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9 papers in the last four weeks, level with the four weeks before. 0.1% of all new papers.

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HAN-Mamba: Hierarchical Selective State Space Networks for Multi-Scale Financial Volatility Forecasting
Oct 7, 2026Mihai Bogdan Deaconu, Ioan Daniel PopTime Series Forecasting Financial Time Series
Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, Romania
Adversarial Training for Deep Hedging in Nonstationary Markets
Oct 5, 2026Philipp J. Schneider, Lukas Looser, Antoine Garin +2Adversarial Training Quantitative Finance
Risk Analytics and Optimization Chair, EPFL, Lausanne, Switzerland · University of Waterloo, Waterloo, Canada
DAYJOB: A Benchmark for Long-Horizon Professional Work
Oct 1, 2026Stephanie Finley, Liudas Panavas, Thomas Mikkelson +12LLM Agent Evaluation Long-Horizon Agent Tasks
Surge AI
Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets
Sep 29, 2026Ali Atiah AlzahraniQuantitative Finance Financial Forecasting
Riyadh, Saudi Arabia
Sovereign Grassroots Currencies: A CBDC Architecture for Credit and Monetary Policy (Full Version)
Sep 23, 2026Ehud ShapiroFinancial Services Finance
London School of Economics, UK · Weizmann Institute of Science, Israel
FedIncome: Federated Learning for Income Estimation in Digital Lending Under Data Sovereignty Constraints
Sep 23, 2026Sultan Amed, Tanmay Sen, Sayantan BanerjeeCredit Scoring Finance
OM & QT Area, Indian Institute of Management Indore, M.P. 453556, India. · SQC & OR Unit, Indian Statistical Institute Kolkata, W.B. 700108, India
Credit Access is Associated with Improved Food Security in the Horn of Africa
Sep 21, 2026Jordi Cerdà-Bautista, Vasileios Sitokonstantinou, José Manuel Veiga López-Peña +3Finance
Image Processing Laboratory, Universitat de València, Spain · Artificial Intelligence Group, Wageningen University & Research, Wageningen, The Netherlands · Food Security Unit, Joint Research Centre (JRC), European Commission, Ispra, Italy +2
Trustworthy FinAInce: Unpacking How AI-Mediated Financial Advice is Judged
Sep 17, 2026Aryan Ramchandra Kapadia, Eshwar Chandrasekharan, Koustuv SahaTrust in AI Human-AI Decision Making
University of Illinois Urbana-Champaign, Urbana, IL, USA
But How Would AI Agents Run a Town's Economy?
Sep 11, 2026Sajal Regmi, Siddhartha Pudasaini, Chetan Phakami PunMulti-Agent LLM Systems Human Behavior Simulation
Karela Technologies Inc. USA
Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending
Sep 9, 2026Gijs A. F. Niewzwaag, Marijn G. S. Veth, Manuele Massei +1Adversarial Training Adversarial Attacks
University of Twente, Faculty of Behavioural, Management and Social Sciences, Department of High-Tech Business and Entrepreneurship, AE Enschede, 7500, Netherlands
OntoKG-EQ: A provenance-grounded, competency-question-governed knowledge graph for auditable analyst querying
Sep 8, 2026Furqan Nasir, Muhammad Atif Saeed, Muhammad Ehsan +2KG Construction Data Provenance
City University of Science and Information Technology (CUSIT), Peshawar, Pakistan · National University of Computer and Emerging Sciences2026 (FAST-NUCES), Islamabad, Pakistan · University of Engineering and Technology (UET), Peshawar, Pakistan
Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization
Sep 2, 2026Giovanni Dispoto, Marcello Restelli, Carmine VentrePortfolio Optimization Finance
Politecnico di Milano · King’s College London
Toward Explainable and Policy-Aware AI for Carbon Credit Price Prediction: A Research Framework for Emerging Carbon Markets
Sep 1, 2026Summaiya Unnisa Begum, Mohammed Nadeem Ullah, Mohammed Abdul Ghani KhanMultivariate Time Series Forecasting Financial Forecasting
Hyderabad, India · Riyadh, Saudi Arabia
Agentic Empirical Asset Pricing: Methodological Foundations
Sep 1, 2026Yingjian Pan, Xiaowei Ding, Kay GieseckeQuantitative Finance AI Agent Evaluation
Advanced Financial Technologies Laboratory · Stanford University · School of Information Management +1
What Makes a Peer? Valuation-Anchored Similarity in Private Markets
Aug 12, 2026Sebastian Frank, Jingrao Lyu, Max Jarmey +5Finance
BlackRock, Inc. New York, NY, USA · BlackRock, Inc. Atlanta, GA, USA · BlackRock, Inc. London, UK +1
Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals
Aug 12, 2026Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini +1Portfolio Optimization Finance
Tailstate Intelligence Ltd. · Independent Researcher · Zanista AI Ltd.
AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management
Aug 12, 2026Ekkehardt Bauer, Dirk Holländer, Linus Wolff +3Multivariate Time Series Forecasting Financial Time Series
zeb.rolfes.schierenbeck.associates Ltd. · zeb Institute for Financial Services, University Witten/Herdecke
From Numbers to Judgment: Specialist LLM Agents and Reinforcement Learning for European Listed Real Estate
Aug 11, 2026Pardis Taghavi, Santosh BhavaniNumerical Reasoning in Language Models Multi-Agent LLM Systems
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Observational Policy Ranking for SMB Financial Guidance from Multi-Action Accounting Logs
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Aug 6, 2026Sara Chehab, Giorgos Iacovides, Parisa Yazdanparast +1Graph Structure Learning Quantitative Finance
Imperial College London London, UK
Confidence Estimation for Financial Vision-Language Models in Chart and Document Understanding
Aug 6, 2026Reza Khanmohammadi, Simerjot Kaur, Charese H. Smiley +2Visual Question Answering Selective Prediction
Michigan State University East Lansing, Michigan, USA · JPMorgan AI Research New York, New York, USA
OpenPM: Auditable Point-in-Time Evaluation for LLM Portfolio-Management Agents
Aug 6, 2026Xinying Cai, Minghao Guo, Jiahe Liu +7LLM Auditing LLM Agent Evaluation
Rutgers University · Technical University of Denmark · New Jersey Institute of Technology +4
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Aug 6, 2026Bo Deng, Kang Zhou, Lifan Guo +6Long-Horizon Agent Evaluation AI Agent Benchmarks
Beihang University · Qwen DianJin Team, Alibaba Cloud Computing
Evaluating Investment Logic in Large Language Models: A Real-World Benchmark Towards Personalzied Financial Agents
Aug 6, 2026Yuanhong Jiang, Jingjie Zou, Zhenghong Lin +4AI-Assisted Decision Making LLM Agent Evaluation
Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution
Aug 5, 2026Alex Chen, Maria HybinetteFinancial Fraud Detection Time-Series Anomaly Detection
University of Georgia · Athens, GA, USA
An Emerging Retail Portfolio Management Application: Personalized, Tax-Aware Reinforcement Learning with Natural Language Goals
Aug 5, 2026Ramin PishehvarReinforcement Learning Portfolio Optimization
FinReportBench: Measuring and Improving Institution-Grade Financial Report Generation
Aug 5, 2026Yinghao Tang, Tan Zhenwei, Yiyao Wang +4Financial Services LLM Evaluation
State Key Laboratory of CAD&CG, Zhejiang University · Ant Group
Adaptive Finite-Budget Training for CVaR Risk-Aware Q-Learning
Aug 5, 2026Yifan Wu, Junjie Lei, Wenjie HuangReinforcement Learning Q-Learning
Department of Data and Systems Engineering The University of Hong Kong Hong Kong, Hong Kong SAR
From Financial Sentiment Classification to Return Predictability: A QLoRA Benchmark of Large Language Models
Aug 4, 2026Fusheng LuoLLM Evaluation Quantitative Finance
Johns Hopkins University Baltimore, Maryland, USA

Oct 7, 2026, cs.LGJ/K move · Enter open · S save

HAN-Mamba: Hierarchical Selective State Space Networks for Multi-Scale Financial Volatility Forecasting

Mihai Bogdan Deaconu, Ioan Daniel Pop

Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, Romania

Time Series Forecasting Financial Time Series Multiscale Time-Series Modeling Finance Selective SSMs

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Short-horizon realized volatility forecasting requires the integration of market information that evolves at incompatible temporal resolutions, from second-level order book dynamics to weekly regime drift. Our conference work introduced HAN-T, a hierarchical architecture in which scale-specific Transformer encoders process short, mid, and long-horizon streams and a learned attention fuser weighs their contributions. This article replaces the quadratic attention encoders with selective state space (Mamba) encoders while retaining attention only in the fuser, where the input is a three-token set rather than a long sequence. The resulting hybrid, HAN-Mamba, summarizes each stream through a recurrent state whose input-dependent gating matches two structural properties of volatility: persistent but decaying memory and abrupt regime shifts. On the Optiver Realized Volatility Prediction benchmark under time-aware five-fold cross-validation, HAN-Mamba improves mean RMSPE over HAN-T (0.1942 vs. 0.1965) with 33% fewer parameters. Its linear-time encoders further allow the high-frequency context to be extended from 60 to 240 buckets, reducing error to 0.1927 where the attention variant saturates, and support constant-time streaming updates at inference. Ablations attribute the gains to the encoder swap, confirm that the hierarchical prior transfers across sequence-model families, and show that the permutation-invariant attention fuser remains the correct mechanism for cross-scale integration.

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