$MKT market

Latest papers

1. Multiple Stopping Options on a Geometric Random Walk math.PR · 24 Sep · 1 hit

   …and applies it to three American-style contracts on a geometric random walk in a Cox--Ross--Rubinstein market: an American put, a Russian option, and a floating-strike geometric-average Asian put. The general…

2. Can Labor Markets Function in the Age of AI? The Evaluation Bottleneck in Hiring cs.GT · 24 Sep · 3 hits

   …can also reduce how informative those materials are about applicant fit. We study this tradeoff in a hiring market where applicants differ in experience and latent match quality and firms use noisy application…

3. Automated Regulatory Compliance Question Answering in Financial Services with Domain-Adapted Retrieval-Augmented Generation cs.CL · 24 Sep · 1 hit

   …fine-tuning (RAFT) through LoRA. On ObliQA, a question-answering benchmark built from the Abu Dhabi Global Market rulebooks, the staged retriever raises Recall@10 from 0.256 to 0.774 and outperforms BM25 (0.678) and…

4. Augur: A Synthetic Decision Lab for Rehearsing Reactions to Product and Policy Changes cs.AI · 24 Sep · 1 hit

   …reaction offline: it builds a typed knowledge graph from the change documents, populates a grounded persona market, simulates the interaction, and returns an auditable decision memo recommending one of five actions.…

5. Cost-Sensitive Online Window Size Selection for Portfolio Management math.OC · 24 Sep · 1 hit

   This paper investigates cost-sensitive online window size selection for portfolio management under changing market conditions. Specifically, we propose a two-level framework that constructs portfolios using candidate…

6. Unit commitment constrained Nash equilibrium in power markets math.OC · 24 Sep · 4 hits

   Equilibrium modeling for power markets usually assumes convexity of each players' optimization problem. Although the importance of…

7. AI-Moderated Interviews for Market Research and Digital Twins Calibration cs.CY · 24 Sep · 2 hits

   AI-moderated interviews are emerging as a scalable market-research method for generating consumer insights and building consumer "digital twins." Yet it remains…

8. Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints cs.AI · 24 Sep · 4 hits

   …horizons. This paper develops a functional architecture for AI-supported trading that is aligned with market-coupling mechanics, cross-zonal transfer constraints, and compliance obligations under REMIT, MiFID…