models for Financial Return Forecasting
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Recursive conditioning removes LR terms from Leibniz derivative estimator
Conditional Leibniz Derivative Estimation with an Application to American Call Min-Options
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Exogenous method yields consistent subnational complexity
Economic complexity at subnational level: A consistency analysis
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Codex data shows agentic AI users grew fivefold in six months
The Shift to Agentic AI: Evidence from Codex
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Price-of-risk attribution breaks at order three despite pairwise checks
A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution
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Neural networks outperform classical models in bond yield curve forecasts
Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning
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Wider no-trade bands cut rebalancing costs but raise hedge-error risk
Robust Hedging Valuation Adjustment under Liquidity--Demand Stress
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CVaR optimization stabilizes commodity ETF portfolios
Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns
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Fusion cost models require over 30% learning rates to hit 110-144 USD/MWh
Too cheap to meter? A stochastic analysis of projected future fusion costs
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Chinese patents now cite more domestic science than U.S
The Growing Self-Reliance of Chinese Innovation
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China's patents now cite more domestic science than U.S
The Growing Self-Reliance of Chinese Innovation
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Return risk measures extend geometrically to AM-algebras
Geometrically convex return risk measures on AM-algebras
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Matrix method prices Bachelier options for unlimited strikes with fixed effort
Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models
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Power law fits LOB prediction across model families
The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction
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Prosumers keep incentive to under-report demand after market scaling
Restoring Incentive Compatibility in Two-Stage Energy Markets with Prosumers
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Higher offset prices can raise or lower total emissions
General Equilibrium Effects of Carbon Offsets
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Hierarchical graphs boost calendar spread trading in commodity futures
Hierarchical Graph Learning for Calendar Spread Strategies in Commodity Futures Markets
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ESG long-short portfolios often outperform non-ESG versions
A Two-Stage Decision Support System for Sustainability-Aware Long Short Portfolio Optimization
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Causal templates from 29 cities guide e-scooter hub placement
From Causal Discovery to Implementation: An Agentic AI Framework for E-Scooter Mobility Hub Planning Across 29 German Cities
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Ethereum leads crypto influence network as Bitcoin's role shrinks
Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns
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Barrier equilibria exist only under linear and exponential aggregation
Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates
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Competition model predicts GEO satellite spots with R²=0.64
Competitive satellite placement and the geography of orbital risk: evidence from the geostationary arc
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Time-aware fusion of banking streams reaches 0.996 AUROC
Multi-Stream Temporal Fusion for Financial Fraud Detection
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Officials advance post-growth via coalitions and indirect influence
Change from within? The strategies used by public officials to advance post-growth approaches
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Housing efficiency threshold creates energy poverty income aid cannot fix
Energy Poverty as a Structural Trap: The Role of Housing Efficiency and Non-Convex Technology
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Rural distance to food banks cuts parcel uptake more than benefits or disability
Spatial accessibility to food banks hinders food parcel uptake in England and Wales, particularly in rural areas
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Randomized nets match LSM accuracy for American CVA at lower high-dim cost
Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options
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A Bayesian investor learns asset drift via Kalman-Bucy filter and trades mean-variance…
Path Space Robust Bayesian Portfolio Selection