91g70

Documents about 91g70

• Estimation risk in conditional expectiles#920583arXiv (OAI Expanded)
• Estimation risk in conditional expectiles#924817arXiv (All)
• Measures of Reliability Risk for the Australian Energy Sector#1131952arXiv (All)
• Robust distortion risk metrics with Wasserstein and Unimodal Constraints#1117275arXiv (All)
• Recursive Copula Aggregation for Market and Credit Portfolios#1232837arXiv (All)
• Restricted Entropic and Quadratic Hedging in the Small-Risk-Aversion Limit#1296601arXiv (All)
• Portfolio Diversification and Concentration under Dependence Uncertainty: A Majorization Approach#927782arXiv (All)
• Lambda-quantiles under the microscope#1248535arXiv (All)
• Coherent risk from finite models#1389186arXiv (All)
• Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing#1049310arXiv (All)
• A Functional Representation of Credit Behavior for Probability of Default Modeling#1217623arXiv (All)
• Distributions or Quantiles? A Convex Variational Theory of Worst-Case Risk#1414257arXiv (All)
• Higher-Order Sensitivity Analysis of Wasserstein and Adapted Wasserstein Distributionally Robust Optimization Problems#1051838arXiv (All)
• Spouse-Protected Tontines: Household Decumulation via Neural-Network Optimization#1144536arXiv (All)
• Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework#1049503arXiv (All)
• A zero-inflated mixed-effects spatial point process for grouped storm loss data#1051480arXiv (All)
• Principal component error in high-dimensional factor models#1034364arXiv (All)
• Risk Adequacy and Anti-Discrimination in Insurance Pricing: Classification, Aggregation, and Transfers#1448130arXiv (All)
• Robust Nonparametric Methods for $α$-Mixing Sequences via Median-of-Means#1327564arXiv (All)
• Output-Only Identification and Spectral Monitoring of Coupled Feedback Networks with Known Time-Varying Actuation#926198arXiv (All)
• Decomposing Discrimination: Causal Mediation Analysis for AI-Driven Credit Decisions#1069768arXiv (OAI Expanded)
• Exact Phase-Type Point Processes for Certified Measurement and Prediction of Event Streams#1325844arXiv (All)
• Probability-Weighting Functions for Normal Tempered-Stable Laws: Orthogonal Channels and Information-Theoretic Indices#1401997arXiv (All)
• Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance#146985arXiv (OAI)
• Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process#628098arXiv (OAI Expanded)
• Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process#629960arXiv (All)
• Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective#789909arXiv (OAI Expanded)
• Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective#793928arXiv (All)
• Adaptive Conditional Residual Sampling for Spectral Risk Optimisation under Decision-Dependent Uncertainty#1386247arXiv (All)
• Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference#1083031arXiv (OAI Expanded)
• Latent Continuum of Regimes in Limit Order Book Dynamics#1201753arXiv (All)
• MultiFinRAG: An Optimized Multimodal Retrieval-Augmented Generation (RAG) Framework for Financial Question Answering#131347arXiv (OAI)