Research
On-device research index

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.

168,738 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Jul 202019922001200920172026
1 result for “FOCJ”
Big Data links from Climate to Commodity Production Forecasts and Risk Managementq-fin.GN

Models assess how USDA orange production forecasts impact FCOJ market decisions.

problem High volatility in FCOJ futures due to limited U.S. orange production.
method Developed models to assess the impact of USDA October orange production forecasts on FCOJ market participants.
result Probabilistic forecasts of USDA production forecast error can reduce FCOJ price volatility.
FOCJUSDAOrange ProductionVolatilityClimate
2020-07-06abs ↗pdf ↗