3 papers
q-fin.PR2026
Quantum Kernels and the Cross-Section of Stock Returns: Anatomy of a Vanishing Advantage
Junchi Shen
Do quantum kernels improve cross-sectional stock return prediction? We run a controlled horse race on the Chinese A-share market in which a quantum fidelity kernel, a projected qua…
q-fin.MF2026
Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls
Junchi Shen, Helin Zhao
Heavy-tailed diffusion models replace Gaussian noise by a Gaussian variance mixture: denoising Levy probabilistic models (DLPM) take the mixing variables i.i.d. across coordinates,…
cs.LG2025
A Hybrid Deep Learning based Carbon Price Forecasting Framework with Structural Breakpoints Detection and Signal Denoising
Runsheng Ren, Jing Li, Yanxiu Li +5
Accurately forecasting carbon prices is essential for informed energy market decision-making, guiding sustainable energy planning, and supporting effective decarbonization strategi…