On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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← all fields·4 papers on “equilibrium” in Quant Finance · 1 month

Existence and convergence of discrete-time Kyle models with multiple insidersq-fin.TR

Study proves existence and convergence of discrete-time Kyle models with multiple insiders.

problem Existence and convergence of discrete-time Kyle models with multiple informed traders.

method Proves existence and convergence of discrete-time Kyle models with multiple informed traders using mathematical proofs.

result Equilibrium exists and converges to continuous-time equilibrium as the number of trading times increases.

Kyle models multiple insiders discrete-time equilibrium convergence

2026-07-16abs ↗pdf ↗

Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulatorcs.LG

DQN outperforms static policies in a dynamic fee environment for automated market makers.

problem How automated market makers (AMMs) perform under dynamic fees is unknown.

method Constructed a closed-loop simulator with dynamic fees, noise flow, and arbitrage.

result A small DQN policy outperforms static policies in a dynamic fee environment.

Reinforcement Learning Automated Market Makers Dynamic Fees Closed-Loop Simulator Order Flow

2026-07-12abs ↗pdf ↗

Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysisq-fin.RM

Endogenous reinsurance pricing in large insurance markets

problem Endogenous reinsurance pricing in large insurance markets

method Stackelberg leader and insurer equilibrium analysis

result Characterization of insurers' equilibrium retention and Stackelberg equilibria

reinsurance insurance Stackelberg equilibrium performance

2026-06-25abs ↗pdf ↗

Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount ratesmath.OC

A firm with heterogeneous shareholders optimizes dividends under ambiguity aggregation.

problem Optimizing dividends for a firm with heterogeneous shareholders under ambiguity aggregation.

method Characterizing equilibrium dividends using a partition of the state space.

result Time-homogeneous equilibrium dividend law characterized by a partition of the state space.

dividend ambiguity aggregation heterogeneous shareholders equilibrium verification theorem

2026-06-24abs ↗pdf ↗