Research paper / RESOURCE PROFILE

Equilibrium strategies for stochastic control problems with higher-ord

Publication: Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection. Published Apr 5, 2025.

arxiv.orgPublished Apr 5, 2025
Visit source website ↗

Overview

Publication: Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection. Published Apr 5, 2025.

Publication information

Publication title
Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection
Authors
Yike Wang, Jingzhen Liu, Jiaqin Wei
Published
Apr 5, 2025
Last publication revision
Mar 18, 2026
Subject areas
math.OC, q-fin.MF
Publication source
arxiv.org · abs/2504.04113v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2504.04113 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.