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 5
Simulation of stochastic volatility models via operator splitting schemes
The standard Euler discretization schemes for numerical option pricing under stochastic volatility models are known to exhibit high biases and potential unreliability.Model-Free Passive Execution via Order-Level Shadowing
Automated execution algorithms are organized into schedule-based and liquidity-seeking families.SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity
We present SAiFE_gym, a Python module that provides a collection of simulation environments for studying trading problems in Constant Product Markets (CPMs) with Concentrated Liquidity (CL).Diffusion models for dynamic volatility surface generation and data-driven hedging
We develop a diffusion-model framework for dynamic implied-volatility surface generation and evaluate its economic usefulness through data-driven hedging.Same Book, Different Fills: Partial Identification of FIFO Execution from Aggregate Order Books
Price-level limit order book (L2) data reveal aggregate liquidity but not the ordered queue required by price--time priority.AlphaRJM: Reward-Jump Memory for Stochastic Return-Guided Alpha Discovery
Formulaic alpha discovery is a pool-dependent symbolic search problem in which informative feedback is observed primarily when a complete expression is evaluated.Regimes in the Order Flow
Financial markets alternate between periods of relative stability and instability, with structural breaks marking the transitions between these regimes.