Probability-valued firm information is used to study asset co-movement, construct interaction fields, and certify portfolio diversification.
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Systematic Covariance Envelopes from Wasserstein Geometry: Evidence from Language-Model Representations
Paper • 2410.23447 • Published • 1 -
Wasserstein-Barycentric Interaction Fields for Spatial Factor Models: Evidence from Language-Model Representations
Paper • 2608.29669 • Published • 2 -
Portfolio Risk Bounds without Cross-Asset Return Covariances: Distributional Fields from Language-Model Representations
Paper • 2608.29692 • Published • 2 -
Wasserstein Playground
🎯Watch wasserstein geometry impact returns co-movement.
