Showing 21–40 of 2,191 results
/ Date/ Name
Mar 25, 2026Bridging the Reality Gap in Limit Order Book SimulationMar 23, 2026Flexible Information Acquisition in the Kyle ModelMar 23, 2026Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning FrameworkMar 22, 2026FinRL-X: An AI-Native Modular Infrastructure for Quantitative TradingMar 22, 2026Approximate Dynamic Programming for Degradation-aware Market Participation of Battery Energy Storage Systems: Bridging Market and Degradation TimescalesMar 21, 2026Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure ClassificationMar 20, 2026Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow ModelingMar 20, 2026Large Language Models and Stock Investing: Is the Human Factor Required?Mar 17, 2026From Natural Language to Executable Option Strategies via Large Language ModelsMar 17, 2026Open vs. Sealed: Auction Format Choice for Maximal Extractable ValueMar 16, 2026Risk-Based Auto-DeleveragingMar 15, 2026Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity MarketMar 15, 2026E-TRENDS: Enhanced LSTM Trend Forecasting for EquitiesMar 10, 2026Competition between DEXs through Dynamic FeesMar 5, 2026Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market MakersMar 4, 2026Is an investor stolen their profits by mimic investors? Investigated by an agent-based modelMar 2, 2026Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted PerformanceFeb 27, 2026TradeFM: A Generative Foundation Model for Trade-flow and Market MicrostructureFeb 26, 2026Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading TasksFeb 25, 2026Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs