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.
Understanding tie strength in social networks, and the factors that influence it, have received much attention in a myriad of disciplines for decades. Several models incorporating indicators of tie strength have been proposed and used to quantify relationships in social networks, and a standard set of structural networ…
Researchers create coordinates for hyperbolic surfaces, proving a magic formula.
Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-t…
Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of conta…
The study examines complex tangles in Curve Shortening Flow singularities.
Study reveals structure of Bitcoin's crypto flow network.
The structure of the control network of transnational corporations affects global market competition and financial stability. So far, only small national samples were studied and there was no appropriate methodology to assess control globally. We present the first investigation of the architecture of the international …
Study XRP network, propose Flow Index to analyze transaction frequencies.
Study of Bitcoin User Network structure over 8 years.
Bayesian neural networks improve deep learning's accuracy and uncertainty estimation.
Study financial contagion and risk in sparse networks with directed edges.