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20242026
most citedBroken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution

2 citations · 5 across the 3 of their papers we have counts for

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5 papers

cs.AI2026

TopoGraphRAG-Bench: Evaluating Multimodal GraphRAG on Layout-Grounded Evidence Reasoning

Ruochi Li, Jianzhe Lin, Haoxuan Zhang +4

Real-world documents distribute evidence across text, tables, figures, and captions within complex page layouts. Answering complex questions over such documents therefore requires…

q-fin.ST2026

Fitting Accumulated Stock Returns with Tempered Skew t-Distribution

Siqi Shao, R. A. Serota

We analyze distributions of historic S&P500 multi-day returns, for the number of days of accumulation from 20 to 120. With the increase of the number of days of accumulation, we ob…

q-fin.ST2026★ 1 cited

Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective

Arshia Ghasemi, Siqi Shao, R. A. Serota

We analyze historic S&P500 multi-day returns: from daily returns to those accumulated over up to ten days. Despite symmetry breaking between gains and losses in the distribution of…

q-fin.ST2025★ 2 cited

Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution

Siqi Shao, Arshia Ghasemi, Hamed Farahani +1

We argue that negative skew and positive mean of the distribution of stock returns are largely due to the broken symmetry of stochastic volatility governing gains and losses. Start…

cond-mat.str-el2024★ 2 cited

Dynamic-RKKY induced time-reversal symmetry breaking and chiral spin liquids

Siqi Shao, Yang Ge, Yashar Komijani

We study the Ruderman-Kittel-Kasuya-Yosida (RKKY) interaction in various Kondo lattice systems. We argue that the weak Kondo-coupling expansion contains certain physics which is lo…