Economics & Finance · Interdisciplinary & Society
General Finance
The newest papers in General Finance that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
56 papers, from 31 August 2026 to 3 November 2026: 34 arXiv preprints and 22 OpenAlex records.
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Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints
European electricity trading in the EU operates as a constrained multi-layer system in which legal design, exchange microstructure, and network physics are executed jointly across forward…Compliant AI Infrastructure for Regulated Finance: A tiered multi-agent framework with DLT audit trails for financial operations in DACH
We present a compliance-first architecture for AI in regulated finance that treats regulation as an orientation layer rather than a deterministic ruleset.Multi-Agent AI Architecture for Regulated Insurers: A generic AI framework under Solvency II and the AI Act in Austria and Germany
This paper proposes a formal multi-agent architecture for implementing enterprise AI in regulated insurance firms, integrating economic theory with institutional design.Prediction Markets Beat the Weather Forecast on Tomorrow's High Temperature
The sooner we receive information, and the more accurate it is, the better planning decisions we can make.Firm Valuation When AI Shapes the Business Model: A Milestone-Based Real-Options Framework for the AI Valuation Uncertainty Problem
Standard valuation methods, including discounted cash flow, the income approach standard IDW S 1 of the Institute of Public Auditors in Germany, and market multiples, compress milestone…HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting
Financial time series evolve across multiple temporal resolutions, challenging forecasting systems to incorporate newly available information without repeatedly recomputing unchanged representations.Asymptotic Invariance of Kelly Allocation Under Power-Law Asset Dynamics: Evidence from Bitcoin
We examine log-optimal portfolio allocation when the long-run price of an asset follows a power-law trajectory, $P(t)=At^α$, and its instantaneous return variance decays as $σ^2(t)=σ_0^2 t^{-2γ}$.Gate Design and Stage-Dependent Incentives in Retail Proprietary-Trading Evaluations: Why Passing Is Not Standalone Evidence of Skill, and Why the Product Fails to Pay Under Measured Trading Constraints
Retail proprietary-trading firms sell a two-stage product: a paid evaluation that must reach a profit target before breaching a trailing drawdown, then a funded account that must survive a minimum…Clean Scores, Buried Evidence, and Confident Wrong: A Receipt-Based Audit of Frontier Agentic QA
Frontier models score well on shallow document/chart reading tasks.AI for AI: Optimizing Additional Infrastructure Build-out to Power Artificial Intelligence Data Centers
The twenty-first century's transformative technology, artificial intelligence, is increasingly constrained by the twentieth century's transformative technology, the electricity grid.Disclosure under Noisy Information Processing
We study voluntary disclosure when investors observe firm reports through noisy information intermediaries such as auditors, analysts, rating agencies, or data providers.Measuring DeFi Risk
Decentralized finance (DeFi) lending has grown from nonexistent in 2017 to nearly 40 billion US Dollars in deposited funds in May 2022.Historical Reflections on Interest Rates and the Emergence of the Yield Curve
This text grew out of a historical introduction initially written for a study of interest rates in cryptocurrency markets.Adaptive Entangled Game Modules in Artificial General Intelligence
We introduce a probability-wave framework for modeling the collective behavior of interacting adaptive agents, deriving testable eigenmodes through a generalized behavioral intelligence (GBI)…Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing
Artificial intelligence (AI) now supports investment workflows from data and prediction through research, portfolios, execution, and tool use.Why Better Models Can Create Riskier Systems: Evidence from LLM Agents in Financial Markets
Large language models (LLMs) are being deployed at scale in consequential real-world systems, from financial markets to content moderation to hiring.Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization
Modern portfolio management increasingly demands a balance between traditional risk-adjusted returns and strict Environmental, Social, and Governance (ESG) mandates.Nonparametric inference for density-dependent McKean--Vlasov diffusions
The present research is devoted to the nonparametric estimation of a density-dependent drift coefficient in a multivariate McKean--Vlasov diffusion from independent observations at a common time, as…Illiquidity at Risk
Market efficiency relies fundamentally on stable liquidity.Quantum Weighted Moving Average for Predicting Limit Order Book Trends
Can quantum computers be useful for forecasting multivariate financial time series?