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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.

168,657 papers · 148 categories

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2 results for “mislearning”

Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Frameworkq-fin.PM

This paper examines how investors mislearn factor risk premia under structural breaks in a misspecified Bayesian framework.

problem Investors' mislearning of factor risk premia under structural breaks in asset pricing models.

method Proposes a minimal Bayesian framework to study how investors learn under a misspecified model that underestimates structural breaks.

result Elevated mislearning is associated with stronger long-horizon returns and Sharpe ratios, consistent with an equilibrium premium for acute model uncertainty.

Bayesian learning factor risk premia structural breaks asset pricing mislearning

2026-03-23abs ↗pdf ↗

What's the Harm? Sharp Bounds on the Fraction Negatively Affected by Treatmentstat.ME

Sharp bounds on negative impact identified from observational data.

problem Identifying the fraction of users negatively affected by a treatment.

method Developed robust inference algorithm to derive tightest-possible bounds on negative impact.

result Valid conservative bounds on the fraction negatively affected, even when functions are mislearned.

causal inference sharp bounds observational data robust inference career counseling

2022-05-20abs ↗pdf ↗