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.
CLARA generates clinical reports from raw inputs, improving accuracy and efficiency.
Improved k-medoids clustering with faster algorithms for big data.
Clustering non-Euclidean data is difficult, and one of the most used algorithms besides hierarchical clustering is the popular algorithm Partitioning Around Medoids (PAM), also simply referred to as k-medoids. In Euclidean geometry the mean-as used in k-means-is a good estimator for the cluster center, but this does no…
No-arbitrage models of term structure have the feature that the return on zero-coupon bonds is the sum of the short rate and the product of volatility and market price of risk. Well known models restrict the behavior of the market price of risk so that it is not dependent on the type of asset being modeled. We show tha…
Paper presents a new framework for optimal asset and signal combination.