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.

168,695 papers · 148 categories

Trend · papers per month

count % of corpus

3 results for “Burundi”

Modeling the yield curve of Burundian bond market by parametric modelsq-fin.GN

This study models Burundi's bond market yield curve using Nelson-Siegel and Svensson models.

problem Modeling the yield curve of Burundian bond market for financial analytics.

method Collected treasury securities auction reports, computed zero-coupon rates, and applied Nelson-Siegel and Svensson models.

result Nelson-Siegel model is optimal for Burundian yield curve modeling.

yield curve Burundi treasury securities Nelson-Siegel Svensson

2023-09-30abs ↗pdf ↗

Modelling and characterization of fine Particulate Matter dynamics in Bujumbura using low cost sensorsstat.ML

Study characterizes PM2.5 dynamics in Bujumbura using low-cost sensors.

problem Characterize spatio-temporal variability of PM2.5 in Bujumbura.

method Used low-cost sensors to collect data from August 2022 to August 2023. Analyzed hourly, daily, and seasonal PM2.5 concentrations using RNN with LSTM.

result Hourly and annual PM2.5 concentrations in Bujumbura exceed WHO standards.

PM2.5 Bujumbura Urbanization Low-cost sensors RNN

2023-12-19abs ↗pdf ↗

Handling missing data in Burundian sovereign bond marketq-fin.GN

This paper tackles missing data in Burundian bond market yield curves.

problem Missing data challenges accurate yield curve construction in Burundian sovereign bond market.

method Exploration of data limitations, proposing and testing various imputation methods (LR, Previous value, miss-Forest, Next value).

result Linear Regression method performs best across variables, approximating normal distribution for error values.

Burundian bond market yield curve missing data imputation methods financial products

2023-09-29abs ↗pdf ↗