Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels

By Zhang Chen, Chen Kay

Published 2026-05-26

Everscope rating
1275.5
Relevance to quantitative trading
8 / 10
Implementation complexity
7 / 10
Reproducibility
4 / 5

About this paper

Methodology: Historical Review and Mathematical Synthesis. Problem types: Risk Management, Portfolio Optimization, Density Estimation, Optimization, Time Series Forecasting, Regression, Classification, Causal Inference, Generative Modeling, Anomaly Detection, Market Making, Algorithmic Execution, Pairs Trading, Reinforcement Learning, Natural Language Processing, Dimensionality Reduction, Structured Prediction, Graph Learning, Survival Analysis, Multi-task Learning, Transfer Learning, Online Learning, Semi-supervised Learning, Unsupervised Learning, Sequence-to-Sequence Learning, Recommender Systems, Imbalanced Learning, Active Learning, Few-shot Learning, Zero-shot Learning, Ranking.

arXiv:2605.27658 ยท Paper rankings

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