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Every paper Pith has read. Search by title, abstract, or pith.
1210 papers in q-fin · page 1
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Cap-axis curve checks whether factors price cap-rank subspace
A Cap-Axis Integral Diagnostic of Factor Models
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MACD signals emerge as optimal estimators of latent asset drift
Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift
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Four components turned negative in Japan's 1996-2014 wage stagnation
Decomposing Wage Stagnation: Employment Reallocation, Wage Structure,and Demographics
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Trend profits collapsed on small-tick futures after 2008
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following
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Low order flow creates illiquidity premium via price impact
Liquidity Premium and Investment Horizons
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Heavy liquidity tails make large trades less news-like
When large trades are not news: Liquidity tail risk and price discovery
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AI productivity lifts builder wages above GDP growth
The Economic Benefits and Costs of AI and Policies to Mitigate AI's Impact on Inequality
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Scarce import headroom raises German plant withholding odds 15% per GW
Competitive effects of transmission constraints in the German electricity market
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Puts and trend following split protection across crash and drawdown regimes
Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns
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Shapley values match financial expert reasoning in language model explanations
Shapley in Context: Explaining Financial Language with Domain Expertise
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AI chats stay practical until big events spark expression
Talking Politics with Artificial Intelligence
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AI chats absorb routine politics and turn expressive only after major events
Talking Politics with Artificial Intelligence
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Optimistic inflow bias lowers reservoirs and raises hydro costs
How optimistic inflow forecasts distort dispatch, prices, and contracts in hydro-dominated power systems: evidence from Brazil
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AI timing beats rules in futures
End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules?
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Warmer nights increase farm wage labor shares in rural India
Night and Day: Diurnal Warming and Structural Transformation in India
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Blockchain tools let AI agents settle payments without losing accountability
Agent-to-Agent Finance: Blockchain Payments and Trust Infrastructure for Autonomous AI Agents
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Competition cuts dealer contract mistakes but leaves some
Competition and Anomalies Redux: Evidence from U.S. Auto Dealers
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Manipulators extract wealth from short-horizon prediction contracts
Settlement Manipulation in Prediction Markets
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Minimum eigenvalue gradient detects most VIX rogue peaks
Real-time identification of the onset of financial rogue waves
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Index membership widens greenwashing gap under some ESG ratings
Same Firms, Different Verdicts: ESG Rating Choice and the Measurement of Greenwashing
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Signature method reduces execution to quadratic program
Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals
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Trading strategy dominance varies by market regime
Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500
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Social statements map stakeholder ties to balance sheet items
Social Statements: A Proposal for a Social-Value Balance Sheet and Profit-Loss Statement
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Large deviations generate plausible stress scenarios from sparse data
Generating Plausible Stress Scenarios via Large Deviations
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Text model scores papers by proximity to patents
Translation Readiness Index: Measuring Patent-Paper Proximity from Scientific Publication Text
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LLM markers link explanation quality to forecast accuracy
Measuring Judgment Quality in Natural-Language Explanations: Evidence from Forecasting Tournaments
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Agentic AI teams organize via context architecture
The Organizational Behavior of Agentic AI: Collective Intelligence in Human-Agent Workflows
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Sum-minimization locates efficient multi-agent insurance
Pareto Efficient Insurance with Multiple Policyholders, Multiple Insurers, and Multiple Indemnity Environments
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Randomizing field order in training cuts order-change penalty from 7.4 to 0.2 nDCG points
Field Order Should Not Matter: Permutation-Invariant Embedding Model Fine-Tuning for Structured Metadata Retrieval
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Swiss road cartel mimicked competition to hide 45% overcharges
Swimming in Dark Water: When Cartels Mimic Competition
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Bank earnings shocks lift Canadian output via credit supply
Bank Earnings, Credit Supply & the Macroeconomy: Evidence from Canada
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VaR restricts risk reduction to none
Strategic Risk Reduction: Self-Protection and Self-Insurance
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Collective PV sharing cuts needed capacity and raises savings
Decision-support strategies for photovoltaic self-consumption under declining electricity prices and limited remuneration of surplus generation
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Hidden dependence preserves worst-case tail risk bounds
Hidden Dependence and Aggregate Tail Risk
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LLM surrogates overstate liking and flatten human taste patterns
Not-quite-human tastes: the stylized omnivorousness of LLM survey surrogates
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Convex risk measures turn resilience into worst-case adjusted drift
Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
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Output heads dominate backbones on fat-tailed returns
Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns
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Fund data creates portable manager personas for LLMs
Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data
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Fund data builds advisor personas that recover real portfolio moves
Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data
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CLQT benchmark maps LLM trading agent skills instead of ranking by returns
CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents
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SPY lag-1 autocorrelation stems from magnitude
The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability
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Valuation rules recover their generating uncertainty structures
Valuation Reveals Uncertainty
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Bayesian POMDP beats heuristics at allocating AI decision authority
Adaptive AI Delegation under Uncertainty: A Bayesian Governance Policy for Sequential Decision Authority
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Bayesian optimization certifies equilibria via Negishi weights
Bayesian Optimization on the Equilibrium Manifold
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Supply chain propagation turns text embeddings into 0.86 Sharpe predictor
Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability
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LLM summaries of financial reports can flip investment decisions
When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis
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AI adds tacit machine knowledge to Nonaka's innovation spiral
The Human-Machine Knowledge Spiral
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70% oilseed export cut to China triggers 3.27% global loss
Cascading Impacts of the USA--China Trade War on Global Oilseed Supply Chain
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Weighted approximations improve right-tail fits for lognormal sums
Comonotonic and moment matching approximations for sums of lognormal random variables