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.
Company2Vec creates embeddings from company websites for fine-grained business analytics.
Large language models learn company embeddings from SEC filings.
Neural model learns company embeddings from data and news.
CNN predicts stock fluctuations using company news headlines.
New machine learning method classifies companies effectively.
New model uses financial news to predict stock returns.
New method detects corporate fraud in noisy financial networks.
Paper presents a method for geographic ratemaking using spatial embeddings.
We are concerned with the discovery of hierarchical relationships from large-scale unstructured similarity scores. For this purpose, we study different models of hyperbolic space and find that learning embeddings in the Lorentz model is substantially more efficient than in the Poincaré-ball model. We show that the prop…
Fraud causes substantial costs and losses for companies and clients in the finance and insurance industries. Examples are fraudulent credit card transactions or fraudulent claims. It has been estimated that roughly percent of the insurance industry's incurred losses and loss adjustment expenses each year stem from…
MassMutual uses neural network embeddings from financial news to predict downgrade risk.
Most companies utilize demographic information to develop their strategy in a market. However, such information is not available to most retail companies. Several studies have been conducted to predict the demographic attributes of users from their transaction histories, but they have some limitations. First, they focu…
Every day, hundreds of millions of new Tweets containing over 40 languages of ever-shifting vernacular flow through Twitter. Models that attempt to extract insight from this firehose of information must face the torrential covariate shift that is endemic to the Twitter platform. While regularly-retrained algorithms can…
Study finds similar companies in Dhaka Stock Exchange using technical data.
DCE learns customer embeddings from digital activity and financial context.
Developed Merton's model for public companies using observed liabilities.
Develops Merton's model for private companies using DDM.
This paper develops a valuation model for private companies.
We present an analytical study of an insurance company. We model the company's performance on a statistical basis and evaluate the predicted annual income of the company in terms of insurance parameters namely the premium, total number of the insured, average loss claims etc. We restrict ourselves to a single insurance…
This paper evaluates financial competitiveness of Indian real estate companies using entropy method.
Employing profits data of Japanese companies in 2002 and 2003, we confirm that Pareto's law and the Pareto index are derived from the law of detailed balance and Gibrat's law. The last two laws are observed beyond the region where Pareto's law holds. By classifying companies into job categories, we find that companies …
The paper analyzes how news sentiment of companies can affect market movements.
Text classification systems will help to solve the text clustering problem in the Azerbaijani language. There are some text-classification applications for foreign languages, but we tried to build a newly developed system to solve this problem for the Azerbaijani language. Firstly, we tried to find out potential practi…
In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis of Chinese stock market. This influence network shows distinct topological prope…
The model is aimed to discriminate the 'good' and the 'bad' companies in Russian corporate sector based on their financial statements data based on Russian Accounting Standards. The data sample consists of 126 Russian public companies- issuers of Ruble bonds which represent about 36% of total number of corporate bonds …
In this study we consider relations between companies in Poland taking into account common branches they belong to. It is clear that companies belonging to the same branch compete for similar customers, so the market induces correlations between them. On the other hand two branches can be related by companies acting in…
A new method to value IPOed companies.
Study compares sentiment spillover networks from news and social media in tech companies.
Audit fees change based on company and economic factors during auditor switching.
While ubiquitous, textual sources of information such as company reports, social media posts, etc. are hardly included in prediction algorithms for time series, despite the relevant information they may contain. In this work, openly accessible daily weather reports from France and the United-Kingdom are leveraged to pr…
We consider the problem of evaluating the quality of startup companies. This can be quite challenging due to the rarity of successful startup companies and the complexity of factors which impact such success. In this work we collect data on tens of thousands of startup companies, their performance, the backgrounds of t…
Model predicts default risk based on company's financial forecasts and credit conditions.
The real estate is a pillar industry of China's national economy. Due to changes in policy and market conditions, the real estate companies are facing greater pressures to survive in a competitive environment. They must improve their financial competitiveness. Based on the conceptual framework of financial competitiven…
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies in networks of co-occurrences, and measures sentiment-based risk, by calculatin…
Taureau uses Twitter sentiment analysis to predict stock market movement.
Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's life cycle with known action costs and transition probabilities, that can be af…
Deep learning models outperform classical methods in forecasting company fundamentals.
Study shows activist board representation improves Japanese companies' performance.
We first estimate the average growth of a company's annual income and its variance by using both real company data and a numerical model which we already introduced a couple of years ago. Investment strategies expecting for income growth is evaluated based on the numerical model. Our numerical simulation suggests the p…
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial ti…
We introduce a probabilistic model of labor markets for university graduates, in particular, in Japan. To make a model of the market efficiently, we take into account several hypotheses. Namely, each company fixes the (business year independent) number of opening positions for newcomers. The ability of gathering newcom…
Analyzes how inclusion/exclusion from STOXX Europe 600 Index affects company prices.
We introduce a mean-field type approximation for description of company's income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with additive and multiplicative noises can appropriately describe the time evolution of a company's income fluctuation in statistical sense. The …
We introduce a model for the adaptive evolution of a network of company ownerships. In a recent work it has been shown that the empirical global network of corporate control is marked by a central, tightly connected "core" made of a small number of large companies which control a significant part of the global economy.…
As companies increase their efforts in retaining customers, being able to predict accurately ahead of time, whether a customer will churn in the foreseeable future is an extremely powerful tool for any marketing team. The paper describes in depth the application of Deep Learning in the problem of churn prediction. Usin…
In the context of the current financial crisis, when more companies are facing bankruptcy or insolvency, the paper aims to find methods to identify distressed firms by using financial ratios. The study will focus on identifying a group of Romanian listed companies, for which financial data for the year 2008 were availa…
AI uses KGs to assess economic impact of selective lockdowns on Italian companies.
Out of the companies, Dolby is the company with the best overall financial and operation health. According to the table that accounted its financial statements for the past three years, Dolby has stable profit margins that generates a revenue in the billions, the only company in ten figures. Corporate competition to ga…