Some Recent Working Papers

1. Arvanitis, S., Scaillet, O., & Topaloglou, N. (2024). Sparse spanning portfolios and

under-diversification with second-order stochastic dominance. arXiv:2402.01951.

Status: Under review at Operations Research.

2. Kalaitzoglou, I., & Arvanitis, S. (2026). The Tell-Tale Clock! Speed and Agent Composition

in High Frequency Trading.

Status: Under review at Journal of Financial and Quantitative Analysis.

3. Arvanitis, S., Argyropoulos, P., & Vassilakis, S. (2025). Universal Choice Spaces and

Expected Utility: A Banach-type Functorial Fixed Point.

Status: Under review at Applied Categorical Structures.

4. Arvanitis, S. (2025). VAR(1) Long Memory from Bottlenecks and Long Cycles in

Network Dynamics.

Status: Revise & Resubmit, Journal of Complex Networks.

5. Arvanitis, S. (2026). Ordering and Quantifying Textual Cohesion via Semantic, Geometric

and Statistical Structure.

Status: Revised & Resubmitted at Stat.

6. Arvanitis, S. (2026). Sentiment Utopia Index: Rhetorical Structure and Corpus-

Relative Financial Sentiment.

Status: Submitted to Journal of Business and Economic Statistics.

7. Arvanitis, S., McGee, R., & Post, T. (2025). Updating Density Estimates Using Conditional

Information Projection.

Status: Under review at Journal of Econometrics.

8. Arvanitis, S., McGee, R., & Post, T. (2026). Empirical Likelihood Tests for Pairwise

Stochastic Dominance.

Status: In preparation / active project (planned submission).