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 3
Tail Instability and Scale Control in Conditional Normalizing Flows for Treasury Yield-Curve Scenarios
A conditional normalizing flow can produce extreme scenarios even when its point forecasts appear reasonable.The Financing of Debt Relief: Intermediary Liquidity and the Value of Borrower Information
I study how intermediary liquidity affects mortgage resolution using 1.9 million Ginnie Mae buyout options from 2019 to 2022.$L_0$ Feature Selection via Monte Carlo Tree Search in High-Dimensional Financial Regression
Feature selection is a central problem in high-dimensional financial regression, where large numbers of engineered variables and strong correlations among predictors reduce model stability and…Multi-period Mean-Expectile Portfolio Optimization under Wasserstein Ambiguity: Reformulation, Degeneracy and the Role of the Ground Metric
Expectiles are the only law-invariant risk measures that are both coherent and elicitable.DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting
Wavelet-based financial forecasters typically use the transform only to denoise, or reduce it to a single spectral snapshot at the forecast origin, and the convolution that produces the coefficients…Deep Learning vs. Statistical Models for Multi-Horizon Price Forecasting of Second-Hand Electronics: A Systematic Benchmark
Forecasting resale prices of used electronics is critical for subscription-based platforms where pricing errors translate directly into risk.Latent Continuum of Regimes in Limit Order Book Dynamics
Market-regime models typically assume a finite set of discrete latent states.When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets
On-chain transfer volume is often used to describe activity in tokenized real-world assets (RWAs), although recorded transfers may reflect very different economic functions, including token…A posteriori error bounds for the Uncertain Volatility Model
We develop a posteriori primal-dual bounds for numerical approximations of European option prices in the Uncertain Volatility Model.Adversarial Training for Deep Hedging in Nonstationary Markets
Deep hedging learns trading policies from historical or simulated market trajectories, yet under nonstationarity these training paths may not represent future market conditions.AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion
Formulaic alpha discovery seeks symbolic expressions that predict cross-sectional asset returns.Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting
Short-horizon price-trend prediction from limit order books in equity and intraday electricity markets requires models that combine predictive quality with low single-sample latency and a small…Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models
Neural network-based approaches have emerged as efficient alternatives to traditional optimization-based procedures for the calibration of stochastic volatility models.FinNextAssist: Towards Professional Financial Deep Research Assistant
Deep Research (DR) agents have demonstrated strong capabilities in complex, research-oriented tasks through autonomous planning, iterative retrieval, multi-step reasoning, and structured reporting.On the Pricing of American Options under Stochastic Local Volatility and Stochastic Correlation via the RBSDE Framework
In this work, we study the pricing of American options under stochastic local volatility (SLV) models extended by including stochastic correlation driven by an additional stochastic process.Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process
Bank treasury portfolios must balance yield, liquidity, and interest-rate risk across bonds of different maturities.Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models
European option smiles determine the risk-neutral marginal laws of an asset, but not their intertemporal coupling, which is decisive for many applications.A Spread-Gated Hawkes-Flocking Model for Best Bid and Ask Dynamics, with an Application to Limit Order Placement
We study the joint dynamics of the best bid and ask prices with a spread-gated Hawkes-flocking model.The Efficient Frontier from a LASSO Solver
In a recent paper, Schmelzer and Hastie argue that Markowitz's Critical Line Algorithm and the LASSO path trace the same curve.Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk
We develop a non-perturbative framework for stochastic-volatility option pricing built on the two-particle-irreducible (2PI) effective action and the Dyson-Schwinger gap equations of quantum field…