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.
Paper presents a risk management framework for blockchain protocols.
Unfulfilled expectations from macro-economic initiatives during the Great Recession and the massive shift into globalization echo today with political upheaval, anti-establishment propaganda, and looming trade/currency wars that threaten domestic and international value chains. Once stable entities like the EU now look…
This paper discusses the potential impacts of the so-called `initial coin offerings', and of several developments based on distributed ledger technology (`DLT'), on corporate governance. While many academic papers focus mainly on the legal qualification of DLT and crypto-assets, and most notably in relation to the pote…
In this note we describe the application of existing smart contract technologies with the aim to construct a new digital representation of a financial derivative contract. We compare several existing DLT based technologies. We provide a detailed description of two separate prototypes which are able to be executed on a …
We study the problem of learning influence functions under incomplete observations of node activations. Incomplete observations are a major concern as most (online and real-world) social networks are not fully observable. We establish both proper and improper PAC learnability of influence functions under randomly missi…
This paper explores IT governance for CBDC adoption in financial markets.
The paper assesses VASPs' solvency using multiple data sources.
A new method streamlines digital payment programming using smart contracts.
This research compiles knowledge on decentralized exchanges with AMM protocols.