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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.

168,742 papers · 148 categories

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36811 · Nov 201919922001200920172026
48 results for Chinese entrepreneurial boards

Visualizes board connections for socially responsible investing insights.

problem Understanding corporate governance and sustainability through board connections.
method Data Visualization tool to reveal connections between Directors and Executives.
result Strength of tool in investigating corporate governance and sustainability.

The DAO Report led to a significant shift of ICO activity to Europe.

problem The impact of U.S. regulatory changes on global ICO activity.
method Analysis of a global dataset of ICOs from 2014 to 2021, focusing on the DAO Report's effects.
result A substantial and persistent reallocation of ICO activity to Europe following the DAO Report.

A new method corrects bias in machine learning for trading by filtering out non-executable prices.

problem Contaminated data from price limits causes misleading performance metrics in trading models.
method Mask-first design with tradability filters, GPU optimization, and penalized losses.
result The system achieves Sharpe ratios of 1.63 on real data, significantly outperforming existing methods.

The study examines how board diversity and CSR committee composition affect corporate governance and financial performance.

problem The relationship between corporate social responsibility (CSR) and corporate governance.
method Theoretical model development based on management and corporate governance theories, focusing on board diversity and CSR committee composition.
result Cognitive and demographic characteristics of board members provide more insights into the link between corporate governance and CSR.

Study finds optimal board gender diversity for emissions performance.

problem Association between board gender diversity and emissions performance.
method Panel regressions, machine learning, explainable AI.
result Optimal board gender diversity for emissions performance is approximately 35%.

Paper uses PCA to analyze Chinese sovereign bonds and discusses bond immunization.

problem Analyzing factors affecting Chinese sovereign bond yield changes.
method Applied Principal Component Analysis (PCA) on bond yield data.
result Identified principal factors influencing Chinese sovereign bond yield changes.

Achieving superhuman playing level by AlphaGo corroborated the capabilities of convolutional neural architectures (CNNs) for capturing complex spatial patterns. This result was to a great extent due to several analogies between Go board states and 2D images CNNs have been designed for, in particular translational invar…

2017-11-17abs ↗pdf ↗

Study shows activist board representation improves Japanese companies' performance.

problem Lack of innovation and improvement in Japanese companies.
method Examined two Japanese companies with activist board representation, analyzing performance metrics.
result Companies with activist board representation experienced significant improvements in stock returns and operational metrics.

Chinese word segmentation (CWS) is an important task for Chinese NLP. Recently, many neural network based methods have been proposed for CWS. However, these methods require a large number of labeled sentences for model training, and usually cannot utilize the useful information in Chinese dictionary. In this paper, we …

2018-07-11abs ↗pdf ↗

FGN improves Chinese NER by integrating glyph information and interactive context.

problem Chinese named entity recognition is challenging due to the complexity of characters and their glyphs.
method FGN uses a novel CGS-CNN structure to capture glyph and interactive information, and a sliding window method to fuse BERT and glyph representations.
result FGN achieves state-of-the-art performance on four NER datasets, improving over previous methods.

L. Kauffman conjectured that a particular solution of the Chinese Rings puzzle is the simplest possible. We prove his conjecture by using low-dimensional topology and group theory. We notice also a surprising connection between the Chinese Rings and Habiro moves (related to Vassiliev invariants).

2000-07-21abs ↗pdf ↗

Proposes proactive bed requests to reduce ED boarding and patient wait times.

problem Reduces ED boarding and patient wait times by proactively requesting inpatient beds.
method Formulates as a Markov decision process, uses predictions of admission probability and time to disposition to guide bed requests.
result Proactive aggregate bed requests can reduce boarding times by 30-70% and length of stay by 6-15%.

Model predicts Chinese stock market liquidity and customer order behavior.

problem Understanding market liquidity and customer order behavior in the Chinese stock market.
method Dual state-space model using Fourier transform to connect volume-at-price buckets to correlations.
result Customer orders are correlated with market sentiment and stock returns, not with bond returns.

Taylor's law of temporal fluctuation scaling, variance \sim a(a(mean)b)^b, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal fluctuation scaling law in stock illiquidity by investigating the mean-variance relationship of the high-frequency illiquidity o…

2016-10-04abs ↗pdf ↗

Study examines volatility-based strategy for Chinese ETF options, improving returns in volatile markets.

problem Lack of effective trading strategies in volatile Chinese equity markets.
method Volatility forecasting using GARCH models to dynamically adjust positions and exposures.
result Dynamic adjustment of positions and exposures enhances returns in volatile markets.

Study evaluates LLMs for predicting Chinese stock movements using financial news sentiments.

problem Evaluating LLMs' ability to predict stock price movements using financial news sentiments.
method Standardized experimental procedure with three LLMs, each with unique performance enhancement methods.
result Developed quantitative trading strategies and conducted back-tests to assess LLMs' performance.

This study uses NLP to predict stock performance based on analyst reports.

problem Predicting stock performance using textual information from analyst reports.
method Natural language processing (NLP) and a customized BERT deep learning model for Chinese text.
result Strong positive sentiment in analyst reports increases excess return and intraday volatility, while strong negative sentiment increases volatility and trading volume but decreases excess return.

Study improves pension scheme efficiency in Kenya through governance and risk management.

problem Limited research on efficiency of Kenyan pension schemes under governance structures.
method Quantitative panel regression analysis on 128 Kenyan pension schemes over 7 years.
result Employee board members have a significant positive effect on pension scheme efficiency.

To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an important emerging market, the Chinese market exhibits much stronger correlations…

2012-02-02abs ↗pdf ↗

Study replicates reference-dependent preferences impact on risk-return trade-off in Chinese stock market.

problem Impact of reference-dependent preferences on risk-return trade-off in Chinese stock market.
method Utilized CGO proxy, econometric techniques (Dependent Double Sorting, Fama-MacBeth regressions), and data from 1995-2024.
result Reference-dependent preferences have a weaker or absent positive risk-return relationship in the Chinese market.

China's stock market is the largest emerging market all over the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependence. We study the predictability of returns in the Chinese stock market by employing the wild bootstrap automatic varia…

2016-11-13abs ↗pdf ↗

Article proposes a profitable intraday trading strategy for Chinese stocks.

problem Intraday trading opportunities in Chinese stock market.
method Markowitz optimization and Multilayer Perceptron (MLP) for stock price prediction.
result Validation of Markowitz portfolio optimization and MLP for intraday stock price prediction.

Empirical study of CAPM and Fama-French model in Chinese A-share market.

problem Testing and validating CAPM and Fama-French model in Chinese A-share market.
method Used Fama-MacBeth regression and Fama-French three-factor model to analyze Chinese A-share trading data from 2000 to 2019, adjusting for IPO shell value contamination.
result Fama-French model captures most of A-share market returns, with adjusted R-squared > 0.88.

FinTech negatively impacts Chinese banks' financial sustainability.

problem Impact of FinTech on financial sustainability of Chinese commercial banks.
method Three-stage network DEA-Malmquist model and two-way fixed effects model.
result FinTech primarily undermines financial sustainability by eroding loan efficiency and profitability.

Study optimizes market making in Chinese stock market with stochastic control and scenario analysis.

problem Limited research on market making in Chinese stock market.
method Optimal market making framework with exponential CARA utility function, accounting for market conditions and risks.
result Impact of volatility and stamp duty on market maker's profit and liquidity.

In this paper we demonstrate continuous noisy speech recognition using connectionist temporal classification (CTC) model on limited Chinese vocabulary using electroencephalography (EEG) features with no speech signal as input and we further demonstrate single CTC model based continuous noisy speech recognition on limit…

2019-06-17abs ↗pdf ↗

Paper finds political networks reduce bond issuance costs in China.

problem The financial value of within-government political networks in China.
method Using municipal leaders' working experience to measure political networks, the study examines the effect on bond issuance yield spreads.
result Political networks reduce bond issuance yield spreads by improving issuer credit ratings, especially in less developed financial markets.

This paper concentrates on the time series momentum or contrarian effects in the Chinese stock market. We evaluate the performance of the time series momentum strategy applied to major stock indices in mainland China and explore the relation between the performance of time series momentum strategies and some firm-speci…

2017-02-07abs ↗pdf ↗