3 papers
q-fin.RM2026
Approximate Design-Based Intervals for Downsampled Cross-Sectional Market Aggregates: A Randomized Design for Bandwidth-Constrained Financial Data Pipelines
Minmin Zeng
Financial institutions routinely downsample cross-sectional options panels to meet bandwidth and cost constraints. The industry default---deterministic Top- selection by open in…
stat.ML2026
Self-Normalized Inference for Constant-Stepsize Temporal-Difference Learning under Markovian Sampling
Min Zeng, Yichen Zhang, Xiaofeng Shao
Constant-stepsize temporal-difference (TD) learning is attractive for policy evaluation, but inference from a single Markov trajectory must account for serial dependence and a step…
cs.AI2026
Optimal Adaptive Market Making: A Theoretical Framework for High-Yield Liquidity Provision in Perpetual Futures Markets
Minmin Zeng, Yi Liu
We develop a rigorous theoretical framework for optimal market making in perpetual futures markets with zero maker fees. We model the market maker's problem as a stochastic optimal…