2 papers
q-fin.CP2026
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
Runyao Yu, Ruochen Wu, Yongsheng Han +1
Accurate probabilistic forecasting of intraday electricity prices is critical for market participants to inform trading decisions. Existing studies rely on specific domain features…
q-fin.PR2025
Dynamic Asset Pricing with α-MEU Model
Jiacheng Fan, Xue Dong He, Ruocheng Wu
We study a dynamic asset pricing problem in which a representative agent is ambiguous about the aggregate endowment growth rate and trades a risky stock, human capital, and a risk-…