Economics & Finance · Interdisciplinary & Society
Computational Finance
The newest papers in Computational Finance that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
87 papers, from 7 September 2026 to 5 November 2026: 87 arXiv preprints.
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Newest papers
FINCOSMOS: An Open-World Evaluation Paradigm for Agents in Finance
Language agents increasingly work for users on the open Web, and finance is where trusting them is hardest.Hard to Fool: A Bounded LLM Research Loop for Quantitative Finance, and What Two Dozen Campaigns Found
Agentic research loops that let a language model propose a change, run a fixed experiment and keep whatever improves the metric work well in machine learning.Multidimensional Views Behind Target-Price Revisions: An LLM-Based Representation of Analyst Outlooks
A target price compresses an analyst's multidimensional views into a single number.CosmosAlpha: Multi-Relational Graph Search with Pareto-Guided Exploration for LLM-Driven Alpha Mining
Discovering predictive alpha factors from noisy financial data is a fundamental yet challenging problem in quantitative finance.Safe Portfolio Learning from Untrusted Predictions: Signed Trust, Abstention, and Cross-Universe Polarity Failure
Portfolio use of machine predictions must often proceed while the predictions' economic direction, reliability, and timing remain untrusted, and while feedback from overlapping multi-period…Herding or Racing? Decomposing Cross-Account Order-Flow Persistence in On-Chain Markets
Most of the autocorrelation in trade signs on decentralized exchanges comes from pairs of trades sent by different wallets.Symbol-based residual certification of reduced and neural surrogates for tempered-fractional CGMY pricing
We certify reduced and neural approximations of European-put price trajectories under the Carr--Geman--Madan--Yor model by residual bounds for the spline Galerkin discretisation of the…Long-term yields of short-rate models as Feynman-Kac ground states: a variational quantum eigensolver with single-setting energy estimation on two NISQ platforms
We show that the long-term yield of a short-rate model is the ground-state energy of a Schrodinger operator obtained from the Feynman-Kac bond-pricing equation, so that it can be computed by a…Beyond Binary Detection: Type-Aware Hallucination Analysis and Hierarchical Detection in Financial Question Answering
Large language models are increasingly used to answer questions over financial filings, where an unfaithful answer can mislead investment, compliance, or client decisions.QBX: A Compiler for Well-Formed, Auditable Alpha Programs
Formulaic alpha miners increasingly differ in how they generate candidates, yet each system typically couples its own representation, evaluator, and selector into a bespoke pipeline whose results…A New GAUSS Software Component for Implementing Dynamic Tests of Contagion with an Application
The main goal of this article is to present a new software component created by the authors in GAUSS for implementing dynamic tests for contagion.Functional Tensor Trains for High-Order Greeks and Exposure Tails of Multi-Asset Structured Products
Risk management of worst-of autocallables needs price sensitivities (Greeks) up to third order and the potential future exposure, a tail quantile of the note's future value.Neural Network Methods in the 2BSDE Formalism for Solving the High-Dimensional Black--Scholes Equation with Transaction Costs
A 2BSDE system is written down for a $(D+1)$-dimensional Black--Scholes partial differential equation (PDE) with the Leland transaction cost model which incorporates the sign of the curvature.An Application of Geometric Riemannian Pricing Algorithm for Valuing Catastrophe Bonds in Incomplete Markets: Market-Consistent Financial Entropy and the Split of Frequency and Severity Risk Premia
This paper presents a framework for pricing catastrophe (CAT) bonds in incomplete markets through Riemannian geometric optimization of financial entropy.Optimal Order Placement under a State-Dependent Hawkes Process Limit Order Book model
We study optimal quote placement for a market maker facing order flow modeled by a state-dependent Hawkes process.What Language Models Add to Healthcare-Equity Rankings, and What They Could Have Known
In healthcare equities, much of what moves a single name arrives as text: filings, trial and regulatory records, news and analyst commentary.Det-MASO: Diversity-Regularized Multi-Agent Sequential Optimization for Factor Generation
Quantitative investment requires alpha factors that are both predictive and diverse.Scenario Matching for Credit Dependence Stress Tests: Temporal correlation constraints and empirical risk bounds
We couple two sets of simulated market and credit paths by minimizing absolute temporal-correlation error relative to a prescribed target.Event definition and the branching ratio: Hawkes estimates of price-change clustering in the consolidated quote feed
Hawkes models of price changes in the consolidated US quote feed find a sub-millisecond kernel component and a branching ratio near criticality.Cross-Bond Panel Learning for Next-Day Price Forecasting of Chinese Convertible Bonds: A Reality Check
Recent advances in financial machine learning have prompted growing interest in applying deep neural networks to convertible bond valuation and forecasting.