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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.

168,657 papers · 148 categories

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1122 · Mar 202019922001200920172026
29 results for Iron Condor

Optimizes Iron Condor portfolios for better risk and profit management.

problem Transient value process of Iron Condor portfolios not well studied.
method Formulated as a stochastic optimal control problem, using bounded martingale assumption.
result Optimal stopping time aligns with expiration for submartingale value process.

Bayesian model predicts iron deficiency from multi-source multi-way molecular data.

problem Predicting iron deficiency in rhesus monkeys from multi-source multi-way molecular data.
method Developed a Bayesian approach with a linear model incorporating multi-way dependence and varying signal sizes across sources.
result Model accurately classifies iron deficiency in monkeys and outperforms simpler models.

Study reveals trade dynamics in dry bulk shipping networks, highlighting their randomness and periodic changes.

problem Understanding the randomness and periodic changes in dry bulk shipping networks.
method Analysis of micro-level trade flow data from 2015 to 2023, focusing on grain, coal, and iron ore networks.
result Dry bulk shipping networks exhibit small-world phenomena and periodic life cycles, influenced by importing ports and global events.

This paper takes stock of megaproject management, an emerging and hugely costly field of study. First, it answers the question of how large megaprojects are by measuring them in the units mega, giga, and tera, concluding we are presently entering a new "tera era" of trillion-dollar projects. Second, total global megapr…

2014-08-29abs ↗pdf ↗

Superconductivity has been the focus of enormous research effort since its discovery more than a century ago. Yet, some features of this unique phenomenon remain poorly understood; prime among these is the connection between superconductivity and chemical/structural properties of materials. To bridge the gap, several m…

2017-09-08abs ↗pdf ↗

In this article, we focus on distributed Apriori-based frequent itemsets mining. We present a new distributed approach which takes into account inherent characteristics of this algorithm. We study the distribution aspect of this algorithm and give a comparison of the proposed approach with a classical Apriori-like dist…

2019-02-21abs ↗pdf ↗

Entity resolution (ER) is the task of identifying records belonging to the same entity (e.g. individual, group) across one or multiple databases. Ironically, it has multiple names: deduplication and record linkage, among others. In this paper we survey metrics used to evaluate ER results in order to iteratively improve…

2015-09-14abs ↗pdf ↗

Deep learning predicts tissue properties from cell-laden hydrogels.

problem Predicting tissue properties from cell-laden hydrogels.
method Developed a process for generating mould designs, created a training set of 6500 cases, trained a deep learning model (pix2pix).
result Deep learning makes excellent predictions and is significantly faster than biophysical methods.

Study shows post-COVID commodity futures returns and volatility changed for different products.

problem Analyzing how the pandemic affected Chinese commodity futures markets.
method Empirical analysis of commodity futures returns and cointegration before and after the pandemic.
result Post-COVID, some commodity futures returns increased significantly, while others saw higher volatility.

Evaluating the style of handwriting generation is a challenging problem, since it is not well defined. It is a key component in order to develop in developing systems with more personalized experiences with humans. In this paper, we propose baseline benchmarks, in order to set anchors to estimate the relative quality o…

2018-09-04abs ↗pdf ↗

New method improves deep learning models in noisy label classification.

problem Improving deep learning models in noisy label classification.
method Analyzes loss and uncertainty changes during training, designs a new robust training method.
result Significantly outperforms other state-of-the-art methods in various deep learning models.

While training a machine learning model using multiple workers, each of which collects data from their own data sources, it would be most useful when the data collected from different workers can be {\em unique} and {\em different}. Ironically, recent analysis of decentralized parallel stochastic gradient descent (D-PS…

2018-03-19abs ↗pdf ↗

Deep learning detects corrosion in nuclear fuel canisters.

problem Ensuring safety and integrity of used nuclear fuel dry storage canisters.
method Residual neural networks (ResNets) for real-time corrosion detection of canister images.
result Deep learning approach accurately detects corrosion and classifies canisters as corroded or intact.

Adaptive learning rates improve FTPL's BOBW guarantees in bandit problems.

problem Improving Follow-the-Perturbed-Leader's BOBW guarantees in bandit problems.
method Introducing surrogate probability functions to compute adaptive learning rates without exact probabilities.
result BOBW guarantees for FTPL with Pareto perturbations for any α>1α>1.

This paper builds a machine learning model to predict credit defaults for unsecured lending.

problem High credit defaults and delinquency rates in unsecured lending due to imbalanced data.
method Employing machine learning techniques, particularly SMOTE for imbalanced data, and evaluating models like LGBM Classifier.
result LGBM Classifier model outperforms other models in predicting credit defaults.

A new method for analyzing multi-source, multi-way data reduces dimensionality and reveals shared and individual structures.

problem Analyzing multi-source, multi-way data from different high-throughput technologies.
method Multiple Linked Tensor Factorization (MULTIFAC) extending CP decomposition with L2 penalties and EM algorithm for incomplete data.
result MULTIFAC approximates underlying signal, identifies shared and unshared structures, and imputes missing data.