Generalized bridges with constraints solve Schrödinger problems, enabling broader financial equilibrium models with frictions and proving convergence of trading-cost equilibria to the classical Kyle model.
Econometrica: Journal of the Econometric Society , pages=
3 Pith papers cite this work. Polarity classification is still indexing.
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2026 3verdicts
UNVERDICTED 3representative citing papers
A hybrid demand-value query procedure for portfolio preference elicitation in crossing markets recovers 88% of full-information welfare in calibrated experiments and identifies disclosure-sensitive package representation as a key design choice.
A simulation-grounded neural detection framework identifies transient mechanical liquidity erosion in limit order books with 36% AUC gain over rule-based baselines.
citing papers explorer
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Schr\"odinger's problem with constraints
Generalized bridges with constraints solve Schrödinger problems, enabling broader financial equilibrium models with frictions and proving convergence of trading-cost equilibria to the classical Kyle model.
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Portfolio Preference Elicitation in Institutional Crossing Markets
A hybrid demand-value query procedure for portfolio preference elicitation in crossing markets recovers 88% of full-information welfare in calibrated experiments and identifies disclosure-sensitive package representation as a key design choice.
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When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books
A simulation-grounded neural detection framework identifies transient mechanical liquidity erosion in limit order books with 36% AUC gain over rule-based baselines.