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, page 2
Tokenised Sukuk: A Verifiable Architecture for Asset Evidence and Programmable Shariah Compliance
Security-token standards such as ERC-3643 decide who may hold a token, not what stands behind it.Financial Context-Rich Strategy for Actor-Critic based Agents: A Deep Reinforcement Learning Approach for Stock Trading
In modern financial markets, more than 3/4th of the large volume trade is executed by algorithmic trading based on advanced trading strategies to attain higher precision and speed than traditional…On the continuity of conditional distributions and stratification for derivative pricing
Stratification can reduce the estimator variance in Monte Carlo simulations by partitioning the sample space according to a low-dimensional factor and sampling separately within the resulting…The Digital-Energy Recomposition of the Kitchin Cycle: Exploratory Evidence from U.S. IT and Irish Data-Centre Series (1995-2025)
Using quarterly FRED and CSO Ireland data over 1995Q1-2025Q4, we examine whether U.S.\ IT investment and Irish data-centre electricity are recomposing the Kitchin cycle around energy- and…Optimal Size in Market Making under State-Dependent Hawkes Process
We study market making with a parametric model of executed volume that accounts for quote placement and state-dependent order flow.Lineage-Aware Search Control for LLM-Based Evolutionary Factor Mining
Formulaic alpha factor mining searches for symbolic expressions that transform market data into predictive signals.DSINC beyond Heston: the 3/2 and other non-affine stochastic-volatility models
This paper extends the damped-sinc (DSINC) method for American options beyond the affine Heston class to general one-factor stochastic-volatility models.Arbitrage-Free Implied Volatility Surface Reconstruction via Additive Martingales
This work focuses on reconstructing a continuous implied volatility (IV) surface from a small number of option quotes, a fundamental task for option pricing and risk management.AuDQ: Auditable Data Quality through Agentic Rule Discovery
High-stakes tabular pipelines rely on scattered, static quality checks that are hard to evolve and audit against policy intent.Regime-Aware Interpretable Ranking for Sector Rotation
Sector rotation is a common decision in benchmark-relative portfolio management, where portfolio managers rank sectors for overweight and underweight positions.Rachev-Ratio Portfolio Optimization with TimeGAN Scenarios: Replacement versus Supplementation
This study evaluates the reliability and investment consequences of scenarios from a specified time-series generative adversarial network (TimeGAN) in Rachev-ratio portfolio allocation.Combinatorial Arbitrage in Prediction Markets
We develop a framework to identify and quantify arbitrage across logically related prediction-market contracts.Pricing American Commodity Options Under the Schwartz Two-Factor Model Using the Alternating Direction Explicit (ADE) Method
This project investigates the valuation of American commodity options using the Schwartz two-factor model.When Does "Post-Call" Begin? An Availability Contract for Earnings-Call NLP Benchmarks
Corporate financial disclosures often unfold over time, with announcements, prepared remarks, and discussion spanning multiple high-frequency return intervals.Algorithmic Collusion Without Deterrence: Auditing the Punishment Mechanism in Q-Learning Pricing Agents
Independent tabular Q-learning agents repricing in a simulated Bertrand duopoly converge to supracompetitive prices, and the seminal evidence attributes this to a learned reward-punishment scheme…A GLE-LSV model with state-dependent leverage and colored noise
We study a local stochastic volatility (LSV) model in which the variance factor follows a generalized Langevin equation (GLE) with colored noise, and past returns act on variance through a memory…Beyond Time Induction: Structured Conditional Neural Solvers for Parametric Stochastic-Volatility Pricing
Physics-informed neural networks provide a flexible framework for learning parametric PDE solution families without labeled data, yet preserving accurate derivatives across heterogeneous regimes…Reinforcement Learning with Hawkes-Structured Networks for Market Making
Market making under realistic order-flow dynamics is challenging due to the clustered, self-exciting nature of order arrivals, which are naturally modeled by non-Markovian Hawkes processes.GROMM: Generative Risk-neutral Option Market Models
We present a statically and dynamically arbitrage-free European option market model with smooth interpolation between option prices, based on the SANOS framework, and prove that its dynamics admit a…4Cast Lab: Open-Source App for Machine Learning & Statistical Analysis
4Cast Lab is a free, open-source application for machine learning, econometrics and statistical analysis that runs on the user's own computer, with no installation, no programming and no data…