86 papers
This collection explores the cutting edge of Q-Fin — Gn, where advanced quantum computing principles intersect with financial modeling and game theory. These emerging studies investigate how quantum algorithms can solve complex economic problems and optimize strategic interactions far beyond the reach of classical computers, offering a glimpse into a future where financial markets operate with unprecedented speed and precision.
Every new preprint in this category originates from arXiv, the premier repository for physics and computer science research. At Gist.Science, we process each submission to provide both accessible plain-language explanations and detailed technical summaries, ensuring these breakthroughs are understandable to everyone from industry experts to curious students. Below are the latest papers in this rapidly evolving field, curated to keep you ahead of the curve.
This paper proposes a hidden Markov model-based statistical arbitrage strategy for international crude oil futures, demonstrating that while traditional pairs like Brent, WTI, and Dubai are unprofitable, incorporating the newly introduced Shanghai crude oil futures yields significant profits even under conservative transaction costs.
This paper reveals that while Generative AI adoption in U.S. banks generates significant positive network spillovers, it simultaneously imposes a substantial short-term "Implementation Tax" that disproportionately harms smaller institutions' profitability and creates new systemic risks through the algorithmic coupling of financial decision-making.
This paper introduces a prior-predictive Monte Carlo framework that generates auditable, probabilistic price ranges for complex data products in data-scarce markets by simulating plausible deal configurations and bridging expert intuition with future Bayesian updating.
This paper introduces UniFinEval, the first unified multimodal benchmark covering text, images, and videos across five core financial scenarios, which reveals that while current models like Gemini-3-pro-preview lead in performance, they still significantly lag behind financial experts in handling high-density information and complex reasoning.
This paper proposes a decision-analytic framework that integrates real-options logic with multi-criteria decision analysis to guide the ex-ante selection of redevelopment uses, thereby addressing structural misalignments in underperforming real estate by balancing expected value, risk, complexity, and irreversibility.
This paper argues that Sleeping Beauty should adopt the "thirder" position because maximizing the expected growth rate of her wealth using the Kelly Criterion under multiplicative dynamics renders her impervious to Dutch books, whereas the "halfer" position remains vulnerable.