2 papers
q-fin.GN2026
Private Credit Markets Theory, Evidence, and Emerging Frontiers
Jiacheng Zou
Private credit assets under management grew from $158 billion in 2010 to nearly $2 trillion globally by mid-2024, fundamentally reshaping corporate credit markets. This paper pro…
stat.ML2025
The Nonstationarity-Complexity Tradeoff in Return Prediction
Agostino Capponi, Chengpiao Huang, J. Antonio Sidaoui +2
Does more data improve return prediction? In non-stationary financial markets, longer training windows improve prediction of complex models but incorporate outdated economic regime…