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.
Improved BN-S model for crude oil price analysis using machine learning.
Refined BN-S model improves crude oil hedging with machine learning.
New model predicts dynamic volatility in uncertain financial markets.
The paper introduces a new stochastic volatility model with long-term memory and jumps.
Batch Normalization (BN) is capable of accelerating the training of deep models by centering and scaling activations within mini-batches. In this work, we propose Decorrelated Batch Normalization (DBN), which not just centers and scales activations but whitens them. We explore multiple whitening techniques, and find th…
Improved stock index analysis using fuzzy parameters and machine learning.