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Every paper Pith has read. Search by title, abstract, or pith.
96 papers in q-fin.ST · page 1
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Zaibatsu firms capitalized wartime advantages in Japanese stocks
Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943
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Mirrored Weibull mixtures outperform Gaussians in stock VaR estimation
Mining Financial Data using Mixtures of Mirrored Weibull Distributions
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Four years of futures bars give no edge to LSTM or boosting models
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
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Berry Phase Rate detects crises with 67 percent fewer false alarms
Geometric Observables for Financial Regime Detection
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Risk appetite of market makers drives price chaos
Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle
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Vector quantization lifts stock return ranking accuracy
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
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Benchmark dataset labels 6,659 rejected trades with five outcomes
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
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Bayesian model links realized volatility to prices for better forecasts
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
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Agent graph curvature flags herding 272 steps before prices
GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations
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VVG classifier spots MNQ regime days but no strategies survive costs
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
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Model checking maps stronger transients to macro-financial parameters in K+S economy
Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM
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Index flags 10% of suppliers with atypical payment regimes
The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support
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Index flags 10% of high-volume suppliers for distinct payment patterns
The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support
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Multivariate inputs boost accuracy in financial forecasts
Multivariate Financial Forecasting using the Chronos Time Series Foundation Models
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Bayesian model contracts to true dynamic correlations at explicit rate
Modeling Dynamic Correlation Matrices with Shrinkage Priors
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No OHLCV signal clears cost and stability hurdles in MNQ futures
Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
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Graph fusion model tightens stock price prediction intervals
Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
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Moments of group functions computed from Fourier coefficients alone
Statistics of a multi-factor function from its Fourier transform
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Bivariate observation simplifies stock return MLE to regression
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
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News sentiment networks intensify among tech firms after COVID-19
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
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News sentiment spillover intensifies among tech firms after COVID
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
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Adjusted MACD beats standard version on U.S
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
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Non-unique time exposes deeper market incompleteness
Non-unique time and market incompleteness
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VC deal correlations boost extreme successes without raising averages
Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
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Zero productivity gains in new capital over 25 years of US data
Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
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Firm value scaling sets wealth Pareto exponent at 1.3
Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
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Quantile battery trades miss price time links and honest forecast rewards
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
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LLM edge filtering lifts cross-stock Sharpe from 0.74 to 0.82
Cross-Stock Predictability via LLM-Augmented Semantic Networks
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Markets collapse to single dominant mode during shocks
Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach
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LLM multi-agent picks beat S&P 500 benchmark by over 1% monthly
Signal or Noise in Multi-Agent LLM-based Stock Recommendations?
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CTLNet hybrid model outperforms baselines for Shanghai index prediction
The CTLNet for Shanghai Composite Index Prediction
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Financial ML backtests often detect nonexistent predictability
Spurious Predictability in Financial Machine Learning
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Stock return variance scales linearly despite asymmetry
Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective
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Acoustic features cut recall from 66% to 47% in volatility forecasts
The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction
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GANs conditioned on sentiment improve volatile market forecasts
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
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Herding process drives nonlinear productivity catch-up
A Herding-Based Model of Technological Transfer and Economic Convergence: Evidence from Central and Eastern Europe
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Routing volatility models by market state cuts high-vol errors 24%
Risk-Sensitive Specialist Routing for Volatility Forecasting
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Global AR(1) plus local residuals lifts panel forecast R² by 0.047
Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
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LLMs for stock forecasts hit practical trading pitfalls
A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
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Equity shocks stop at one or two asset failures
Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
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Reliability framework sharpens ETF tail-risk monitoring
Reliability-Aware ETF Tail-Risk Monitoring
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Gumbel MAGMAR copula best captures clustered sovereign rating changes
Climate-Aware Copula Models for Sovereign Rating Migration Risk
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Schrödinger-Bass bridge recovers missed volatility in synthetic finance data
SBBTS: A Unified Schr\"odinger-Bass Framework for Synthetic Financial Time Series
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Sequential audit sampling controls error rates exactly in finite populations
Sequential Audit Sampling with Statistical Guarantees
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Generative flow descends MMD for jump-diffusion path laws
Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
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Signature manifolds enable deterministic RL from single trajectories
Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
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Recalibration fixes VaR underestimation in SPX option books
Marking-Aware Sequential VaR Recalibration for Standardized Option Books
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Recalibrating option VaR sequentially hits target exceedance rates
Marking-Aware Sequential VaR Recalibration for Standardized Option Books
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Neural nets and topology flag Canadian market stress best
Financial Anomaly Detection for the Canadian Market
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Temporal net predicts buybacks from cash spikes after undervaluation
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks