Finance as Extended Biology: Reciprocity as the Cognitive Substrate of Financial Behavior

Forecasting earnings using k-nearest neighbor classification: Easton, Peter; Kapons, Martin; Monahan, S.; Schütt, Harm; Weisbrod, Eric H.

Multi-Agent Reinforcement Learning for Dynamic Pricing in Supply Chains: Benchmarking Strategic Agent Behaviours under Realistically Simulated Market Conditions: Thomas Hazenberg; Yao Ma; Seyed Sahand Mohammadi Ziabari; Marijn van Rijswijk

Ukrainian-style oligarchic economies: how concentrated power undermines value added in production chains: Jakub Karnowski; Przemys{\l}aw Szufel

Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs: Anastasis Kratsios; Ariel Neufeld; Philipp Schmocker

Implementing Credit Risk Analysis with Quantum Singular Value Transformation: Davide Veronelli; Francesca Cibrario; Emanuele Dri; Valeria Zaffaroni; Giacomo Ranieri; Davide Corbelletto; Bartolomeo Montrucchio

Generative Artificial Intelligence for Compliance Risk Analysis: Applications in Tax and Customs Administration: Joshua Aslett; Thomas Cantens; François Chastel; Emmanuel A Crown; Stuart Hamilton

Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models: Facundo Arga\~naraz; Juan Carlos Escanciano

A Framework for Predictive Directional Trading Based on Volatility and Causal Inference

Demographic Changes and Fiscal Sustainability of the Italian Pension System: An Agent-Based Modelling Approach: Del Frari, Elisa; Aassve, Arnstein; Melegaro, Alessia

Epistemic Scarcity: The Economics of Unresolvable Unknowns

Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach: Akash Deep; Chris Monico; W. Brent Lindquist; Svetlozar T. Rachev; Frank J. Fabozzi

Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks: Tomu Hirata; Undral Byambadalai; Tatsushi Oka; Shota Yasui; Shingo Uto

Enhancing Stock Price Forecasting with LSTM Networks: A Comparative Study of Classic and PSO-Optimized Models on S&P 500 Stocks: Imad Talhartit; Sanae Ait Jillali; Mounime El Kabbouri

Kronos: A Foundation Model for the Language of Financial Markets: Yu Shi; Zongliang Fu; Shuo Chen; Bohan Zhao; Wei Xu; Changshui Zhang; Jian Li

Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data: Hess, Dieter; Simon, Frederik; Weibels, Sebastian

Causality analysis of electricity market liberalization on electricity price using novel Machine Learning methods: Orr Shahar; Stefan Lessmann; Daniel Traian Pele

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models: Maciej Wysocki; Pawe{\l} Sakowski

Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading

Neural Network-Based Algorithmic Trading Systems: Multi-Timeframe Analysis and High-Frequency Execution in Cryptocurrency Markets

Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning: Caio de Souza Barbosa Costa; Anna Helena Reali Costa

Language Model Guided Reinforcement Learning in Quantitative Trading: Adam Darmanin; Vince Vella

A Time Series Model for Three Asset Classes used in Financial Simulator: Andrey Sarantsev; Angel Piotrowski; Ian Anderson

Building crypto portfolios with agentic AI: Antonino Castelli; Paolo Giudici; Alessandro Piergallini

A Simulation-Based Conceptual Model for Tokenized Recycling: Integrating Blockchain, Market Dynamics, and Behavioral Economics

Human Realignment: An Empirical Study of LLMs as Legal Decision-Aids in Moral Dilemmas: Christoph Engel; Yoan Hermstrüwer; Alison Kim

Networked Information Aggregation via Machine Learning: Michael Kearns; Aaron Roth; Emily Ryu

NMIXX: Domain-Adapted Neural Embeddings for Cross-Lingual eXploration of Finance: Hanwool Lee; Sara Yu; Yewon Hwang; Jonghyun Choi; Heejae Ahn; Sungbum Jung; Youngjae Yu

Defining Current and Expected Financial Constraints Using AI: Reinterpreting the Cash Flow Sensitivity of Cash: Rachel Cho; Christoph Görtz; Danny McGowan; Max Schröder

Time Deep Gradient Flow Method for pricing American options

AI Agents in the Electricity Market Game with Cryptocurrency Transactions: A Post-Terminator Analysis: Microsoft Copilot; Stephen E. Spear

Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals: Dhanashekar Kandaswamy; Ashutosh Sahoo; Akshay SP; Gurukiran S; Parag Paul; Girish G N

Financial Regulation and AI: A Faustian Bargain?: Coppola, Antonio; Clayton, Christopher

"SustAIn" Designing generative AI to support environmental sensemaking: Brune, Niclas; Vetter, Oliver A.; Walter, Phillip; Buxmann, Peter

End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning: Christian Bongiorno; Efstratios Manolakis; Rosario Nunzio Mantegna

Aligning Large Language Model Agents with Rational and Moral Preferences: A Supervised Fine-Tuning Approach: Wei Lu; Daniel L. Chen; Christian B. Hansen

Redefining Regions in Space and Time: A Deep Learning Method for Spatio-Temporal Clustering: Pablo Quintana; Marcos Herrera-Gómez

FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance: Aaron Green; Zihan Nie; Hanzhen Qin; Oshani Seneviratne; Kristin P. Bennett

Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining: Junjie Zhao; Chengxi Zhang; Chenkai Wang; Peng Yang

A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting: Zeqi Wu; Meilin Wang; Wei Huang; Zheng Zhang

An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI: Francis Boabang; Samuel Asante Gyamerah

Your AI, Not Your View: The Bias of LLMs in Investment Analysis: Hoyoung Lee; Junhyuk Seo; Suhwan Park; Junhyeong Lee; Wonbin Ahn; Chanyeol Choi; Alejandro Lopez-Lira; Yongjae Lee

Can large language models assist choice modelling? Insights into prompting strategies and current models capabilities: Georges Sfeir; Gabriel Nova; Stephane Hess; Sander van Cranenburgh

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism: Li Zhao; Rui Sun; Zuoyou Jiang; Bo Yang; Yuxiao Bai; Mengting Chen; Xinyang Wang; Jing Li; Zuo Bai

AI-Powered Trading, Algorithmic Collusion, and Price Efficiency: Winston Wei Dou; Itay Goldstein; Yan Ji

MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading: Siyi Wu; Zhaoyang Guan; Leyi Zhao; Xinyuan Song; Xinyu Ying; Hanlin Zhang; Michele Pak; Yangfan He; Yi Xin; Jianhui Wang; Tianyu Shi

Valuing Time in Silicon: Can Large Language Model Replicate Human Value of Travel Time: Yingnan Yan; Tianming Liu; Yafeng Yin

Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis

Quantum generative modeling for financial time series with temporal correlations: David Dechant; Eliot Schwander; Lucas van Drooge; Charles Moussa; Diego Garlaschelli; Vedran Dunjko; Jordi Tura

Machine Learning based Enterprise Financial Audit Framework and High Risk Identification: Tingyu Yuan; Xi Zhang; Xuanjing Chen