4/11/2026 Portfolio Allocation Optimal Decumulation: Annuitization, Drawdown, and the Flex-to-Fix Strategy We study the optimal decumulation of retirement wealth under longevity and market risk.
5/08/2026 Machine Learning & Artificial Intelligence Agentic AI for Financial Applications: A Comprehensive Surve... Language models have given rise to agentic AI. This paper analyses the full agentic stack together with its financial applications and risks.
7/07/2026 Portfolio Allocation Bond Portfolio Optimization This paper presents a comprehensive framework for bond portfolio optimization applied to investment universes composed of individual securities.
17/04/2026 Asset Pricing & Behavioural Finance AI Boom or Bubble? Lessons from the Dot-Com Period This paper compares the current AI-driven market to the dot-com boom of the late 1990s.
25/03/2026 Machine Learning & Artificial Intelligence Modeling and Forecasting of Large Unbalanced Option Implied ... Forecasting the option implied volatility (IV) surface is difficult with standard time series models because ofits time-varying granularity.
25/03/2026 Asset Pricing & Behavioural Finance Pure momentum Momentum trading strategies exploitre turn persistence, but conventional past-year cumulative-return measures generate a noisy signal that attenuates...
25/03/2026 Machine Learning & Artificial Intelligence Out of the Black Box: Uncertainty Quantification for LLMs vi... Autoregressive LLMs generate text by sampling from estimated probability distributions over the next token, conditiona lon preceding context.