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Quantitative Finance (q-fin)

Wednesday, 4 November 2026: 14 new papers, 8 cross-lists and 11 replacements in all of Quantitative Finance, in arXiv's order, with full abstracts. The same papers as arXiv's own listing, set as a newspaper; every title links to arXiv.

Its categories: Computational Finance (q-fin.CP) · Economics (q-fin.EC) · General Finance (q-fin.GN) · Mathematical Finance (q-fin.MF) · Portfolio Management (q-fin.PM) · Pricing of Securities (q-fin.PR) · Risk Management (q-fin.RM) · Statistical Finance (q-fin.ST) · Trading and Market Microstructure (q-fin.TR)

New submissions (14)

1. Experimentally Validated Digital Twins: Evaluating Workforce Training Programs in the Age of Big Data

   Raj Chetty, Jamie Fogel, Lawrence F. Katz, Kadeem Noray, Sonya Porter, James Reisinger · arXiv:2611.03938

2. Robust distortion riskmetrics over Bregman--Wasserstein balls and their intersections

   Peng Liu, Steven Vanduffel, Carole Bernard · arXiv:2611.04021

3. PanelGP: A Probabilistic Factor Model for Asset-Return Panels

   Andrea Ruglioni (EPFL), Damir Filipovic (EPFL) · arXiv:2611.04040

4. Are LLM Research Agents Reliable Judges of Predictability? Evidence from Planted-Signal Worlds

   Chang Liu · arXiv:2611.04070

5. Multidimensional Views Behind Target-Price Revisions: An LLM-Based Representation of Analyst Outlooks

   Kiyoun Kim, Sung-Yeon Nathan Lim · arXiv:2611.04119

6. Prizes, Shared Hazard, and the Speed of Frontier AI

   Li Gan · arXiv:2611.04266

7. Agreements Have a Clock: Compute Growth and the Verification of AI Restraint

   Li Gan · arXiv:2611.04272

8. FinTech Adoption, Bank Profitability, and Stability: The Mediating Role of Operational Cost Efficiency in Bangladesh's Commercial Banking Sector

   Shabab Sabiq (University of Barishal, Barishal, Bangladesh), Progga Biswas Parama (Eden Mohila College, University of Dhaka, Dhaka, Bangladesh) · arXiv:2611.04298

9. How market volatility responds to a preceding price trend: a lag-resolved measurement in cryptocurrencies and equities

   Gulsah Bicki, Taylan Akdogan · arXiv:2611.04533

10. CosmosAlpha: Multi-Relational Graph Search with Pareto-Guided Exploration for LLM-Driven Alpha Mining

    Zhan-He Wang, Zi-Yang Lang, Yi-Yang Li, Qing-Yu Lan, Yun-Song Piao · arXiv:2611.04555

11. Safe Portfolio Learning from Untrusted Predictions: Signed Trust, Abstention, and Cross-Universe Polarity Failure

    Amirhossein MohammadpourAzari (Sharif University of Technology, Tehran, Iran), Mohammad Zarei (Sharif University of Technology, Tehran, Iran), MohammadAmin Fazli (Sharif University of Technology, Tehran, Iran) · arXiv:2611.04826

12. Beyond Anonymous Order Flow: Wallet Identity as a Feature for Short-Horizon Return Prediction

    Jingqiu Ding, Daojing Zhai · arXiv:2611.05218

13. Mitigating Return Drag and Regime Whipsaws in Sector Rotation: An Asymmetric Downside-Aware Nested Clustered Optimization Framework

    Supriadi · arXiv:2611.05310

14. Left-Digit Bias: Theory and Empirical Evidence from a Tax Salience Experiment

    Kaushil Patel · arXiv:2611.05342

Cross-lists (8)

1. The Digital-Energy Recomposition of the Kitchin Cycle: Exploratory Evidence from U.S. IT and Irish Data-Centre Series (1995-2025)

   Bartosz Ziollko, Adam Niedzialkowski, Bartosz Szyma · arXiv:2610.33122

2. Long-term yields of short-rate models as Feynman-Kac ground states: a variational quantum eigensolver with single-setting energy estimation on two NISQ platforms

   Doyeol "David" Ahn (Department of Electrical, Computer Engineering, University of Seoul, Seoul 02504, Republic of Korea, Singularity Quantum Inc., Newport Beach, CA 92660, USA) · arXiv:2611.01855

3. Behavioral Prior Elicitation via LLM for Heterogeneous-Agent Bitcoin Flash-Crash Simulation

   Tran Phuong Linh Pham, Thi Minh Phuong Ngo, Phuong Thao Nguyen, Quang Minh Nguyen, Thai Hoa Ngo, Trong Nghia Nguyen · arXiv:2611.03660

4. Honest Small Decision Models for Finance: Scale, Specialization Collapse, and Mixed-Corpus Remediation

   Ajitabh Kumar · arXiv:2611.03755

5. Hardware-Aware Design and Layout Selection in Quantum Reservoir Computing for Insurance Claims Forecasting

   Ren\'ata Rusn\'akov\'a, Eugen \v{S}lapak, Gaurav K. Pandey, Juraj Gazda · arXiv:2611.03891

6. Thinking Fast, Trading Late: System One Decision Models vs the Market

   Amir Dehkordi (Independent Researcher), Alireza Kargarzadeh (TailState Intelligence Ltd), Nariman Khaledian (Independent Researcher), Navid Parvini (Zanista AI Ltd), Sid Ghatak (Increase Alpha, LLC), Arman Khaledian (Zanista AI Ltd) · arXiv:2611.03985

7. Decomposing Rank Reversals under Temporal Nonstationarity: Alignment, Aggressiveness, and Instability

   Deying Song, Xueying Ding · arXiv:2611.04116

8. Aggregate Calibration Can Mask Stress-State Undercoverage: Bounded-Memory Forecast Intervals under Recurrent Financial Stress

   Ruihang Han, Li-Hsiang Lin · arXiv:2611.04223

Replacements (11)

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