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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.

168,932 papers · 148 categories

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48 results for Initial Public Offering

Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governments (e.g. Iceland), national debt should be strictly controlled with respect to national wealth. Also, the problem of eliminating extreme p…

2010-02-12abs ↗pdf ↗

The paper develops a model to predict IPO events in private equity investments.

problem Lack of publicly available quantitative information for predicting IPO events.
method Combines neural network and survival analysis for predicting IPO probability.
result The neuro-survival model accurately predicts IPO events across various sectors.

We study a practical optimization problems for venture capital investments and/or Research and Development (R&D) investments. The first problem is that, given the amount of the initial investment and the reward function at the initial public offering (IPO) market, the venture capitalist wants to maximize overall discou…

2007-03-28abs ↗pdf ↗

Policy shifts between Trump and Biden impact ESG investments, creating volatility.

problem Dramatic policy shifts between Trump and Biden administrations affect ESG investments.
method Analyzes contrasting policies of Trump and Biden administrations and their impacts on ESG investments.
result Policy changes significantly influence ESG investments, leading to volatility and portfolio reassessment.

Actuaries tackle loss of earning capacity in Denmark, balancing public benefits and private insurance.

problem Balancing public benefits and private insurance for loss of earning capacity in Denmark.
method Innovative approaches from researchers and practitioners, leveraging actuarial expertise.
result Development of equitable, data-driven solutions to mitigate risk and enhance societal well-being.

A digital euro protocol offers complete privacy and offline transactions using Groth-Sahai proofs.

problem Fragile digital payment solutions with privacy and offline transaction issues.
method Design and implementation of a Central Bank Digital Currency (CBDC) using Groth-Sahai zero-knowledge proofs.
result Complete privacy and offline transaction capability with retroactive double-spending detection.

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.

Increasing urban concentration raises operational challenges that can benefit from integrated monitoring and decision support. Such complex systems need to leverage the full stack of analytical methods, from state estimation using multi-sensor fusion for situational awareness, to prediction and computation of optimal r…

2019-05-14abs ↗pdf ↗

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.

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 detects unlawful insider trading using SHAP and CF, identifying key features.

problem Detecting and explaining unlawful insider trading with MNPI.
method Combining Shapley Values and Causal Forest approaches.
result Identifies key features explaining unlawful insider trading.

New privacy-preserving learning model for mixtures of private and public data.

problem Learning from datasets with both private and public data, where privacy concerns differ.
method Designing a differential privacy-preserving learning algorithm for a mixture of private and public sub-populations.
result Linear classifiers can be learned with sample complexity comparable to non-private PAC-learning, even when privacy status correlates with labels.

LLMs show biases in investment analysis, leading to unreliable recommendations.

problem LLMs face conflicts between pre-trained knowledge and real-time market data, leading to biases in investment analysis.
method Experimental framework to investigate emergent behaviors in LLMs, analyzing sector, size, and momentum biases.
result Distinct, model-specific biases observed, including a tendency to prefer technology stocks, large-cap stocks, and contrarian strategies.

Dynamic pricing policy converges to Nash equilibrium with low regret.

problem Sequential price competition among sellers over multiple periods.
method Semi-parametric least-squares estimation of s-concave demand functions.
result Prices converge to Nash equilibrium with rate O(T1/7)O(T^{-1/7}) and sellers incur regret O(T5/7)O(T^{5/7}).

Global convergence for robust regression problems via IRLS with enhancements.

problem Global convergence for robust regression problems.
method Augmentations to IRLS to ensure global recovery and improved robustness.
result Global recovery guarantees for robust regression problems, outperforming state-of-the-art algorithms.

GD with large init shows incremental learning in matrix factorization.

problem Understanding GD's behavior with large initial values in matrix factorization.
method Signal-to-noise ratio concepts and inductive arguments.
result Uncovering an incremental learning phenomenon in GD with large initialization.

Study analyzes misinformation on social media during COVID-19.

problem Misinformation spreads on social media during the COVID-19 pandemic, affecting public health adherence.
method Analysis of model-labeled data, random forest classifier, sentiment analysis.
result Misinformation tweets show more negative sentiment and evolve over time, incorporating details from unrelated theories.

Domains in infinite jets present the simplest class of diffieties with boundary. In this note some basic elements of geometry of these domains are introduced and an analogue of the C-spectral sequence in this context is studied. This, in particular, allows cohomological interpretation and analysis of initial data, boun…

2006-09-03abs ↗pdf ↗

Stablecoins are reshaping global monetary systems, offering hybrid structures with public and private monies.

problem The evolution of stablecoins from crypto innovation to a global monetary component.
method Econometric analysis and hybrid system design modeling.
result Stablecoins maintain strong peg stability, and a hybrid system design ensures financial resilience.

Study improves prediction of UK road accidents' severity using AI.

problem Improving prediction of UK road traffic accident severity.
method Combination of machine learning, econometric, and statistical methods on historical data.
result XGBoost model with RMSE of 0.176 and MAE of 0.087 outperforms naive forecasting.

This paper examines risks and uncertainties of changing data sources in machine learning for official statistics.

problem Risks and uncertainties associated with changing data sources in machine learning for official statistics.
method An overview of risks, causes, and repercussions of changing data sources, with a checklist of measures.
result Maintaining integrity, reliability, consistency, and relevance in official statistics.

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 ↗

Advancements in neural machinery have led to a wide range of algorithmic solutions for molecular property prediction. Two classes of models in particular have yielded promising results: neural networks applied to computed molecular fingerprints or expert-crafted descriptors, and graph convolutional neural networks that…

2019-04-02abs ↗pdf ↗

We define and make initial study of Lie groupoids equipped with a compatible homogeneity (or graded bundle) structure, such objects we will refer to as weighted Lie groupoids. One can think of weighted Lie groupoids as graded manifolds in the category of Lie groupoids. This is a very rich geometrical theory with numero…

2015-02-21abs ↗pdf ↗