A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study applies financial models to predict COVID-19 pandemic.
This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the time-series, Bayesian tools are used for model fitting, prediction, and feature selec…
Paper forecasts recession indicators using yield spread models.
Study uses multiple online media to predict crude oil prices.
Machine learning predicts CO2 emissions in power grids, reducing uncertainty.