Agent's optimization in unique-contract principal-agent problem with adverse selection is recast as stochastic target problem, enabling principal's objective as stochastic optimal control with partial information and state constraints.
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QRAFTI is a multi-agent framework using tool-calling and reflection-based planning to emulate quant research tasks like factor replication and signal testing on financial data.
DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
Value of information to informed traders equals price-order flow covariance and totals 0.04% of market cap, much less than active management fees.
Causal PDE-Control Models combine causal drivers with PDE control and filtering to deliver interpretable dynamic portfolio rules that outperform benchmarks in Sharpe ratio and turnover on U.S. equity data.
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Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
Causal PDE-Control Models combine causal drivers with PDE control and filtering to deliver interpretable dynamic portfolio rules that outperform benchmarks in Sharpe ratio and turnover on U.S. equity data.