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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

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48 results for Examination mechanism

Paper analyzes dynamics of nonholonomic systems with collisions using variational techniques.

problem Analyzing the dynamics of nonholonomic mechanical systems with impacts.
method Variational techniques extended to nonsmooth context for collisions.
result Variational formulation for implicit nonholonomic mechanical systems with energy-momentum preserving collisions.

The collection and analysis of user data drives improvements in the app and web ecosystems, but comes with risks to privacy. This paper examines discrete distribution estimation under local privacy, a setting wherein service providers can learn the distribution of a categorical statistic of interest without collecting …

2016-02-24abs ↗pdf ↗

Survey explores cohomology's roles in applied math and sciences.

problem Understanding cohomology's role in solving differential equations.
method Examining differential complexes and structure-preserving discretizations.
result Various fundamental concepts in mechanics are formulated using differential complexes.

This paper examines allocation mechanisms in markets with transfer costs, showing how these costs affect economic efficiency.

problem Transfer costs in decentralized exchange markets reduce economic efficiency.
method An axiomatic study of allocation mechanisms in the presence of transfer costs, providing robust and conditional mean allocation mechanisms.
result Robust and conditional mean allocation mechanisms are identified, relating to risk sharing in agent pools.

First derived from human intuition, later adapted to machine translation for automatic token alignment, attention mechanism, a simple method that can be used for encoding sequence data based on the importance score each element is assigned, has been widely applied to and attained significant improvement in various task…

2018-11-12abs ↗pdf ↗

The study examines how formal index insurance compares to informal risk sharing in managing natural disasters.

problem The challenges of natural disasters and the effectiveness of index insurance in risk management.
method A three-strategy evolutionary game model to analyze the competitive relationship between formal index insurance, informal risk sharing, and non-insurance.
result Basis risk and loss ratio significantly impact the adoption rate of index insurance, with different strategies preferred under varying conditions.

We re-examine classical mechanics with both commuting and anticommuting degrees of freedom. We do this by defining the phase dynamics of a general Lagrangian system as an implicit differential equation in the spirit of Tulczyjew. Rather than parametrising our basic degrees of freedom by a specified Grassmann algebra, w…

2016-06-08abs ↗pdf ↗

Sequential processing biases asset allocation in artificial stock markets.

problem Systematic bias in asset allocation due to sequential processing of order books.
method Examined the impact of sequential versus parallel clearing mechanisms on multi-asset price dynamics.
result Sequential processing introduces a significant bias affecting the allocation of traders' capital.

By means of an analogy with Classical Mechanics and Geometrical Optics, we are able to reduce Lagrangians to a kinetic term only. This form enables us to examine the extended solution set of field theories by finding the geodesics of this kinetic term's metric. This new geometrical standpoint sheds light on some founda…

2006-09-26abs ↗pdf ↗

GENs model generates sparse graphs from text-based inputs, achieving high validity.

problem Efficiently modeling and generating sparse graphs with unique and valid structures.
method RNN-based GENs model trained with an examination mechanism to predict graph characters.
result Moderate to high validity achieved in LGI strings for sparse graph generation.

Explains financial market simulation mechanisms and agent behaviors.

problem Necessity of including fundamental value in multiagent financial market simulations.
method Discusses three methods for generating fundamental value and illustrates one Bayesian agent's estimation process.
result Presentation of two widely examined agents: Zero Intelligence and Heuristic Belief Learning.

Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will gravitate toward liquidity value, i.e., the total amount of cash available for purchase of the asset divided by the number …

2018-02-27abs ↗pdf ↗

This paper examines interest rates and market efficiency in DeFi loanable funds protocols.

problem Equilibrium of supply and demand for loanable funds in DeFi protocols.
method Review of interest rate mechanisms in Compound, Aave, and dYdX; empirical analysis of market efficiency and inter-connectedness.
result Interest rate rules in DeFi protocols do not always equilibrate supply and demand.

Graph attention is not always beneficial; conditions for perfect node classification are identified.

problem Understanding when graph attention mechanisms improve node classification performance.
method Theoretical analysis using Contextual Stochastic Block Models (CSBMs).
result Graph attention mechanisms are more effective when structure noise exceeds feature noise, and simpler graph convolution operations are better when feature noise predominates.

Quantum mechanics models human perception and decision-making, offering a new approach to understanding social dynamics.

problem Understanding the complex interactions between individuals and groups in social networks.
method Developed a simple computational code based on quantum mechanics principles to model human perception and decision-making.
result Quantum-inspired models can help explain differences in individual and group behavior.

The liquid shape between two vertical parallel plates in a gravity field due to capillary forces is studied. When the physical system achieves its mechanical equilibrium, the capillary surface has mean curvature proportional to its height above a horizontal reference plane and it meets the vertical walls in a prescribe…

2006-07-20abs ↗pdf ↗

A new federated learning framework ensures fairness and robustness.

problem Collaborative fairness and adversarial robustness in federated learning.
method RFFL framework with a reputation mechanism to identify and remove non-contributing or malicious participants.
result RFFL achieves high fairness and robustness to different types of adversaries.

Limit order books (LOBs) match buyers and sellers in more than half of the world's financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how severa…

2010-12-01abs ↗pdf ↗

The paper examines how share buybacks impact a company's earnings per share.

problem The trade-off between reducing share count and decreasing net earnings due to share buybacks.
method Review of accretive share repurchases, analysis of EPS increase as a function of price paid, and quantification of earnings growth difference.
result Share buybacks can enhance EPS, but the net effect on earnings growth is mixed.

Generative adversarial networks with attention improve financial time series simulation.

problem Limited real financial data for training and evaluation of trading strategies.
method Two generative adversarial networks (GANs) using convolutional networks with attention and transformers.
result Attention-based GANs better reproduce stylized facts and smooth returns autocorrelation.

The study examines how alternative resource adequacy contract designs affect market participants' risk profiles and resource mix.

problem The tension between promoting reliability and competition in liberalized electricity markets.
method Constructs a stochastic equilibrium model of a competitive market with incomplete risk trading and computes investment equilibria under different contracting regimes.
result Alternative contracting regimes can induce different risk profiles and resource mixes, affecting market outcomes.

In recent years, data has played an increasingly important role in the economy as a good in its own right. In many settings, data aggregators cannot directly verify the quality of the data they purchase, nor the effort exerted by data sources when creating the data. Recent work has explored mechanisms to ensure that th…

2019-04-29abs ↗pdf ↗

Examines insurance market development and similarity post-2004 EU enlargement.

problem Comparing insurance markets of EU old and new members post-enlargement.
method Analyzes data from 2004 to present to compare insurance markets.
result Identifies similarities and differences in insurance markets post-2004 enlargement.

The paper adapts results for Reeb flows and Hamiltonian flows, showing all orbits are closed have identical periods.

problem Adapting results for Reeb flows and Hamiltonian flows with closed orbits.
method Adapting results from Geodesic circle foliations to Reeb and Hamiltonian flows.
result All orbits on connected contact manifolds with closed orbits have identical periods.

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

Study examines how classifier performance is affected by training data quality.

problem How classifier performance is affected by training data quality.
method Extensive numerical experiments with four classifiers (Bayes, neural nets, partition models, random forests) on metagenomic assembly data.
result Classifier performance degrades as training data quality degrades, leading to breakdown-like behavior.

Finsler geometry connects to higher-spin fields and curved-space Fronsdal equations.

problem Eliminating non-transverse modes in Finsler dynamics for higher spins.
method Parameterizing Finsler geometry in terms of symmetric tensors, analyzing linear and nonlinear terms, and examining gauge transformations.
result Finsler dynamics leads to the curved-space Fronsdal equation for all spins, plus a Stueckelberg-like coupling.

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of distributions from exponential (Boltzmann-Gibbs) to something like Gamma distribut…

2006-04-20abs ↗pdf ↗

Detect hidden confounding in observational data using multiple environments.

problem Detect hidden confounding in observational data.
method Theoretical framework and simulation studies to test for hidden confounding.
result The proposed procedure correctly predicts hidden confounding, especially when bias is large.