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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.

168,694 papers · 148 categories

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0110 · Jul 199219922001200920172026
2 results for “adjoint-consistent”
Reaction-boundary variance and adjoint-consistent local-volatility projectionq-fin.PR

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.
financial volatilityreaction boundaryadjoint-consistentlocal-volatility projectionoperational-time
2026-07-06abs ↗pdf ↗
Reaction-boundary variance and adjoint-consistent local-volatility projectionq-fin.PR

Derives operational-time variance kernel for reaction boundaries in financial markets.

problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.
financial marketsreaction boundarieslatent-order-bookoperational-time variancelong-memory forcing
2026-07-06abs ↗pdf ↗