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.
Christmas causes 2-month LIBOR to jump.
Estimates treatment effects in time series data with always-missing controls.
In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed features is represented by a set of decomposable Gaussian graphical models. Emp…
New bandit algorithm detects and adapts to seasonal changes in rewards.