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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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35810 · Mar 201819922001200920172026
48 results for CEO compensation

The Canonical Regression Quantile method predicts CEO compensation and future performance.

problem Determining fair CEO compensation and its impact on company performance.
method Canonical Regression Quantile method to assess CEO pay and performance.
result The method can predict future CEO performance and distinguish over/underpaid CEOs.

Higher CEO career breadth correlates with better firm performance.

problem Limited adaptability in complex environments due to specialization.
method Constructed a Breadth Index from 650 CEOs' cross-domain experience, analyzed using regression.
result Higher Breadth Index CEOs outperform industry peers by 9.8 percentage points.

Optimizes causal effects on unknown graphs using Causal Entropy Optimization.

problem Optimizing causal effects in unknown causal graphs.
method Causal Entropy Optimization (CEO) framework that generalizes Causal Bayesian Optimization (CBO). Incorporates causal structure uncertainty in surrogate models and intervention selection.
result CEO achieves faster convergence to global optimum compared to CBO and improves upon sequential structure learning.

Study examines how social media sentiment impacts biotech stocks.

problem Understanding the impact of social media on biotech stock prices.
method VADER sentiment analysis, ARIMA, and VAR models were used to forecast stock market performance.
result Complex interplay between tweet sentiment and stock market performance was identified.

This paper studies communication efficiency in federated learning by optimizing the sum-rate-distortion function for indirect multiterminal source coding.

problem Indirect multiterminal source coding in federated learning where edge devices send noisy gradients to the server.
method Analyzes the rate region for the quadratic vector Gaussian CEO problem under unbiased estimator and derives an explicit formula for the sum-rate-distortion function.
result Derives an explicit formula for the sum-rate-distortion function in the special case of identical gradients over edge devices.

LLMs help less-resourced researchers access costly data.

problem Unequal access to costly datasets limits research contributions.
method RAG framework with GPT-4o-mini for automated data collection.
result LLMs can collect CEO pay ratios and CAMs from corporate disclosures with high accuracy and low cost.

Study shows how business cycle affects dividend payout based on managerial stock incentives.

problem Impact of managerial stock incentives on dividend payout policy during business cycles.
method Using S&P 1500 companies data from 2000-2018, analyzing full sample and recession periods.
result Negative relationship between managerial stock options and dividend payouts, significant for medium-sized companies.

Out-of-control information technology (IT) projects have ended the careers of top managers, such as EADS CEO Noel Forgeard and Levi Strauss' CIO David Bergen. Moreover, IT projects have brought down whole companies, like Kmart in the US and Auto Windscreen in the UK. Software and other IT is now such an integral part o…

2013-03-28abs ↗pdf ↗

The paper simplifies calculus for semimartingales using multiplicative compensation.

problem Developing a formula for complex-valued semimartingales to simplify stochastic calculus.
method Multiplicative compensation for complex-valued semimartingales.
result The stochastic exponential of complex-valued semimartingales becomes a true martingale after compensation.

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for TT steps. In each step, one short-term player arrives to the system. Upon arrival, the player aims to select an arm with the current best average reward and receiv…

2018-11-05abs ↗pdf ↗

A machine learning model for PMD compensation in dual-polarization systems.

problem Compensating for polarization-mode dispersion (PMD) in dual-polarization systems.
method Model-based machine learning approach using the split-step Fourier method for the Manakov-PMD equation.
result The model converges to within 1% of peak dB performance after 428 iterations, achieving a 0.30 dB reduction in effective signal-to-noise ratio compared to PMD-free case.

Extends compactness theory to variable-coefficient pseudo-differential operators on manifolds.

problem Compensated compactness for pseudodifferential operators on vector bundles.
method Establishes a theorem for weakly convergent sequences of sections under a pseudo-differential operator.
result Quadratic form converges in distributional sense under certain conditions.

We present two statistical causes for the distortion of correlations on high-frequency financial data. We demonstrate that the asynchrony of trades as well as the decimalization of stock prices has a large impact on the decline of the correlation coefficients towards smaller return intervals (Epps effect). These distor…

2010-09-30abs ↗pdf ↗

In recent years, unsupervised/weakly-supervised conditional generative adversarial networks (GANs) have achieved many successes on the task of modeling and generating data. However, one of their weaknesses lies in their poor ability to separate, or disentangle, the different factors that characterize the representation…

2020-01-23abs ↗pdf ↗

A second order self-adjoint operator Δ=S2+UΔ=S\partial^2+U is uniquely defined by its principal symbol SS and potential UU if it acts on half-densities. We analyse the potential UU as a compensating field (gauge field) in the sense that it compensates the action of coordinate transformations on the second derivatives in…

2015-09-18abs ↗pdf ↗

The study proves a theorem on Riemannian manifolds for wedge products of weakly convergent differential forms.

problem Analyzing the limiting behavior of wedge products of weakly convergent differential forms on Riemannian manifolds.
method Formulating and proving compensated compactness theorems for wedge products of differential forms on closed Riemannian manifolds.
result The theorem generalizes the div-curl lemma for vectorfields and applies to critical regularity exponents.

Studies have shown that the people depicted in image search results tend to be of majority groups with respect to socially salient attributes. This skew goes beyond that which already exists in the world - e.g., Kay et al. showed that although 28% of CEOs in US are women, only 10% of the top 100 results for CEO in Goog…

2019-01-29abs ↗pdf ↗

Proposes a compensation mechanism for improving individual forecast confidence.

problem Difficult to assess the quality of individual probabilistic forecasts and their utilities.
method Compensation mechanism based on fair bets and online learning.
result The proposed mechanism cannot be exploited and ensures forecasted utility matches actual utility.

This paper explores how enforcing equivariance constraints limits neural network expressivity and proposes compensatory model size increases.

problem The impact of enforcing equivariance constraints on the expressive power of neural networks.
method Examined 2-layer ReLU networks, analyzed boundary hyperplanes and channel vectors, and constructed upper bounds on model size required for compensation.
result Enforcing equivariance constraints reduces the expressive power of neural networks, but this can be compensated by increasing model size.

Paper introduces non-linear discounting models for default compensation and climate valuation.

problem Valuation of non-replicable value and damage under default risk.
method Develops two models: one for risk-neutralising discounting and another for survival probability dependent discounting.
result Non-decaying discount factors (negative discount rates) are possible under certain scenarios.

Survey on recent developments in isometric immersions using PDE techniques.

problem Analyzing isometric immersions with low Sobolev regularity.
method Compensated compactness and Coulomb-Uhlenbeck gauges.
result Weak continuity and stability of Gauss-Codazzi-Ricci equations.

Compensation methods correct overestimation of adversarial robustness in neural networks.

problem Overestimation of adversarial robustness using first-order attack methods.
method Proposed compensation methods address inaccurate gradient computation and reduce backpropagations.
result Empirical evaluation of adversarial robustness is improved with these methods.

Study optimal control strategy for hedge funds managers with PSAHARA utility family.

problem Optimizing risk and reward in incomplete markets with non-monotone risk aversion and convex compensation.
method Introduced PSAHARA utility family to model non-monotone risk aversion and convex compensation. Proved concavification techniques for non-concave utility functions. Derived explicit optimal control strategy.
result PSAHARA utility induces risk-taking behavior even with convex compensation, leading to high returns and volatility.

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of this drifted reward feedback by analyzing the performance of three instantiatio…

2019-11-12abs ↗pdf ↗

A fundamental problem in differential geometry is to characterize intrinsic metrics on a two-dimensional Riemannian manifold M2{\mathcal M}^2 which can be realized as isometric immersions into R3\R^3. This problem can be formulated as initial and/or boundary value problems for a system of nonlinear partial differential…

2008-05-16abs ↗pdf ↗

Study on optimal fees in hedge funds with first-loss compensation.

problem Determining the best fee structure for hedge funds with first-loss compensation.
method Solved the manager's non-concave utility maximization problem, calculated Pareto optimal first-loss schemes, and maximized a decision criterion on this set.
result Traditional fees are not Pareto optimal, and the preferred first-loss coverage guarantee varies with investor and market factors.