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.
Develops a machine learning model to predict ALS progression and assistive device use.
Firms' collaboration networks can decline but remain resilient.
Pension benefits in rural China lead to cognitive decline among the elderly.
Study predicts when ALS patients will lose speech, swallowing, etc. based on covariates.
Study quantifies firm risks from nature decline, showing significant equity losses.
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies in networks of co-occurrences, and measures sentiment-based risk, by calculatin…
When trading incurs proportional costs, leverage can scale an asset's return only up to a maximum multiple, which is sensitive to its volatility and liquidity. In a model with one safe and one risky asset, with constant investment opportunities and proportional costs, we find strategies that maximize long term returns …
The purpose of this paper is to identify a relevant statistical correlation between rate of default, RD, and loss given default, LGD, in a major Brazilian financial institution Retail Home Equity exposure rated using the IRB approach, so that we may find a causal relationship between the two risk parameters. Therefore,…
This study analyses the duration dependence of events that trigger volatility persistence in stock markets. Such events, in our context, are monthly spells of contiguous price decline or negative returns for the S&P500 stock market index over the last 145 years. Factors known to affect the duration of these spells are …
We present four methods of assessing the diversification potential within a stock market, two of these are based on principal component analysis. They were applied to the Australian stock exchange for the years 2000 to 2014 and all show a consistent picture. The potential for diversification declined almost monotonical…
For effective treatment of Alzheimer disease (AD), it is important to identify subjects who are most likely to exhibit rapid cognitive decline. Herein, we developed a novel framework based on a deep convolutional neural network which can predict future cognitive decline in mild cognitive impairment (MCI) patients using…
A Convolutional Neural Network was used to predict kidney function in patients with chronic kidney disease from high-resolution digital pathology scans of their kidney biopsies. Kidney biopsies were taken from participants of the NEPTUNE study, a longitudinal cohort study whose goal is to set up infrastructure for obse…
Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices. When there exists another investment opportunity, market confidence, including overconfide…
Fan tokens surged before World Cup matches, but declined during them, revealing cognitive biases.
The paper analyzes how investors' wealth can decline collectively under partial information.
Triangle fees adjust fees based on trade size and price movement, improving price accuracy and revenue.
Study shows frequent 'stock' mentions on Twitter correlate with stock market declines.
A declining CVaR glidepath framework for TDF design with Chilean pension system application
Product diversity of large US firms has declined steadily since 1997.
Although recent studies have shown that electricity systems with shares of wind and solar above 80% can be affordable, economists have raised concerns about market integration. Correlated generation from variable renewable sources depresses market prices, which can cause wind and solar to cannibalise their own revenues…
Investor expectations shifted pessimistically during the 2020 stock market crash and recovery.
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation of the expression describing the declining long-term tail of a social discount c…
Investigates price dynamics of two assets with and without bubbles, deriving conditions for equilibrium prices.
Is the elasticity of intertemporal substitution (EIS) more or less than one? This question can be answered by confronting theoretical results of asset pricing models with investor behaviour during episodes of stock market panic. If we consider these episodes as periods of high risk aversion, then lower asset prices are…
A statistical analysis of financial, economic, and demographic indicators performed by the authors demonstrates (1) that the main countries of East Africa (Uganda, Kenya, and Tanzania) have not escaped the Malthusian Trap yet; (2) that this countries are not likely to follow the "North African path" and to achieve this…
We generalize a money demand micro-founded model to explain Romanians' recent loss of interest for the euro. We show that the reason behind this loss of interest is a severe decline in the relative degree of the euro liquidity against that of the Romanian leu.
Double descent in portfolio optimization shows improved performance with complexity, then declines, due to overfitting.
Study finds significant price declines and capital reallocation from centralized to decentralized exchanges after FTX collapse.
Study predicts NFT bubbles using LPPL model.
Study optimal retirement time and consumption with habitual persistence.
Forecasting stock market decline and recovery post-COVID-19.
Proposes a framework to explain KS deterioration in credit risk models.
MAGIC uncovers disease heterogeneity across brain scales.
New algorithm models satiation in recommender systems.
Survival analysis of 832,941 Solana token launches shows a significant decline in graduation rate.
A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly well using a single and unique value of the preferred scaling factor lambda=2, whi…
Post-pandemic, work patterns shifted with fewer days in offices and a new midweek mountain.
What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique possibility to measure socio-economic signals from such digital traces. Here, we foc…
We show that a simple model of a spatially resolved evolving economic system, which has a steady state under simultaneous updating, shows stable oscillations in price when updated asynchronously. The oscillations arise from a gradual decline of the mean price due to competition among sellers competing for the same reso…
We use a control framework to analyze the digital vendor's profit maximization problem. The vendor captures market share by focusing costly effort on post-launch product maintenance, which influences user perception of the product and drives a revenue stream associated with product use. Our theoretical results show nec…
The sharp decline in Ireland's economic performance in recent years has coincided with a recent fall in asylum applications. Simultaneously countries such as Switzerland are seeing increases in asylum numbers with evidence for greater numbers of Nigerian applicants, a group that have for some time been the largest nati…
Study examines financial structure's impact on non-financial firms' growth in Kenya.
New method improves traffic forecasting models by adapting to spatial shifts.
A new Bayesian optimization method tackles constrained optimization with uncertainties.
Using open source data, we observe the fascinating dynamics of nighttime light. Following a global economic regime shift, the planetary center of light can be seen moving eastwards at a pace of about 60 km per year. Introducing spatial light Gini coefficients, we find a universal pattern of human settlements across dif…
Hybrid framework predicts Arctic permafrost decline, risks infrastructure, and provides tools.
The study extends SPT to account for real-world transaction costs, improving portfolio performance.
The growing conflicts in and about oil exporting regions and speculations about volatile oil prices during the last decade have renewed the public interest in predictions for the near future oil production and consumption. Unfortunately, studies from only 10 years ago, which tried to forecast the oil production during …