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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.

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1 result for “SigSwap”

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwapq-fin.RM

New SigSwap model for path-dependent financial risk.

problem Managing complex, path-dependent financial risks.

method Geometry-based approach using path-signature and Signature Expected Shortfall.

result Path-dependent risks can be converted into transparent risk factors.

financial risk path-dependent SigSwap signature expected shortfall temporal exposure profile

2026-03-25abs ↗pdf ↗