Research
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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.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0.3%0.5%0.8%0.1% · Aug 202319922001200920172026
7 results for “Cross-Effects”
Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Predictionq-fin.ST

Predict stock movement by considering cross effects among stocks.

problem Challenges in predicting stock price movement due to cross effects among stocks.
method Multi-GCGRU framework combining GCN and GRU, encoding cross effects from financial domain knowledge and data-driven relationships.
result Our model outperforms other baselines in predicting stock movement.
stock predictioncross effectsdeep learninggraph convolutional networkgated recurrent unit
2020-05-11abs ↗pdf ↗
Cross-Treatment Effect Estimation for Multi-Category, Multi-Valued Causal Inference via Dynamic Neural Maskingcs.LG

XTNet estimates complex cross-treatment effects in multi-category, multi-valued settings.

problem Challenges in estimating causal effects for multi-category, multi-valued treatments.
method Dynamic Neural Masking for capturing treatment interactions without restrictive assumptions.
result XTNet consistently outperforms state-of-the-art baselines in multi-category, multi-valued treatment effect estimation.
Causal InferenceMulti-CategoryMulti-Valued TreatmentsDynamic Neural MaskingCross-Effects
2025-11-03abs ↗pdf ↗
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibrationq-fin.TR

New method calibrates MQHawkes model using non-parametric approach, identifying cross-Hawkes and cross-leverage effects.

problem Calibrating complex Hawkes processes with non-parametric methods.
method Non-parametric calibration using General Method of Moments on coarse-grained MQHawkes model.
result Identification of cross-Hawkes and cross-leverage effects in futures markets.
Hawkes processescalibrationcross-effectsfutures marketsvolatility
2025-09-25abs ↗pdf ↗
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type frameworkmath.OC

Study optimizes trading in multiple assets with cross-effects.

problem Optimizing trade execution in multiple assets with cross-impact effects.
method Formulated as a stochastic control problem, extended to progressively measurable controls, solved using linear-quadratic control theory.
result Cross-hedging effects can be optimal, e.g., trading in an asset without an initial position.
trade executionmulti-assetstochastic controlcross-impactlinear-quadratic
2025-03-07abs ↗pdf ↗
Investigating Short-Term Dynamics in Green Bond Marketsq-fin.TR

Investigates how 'green' labels affect bond market dynamics.

problem Understanding the impact of 'green' labels on bond market trading activity.
method Used Hawkes processes and a moving average model to analyze high-frequency bond price dynamics.
result Differences in bond market dynamics emerge during periods with interest rate announcements, especially for energy market issuers.
green bondsHawkes processesbond market dynamicshigh-frequency tradinginterest rate announcements
2023-08-23abs ↗pdf ↗
How have German University Tuition Fees Affected Enrollment Rates: Robust Model Selection and Design-based Inference in High-Dimensionsstat.AP

Study shows tuition fees in Germany reduce enrollment by up to 4.5%

problem Impact of German university tuition fees on enrollment rates
method Robust model selection and design-based inference in high-dimensions
result Significant negative impact of up to 4.5 percentage points on enrollment
German universitiestuition feesenrollment ratesrobust modeldesign-based inference
2019-09-18abs ↗pdf ↗