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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Newest papers, page 3
Don't You Know, Pump it Up! Investigating Cryptocurrency Manipulation in Telegram-Driven Activity
Telegram plays a pivotal role in cryptocurrency communication and has been repeatedly associated with coordinated schemes, such as pump-and-dump manipulation.Metaorder modelling and identification from public data
Market-order flow in financial markets exhibits long-range correlations.End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios
Small-cap-inclusive equity universes contain recently listed and intermittently traded securities, so enforcing a common look-back discards a substantial fraction of the available information.Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation
Quantitative trading is moving from isolated predictive models toward agentic workflows that combine reasoning, tool use, memory, and feedback.Two Kinds of Nothing: What Insignificant Results in Finance Actually Show
Claims of the form "we find no evidence that X affects Y" appear throughout the applied finance literature, yet whether such a claim contains evidence of absence or absence of evidence depends…Importance Sampling Enhanced with the COS Method for the Portfolio Risk Allocation
We introduce ISCOS, a cross-entropy importance-sampling calibration method for rare credit-portfolio losses.On (fake) Stationarity in Stochastic Volterra Equations with Affine Drift and Regular Kernels
We investigate the fake stationarity properties of solutions to forward Stochastic Volterra Integral Equations (SVIEs) with affine drift and long-memory (regular) kernels, both on finite horizons…FaVOR: LLM-Based Agentic Framework for Factor Mining via Empirical Validation
Traditional finance relies on experts to hand-craft factors through a principled process grounded in economic rationale.Redefining Stablecoins from Nominal to Real Value: A Maximum Likelihood Approach
Stablecoins, typically pegged to fiat currencies, cannot achieve true stability because they inherit fluctuations in the underlying unit of account.Stability results for distribution-dependent stochastic Volterra equations
We investigate stability properties of distribution-dependent stochastic Volterra equations with respect to changes in the coefficients, the Volterra kernels, and the initial condition.Neural Calibration of a Complete Market Model
We propose a neural calibration method to construct a recombining binomial tree directly from a set of given option prices.McKean-Vlasov Differential Equations: An introduction and a focus on some kinetic models
These notes were prepared for a series of lectures delivered at the 43rd Finnish Summer School on Probability and Statistics, held in Lammi, Finland, from May 26 to 30, 2025.A note on markets with semi-static trading strategies
We consider a discrete-time financial market model where, in addition to finitely many dynamically traded assets, there are also (possibly infinitely many) static options to choose from.Long-Memory Estimation and Fractionally Integrated Modeling of White Maize Prices in Togo
Agricultural commodity prices often exhibit strong temporal persistence, which may limit the performance of conventional time series models.Ordinal Gates, Cardinal Bets: Matching LLM Confidence to the Financial Decision Operator
LLM confidence scores are not independently deployable objects: their decision value depends on the downstream operator and exposure controller that consume them.Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces
Generative models for implied volatility surfaces must produce outputs that satisfy static no-arbitrage constraints.