Finance Papers
@finance-papers
Open-access Finance Papers — CC BY / CC0 originals, faithfully converted for interactive reading. Sources: arXiv, PLOS.
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finance
- AI Premium#cs.CY #econ.GN #q-fin.EC #Nicola Borri
- Strategic Risk Reduction: Self-Protection and Self-Insurance#q-fin.RM #math.OC #Wing Fung Chong
- Climate-Aware Copula Models for Sovereign Rating Migration Risk#stat.ME #math.PR #q-fin.RM #Marina Palaisti
- Prediction Arena: Benchmarking AI Models on Real-World Prediction Markets#cs.LG #cs.AI #econ.GN #Jaden Zhang
- SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series#cs.LG #q-fin.ST #stat.ML #Alexandre Alouadi
- Colonial Rule and Religious Change: Evidence from Africa's Colonial Borders#econ.GN #q-fin.EC #Hector Galindo-Silva
- Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets#q-fin.CP #cs.AI #cs.GT #Shuchen Meng
- Cities cluster into growth regimes that propagate shocks#econ.GN #q-fin.EC #Isaak Mengesha
- Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?#q-fin.RM #cs.LG #Wenxi Geng
- Droughts and Deluges: Non-Linear Effects of Climate Extremes on the Gender Gap in Labour Supply#econ.GN #q-fin.EC #Jheelum Sarkar
- Class of topological portfolios: Are they better than classical portfolios?#q-fin.PM #q-fin.RM #Anubha Goel
- A comprehensive review and analysis of different modeling approaches for financial index tracking problem#q-fin.PM #stat.ML #Vrinda Dhingra
- An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives#q-fin.GN #cs.AI #Gabin Taibi
- Critical volatility threshold for log-normal to power-law transition#q-fin.MF #cond-mat.stat-mech #econ.TH #Valerii Kremnev
- European Options in Market Models with Multiple Defaults: the BSDE approach#q-fin.MF #math.OC #math.PR #Miryana Grigorova
- Sticky Homelessness (Working Paper)#econ.GN #q-fin.EC #Richard Yun
- Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing#q-fin.PR #math.PR #q-fin.CP #Mara Kalicanin Dimitrov
- Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum#q-fin.TR #q-fin.CP #Aleksei Adadurov