25/03/2026 Machine Learning & Artificial Intelligence Out of the Black Box: Uncertainty Quantification for LLMs via Conditional Probabilities Autoregressive LLMs generate text by sampling from estimated probability distributions over the next token, conditiona lon preceding context.
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...
19/03/2026 Machine Learning & Artificial Intelligence Integrating Geopolitical Risk Into Low Volatility Factor Con... Financial markets respond not only to quantitative fundamentals but also to narratives that shape investor perceptions of risk, particularly during periods...
16/03/2026 Asset Pricing & Behavioural Finance Precautionary Liquidity and Worker Decisions: Evidence from ... This paper investigates the demand for precautionary liquidity versus commitment contracts among participants in retirement saving programs.
6/03/2026 Sustainable Finance From Transition to Physical Risk: Rethinking Portfolio Manag... Over the past fifteen years, responsible investment has evolved, shifting from broad ESG scores to more granular climate risk management.
5/03/2026 Asset Pricing & Behavioural Finance Geopolitical Risk and Asset Pricing Across Market Regimes This paper examines how geopolitical risk (GPR) is transmitted across global financial markets by analyzing its effects on equities, sovereign bonds,...