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arXiv research

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.

168,695 papers · 148 categories

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234468701935 · Jun 202019922001200920172026
48 results for BBC news

This note is a step towards demonstrating the benefits of a symplectic approach to studying equivariant Kähler geometry. We apply a local differential geometric framework from Kähler toric geometry due to Guillemin & Abreu to the case of the standard linear $\SU(n)$ action on $\bbC^n\setminus\{0\}$. Using this framewor…

2004-10-22abs ↗pdf ↗

Using 3-Sasakian reduction techniques we obtain infinite families of new 3-Sasakian manifolds M(p1,p2,p3)\scriptstyle{{\cal M}(p_1,p_2,p_3)} and M(p1,p2,p3,p4)\scriptstyle{{\cal M}(p_1,p_2,p_3,p_4)} in dimension 11 and 15 respectively. The metric cone on M(p1,p2,p3)\scriptstyle{{\cal M}(p_1,p_2,p_3)} is a generalization of the Kronheimer hyperkähle…

2000-07-29abs ↗pdf ↗

In this paper, we first introduce the concept of ξξ-submanifold which is a natural generalization of self-shrinkers for the mean curvature flow and also an extension of λλ-hypersurfaces to the higher codimension. Then, as the main result, we prove a rigidity theorem for Lagrangian ξξ-submanifold in the complex 22-p…

2015-11-09abs ↗pdf ↗

We attack a conjecture of J. Rogawski: any cocompact lattice in SU(2,1)S U (2, 1) for which the ball quotient X=B2/ΓX = B^2 / Γ satisfies b1(X)=0b_1 (X) = 0 and $H^{1, 1} (X) \cap H^2 (X, \bbq) \approx \bbq$ is arithmetic. We prove the Archimedian suprerigidity for representation of ΓΓ is $S L (3, \bbc)$.

1995-01-30abs ↗pdf ↗

We survey recent developments which led to the proof of the Benson-Gordon conjecture on Kähler quotients of solvable Lie groups. In addition we prove that the Albanese morphism of a Kähler manifold which is a homotopy torus is a biholomorphic map. The latter result then implies the classification of compact aspherical …

2006-01-25abs ↗pdf ↗

A new clustering method using Bayesian techniques improves robustness and interpretability.

problem Improving clustering techniques for better robustness and interpretability.
method The paper proposes a novel Bayesian clustering method using the proper Bayesian bootstrap, which combines k-means clustering and ensemble clustering.
result The method provides clear indication on the optimal number of clusters and a better representation of the clustered data.

We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related articles (10M+ words) from the Financial Times, the New York Times, and the BBC, we s…

2012-12-11abs ↗pdf ↗

We discuss `hd-compactifications' of $\SL(2,\bbK)$ for $\bbK=\bbC$ or $\bbR.$ These are compact manifolds with boundary on which both the Schwartz and the Harish-Chandra Schwartz spaces are shown to be relatively standard spaces of conormal functions relative to the boundary. Closure under convolution and other module …

2018-12-10abs ↗pdf ↗

This paper achieves, among other things, the following: 1)It frees the main result of [BFKM] from the hypothesis of determinant class and extends this result from unitary to arbitrary representations. 2)It extends (and at the same times provides a new proof of) the main result of Bismut and Zhang [BZ] from finite dimen…

1999-09-30abs ↗pdf ↗

FININ predicts financial markets by modeling news interactions and influence.

problem Complex diffusion of financial news into market prices.
method FININ is a novel model that captures news links and interactions, integrating market data and news articles.
result FININ outperforms advanced models with a 0.429 and 0.341 improvement in daily Sharpe ratio for S&P 500 and NASDAQ 100 respectively.

News novelty predicts negative stock market returns.

problem Negative stock market returns due to increased news novelty.
method Quantified news novelty using entropy measure from recurrent neural network applied to a large news corpus.
result Entropy exposure carries a negative risk premium, indicating that assets positively correlated with entropy hedge aggregate news risk.

MANA-Net improves market predictions by dynamically weighting news sentiments.

problem Aggregated Sentiment Homogenization in financial news data.
method Dynamic market-news attention mechanism to aggregate sentiments.
result MANA-Net outperforms recent market prediction methods by 1.1% Profit & Loss and 0.252 daily Sharpe ratio.

Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news stories when making investment decisions in the stock market. However, these stories may not reflect future stock prices because of the subjectivi…

2019-09-01abs ↗pdf ↗

Online news media provides aggregated news and stories from different sources all over the world and up-to-date news coverage. The main goal of this study is to have a solution that considered as a homogeneous source for the news and to represent the news in a new conceptual framework. Furthermore, the user can easily …

2018-08-29abs ↗pdf ↗

We extend the well-known Borromean and Brunnian rings to new higher order versions. Then we suggest an extension of the connection between Efimov states in cold gases and Borromean and Brunnian rings to these new higher order links. This gives rise to a whole new hierarchy of possible states with Efimov states at the b…

2010-12-13abs ↗pdf ↗

MALCOM generates fake comments to fool fake news detectors.

problem Adversaries can manipulate fake news detection models with malicious comments.
method Proposes a novel threat model and develops an adversarial comment generation framework (MALCOM).
result MALCOM can fool fake news detectors 90-94% of the time, depending on the model and dataset.

News on inflation and monetary policy impacts US household inflation expectations.

problem Understanding how news affects inflation expectations.
method Monthly disaggregated US data from 1978 to 2016, controlling for various factors.
result News on rising inflation and easier monetary policy has a stronger impact on inflation expectations.

A new construction of naturally reductive spaces is presented. This construction gives a large amount of new families of naturally reductive spaces. First the infinitesimal models of the new naturally reductive spaces are constructed. A concrete transitive group of isometries is given for the new spaces and also the na…

2016-05-02abs ↗pdf ↗

Motivated by recent financial crises significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said about influence of financial news on financial markets. We propose a novel measure of collective behaviour in financial news on the Web, New…

2014-02-14abs ↗pdf ↗

The profusion of online news articles makes it difficult to find interesting articles, a problem that can be assuaged by using a recommender system to bring the most relevant news stories to readers. However, news recommendation is challenging because the most relevant articles are often new content seen by few users. …

2013-03-04abs ↗pdf ↗

Study news networks to predict stock returns.

problem Predicting cross-sectional stock returns using news networks.
method Constructed time-varying directed networks of S&P500 stocks from 1 million news articles, identified stock tickers using an algorithm, and tested for comovement and reversal effects.
result News network attention proxy, network degree, predicts monthly stock returns robustly.

Study shows text-based news veracity models don't generalize across U.S. and U.K.

problem Generalizability of text-based news veracity detection models across countries.
method Testing news veracity models on U.S. and U.K. news data.
result Text-based classifiers perform poorly when trained on one country's news data and tested on another.

Study shows publicly available news impacts financial markets.

problem Impact of publicly available news on financial markets.
method Extracted news from Common Crawl, identified relevant companies, used sentiment analysis and information theory.
result Publicly available news has significant impact on financial markets.

The study identifies impactful news articles based on liquidity changes, improving asset return prediction.

problem Evaluating the sentiment of financial news articles for institutional investors.
method Liquidity-driven variables are used to identify impactful news articles, focusing on liquidity mode switches.
result The screened dataset leads to superior performance in short-term asset return prediction.

Paper uses financial news for stock trend forecasting using deep multiple instance learning.

problem Forecasting stock trends from financial news articles.
method Developed a flexible and adaptive multi-instance learning model for bags of instances (financial news articles) on trading days.
result Outstanding trend prediction accuracy compared to state-of-the-art approaches.