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.
The paper investigates ethical issues in large image datasets, focusing on pornographic content.
Visualizes board connections for socially responsible investing insights.
The study examines how board diversity and CSR committee composition affect corporate governance and financial performance.
Improving the quality of end-of-life care for hospitalized patients is a priority for healthcare organizations. Studies have shown that physicians tend to over-estimate prognoses, which in combination with treatment inertia results in a mismatch between patients wishes and actual care at the end of life. We describe a …
Introduces data ethics for mathematicians, covering background, open data, and privacy.
In those lecture notes, we review some applications of heat semigroups methods in Riemannian and sub-Riemannian geometry. The notes contain parts of courses taught at Purdue University, Institut Henri Poincaré, Levico Summer School and Tata Institute.
Study reveals bias in machine learning conference reviews.
In November, 2011, the Financial Stability Board, in collaboration with the International Monetary Fund, published a list of 29 "systemically important financial institutions" (SIFIs). This designation reflects a concern that the failure of any one of them could have dramatic negative consequences for the global econom…
A quick review of European financial stability institutions and the role of stress tests in the current juridical system.
Study finds corporate boards with women appoint more women, leading to better profitability.
Magnetic resonance imaging (MRI) has been proposed as a complimentary method to measure bone quality and assess fracture risk. However, manual segmentation of MR images of bone is time-consuming, limiting the use of MRI measurements in the clinical practice. The purpose of this paper is to present an automatic proximal…
The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of attention has been paid to the understanding of the mechanisms that can lead to a b…
Smart Close-out Netting aims to automate close-out netting processes.
Several articles deal with tilings with squares and dominoes on 2-dimensional boards, but only a few on boards in 3-dimensional space. We examine a tiling problem with colored cubes and bricks of -board in three dimensions. After a short introduction and the definition of breakability we show a way …
We discuss here researches on econophysics done from India in the last two decades. The term `econophysics' was formally coined in India (Kolkata) in 1995. Since then many research papers, books, reviews, etc. have been written by scientists. Many institutions are now involved in this research field and many conference…
Study proposes new framework for Board-CEO relationship.
Socio-economic inequality is measured using various indices. The Gini () index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata () index gives a measure of fraction of population who possess top fraction of wealth in the society. This article reviews the ch…
Financial crime is a large and growing problem, in some way touching almost every financial institution. Financial institutions are the front line in the war against financial crime and accordingly, must devote substantial human and technology resources to this effort. Current processes to detect financial misconduct h…
Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic Review, Elliott, Golub and Jackson proposed a simple model for capturing the dyn…
These notes are adapted from two talks given at the 2004 Clay Institute Summer School on Floer homology, gauge theory, and low dimensional topology at the Alfred Renyi Institute. We will quickly review what we do and do not know about the existence and uniqueness of smooth and symplectic structures on closed, simply-co…
Dynamic tracking error framework shows similar performance but varying volatility across different constraints.
Model shows how diversity on corporate boards influences decision-making and innovation.
We present a new general board game (GBG) playing and learning framework. GBG defines the common interfaces for board games, game states and their AI agents. It allows one to run competitions of different agents on different games. It standardizes those parts of board game playing and learning that otherwise would be t…
Research activities of Kyoto Econophysics Group is reviewed. Strong emphasis has been placed on real economy. While the initial stage of research was a first high-definition data analysis on personal income, it soon progressed to firm dynamics, growth rate distribution and establishment of Pareto's law and Gibrat's law…
This paper reviews the checkered history of predictive distributions in statistics and discusses two developments, one from recent literature and the other new. The first development is bringing predictive distributions into machine learning, whose early development was so deeply influenced by two remarkable groups at …
Study finds optimal board gender diversity for emissions performance.
Smart contracts are a digital technology with potential but also flaws.
The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical forecasting have seen to be inadequate to describe financial systems in any reasonable w…
Achieving superhuman playing level by AlphaGo corroborated the capabilities of convolutional neural architectures (CNNs) for capturing complex spatial patterns. This result was to a great extent due to several analogies between Go board states and 2D images CNNs have been designed for, in particular translational invar…
Study shows activist board representation improves Japanese companies' performance.
AI random forest model improves credit risk scoring for Azerbaijani SMEs.
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theoretical and empirical literature, for assessing systemic risk and identi…
Proposes proactive bed requests to reduce ED boarding and patient wait times.
Federated learning improves bioinformatics by sharing data legally.
Taylor's law of temporal fluctuation scaling, variance mean, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal fluctuation scaling law in stock illiquidity by investigating the mean-variance relationship of the high-frequency illiquidity o…
Model predicts missing boarding stops in smart card data.
Study uses LLMs to create personalized treatment plans for rare gynecological tumors.
Study improves pension scheme efficiency in Kenya through governance and risk management.
This paper introduces modal epistemic tools for risk management.
This work reviews and tests risk allocation strategies in finance, highlighting Shapley allocation's advantages.
This paper discusses the financial risks faced by the UK Pension Protection Fund (PPF) and what, if anything, it can do about them. It draws lessons from the regulatory regimes under which other financial institutions, such as banks and insurance companies, operate and asks why pension funds are treated differently. It…
This report was originally written as an industry white paper on Hedge Funds. This paper gives an overview to Hedge Funds, with a focus on risk management issues. We define and explain the general characteristics of Hedge Funds, their main investment strategies and the risk models employed. We address the problems in H…
Computer generated academic papers have been used to expose a lack of thorough human review at several computer science conferences. We assess the problem of classifying such documents. After identifying and evaluating several quantifiable features of academic papers, we apply methods from machine learning to build a b…
The asymmetric price impact between the institutional purchases and sales of 32 liquid stocks in Chinese stock markets in year 2003 is carefully studied. We analyze the price impact in both drawup and drawdown trends with consecutive positive and negative daily price changes, and test the dependence of the price impact…
K. Ding studied a class of Schubert varieties X_λin type A partial flag manifolds, corresponding to integer partitions λand in bijection with dominant permutations. He observed that the Schubert cell structure of X_λis indexed by maximal rook placements on the Ferrers board B_λ, and that the integral cohomology groups …
Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.
Since DeepMind's AlphaZero, Zero learning quickly became the state-of-the-art method for many board games. It can be improved using a fully convolutional structure (no fully connected layer). Using such an architecture plus global pooling, we can create bots independent of the board size. The training can be made more …
Paper discusses how financial institutions' model risk management can benefit academic research.