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Probability Weighting Meets Heavy Tails: An Econometric Framework for

Publication: Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing. Published Nov 20, 2025.

Research & Papers
arxiv.orgPublished Nov 20, 2025
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Overview

Publication: Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing. Published Nov 20, 2025.

Publication information

Publication title
Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing
Authors
Akash Deep, Svetlozar T. Rachev, Frank J. Fabozzi
Published
Nov 20, 2025
Last publication revision
Nov 20, 2025
Subject areas
q-fin.MF
Publication source
arxiv.org · abs/2511.16563v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2511.16563 ↗

Discovery references

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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
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