On-device research index

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.

168,657 papers · 148 categories

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2 results for “BankNifty”

Order-Flow Filtration and Directional Association with Short-Horizon Returnsq-fin.TR

Filters on order flow improve short-term market directionality.

problem Improving directional signals from order flow in financial markets.

method Structural filters on order lifetime, modification count, and timing applied to BankNifty index futures.

result Filters on parent orders of executed trades show stronger directional association with returns.

order flow filters short-horizon returns BankNifty Hawkes process

2025-07-30abs ↗pdf ↗

Data-Driven Option Pricing using Single and Multi-Asset Supervised Learningq-fin.ST

The paper proposes machine learning models for option pricing without using historical or implied volatility.

problem Capturing option pricing without traditional volatility inputs.

method Three supervised machine learning approaches using data from multiple assets.

result Trained models outperform or match Black-Scholes formula for option pricing.

Machine Learning Option Pricing Supervised Learning Data-Driven Financial Markets

2020-08-02abs ↗pdf ↗