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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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0111 · Jul 201819922001200920172026
4 results for CFPB

LDA-XGB1 balances fairness and accuracy in lending models.

problem Fair lending practices and model interpretability in binary classification.
method Biobjective optimization using binning and information value, leveraging XGBoost.
result Achieves effective balance between accuracy, fairness, and interpretability.

This paper studies the payoff amounts in simple interest loans without arbitrage.

problem Understanding the payoff amounts in simple interest loans without arbitrage.
method Developed a formula for the payoff amount for simple interest loans, studied within a model of a loan market.
result The sequence of payoff amounts is increasing before a certain critical time and then decreasing.