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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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371013 · Jul 202019922001200920172026
48 results for Carbon Footprint

Carbontracker tracks and predicts training DL models' carbon footprint.

problem Exponential growth in energy consumption for training deep learning models.
method Carbontracker tool for tracking and predicting energy and carbon footprint.
result Promotes responsible computing and encourages energy-efficient deep learning.

This paper analyzes energy and carbon footprints in distributed and federated learning.

problem High energy costs and carbon emissions in centralized AI methods.
method A novel framework quantifying energy and carbon footprints in vanilla and consensus-based FL methods.
result Optimal bounds and operational points for green FL designs and sustainability assessment.

We propose a statistical model to understand people's perception of their carbon footprint. Driven by the observation that few people think of CO2 impact in absolute terms, we design a system to probe people's perception from simple pairwise comparisons of the relative carbon footprint of their actions. The formulation…

2019-11-26abs ↗pdf ↗

This paper optimizes decarbonized indices for financial tracking, balancing risk and environmental impact.

problem Balancing financial performance with environmental responsibilities in the context of climate risks.
method Develops decarbonized indices using mean-VaR and mean-ES optimization methods.
result Optimized indices reduce financial risk and carbon footprint, providing a balanced investment option.

Paper proposes a KGE framework that reduces training time and carbon footprint.

problem Efficient KGE learning with reduced computational cost and environmental impact.
method Full batch learning, Orthogonal Procrustes Analysis, non-negative-sampling training.
result Significant reduction in training time and carbon footprint compared to state-of-the-art approaches.

Automates building structural design with reduced mass and carbon footprint.

problem Time-consuming and laborious manual design process for buildings.
method Formulated building structures as graphs, trained end-to-end pipeline with a differentiable simulator.
result Optimal structural designs comparable to GA, with reduced building mass and carbon footprint.

This paper introduces a new market-based carbon risk measure for portfolio optimization.

problem The challenge of measuring and managing carbon risk in investment portfolios.
method Develops a market-based carbon risk measure and applies it to minimum variance portfolio construction.
result Market-based carbon risk measures can complement fundamental-based approaches in portfolio optimization.

Investigates optimal PPI strategies to reduce carbon emissions while managing financial risk.

problem Optimizing portfolio insurance strategies to mitigate carbon emissions.
method Modelled risky assets using stochastic factor model with partial information, solved optimization problem using CRRA utility function.
result Optimal carbon penalized PPI strategies reduce carbon emissions without sacrificing financial performance.

Modeling wind dynamics in Saudi Arabia using deep learning and stochastic PDEs.

problem Accurately modeling spatio-temporal wind patterns in a large, diverse, and understudied region.
method Energy distance-based spatial reduction, sparse stochastic Echo State Network, non-stationary stochastic PDE reconstruction.
result Produces more accurate wind speed and energy forecasts, saving $1 million annually.

The study assesses carbon risk in investment portfolios and proposes new management strategies.

problem The impact of carbon risk on stock pricing and portfolio construction.
method Developed a BMG risk factor and estimated time-varying carbon beta using a multi-factor model.
result Carbon risk can be incorporated into portfolio construction to reduce unrewarded financial risks.

Proposes a Carbon Equivalence Principle for financial products to align incentives and drive sustainability.

problem Align financial market incentives with carbon emissions to limit global warming.
method Introduces a Carbon Equivalence Principle requiring financial products to describe equivalent carbon flows alongside cash flows.
result Transparency of carbon flows in financial products can align incentives and reduce future costs, necessitating project re-structuring and financial net-zero designs.

Study improves carbon price forecasting using quantile regression and feature selection.

problem Accurately predicting carbon prices influenced by geopolitical, social, and economic factors.
method Collect and analyze various influencing factors, select significant features, and use Sparse Quantile Group Lasso and Adaptive Sparse Quantile Group Lasso for robust predictions.
result Proposed methods outperform existing ones and provide a complete profile of future carbon prices.

This study analyzes how carbon pricing affects credit risk measures in a portfolio.

problem Impact of carbon pricing on credit risk measures in a portfolio.
method Adapted stochastic multisectoral model to account for GHG emissions costs and carbon prices.
result Carbon pricing distorts firm value distributions, increases banking fees, and reduces profitability.

Paper analyzes how present-bias affects carbon emissions and proposes a method to mitigate it.

problem Present-bias impacts carbon emission patterns towards a net zero target.
method Stochastic control techniques adapted from insurance risk theory.
result Higher present-bias leads to excess emissions, and carbon taxes can reduce emissions but beyond a certain point have diminishing returns.

A model optimizes carbon emission reduction and allowance purchasing for companies.

problem Optimizing carbon emissions and allowance purchasing for companies.
method Established an optimal control model involving two stochastic processes with two control variables, converted into an HJB equation, proved existence and uniqueness of solution.
result Proved the existence and uniqueness of the solution to the HJB equation.

Study analyzes impacts of COVID-19 on French forestry sector, finds mixed results in supply chain.

problem Impact of COVID-19 on forestry sector supply chain and future opportunities.
method Integrated methodology combining Material Flow Analysis and Wood Product Model.
result Significant disruptions and shifts in wood production, highlighting resilience and vulnerabilities.

Study finds environmental liability insurance reduces industrial carbon emissions.

problem Reduction of industrial carbon emissions.
method Two-way fixed effect model using provincial (city) level panel data from 2010 to 2020.
result Environmental liability insurance reduces industrial carbon emissions at both direct and indirect levels, with varying effects.

Optimizes gradual reduction of excess carbon emissions to net-zero.

problem Achieving net-zero carbon emissions through gradual reduction of excess emissions.
method Stochastic control approach to identify optimal emission strategy under constraints.
result Identifies the emission strategy that maximizes future profit from excess emissions.

Study finds carbon emissions affect stock value, but not bought emissions.

problem Determining if carbon emissions impact stock value and whether this is due to direct or indirect emissions.
method Fixed-effects analysis with propensity score weighting to control for selection bias.
result Firms with higher Scope 1 emissions have a statistically significant positive carbon premium, but Scope 2 emissions do not.

A successful response to climate change needs vast investments in low-carbon research, energy, and sustainable development. Governments can drive research, provide environmental regulation, and accelerate global development, but the necessary low-carbon investments of 2-3% GDP have yet to materialise. A new strategy to…

2018-07-09abs ↗pdf ↗

Optimizes renewable energy mix to meet carbon-free targets at lowest cost.

problem Minimizing annual procurement costs while achieving specified carbon-free hourly performance.
method Probabilistic framework with simulation scenarios and probability constraints. Fixed set of renewable generators and load customer.
result Demonstrated that certain renewable energy portfolios can meet carbon-free targets at lower costs compared to others.

Study assesses climate risks on supply chains and financial systems using detailed firm emissions data.

problem Lack of firm-level CO2 emissions data hinders assessment of transition risks from carbon pricing.
method Used detailed Hungarian firm emissions data and a simple economic ABM model to simulate carbon pricing impacts.
result 45% of companies are directly exposed to carbon pricing, leading to significant economic and financial losses.

A new model selects low-carbon mutual funds considering ESG criteria, risk, and investor preferences.

problem Aligning financial investments with a low-carbon economy.
method Tri-criterion portfolio selection model using a preference-based multi-objective genetic algorithm (ev-MOGA).
result The model successfully incorporates carbon risk exposure and loss-adverse attitudes into portfolio construction.

The paper examines spillovers between agriculture, crude oil, carbon, and climate markets.

problem Understanding dynamic spillovers between agriculture, crude oil, carbon emission, and climate markets.
method A novel R2R^2 decomposed connectedness approach.
result Overall spillovers are mainly contemporaneous, not lagged; climate change significantly impacts others; agricultural markets have heterogeneous effects; corn is a major risk contributor.

Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.

problem Risks and uncertainties in establishing a low-carbon economy in Balkan countries with transition economies.
method Transdisciplinary approach combining economic policy, public opinion, and climate change models.
result Identifies shadow economy and populism as key risk factors for low-carbon economy implementation.

Persistent homology reveals geometric features of metric spaces, especially geodesic circles.

problem Detecting geometric features in metric spaces using persistent homology.
method Analyzing algebraic elements (footprints) in persistent homology of metric spaces and subspace.
result Higher-dimensional persistent homology captures lower-dimensional geometric features.

Electricity accounts for 25% of global greenhouse gas emissions. Reducing emissions related to electricity consumption requires accurate measurements readily available to consumers, regulators and investors. In this case study, we propose a new real-time consumption-based accounting approach based on flow tracing. This…

2018-12-17abs ↗pdf ↗

Study analyzes EU ETS carbon market dynamics, revealing inefficiencies and anomalies.

problem Inefficiencies and anomalies in EU ETS trading and pricing mechanisms.
method Empirical analysis using AR-GARCH model and weighted network analysis.
result Heterogeneous and sometimes counter-intuitive elasticities in price-volume relationships.