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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.

169,341 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Mar 201719922001200920182026
3 results for “Loeb”
A stochastic Gordon-Loeb model for optimal cybersecurity investment under clustered attacksq-fin.RM

Model for optimal cybersecurity investment considering clustered cyberattacks.

problem Optimal investment in cybersecurity to reduce system vulnerability under clustered cyberattacks.
method Developed a continuous-time stochastic model using a Hawkes process, extended Gordon-Loeb model, solved as a Markovian stochastic optimal control problem.
result Investment policies that account for attack clustering lead to more effective and responsive strategies, improving upon static and Poisson-based approaches.
cybersecurityoptimal investmentclustered attacksHawkes processGordon-Loeb model
2025-05-02abs ↗pdf ↗
Approaches to analysis with infinitesimals following Robinson, Nelson, and othersmath.CA

Survey of nonstandard analysis approaches and their applications.

problem Working with infinitesimals and infinite numbers.
method Exploring several approaches to nonstandard analysis, including Robinson's and Nelson's.
result Highlighting applications such as Loeb's approach to Lebesgue measure and true infinitesimal differential geometry.
nonstandard analysisinfinitesimalRobinsonNelsonLoeb
2017-03-01abs ↗pdf ↗
Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptoticsq-fin.RM

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.
coherent risknon-standard analysishyperfiniteKusuokaplug-in
2026-01-31abs ↗pdf ↗