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.
Paper proposes transparent insurance models for PBMs.
Study examines impact of capital structure on Indian auto companies' profitability.
Study shows environmental spending positively impacts company profitability.
Keywords: corporate finance, Wrocław University of Economics, net profit margin lub net sales profitability
Optimizes profit in targeted marketing across multiple markets with varying marketing expenditures.
Tall wheatgrass outperforms rye in energy and environmental metrics, marginally improving economic viability.
Fossil power firms have recently profited more than renewables, but this may be a temporary phenomenon.
This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The prescriptive price optimization first builds sales forecast formulas of multiple pr…
In this paper we propose and solve an optimal dividend problem with capital injections over a finite time horizon. The surplus dynamics obeys a linearly controlled drifted Brownian motion that is reflected at the origin, dividends give rise to time-dependent instantaneous marginal profits, whereas capital injections ar…
We present a novel approach which is able to explore the configuration of grouped convolutions within neural networks. Group-size Series (GroSS) decomposition is a mathematical formulation of tensor factorisation into a series of approximations of increasing rank terms. GroSS allows for dynamic and differentiable selec…
Summarizes geometric connections between sigma models and Gross-Neveu models.
Sigma models linked to Gross-Neveu models via quiver varieties.
The paper proposes a machine learning technique to optimize prices in fashion e-commerce.
Grassmannian sigma models extend Gross-Neveu model formulations.
Reformulated sigma models for complex Grassmannians using Gross-Neveu formalism.
Paper proves BGW tau-function can be represented as Q-polynomials.
This paper examines if CTE risk measure aligns with profit-maximizing risk capital allocations.
Study finds multiple solutions for Gross-Pitaevskii equations on curved spaces.
I studied what role the US stock markets and money markets have possibly played in the Gross Private Domestic Investment (GPDI) of the United States from the year 1959 to the year 2001, Gross Private Domestic Investment refers to the total amount of investment spending by businesses and firms located within the borders…
Tax systems ensure sustainable economic development by adjusting production technologies and gross output volumes.
Bielecki and Rutkowski (2014) introduced and studied a generic nonlinear market model, which includes several risky assets, multiple funding accounts and margin accounts. In this paper, we examine the pricing and hedging of contract both from the perspective of the hedger and the counterparty with arbitrary initial end…
Paper optimizes liquidity provision in decentralized finance markets.
Study of quantum aspects of generalized Gross-Neveu models, focusing on sigma models.
This study considers a model of the income distribution of agents whose pairwise interaction is asymmetric and price-invariant. Asymmetric transactions are typical for chain-trading groups who arrange their business such that commodities move from senior to junior partners and money moves in the opposite direction. The…
This paper supplies two possible resolutions of Fortune's (2000) margin-loan pricing puzzle. Fortune (2000) noted that the margin loan interest rates charged by stock brokers are very high in relation to the actual (low) credit risk and the cost of funds. If we live in the Black-Scholes world, the brokers are presumabl…
The currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the …
In today's economy, selling a new zero-marginal cost product is a real challenge, as it is difficult to determine a product's "correct" sales price based on its profit and dissemination. As an example, think of the price of a new app or video game. New sales mechanisms for selling this type of product need to be design…
Out of the companies, Dolby is the company with the best overall financial and operation health. According to the table that accounted its financial statements for the past three years, Dolby has stable profit margins that generates a revenue in the billions, the only company in ten figures. Corporate competition to ga…
We examine on the static and dynamical properties of quantum knots in a Bose-Einstein condensate. In particular, we consider the Gross-Pitaevskii model and revise a technique to construct ab initio the condensate wave-function of a generic torus knot. After analysing its excitation energy, we study its dynamics relatin…
I derive practical formulas for optimal arrangements between sophisticated stock market investors (namely, continuous-time Kelly gamblers or, more generally, CRRA investors) and the brokers who lend them cash for leveraged bets on a high Sharpe asset (i.e. the market portfolio). Rather than, say, the broker posting a m…
We consider the topic of multivariate regression on manifold-valued output, that is, for a multivariate observation, its output response lies on a manifold. Moreover, we propose a new regression model to deal with the presence of grossly corrupted manifold-valued responses, a bottleneck issue commonly encountered in pr…
Average Oracle outperforms DCC+NLS in portfolio optimization.
Developed Forex trading heuristics with high profit potential.
Study uses Open Banking data to estimate customer value, showing potential 21% increase.
'There is no terror in the bang, only is the anticipation of it' - Alfred Hitchcock. Yet there is everything in correctly anticipating the bang a movie would make in the box-office. Movies make a high profile, billion dollar industry and prediction of movie revenue can be very lucrative. Predicted revenues can be used …
It is commonly accepted that Commodities futures and forward prices, in principle, agree under some simplifying assumptions. One of the most relevant assumptions is the absence of counterparty risk. Indeed, due to margining, futures have practically no counterparty risk. Forwards, instead, may bear the full risk of def…
Quantum flag manifold σ-models are integrable and satisfy Ricci flow equations.
Machine learning predicts Bitcoin returns but trading performance drops with costs.
Counterexamples to a conjecture on ribbon graph genus changes were found and proven.
Optimizes cryptocurrency exchanges' risk management by reducing positions based on leverage.
Study shows asymptotic behavior of metric near singular points of a Monge-Ampère equation.
We show that the cost of market orders and the profit of infinitesimal market-making or -taking strategies can be expressed in terms of directly observable quantities, namely the spread and the lag-dependent impact function. Imposing that any market taking or liquidity providing strategies is at best marginally profita…
Paper proposes a risk-averse approach to energy storage price arbitrage using conformal uncertainty quantification.
We improve Gross-Wilson's local estimates to global ones. As an application, we study the blow-up limits of the degenerating Calabi-Yau metrics on singular fibers.
The study compares profitability of conventional and Islamic banks in Bangladesh.
The R-function theory of Thomas is used to model neutron inelastic scattering and the fine, intermediate, and gross structure observed in the Dow Jones Industrial Average on a typical trading day.
Paper shows how to use geometric median for robust SGD in high dimensions.
The profitability of CPMMs is significantly impacted by mint and burn fees.