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computational-finance
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computational-finance
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· documents ABOUT computational-finance across the archive
82
Documents about computational-finance
Documents about computational-finance
Regimes in the Order Flow
#985391
arXiv (All)
Toward Decentralized Carbon Trading in Indonesia: A Public-Blockchain Architecture for Tokenized Real-World Assets
#616250
arXiv (OAI Expanded)
Toward Decentralized Carbon Trading in Indonesia: A Public-Blockchain Architecture for Tokenized Real-World Assets
#616750
arXiv (All)
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
#779508
arXiv (OAI Expanded)
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
#780883
arXiv (All)
Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
#925771
arXiv (All)
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
#657016
arXiv (OAI Expanded)
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
#659152
arXiv (All)
StableEval Arena: A Cost-Aware Agentic Benchmark for Stablecoin Price Stability Prediction
#1013744
arXiv (All)
Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching
#926930
arXiv (All)
Monthly Adjusted Closing Prices of IDX30 Constituent Stocks (2018–2025)
#14687
DataCite
Monthly Adjusted Closing Prices of IDX30 Constituent Stocks (2018–2025)
#14688
DataCite
Neural Calibration of a Complete Market Model
#808915
arXiv (OAI Expanded)
A Fast Implied Volatility Method with Expansions
#809399
arXiv (OAI Expanded)
Neural Calibration of a Complete Market Model
#818907
arXiv (All)
A Fast Implied Volatility Method with Expansions
#819392
arXiv (All)
The Roadmap of Inorganic Computational Materials Databases: Capabilities, Credibility, Coverage, and the Open Frontier
#1014415
arXiv (All)
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
#163095
arXiv (OAI)
Verification of a sequential thermo-poroelasticity formulation in PFLOTRAN
#664336
arXiv (OAI Expanded)
Verification of a sequential thermo-poroelasticity formulation in PFLOTRAN
#665836
arXiv (All)
Algebraic Structure of Vector Fields in Financial Diffusion Models and its Applications
#141582
arXiv (OAI)
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
#1013568
arXiv (All)
Pump.fun Graduation Regime Windows: Survival Analysis of 832,941 Token Launches and the Social-Presence Effect
#617644
arXiv (OAI Expanded)
Pump.fun Graduation Regime Windows: Survival Analysis of 832,941 Token Launches and the Social-Presence Effect
#618144
arXiv (All)
AccountAgent: AI Accounting Assistant System
#622933
arXiv (OAI Expanded)
AccountAgent: AI Accounting Assistant System
#625206
arXiv (All)
Differentiable Randers-Finsler Eikonal Solvers
#920283
arXiv (OAI Expanded)
Differentiable Randers-Finsler Eikonal Solvers
#924514
arXiv (All)
Unbiased Monte Carlo Greeks for Discontinuous Payoffs
#973742
arXiv (All)
Calibrating the Heston model with deep differential networks
#1011973
arXiv (All)
An advancing-ridge approach for recovering boundary $(d-1)$-simplices in $d$-dimensional meshes
#611122
arXiv (OAI Expanded)
An advancing-ridge approach for recovering boundary $(d-1)$-simplices in $d$-dimensional meshes
#612599
arXiv (All)
RSE of a Quantum Transport Code and its Effects
#661381
arXiv (OAI Expanded)
RSE of a Quantum Transport Code and its Effects
#662431
arXiv (All)
MUFASA: An Information Utility-Aware Preprocessing Framework for Reliable Model Reasoning in Computational Pathology
#809876
arXiv (OAI Expanded)
MUFASA: An Information Utility-Aware Preprocessing Framework for Reliable Model Reasoning in Computational Pathology
#819872
arXiv (All)
Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options
#789245
arXiv (OAI Expanded)
Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options
#793249
arXiv (All)
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
#799820
arXiv (All)
Learning Metamaterial Eigenmodes with Wavelet-Encoded Fourier Neural Operators
#985490
arXiv (All)
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
#611331
arXiv (OAI Expanded)
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
#612808
arXiv (All)
To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
#820227
arXiv (All)
Structural Limits of OHLCV-Based Intraday Momentum Signals in MNQ Futures: A Systematic Falsification Study
#1011092
arXiv (All)
What Do CAE Simulation Agents Really Need Beyond a Generic Harness?
#926609
arXiv (All)
Lecture notes on Physics Informed Neural Networks, Neural Operators, and their applications
#1011369
arXiv (All)
Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration
#177027
arXiv (OAI)
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
#608889
arXiv (OAI Expanded)
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
#609951
arXiv (All)
Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation
#809081
arXiv (OAI Expanded)
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