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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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25.0%50.0%75.0%100.0% · Jul 199219922001200920172026
48 results for Global Ease of Living Index

Study creates a global living index to assess quality of life.

problem Long-term impacts of global economic changes on living conditions.
method Machine learning framework combining socio-economic factors.
result Developed a practical tool for policymakers to identify areas needing improvement.

Backtests of structured strategies lose much of their predictive power in live trading.

problem Uncertainty in how marketed backtests predict live performance of structured strategies.
method Analysis of 1,726 structured strategies from ten global institutions.
result Raw backtests have limited portability into live trading and deteriorate sharply.

Characterizes diagrams achieving Morton-Franks-Williams inequality for positive knots and links.

problem Understanding when the Morton-Franks-Williams inequality holds for positive knots and links.
method Combinatorial characterisation and generating examples.
result Examples of diagrams achieving crossing number, braid index, and maximal self-linking number.

The Grassmannian V2(Rn+2)V_2(\mathbb{R}^{n+2}) of oriented 2-planes in Rn+2\mathbb R^{n+2} where n3n\ge3 carries a homogeneous parabolic contact structure of Grassmannian type. The main result of this article is that on V2(Rn+2)V_2(\mathbb{R}^{n+2}) lives an elliptic complex of invariant differential operators of length 3 which star…

2017-02-04abs ↗pdf ↗

We analyze the market efficiency of 25 commodity futures across various groups -- metals, energies, softs, grains and other agricultural commodities. To do so, we utilize recently proposed Efficiency Index to find that the most efficient of all the analyzed commodities is heating oil, closely followed by WTI crude oil,…

2013-09-05abs ↗pdf ↗

In this paper we prove a strengthening of a theorem of Chang, Weinberger and Yu on obstructions to the existence of positive scalar curvature metrics on compact manifolds with boundary. They construct a relative index for the Dirac operator, which lives in a relative K-theory group, measuring the difference between the…

2018-11-20abs ↗pdf ↗

Develops a curvature-corrected tangent space method for manifold-valued data.

problem Generalizing real-valued data approximation to manifold-valued data.
method Systematic approach to developing global-geometry aware, computationally feasible approximation schemes.
result Proposes CC-tHOSVD for low-rank approximation of manifold-valued data.

Study examines cross-training neural networks for financial index prediction.

problem Predicting financial indexes from different markets using machine learning.
method Investigated various neural network architectures and trained them on one market index to predict another.
result Cross-training models on one market index improved prediction accuracy for another market index.

EASE optimizes exemplar selection for ICL in LLMs efficiently.

problem Efficiently selecting exemplars for in-context learning (ICL) in large language models (LLMs).
method EASE uses neural bandit algorithms to optimize exemplar sets, considering both exemplar ordering and instruction.
result EASE outperforms existing methods in finding optimal exemplar sets for all test queries.

The main goal of this paper is to give the first examples of equivariant aspherical Poincare complexes, that are not realized by group actions on closed aspherical manifolds MM. These will also provide new counterexamples to the Nielsen realization problem about lifting homotopy actions of finite groups to honest grou…

2005-08-08abs ↗pdf ↗

We define an index of the fermionic signature operator on even-dimensional globally hyperbolic spin manifolds of finite lifetime. The invariance of the index under homotopies is studied. The definition is generalized to causal fermion systems with a chiral grading. We give examples of space-times and Dirac operators th…

2014-04-26abs ↗pdf ↗

We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is independent of the sequence index. The problem is hard because it involves possibly m…

2011-09-15abs ↗pdf ↗

Smartphone app diagnoses pulmonary diseases from chest X-rays.

problem Scarcity of training data and class imbalance issues.
method Data Augmentation Generative Adversarial Network (DAGAN) and Convolutional Siamese Network with attention mechanism.
result Achieved 99.30% and 98.40% testing accuracy on Binary/Multiclass scenarios.

We give a detailed account of correlations between credit sector/quality and treasury curve factors, using the robust framework of the Barclays POINT Global Risk Model. Consistent with earlier studies, we find a strong negative correlation between sector spreads and rate shifts. However, we also observe that the correl…

2013-12-05abs ↗pdf ↗

Study improves stock return prediction by switching between economic states, outperforming traditional methods.

problem Improving stock return prediction across economic regimes.
method State-switching specification using the slope of the yield curve, with an Aligned Economic Index.
result The Aligned Economic Index outperforms traditional predictors, especially during market turbulence.

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.

Study reveals 2020 stock crashes were mostly endogenous, not exogenous.

problem Identifying the cause of the 2020 global stock market crash.
method Applied log-periodic power law singularity (LPPLS) methodology to analyze stock market indexes.
result The 2020 stock market crashes were mostly endogenous, driven by systemic instability.

In agreement with the recent research findings in the econophysics, we propose that the nonlinear dynamic chaos can be generated by the turbulent capital flows in both the quantitative easing transmission channels and the transaction networks channels, when there are the laminar turbulent capital flows transitions in t…

2013-05-24abs ↗pdf ↗

Local GP approach improves simulation efficiency for large datasets.

problem High computational cost of traditional Gaussian processes for large-scale simulations.
method Hybridizes global and local GP approximations with strategic placement of inducing points.
result Local inducing points enhance accuracy and computational efficiency.