q-fin.GN

Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets

Shuchen Meng, Xupeng Chen / April 7, 2026

arXiv:2604.03272v1 Announce Type: cross
Abstract: We develop a unified model in which AI adoption in financial markets generates systemic risk through three mutually reinforcing channels: performative prediction, algorithmic herding, and cognitive dep…

cs.LG, q-fin.GN

YC Bench: a Live Benchmark for Forecasting Startup Outperformance in Y Combinator Batches

Mostapha Benhenda / April 6, 2026

arXiv:2604.02378v1 Announce Type: new
Abstract: Forecasting startup success is notoriously difficult, partly because meaningful outcomes, such as exits, large funding rounds, and sustained revenue growth, are rare and can take years to materialize. As…

cs.LG, q-fin.GN

Decomposable Reward Modeling and Realistic Environment Design for Reinforcement Learning-Based Forex Trading

Nabeel Ahmad Saidd / April 2, 2026

arXiv:2604.00031v1 Announce Type: cross
Abstract: Applying reinforcement learning (RL) to foreign exchange (Forex) trading remains challenging because realistic environments, well-defined reward functions, and expressive action spaces must be satisfie…