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299 records
- The Limits of Experimental Design: Covariate Balance Beyond Low Dimension
- Feasible Multi-Asset Optimal Execution under Cash Constraints
- Scalable Pontryagin-Guided Adjoint-to-Control Recovery for Constrained Dynamic Portfolio Choice
- Local Expected Utility in Infinite-Dimensional Spaces: Theory and Elicitation
- Optimal Control Variates for Survey Sampling and Causal Inference
- Systemic Risk in Financial Networks Revisited: Debt Dilution as a Backdoor Bail-in
- A distance-based theory of lottery complexity
- A Neurofinance Framework for Subjective Temporal Perception, Risk, and Investment Behavior
- Estimation of distribution functions, their jumps and interval probabilities under measurement error
- Two Moments for Risk-Monotone Additive Statistics
- Mastering Stochastic OLG Models in Continuous Time
- Multi-Credit Calibration via Elastically Stopped Lévy Processes
- Microstructural Foundation for the Rough Hawkes--Heston Model
- From Value Bounds to Policy-Distance and Active-Face Certificates: Same-Grid Duality for Constrained Dynamic Portfolios
- Algorithm-Driven SVARs: Navigating the Wilderness of Big Data
- High-Frequency Exponential-Utility Maximization under Fractional Brownian Motion
- A unifying perspective on the collapse to the mean for law-invariant functionals
- Centripetal Structure under Alienation-Based Abstention
- Identification and Information after Nuisance Projection
- Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"
- A Simple Approximation to the Distribution of the Ridge Regression Estimator
- Bandwidth-Free Inference for Recursive Nonlinear Impulse Response Functions
- The VIX-Derived Volatility Model: A VIX-first Joint SPX-VIX Framework
- The Set of Correlated Equilibrium Payoffs for a Fixed Information Structure Need Not Be Closed
- Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination
- Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
- Bootstrapping autoregressive duration models
- Debiased Machine Learning: Identification, Estimation, and Shape Constraints
- One Other Option Pricing Scheme
- Optimization of capital injections and absolutely continuous dividend payments in a diffusion model
- Optimal Surplus Management for Insurers under Stochastic Interest Rates and Jump-Driven Liabilities
- Filtering Credit Risk with Stochastic Discontinuities
- Quantum Kernels and the Cross-Section of Stock Returns: Anatomy of a Vanishing Advantage
- Path-Space Model Risk via Signature-Induced Optimal Transport
- Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls
- Optimal Market Making in Prediction Markets
- Vector Search As Nearest Neighbor Matching: RAG-based Policy Learning in Causal Inference
- Aggregate models of liquidity-profit dynamics
- Faithful Decoding
- Econometrics with Pre-Trained Embeddings for Unstructured Data
- The conditional higher moment risk measure: second-order asymptotics with FGM contagion
- Existence and convergence of discrete-time Kyle models with multiple insiders
- SciPhy Reinforcement Learning for Portfolio Optimization
- All Games Have Equilibria
- Ito-Wentzell Formula and Dupire Stochastic PDE
- Minimizing Benchmark-Relative Drawdown Duration via Occupation Time Penalization
- Dynamically Consistent Statistical Decisions
- Multidimensional stochastic liquidity in Kyle's model of informed trading
- Distortion risk measures of step-weighted distribution
- Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions