Delphi.science

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307 records

Distortion risk measures of step-weighted distribution
Chunle Huang
arXiv Source: arxiv.orgJul 10, 2026q-fin.MFscore 0
Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions
Xianhua Peng, Wu Guo, Songyan Wang, Jianfei Zhu
arXiv Source: arxiv.orgJul 10, 2026q-fin.CPscore 0
Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes
Ruibo Ma
arXiv Source: arxiv.orgJul 9, 2026q-fin.MFscore 0
A Design-Based Approach to Testing and Inference in (Quasi-)Experiments with Spillovers
Yechan Park
arXiv Source: arxiv.orgJul 9, 2026econ.EMscore 0
Factor-Augmented Machine Learning Panel Regressions
Andrii Babii, Luca Barbaglia, Eric Ghysels, Jonas Striaukas
arXiv Source: arxiv.orgJul 7, 2026econ.EMscore 0
By Law, Every Zero-Mean Risk Is the Difference of Two Equally Distributed Risks
Mark Whitmeyer
arXiv Source: arxiv.orgJul 6, 2026econ.THscore 0
Deep Learning for Dynamic Programming with Recursive Utility
Xianhua Peng, Wu Guo
arXiv Source: arxiv.orgJul 5, 2026q-fin.CPscore 0
Adapted Law Invariance and Time-Consistent Dynamic Risk Measures
Mathias Beiglböck, Silvana M. Pesenti, Maxime Sylvestre
arXiv Source: arxiv.orgJul 5, 2026q-fin.RMscore 0
Exact conditional simulation of Point processes: Application to pathwise market impact estimation
Joseph Leclère, Youssef Ouazzani Chahdi, Mathieu Rosenbaum, Grégoire Szymanski
arXiv Source: arxiv.orgJul 3, 2026q-fin.TRscore 0
Cash-invariant hull representation of divergence preferences
Aleš Černý, Johannes Ruf, Martin Schweizer
arXiv Source: arxiv.orgJul 3, 2026q-fin.MFscore 0
Multidimensional Risk Made Easy
Mark Whitmeyer
arXiv Source: arxiv.orgJul 1, 2026econ.THscore 0
Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
Matteo Ferrari, Roger J. A. Laeven, Emanuela Rosazza Gianin, Marco Zullino
arXiv Source: arxiv.orgJun 29, 2026q-fin.MFscore 0
Strategic Risk Reduction: Self-Protection and Self-Insurance
Wing Fung Chong
arXiv Source: arxiv.orgJun 29, 2026q-fin.RMscore 0
Adaptive AI Delegation under Uncertainty: A Bayesian Governance Policy for Sequential Decision Authority
Matthew Francis Dixon
arXiv Source: arxiv.orgJun 28, 2026q-fin.RMscore 0
Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
Benjamin Avanzi, Bernard Wong, Jinxia Zhu
arXiv Source: arxiv.orgJun 27, 2026q-fin.MFscore 0
Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis
Ruimeng Hu, Byungdoo Kong
arXiv Source: arxiv.orgJun 25, 2026q-fin.RMscore 0
Valuing American options and Flexible Forwards contracts in time-dependent models
Leif Andersen, Andrey Itkin, Rakhymzhan Kazbek
arXiv Source: arxiv.orgJun 25, 2026q-fin.CPscore 0
Measurable Majorities Are Not Finitely Axiomatizable
Lawrence S. Moss, Arthur Paul Pedersen
arXiv Source: arxiv.orgJun 24, 2026econ.THscore 0
Path-Space Robust Bayesian Portfolio Selection
Andy Au
arXiv Source: arxiv.orgJun 23, 2026q-fin.MFscore 0
Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing
Debdoot Ghosh
arXiv Source: arxiv.orgJun 22, 2026q-fin.CPscore 0
The Expected Number of Pairwise Stable Networks
P. Jean-Jacques Herings, Christian Seel, Arkadi Predtetchinski
arXiv Source: arxiv.orgJun 22, 2026econ.THscore 0
The Measurable Majority
Lawrence S. Moss, Arthur Paul Pedersen
arXiv Source: arxiv.orgJun 22, 2026econ.THscore 0
Public Good Provision under Locally Private Signals
Behrooz Moosavi Ramezanzadeh, Jordan Awan
arXiv Source: arxiv.orgJun 22, 2026econ.THscore 0
On Prudence of Risk Measures
Niushan Gao, Denny H. Leung, Foivos Xanthos
arXiv Source: arxiv.orgJun 20, 2026q-fin.RMscore 0
Semi-Analytical Pricing for General Default Intensity Models
Ryan Parker, Mark Stedman, Luca Capriotti
arXiv Source: arxiv.orgJun 19, 2026q-fin.CPscore 0
Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach
Sebastien Lleo, Wolfgang Runggaldier
arXiv Source: arxiv.orgJun 18, 2026q-fin.PMscore 0
Redistricting Compactness as Constrained Perimeter Minimization: Soap Bubble Theory and Discrete Approximation
Mark B Garman
arXiv Source: arxiv.orgJun 16, 2026econ.THscore 0
Revisiting Trade-sign Long-memory and Square-root Law price impact
Chris Angstmann, Tim Gebbie
arXiv Source: arxiv.orgJun 15, 2026q-fin.TRscore 0
A Formalization of Austrian Economics. Praxeological Foundations: The Base System and Its Derived Theorems
Rafał Komendarczyk, Walter E. Block, John Levendis, Frank J. Tipler
arXiv Source: arxiv.orgJun 15, 2026econ.THscore 0
A Machine-Checked Itô Calculus for Brownian Motion
Raphael Coelho
arXiv Source: arxiv.orgJun 13, 2026q-fin.MFscore 0
Correlation emergence and the Epps effect in two coupled limit order books
Chris Angstmann, Tim Gebbie
arXiv Source: arxiv.orgJun 12, 2026q-fin.TRscore 0
Pricing Excess-of-Loss Reinsurance and CAT Bonds under Climate Uncertainty: A Cox Process Framework with Temperature-Dependent Stochastic Intensity
Nader Karimi, Foad Shokrollahi
arXiv Source: arxiv.orgJun 12, 2026q-fin.RMscore 0
The Generalized Fisher Transformation: Finite-Sample Properties and Inference
Ilya Archakov, Peter Reinhard Hansen
arXiv Source: arxiv.orgJun 11, 2026econ.EMscore 0
Credit Capacity and the Propagation of Funding Shocks: Evidence from U.S. and Brazilian Financial Intermediaries
Ayush Jha, Ali Jaffri, Frank Fabozzi
arXiv Source: arxiv.orgJun 10, 2026econ.GNscore 0
Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems
Xin Guo, Yijie Huang, Xiang Yu
arXiv Source: arxiv.orgJun 10, 2026q-fin.CPscore 0
Delta-Epsilon-Common Knowledge and Quantitative Agreement Theorems
Christina Pawlowitsch, Stefan Schrott, Daniel Toneian
arXiv Source: arxiv.orgJun 10, 2026econ.THscore 0
Pivotal and identification-robust nonparametric inference in linear IV models
Bertille Antoine, Pascal Lavergne
arXiv Source: arxiv.orgJun 10, 2026econ.EMscore 0
Proof of Stake economy under centralized exchanges--a mean field model
Wenpin Tang
arXiv Source: arxiv.orgJun 8, 2026q-fin.MFscore 0
Planning resilient hydrogen supply chains under disruption risk
Silvian M. Radke, Philipp C. Verpoort, Falko Ueckerdt, Felix Müsgens
arXiv Source: arxiv.orgJun 8, 2026econ.GNscore 0
Lagrange multipliers in Maximum likelihood estimations and Least squares problems with Constraints
Takeshi Fukasawa
arXiv Source: arxiv.orgJun 6, 2026econ.EMscore 0
Statistical and Numerical Convergence in Stochastic Equilibrium
David Staines
arXiv Source: arxiv.orgJun 5, 2026econ.EMscore 0
Marginally Useful: An Information-Gap Identity in Conformal Prediction
Peter Cotton
arXiv Source: arxiv.orgJun 3, 2026q-fin.STscore 0
Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences
Erhan Bayraktar, Emmet Lawless
arXiv Source: arxiv.orgJun 1, 2026q-fin.MFscore 0
Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction
Phuong M. Nguyen, Matt Nguyen, Loc H. Nguyen
arXiv Source: arxiv.orgMay 30, 2026q-fin.CPscore 0
A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model
Mara Kalicanin Dimitrov, Ying Ni
arXiv Source: arxiv.orgMay 29, 2026q-fin.PRscore 0
Rectified Linear Unit Regression
Tatsushi Oka
arXiv Source: arxiv.orgMay 28, 2026econ.EMscore 0
IV regression with distribution-valued outcomes
David Van Dijcke, Kaspar Wüthrich
arXiv Source: arxiv.orgMay 27, 2026econ.EMscore 0
Multiperiod Groundwater Markets
Igor Cialenco, Michael Ludkovski
arXiv Source: arxiv.orgMay 25, 2026q-fin.TRscore 0
Explicit Signal-Adaptive Sequential Optimal Execution Quotes
Fenghui Yu
arXiv Source: arxiv.orgMay 22, 2026q-fin.TRscore 0
An optimal transport foundation for a class of dynamically consistent risk measures
Sven Fuhrmann, Michael Kupper, Max Nendel
arXiv Source: arxiv.orgMay 20, 2026q-fin.MFscore 0