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.
Generates garden paintings from text descriptions using deep learning.
The size distribution of land plots is a result of land allocation processes in the past. In the absence of regulation this is a Markov process leading an equilibrium described by a probabilistic equation used commonly in the insurance and financial mathematics. We support this claim by analyzing the distribution of tw…
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 …
Study reveals risk transmission channels among Chinese sectors.
FGN improves Chinese NER by integrating glyph information and interactive context.
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).
Deep learning system generates new Chinese fonts via style variables.
Automatically writing stylized Chinese characters is an attractive yet challenging task due to its wide applicabilities. In this paper, we propose a novel framework named Style-Aware Variational Auto-Encoder (SA-VAE) to flexibly generate Chinese characters. Specifically, we propose to capture the different characterist…
Analysis shows preference for Chinese yuan in global trade network.
Model predicts Chinese stock market liquidity and customer order behavior.
Chinese named entity recognition (CNER) is an important task in Chinese natural language processing field. However, CNER is very challenging since Chinese entity names are highly context-dependent. In addition, Chinese texts lack delimiters to separate words, making it difficult to identify the boundary of entities. Be…
Simplified NFT games discussed with methods for extracting value.
Study examines volatility-based strategy for Chinese ETF options, improving returns in volatile markets.
Study evaluates LLMs for predicting Chinese stock movements using financial news sentiments.
In this paper, we design an integrated algorithm to evaluate the sentiment of Chinese market. Firstly, with the help of the web browser automation, we crawl a lot of news and comments from several influential financial websites automatically. Secondly, we use techniques of Natural Language Processing(NLP) under Chinese…
This study uses NLP to predict stock performance based on analyst reports.
This paper analyses the Chinese Sovereign bond yield to find out the principal factors affecting the term structure of interest rate changes. We apply Principal Component Analysis (PCA) on our data consisting of the Chinese Sovereign bond from January 2002 till May 2018 with the different yield to maturity. Then we wil…
This paper analyzes the quantitative relations between stock prices and quantities of tradable stock shares in Chinese stock markets at six time points by means of Exploratory Data Analysis (EDA) method. It is found the resulting formulae have the same structure but different parameters. This paper also uses these rela…
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…
A dry decade in the Navajo Nation has killed vegetation, dessicated soils, and released once-stable sand into the wind. This sand now covers one-third of the Nation's land, threatening roads, gardens and hundreds of homes. Many arid regions have similar problems: global warming has increased dune movement across farmla…
Study replicates reference-dependent preferences impact on risk-return trade-off in Chinese stock 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…
Article proposes a profitable intraday trading strategy for Chinese stocks.
Empirical study of CAPM and Fama-French model in Chinese A-share market.
FinTech negatively impacts Chinese banks' financial sustainability.
Study optimizes market making in Chinese stock market with stochastic control and scenario analysis.
Paper builds a supervised learning model for Chinese futures price prediction.
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…
This paper describes a conditional neural network architecture for Mandarin Chinese polyphone disambiguation. The system is composed of a bidirectional recurrent neural network component acting as a sentence encoder to accumulate the context correlations, followed by a prediction network that maps the polyphonic charac…
Paper finds political networks reduce bond issuance costs in China.
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…
Improved AI patent classifier measures U.S. and China's AI patenting.
Chinese word segmentation (CWS) is a fundamental task for Chinese language understanding. Recently, neural network-based models have attained superior performance in solving the in-domain CWS task. Last year, Bidirectional Encoder Representation from Transformers (BERT), a new language representation model, has been pr…
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build up and we go on to predict its most likely crash date: July 17-27, 2009 (20%/80% quantile confidence interval).
Pricing Chinese convertible bonds using Monte Carlo simulation and dynamic programming.
Bar-Natan used Chinese characters to show that finite type invariants classify string links up to homotopy. In this paper, I construct the correct spaces of chord diagrams and Chinese characters for links up to homotopy. I use these spaces to show that the only rational finite type invariants of link homotopy are the p…
The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a markedly fall during the global financial tsunami and China's economy has also slowed down by about 2\%-3\% when m…
Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are investing in global emerging markets. This means that it is pertinent to understand the efficiency of these markets. This …
In this study, we perform a novel analysis of the 2015 financial bubble in the Chinese stock market by calibrating the Log Periodic Power Law Singularity (LPPLS) model to two important Chinese stock indices, SSEC and SZSC, from early 2014 to June 2015. The back tests of the 2015 Chinese stock market bubbles indicates t…
We have performed detailed multifractal analysis on the minutely volatility of two indexes and 1139 stocks in the Chinese stock markets based on the partition function approach. The partition function scales as a power law with respect to box size . The scaling exponents form a nonlinear function of …
Existing methods for CWS usually rely on a large number of labeled sentences to train word segmentation models, which are expensive and time-consuming to annotate. Luckily, the unlabeled data is usually easy to collect and many high-quality Chinese lexicons are off-the-shelf, both of which can provide useful informatio…
The paper examines the Chinese market reaction to the ADR issue by comparing returns and their stochastic variances of the Chinese firms cross-listed in the U.S. stock market. First, It was implemented capital asset pricing model (CAPM) to determine expected returns A and N shares. The CAPM provided with a methodology …
Novel framework detects lead-lag relationships in Chinese A-share market.
This article is the term paper of the course Investments. We mainly focus on modeling long-term investment decisions of a typical utility-maximizing individual, with features of Chinese stock market in perspective. We adopt an OR based methodology with market information as input parameters to carry out the solution. T…
In this study, we investigate the evolution of Chinese guarantee networks from the angle of sub-patterns. First, we find that the mutual, 2-out-stars and triangle sub-patterns are motifs in 2- and 3-node subgraphs. Considering the heterogeneous financial characteristics of nodes, we find that small firms tend to form a…
Convolution Neural Networks (CNN) have recently achieved state-of-the art performance on handwritten Chinese character recognition (HCCR). However, most of CNN models employ the SoftMax activation function and minimize cross entropy loss, which may cause loss of inter-class information. To cope with this problem, we pr…
Machine learning predicts COVID-19 activity in China.
Market impact has become a subject of increasing concern among academics and industry experts. We put forward a price impact model which considers the heteroscedasticity of price in the time dimension and dependency between permanent impact and temporary impact. We discuss and derive the extremum of the expectation of …