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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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35810 · Oct 201919922001200920172026
48 results for FOMC press conferences

New tool uses computer vision to assess FOMC press conference complexity and its impact on equity returns.

problem Understanding the impact of FOMC press conferences on financial markets.
method Developed a measure of discussion complexity using video images and deep learning algorithms.
result Complex discussions during press conferences are associated with higher equity returns and lower volatility.

Large financial dataset tracks FOMC communications and their impact.

problem Understanding how FOMC communications influence financial markets.
method Constructed a large annotated dataset of FOMC speeches, minutes, and transcripts. Developed a hawk-dove classification task. Evaluated various models on the dataset and used RoBERTa-large for monetary policy stance measurement.
result Monetary policy stance measures derived from FOMC documents predict market performance.

FedSight AI predicts federal funds rate using LLMs and multi-agent reasoning.

problem Predicting Federal Open Market Committee's decisions on federal funds rate.
method Multi-agent framework with large language models, structured and unstructured inputs, and CoD extension for efficient reasoning.
result Achieved 93.75% accuracy and 93.33% stability in predicting FOMC outcomes.

This study models FOMC policy decisions using debate-based LLMs.

problem Accurately predicting central bank policy decisions, especially FOMC's, is challenging.
method A novel framework that simulates FOMC's collective decision-making process through iterative rounds of LLMs interacting as agents.
result The debate-based approach significantly outperforms standard LLMs in prediction accuracy.

The notion of ideal embeddings was introduced in [B.-Y. Chen, {Strings of Riemannian invariants, inequalities, ideal immersions and their applications.} The Third Pacific Rim Geometry Conference (Seoul, 1996), 7-60, Int. Press, Cambridge, MA, 1998]. Roughly speaking, an ideal embedding (or a best of living) is an isome…

2017-06-20abs ↗pdf ↗

New framework predicts earnings announcements using press release content, surpassing earnings surprises.

problem Predicting stock returns based on earnings press releases.
method Compared traditional and BERT-based embeddings of press releases, finding content as informative as earnings surprises.
result FinBERT yields highest predictive power for earnings announcement returns.

Proposes a new model to measure trade impact and information content in fluctuating markets.

problem Measuring price impact and information content of trades in a time-varying market setting.
method Non-linear observation-driven model for dynamically estimating market impact and information content.
result Market impact shows intraday patterns with large fluctuations, some of which are exogenous.

Non-spanning identification of scheduled event risk in option pricing.

problem Separating continuous surface from scheduled jump in option pricing.
method Modeling FOMC decisions, CPI releases, and NFP reports as deterministic-time jumps in risk-neutral option pricing.
result Improves held-out event-spanning pricing with Gaussian and two-component mixture jumps.

The paper proposes a framework to recommend suitable conferences for authors.

problem Helping authors choose appropriate conferences for their research papers.
method Three approaches using social network and paper content, applying Correspondence Analysis (CA).
result Models show better performance than existing methods.

BioFinBERT analyzes sentiment of biotech press releases and financial text around inflection points.

problem Analyzing sentiment of biotech press releases and financial text around inflection points.
method Finetuning BioBERT on financial datasets to create BioFinBERT for sentiment analysis.
result BioFinBERT accurately analyzes sentiment of biotech press releases and financial text around inflection points.

This survey was compiled from lectures and problem sessions at the International Conference on Geometric Topology at the Mathematical Research and Conference Center in Bedlewo, Poland in July 2005.

2005-07-27abs ↗pdf ↗

We consider peer review in a conference setting where there is typically an overlap between the set of reviewers and the set of authors. This overlap can incentivize strategic reviews to influence the final ranking of one's own papers. In this work, we address this problem through the lens of social choice, and present…

2018-06-16abs ↗pdf ↗

Neural Information Processing Systems (NIPS) is a top-tier annual conference in machine learning. The 2016 edition of the conference comprised more than 2,400 paper submissions, 3,000 reviewers, and 8,000 attendees. This represents a growth of nearly 40% in terms of submissions, 96% in terms of reviewers, and over 100%…

2017-08-31abs ↗pdf ↗

Machine learning conferences face ethical issues in review process.

problem Ethical issues in the review process of machine learning conferences.
method Study of recruitment issues, double-blind process infringements, fraudulent behaviors, biases, and appendix phenomenon.
result Highlighting the need for awareness in the machine learning community.

In May 2015, a conference entitled "Groups, Geometry, and 3-manifolds" was held at the University of California, Berkeley. The organizers asked participants to suggest problems and open questions, related in some way to the subject of the conference. These have been collected here, roughly divided by topic. The name (o…

2015-12-15abs ↗pdf ↗

In the present paper we prove Liouville-type theorems: non-existence theorems for conformal mappings of complete Riemannian manifolds. In addition, we give an application of these results to the theory of conharmonic transformations. A part of these results was announced in our reports on the conferences "Differential …

2016-08-04abs ↗pdf ↗

We study the role of co-jumps in the interest rate futures markets. To disentangle continuous part of quadratic covariation from co-jumps, we localize the co-jumps precisely through wavelet coefficients and identify statistically significant ones. Using high frequency data about U.S. and European yield curves we quanti…

2019-05-04abs ↗pdf ↗

This paper has three parts. The first part is a general introduction to rigidity and to rigid actions of mapping class group actions on various spaces. In the second part, we describe in detail four rigidity results that concern actions of mapping class groups on spaces of foliations and of laminations, namely, Thursto…

2014-07-22abs ↗pdf ↗

A brief survey of real algebraic structures on topological spaces is given. This article is written for the Gokova Gemetry/Topology Conference proceedings.

2006-01-05abs ↗pdf ↗

As researchers and practitioners of applied machine learning, we are given a set of requirements on the problem to be solved, the plausibly obtainable data, and the computational resources available. We aim to find (within those bounds) reliably useful combinations of problem, data, and algorithm. An emphasis on algori…

2018-12-04abs ↗pdf ↗

These are notes based on a series of talks that the author gave at the "Interactions between hyperbolic geometry and quantum groups" conference held at Columbia University in June of 2009.

2010-03-05abs ↗pdf ↗

We give an overview of issues surrounding computer-verified theorem proving in the standard pure-mathematical context. This is based on my talk at the PQR conference (Brussels, June 2003).

2003-11-16abs ↗pdf ↗

The paper develops a decision support system for hierarchical text classification of conference proceedings.

problem Classifying documents with a fixed hierarchical structure of topics.
method Developed a weighted hierarchical similarity function to calculate topic relevance, using entropy of words to estimate weights.
result The weighted hierarchical similarity function improves ranking accuracy compared to other methods.

These notes are an expanded version of an introductory lecture on contact geometry given at the 2001 Georgia Topology Conference. They are intended to present some of the "topological" aspects of three dimensional contact geometry.

2001-11-09abs ↗pdf ↗

This note summarizes in an informal way some geometric properties of Anosov representations into the symplectic group, which were presented in a talk at the conference What is Next. The mathematical legacy of Bill Thurston, held in June 2014 in Cornell.

2016-02-10abs ↗pdf ↗

These lecture notes give an introduction to the Kahler-Ricci flow. They are based on lectures given by the authors at the conference "Analytic Aspects of Complex Algebraic Geometry", held at the Centre International de Rencontres Mathematiques in Luminy, in February 2011.

2012-12-15abs ↗pdf ↗

The NIPS 2018 Adversarial Vision Challenge is a competition to facilitate measurable progress towards robust machine vision models and more generally applicable adversarial attacks. This document is an updated version of our competition proposal that was accepted in the competition track of 32nd Conference on Neural In…

2018-08-06abs ↗pdf ↗