q-fin.CP · 2026-08-22 · No. 92

Computational Finance, 2026-08-22.

1 new papers in q-fin.CP. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation

    Samer El Boustany, Théo Basseras, Samy Mekkaoui, Alexandre Alouadi, Yadh Hafsi, Huyên Pham

    q-fin.CP · cs.CE · cs.LG · math.OC

    We introduce Deep-MKV-TS, a path-dependent McKean-Vlasov framework for financial scenario generation. The stochastic dynamics are chosen by matching selected path and volatility features of generated scenarios to those observed in the data. Starting from an interpretable reference model, Deep-MKV-TS preserves the reference drift and adjusts its volatility, while a regularization penalty limits unnecessary departures from the calibrated...

    arxiv.org/abs/2608.19394 · PDF

This edition is part of The Daily Abstract — q-fin.CP archive. Subscribe to receive these in your inbox each morning, automatically translated to Spanish, with reply-to-PDF: arxivdaily.ignorelist.com.

Colophon Set in Georgia, with system sans for interface chrome and a monospaced stack for code and paper identifiers. Sole accent: amber #D99C5E. Built and served on an always-free VM. The masthead is set 14% letterspaced because newspapers do that and it works.