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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.

168,695 papers · 148 categories

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67133200266 · Jun 202019922001200920172026
48 results for IPO shell value

Empirical study of CAPM and Fama-French model in Chinese A-share market.

problem Testing and validating CAPM and Fama-French model in Chinese A-share market.
method Used Fama-MacBeth regression and Fama-French three-factor model to analyze Chinese A-share trading data from 2000 to 2019, adjusting for IPO shell value contamination.
result Fama-French model captures most of A-share market returns, with adjusted R-squared > 0.88.

This study examines how ChiNext IPOs' initial returns are influenced by regulation regime changes.

problem Investors' behavior and pricing of ChiNext IPOs under different regulation regimes.
method Analysis of three time periods with two different regulation regimes and three sets of listing day trading restrictions.
result Regulation regime changes significantly impact ChiNext IPO pricing and overreaction.

The paper proves rigidity for shells in non-Euclidean spaces.

problem Proving rigidity for shells in non-Euclidean spaces.
method Analyzing a stretching plus bending functional of an elastic shell in a Riemannian manifold.
result A sequence of immersions of asymptotically vanishing energy converges to an isometric immersion of the shell.

Paper shows equivalence between two alignment methods and introduces a new algorithm.

problem Ensuring human alignment of large language models for useful, safe, and pleasant user experience.
method Introduces IPO-MD algorithm, showing equivalence between IPO and Nash-MD methods.
result Equivalence between IPO and Nash-MD methods proven when considering online version of IPO.

We introduce a method to design lightweight shell objects that are structurally robust under the external forces they may experience during use. Given an input 3D model and a general description of the external forces, our algorithm generates a structurally-sound minimum weight shell object. Our approach works by alter…

2019-06-25abs ↗pdf ↗

The complex networks approach has been gaining popularity in analysing investor behaviour and stock markets, but within this approach, initial public offerings (IPO) have barely been explored. We fill this gap in the literature by analysing investor clusters in the first two years after the IPO filing in the Helsinki S…

2019-05-31abs ↗pdf ↗

Study predicts startup outcomes like funding, patenting, IPOs using machine learning.

problem Forecasting startup success metrics like funding, patenting, IPOs.
method Developed interpretable machine learning framework, used preprocessing, class imbalance handling, and compared multiple models.
result Achieved high AUROC values for patent, funding, and exit predictions.

Study finds billing codes at IPO boost digital health companies' financial performance.

problem Identifying factors that drive long-term financial success in digital health companies.
method Analyzed 33 digital health IPOs from 2010-2021, comparing companies with and without billing codes.
result Companies with billing codes at IPO were significantly more likely to achieve positive CAGR and higher market capitalization.

IPO Finance Agent evaluates LLMs on SpaceX IPO due diligence, surpassing Finance Agent v2.

problem Evaluating language models on financial tasks like IPO due diligence.
method Introducing IPO Finance Agent and an evaluator-optimizer pipeline.
result The best-performing model reaches 79.4% accuracy at 0.30 USD per query.

New method accurately reconstructs Russell 3000 index, revealing crowded portfolios.

problem Crowding in index portfolios during reconstitution events.
method Developed a Python package for accurate index reconstruction using CRSP US Stock data.
result Annual Russell 3000 portfolios are more crowded than quarterly ones, suggesting lower transaction costs.

Paper proves rigidity estimates for hyperbolic shells and applies them to \(Γ\)-limit theory.

problem Rigidity of hyperbolic shells and their \(Γ\)-limit behavior.
method Nonlinear rigidity estimates for \(H^1\) deformations and hyperbolic shells with clamped lateral boundary.
result Derives the optimal exponent \(h^{-4/3}\) for hyperbolic shells.

On December 16th, 2011, Zynga, the well-known social game developing company went public. This event followed other recent IPOs in the world of social networking companies, such as Groupon or Linkedin among others. With a valuation close to 7 billion USD at the time when it went public, Zynga became one of the biggest …

2012-04-02abs ↗pdf ↗

IPO Finance Agent extends Finance Agent v2 for SpaceX S-1 filings, improving accuracy and cost-efficiency.

problem Evaluating IPO due diligence tasks with long-form documents.
method Extended task domain, improved agentic harness with contextual retrieval, automated rubric generation.
result Best-performing model reaches 79.8% accuracy, cost-efficient model at 77.2% with 0.05 USD per query.

Discrete Morse functions induce shellings with critical tiles corresponding to function's critical faces.

problem Mapping discrete Morse functions to shellings for topological analysis.
method Inducing Morse shellings on the second barycentric subdivision of a simplicial complex.
result Critical tiles of induced shellings correspond to critical faces of the discrete Morse function.

Within the Private Equity (PE) market, the event of a private company undertaking an Initial Public Offering (IPO) is usually a very high-return one for the investors in the company. For this reason, an effective predictive model for the IPO event is considered as a valuable tool in the PE market, an endeavor in which …

2019-11-19abs ↗pdf ↗

Extends Penrose's method to null shells with pressure and energy flux.

problem Constructing null thin shells with arbitrary gravitational/matter content.
method Derive locally Lipschitz metric and coordinate transformation.
result Example of null shell with non-trivial energy density, flux, and pressure in Minkowski space.

Given a Lagrangian submanifold LL of the affine symplectic 2n2n-space, one can canonically and uniquely define a center-chord and a special improper affine sphere of dimension 2n2n, both of whose sets of singularities contain LL. Although these improper affine spheres (IAS) always present other singularities away fro…

2019-06-07abs ↗pdf ↗

On December 16, Zynga, the well-known social game developing company went public. This event is following other recent IPOs in the world of social networking companies, such as Groupon, Linkedin or Pandora to cite a few. With a valuation close to 7 billion USD at the time when it went public, Zynga has become the bigge…

2011-12-27abs ↗pdf ↗

We introduce a notion of Morse shellings (and tilings) on finite simplicial complexes which extends the classical one and its relation to discrete Morse theory.Skeletons and barycentric subdivisions of Morse shellable (or tileable) simplicial complexes are Morse shellable (or tileable). Moreover, every triangulated clo…

2019-10-29abs ↗pdf ↗

The writhe polynomial is a fundamental invariant of an oriented virtual knot. We introduce a kind of local moves for oriented virtual knots called shell moves. The first aim of this paper is to prove that two oriented virtual knots have the same writhe polynomial if and only if they are related by a finite sequence of …

2019-05-09abs ↗pdf ↗

In this paper, we study reinforcement learning (RL) algorithms to solve real-world decision problems with the objective of maximizing the long-term reward as well as satisfying cumulative constraints. We propose a novel first-order policy optimization method, Interior-point Policy Optimization (IPO), which augments the…

2019-10-21abs ↗pdf ↗

We describe an end-to-end real-time S&P futures trading system. Inner-shell stochastic nonlinear dynamic models are developed, and Canonical Momenta Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell trading models dependent on these indicators. Recursive and adaptive optimization using Adaptive …

2000-07-22abs ↗pdf ↗

Semichiral sigma models with a four-dimensional target space do not support extended N=(4,4) supersymmetries off-shell arXiv:0903.2376, arXiv:0912.4724. We contribute towards the understanding of the non-manifest on-shell transformations in (2,2) superspace by analyzing the extended on-shell supersymmetry of such model…

2012-07-19abs ↗pdf ↗

NSBI approach detects Higgs trilinear coupling with high luminosity upgrade constraints.

problem Determining the Higgs trilinear self-coupling via off-shell Higgs production.
method Hybrid neural simulation-based inference (NSBI) incorporating SMEFT and quantum interference effects.
result NSBI achieves sensitivity close to theoretical optimum for Higgs trilinear self-coupling.

We discuss several issues regarding material homogeneity and strain compatibility for materially uniform thin elastic shells from the viewpoint of a 3-dimensional theory, with small thickness, as well as a 2-dimensional Cosserat theory. A relationship between inhomogeneity and incompatibility measures under the two des…

2015-06-25abs ↗pdf ↗

What is the longest rope on the unit sphere? Intuition tells us that the answer to this packing problem depends on the rope's thickness. For a countably infinite number of prescribed thickness values we construct and classify all solution curves. The simplest ones are similar to the seamlines of a tennis ball, others e…

2010-05-25abs ↗pdf ↗

The paper introduces surfaces with constant solid angle for designing shell structures.

problem Designing shell structures with balanced structural, spatial, aesthetic, and construction requirements.
method Proposes surfaces defined by constant solid angle at all points, using Gauss-Bonnet theorem and Newton's method.
result Constant solid angle surfaces enable control over boundary slope and span-to-height ratio, making them structurally viable.

A classical result by Pachner states that two dd-dimensional combinatorial manifolds with boundary are PL homeomorphic if and only they can be connected by a sequence of shellings and inverse shellings. We prove that for balanced, i.e., properly (d+1)(d + 1)-colored, manifolds such a sequence can be chosen such that bala…

2018-04-17abs ↗pdf ↗

We solve the long standing problem of finding an off-shell supersymmetric formulation for a general N = (2, 2) nonlinear two dimensional sigma model. Geometrically the problem is equivalent to proving the existence of special coordinates; these correspond to particular superfields that allow for a superspace descriptio…

2005-12-14abs ↗pdf ↗

Theoretical study explains grokking in neural networks.

problem Understanding the abrupt transition from fitting to generalizing in neural networks.
method Characterized a shell-core topological configuration of the solution space induced by Adam's optimization dynamics.
result Derived grokking scaling laws for learning rate, batch size, and regularization coefficient.

For curves of prescribed length embedded into the unit disc in two dimensions, we obtain scaling results for the minimal elastic energy as the length just exceeds 2π and in the large length limit. In the small excess length case, we prove convergence to a fourth order obstacle type problem with integral constraint on…

2018-12-12abs ↗pdf ↗

Bistable structures associated with non-linear deformation behavior, exemplified by the Venus flytrap and slap bracelet, can switch between different functional shapes upon actuation. Despite numerous efforts in modeling such large deformation behavior of shells, the roles of mechanical and nonlinear geometric effects …

2012-06-20abs ↗pdf ↗