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Every paper Pith has read. Search by title, abstract, or pith.

1210 papers in q-fin · page 1

  1. q-fin.GN 2026-07-02 reviewed
    Cap-axis curve checks whether factors price cap-rank subspace

    A Cap-Axis Integral Diagnostic of Factor Models

    Useong Shin

  2. q-fin.MF 2026-07-02 reviewed
    MACD signals emerge as optimal estimators of latent asset drift

    Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift

    Dannin J. Eccles +1

  3. econ.GN 2026-07-02 reviewed
    Four components turned negative in Japan's 1996-2014 wage stagnation

    Decomposing Wage Stagnation: Employment Reallocation, Wage Structure,and Demographics

    Ken Yamada

  4. q-fin.TR 2026-07-02 reviewed
    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

    Jutta G. Kurth +3

  5. econ.EM 2026-07-01 reviewed
    Low order flow creates illiquidity premium via price impact

    Liquidity Premium and Investment Horizons

    Irene Aldridge

  6. q-fin.TR 2026-07-01 reviewed
    Heavy liquidity tails make large trades less news-like

    When large trades are not news: Liquidity tail risk and price discovery

    Umut \c{C}etin +2

  7. econ.GN 2026-07-01 reviewed
    AI productivity lifts builder wages above GDP growth

    The Economic Benefits and Costs of AI and Policies to Mitigate AI's Impact on Inequality

    Matthew O. Jackson +1

  8. econ.GN 2026-07-01 reviewed
    Scarce import headroom raises German plant withholding odds 15% per GW

    Competitive effects of transmission constraints in the German electricity market

    Alice Lixuan Xu +1

  9. q-fin.MF 2026-07-01 reviewed
    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

    Miquel Noguer i Alonso +1

  10. q-fin.CP 2026-07-01 reviewed
    Shapley values match financial expert reasoning in language model explanations

    Shapley in Context: Explaining Financial Language with Domain Expertise

    Dangxing Chen +1

  11. econ.GN 2026-07-01 reviewed
    AI chats stay practical until big events spark expression

    Talking Politics with Artificial Intelligence

    Ziwen Zu

  12. econ.GN 2026-07-01 reviewed
    AI chats absorb routine politics and turn expressive only after major events

    Talking Politics with Artificial Intelligence

    Ziwen Zu

  13. econ.GN 2026-07-01 reviewed
    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

    Arthur Brigatto +2

  14. q-fin.ST 2026-07-01 reviewed
    AI timing beats rules in futures

    End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules?

    Austin Pollok +1

  15. econ.GN 2026-07-01 reviewed
    Warmer nights increase farm wage labor shares in rural India

    Night and Day: Diurnal Warming and Structural Transformation in India

    Vedarshi Shastry

  16. q-fin.GN 2026-06-30 reviewed
    Blockchain tools let AI agents settle payments without losing accountability

    Agent-to-Agent Finance: Blockchain Payments and Trust Infrastructure for Autonomous AI Agents

    Hui Gong

  17. econ.GN 2026-06-30 reviewed
    Competition cuts dealer contract mistakes but leaves some

    Competition and Anomalies Redux: Evidence from U.S. Auto Dealers

    David Huffman +3

  18. q-fin.TR 2026-06-30 reviewed
    Manipulators extract wealth from short-horizon prediction contracts

    Settlement Manipulation in Prediction Markets

    David Dai +2

  19. q-fin.ST 2026-06-30 reviewed
    Minimum eigenvalue gradient detects most VIX rogue peaks

    Real-time identification of the onset of financial rogue waves

    Rosie Hayward +2

  20. q-fin.GN 2026-06-30 reviewed
    Index membership widens greenwashing gap under some ESG ratings

    Same Firms, Different Verdicts: ESG Rating Choice and the Measurement of Greenwashing

    Praveen Kumar Ashok Kumar +1

  21. q-fin.TR 2026-06-30 reviewed
    Signature method reduces execution to quadratic program

    Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals

    Gianmarco Morbelli +2

  22. q-fin.ST 2026-06-30 reviewed
    Trading strategy dominance varies by market regime

    Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500

    Krzysztof Ozimek

  23. physics.soc-ph 2026-06-30 reviewed
    Social statements map stakeholder ties to balance sheet items

    Social Statements: A Proposal for a Social-Value Balance Sheet and Profit-Loss Statement

    Takeshi Kato +4

  24. q-fin.RM 2026-06-30 reviewed
    Large deviations generate plausible stress scenarios from sparse data

    Generating Plausible Stress Scenarios via Large Deviations

    Anand Deo

  25. econ.GN 2026-06-30 reviewed
    Text model scores papers by proximity to patents

    Translation Readiness Index: Measuring Patent-Paper Proximity from Scientific Publication Text

    Paul X. McCarthy +2

  26. cs.CL 2026-06-29 reviewed
    LLM markers link explanation quality to forecast accuracy

    Measuring Judgment Quality in Natural-Language Explanations: Evidence from Forecasting Tournaments

    Christopher W. Karvetski +6

  27. cs.CY 2026-06-29 reviewed
    Agentic AI teams organize via context architecture

    The Organizational Behavior of Agentic AI: Collective Intelligence in Human-Agent Workflows

    Canhui Liu

  28. econ.TH 2026-06-29 reviewed
    Sum-minimization locates efficient multi-agent insurance

    Pareto Efficient Insurance with Multiple Policyholders, Multiple Insurers, and Multiple Indemnity Environments

    Zijun Meng

  29. cs.CY 2026-06-29 reviewed
  30. cs.CL 2026-06-29 reviewed
    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

    Aivin V. Solatorio +2

  31. econ.GN 2026-06-29 reviewed
    Swiss road cartel mimicked competition to hide 45% overcharges

    Swimming in Dark Water: When Cartels Mimic Competition

    David Imhof +2

  32. econ.GN 2026-06-29 reviewed
    Bank earnings shocks lift Canadian output via credit supply

    Bank Earnings, Credit Supply & the Macroeconomy: Evidence from Canada

    Santiago Camara +1

  33. q-fin.RM 2026-06-29 reviewed
    VaR restricts risk reduction to none

    Strategic Risk Reduction: Self-Protection and Self-Insurance

    Wing Fung Chong

  34. physics.app-ph 2026-06-29 reviewed
    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

    Ana B. Crist\'obal (0000-0002-4314-6160) +4

  35. q-fin.RM 2026-06-29 reviewed
    Hidden dependence preserves worst-case tail risk bounds

    Hidden Dependence and Aggregate Tail Risk

    Corrado De Vecchi +2

  36. cs.CL 2026-06-29 reviewed
    LLM surrogates overstate liking and flatten human taste patterns

    Not-quite-human tastes: the stylized omnivorousness of LLM survey surrogates

    Xiangyu Ma +3

  37. q-fin.MF 2026-06-29 reviewed
    Convex risk measures turn resilience into worst-case adjusted drift

    Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures

    Matteo Ferrari +3

  38. cs.LG 2026-06-29 reviewed
    Output heads dominate backbones on fat-tailed returns

    Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

    Sichao He +1

  39. cs.CL 2026-06-29 reviewed
    Fund data creates portable manager personas for LLMs

    Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data

    Suhwan Park +7

  40. cs.CL 2026-06-29 reviewed
    Fund data builds advisor personas that recover real portfolio moves

    Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data

    Suhwan Park +7

  41. cs.AI 2026-06-29 reviewed
    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

    Bo Qu +1

  42. q-fin.TR 2026-06-28 reviewed
    SPY lag-1 autocorrelation stems from magnitude

    The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability

    Victoria Portnaya

  43. q-fin.MF 2026-06-28 reviewed
    Valuation rules recover their generating uncertainty structures

    Valuation Reveals Uncertainty

    Jongjin Park +1

  44. q-fin.RM 2026-06-28 reviewed
    Bayesian POMDP beats heuristics at allocating AI decision authority

    Adaptive AI Delegation under Uncertainty: A Bayesian Governance Policy for Sequential Decision Authority

    Matthew Francis Dixon

  45. econ.GN 2026-06-28 reviewed
    Bayesian optimization certifies equilibria via Negishi weights

    Bayesian Optimization on the Equilibrium Manifold

    Felix Kubler

  46. q-fin.PR 2026-06-28 reviewed
    Supply chain propagation turns text embeddings into 0.86 Sharpe predictor

    Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability

    Asef Y{\i}lk{\i}

  47. cs.AI 2026-06-28 reviewed
    LLM summaries of financial reports can flip investment decisions

    When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis

    Hoyoung Lee +17

  48. econ.GN 2026-06-28 reviewed
    AI adds tacit machine knowledge to Nonaka's innovation spiral

    The Human-Machine Knowledge Spiral

    Aaron Chatterji +2

  49. econ.GN 2026-06-28 reviewed
    70% oilseed export cut to China triggers 3.27% global loss

    Cascading Impacts of the USA--China Trade War on Global Oilseed Supply Chain

    Diksha Gupta +4

  50. math.PR 2026-06-28 reviewed
    Weighted approximations improve right-tail fits for lognormal sums

    Comonotonic and moment matching approximations for sums of lognormal random variables

    Chunle Huang