3 papers
q-fin.ST2026
Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk
Abdulrahman Alswaidan, Cade Jin, Jeffrey D. Varner
Synthetic generators of daily equity returns let practitioners stress test, backtest, and design scenarios that a single realized market history cannot supply, but only if the gene…
cs.LG2026
Stochastic Attention via Langevin Dynamics on the Modern Hopfield Energy
Abdulrahman Alswaidan, Jeffrey D. Varner
Attention heads retrieve: given a query, they return a weighted average of stored values. We showed that this computation is one step of gradient descent on the modern Hopfield ene…
q-fin.ST2026
Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion
Abdulrahman Alswaidan, Jeffrey D. Varner
Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design.…