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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.

168,742 papers · 148 categories

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1122 · Oct 202519922001200920172026
11 results for Malaysia

The study finds variations in ownership structure and efficiency across sectors in Malaysia.

problem Investigate variations in ownership structure and firm efficiency across sectors in Malaysia.
method Frequency distributions of ownership structure, DEA under CRS and VRS, stratified random sampling.
result There are variations in firm ownership structure and efficiency across sectors in Malaysia.

This study compares Markowitz and Single-Index models for Malaysian stocks.

problem Optimizing portfolio selection for Malaysian stocks using different models.
method Applied Markowitz and Single-Index models to 10-year historical data of 10 stocks and a risk-free asset.
result Comparison of minimum variance and maximum Sharpe portfolios for both models under various constraints.

AI improves MSME credit scoring using bank statement data.

problem Lack of access to financing for MSMEs due to traditional credit scoring methods.
method Developed a cash flow-based pipeline using bank statement data for machine learning credit scoring.
result Bank statement features significantly improve credit scoring models, achieving AUROC of 0.806.

Study examines how institutional differences and crises affect volatility in ASEAN stock markets.

problem Understanding how institutional differences and crises impact volatility in emerging Asian stock markets.
method By-window EGARCH/TGARCH analysis of daily stock index returns for Indonesia, Malaysia, and the Philippines from 2010 to 2024.
result All three markets show strong volatility persistence and fat-tailed returns; crises increase persistence and asymmetry, while tail thickness rises.

Despite the robust structure of the Internet, it is still susceptible to disruptive routing updates that prevent network traffic from reaching its destination. Our research shows that BGP announcements that are associated with disruptive updates tend to occur in groups of relatively high frequency, followed by periods …

2019-05-14abs ↗pdf ↗

Orchestrating the Twin Transition in GBS: A Socio-Technical Framework

problem MNCs' need to harmonize digital efficiency with environmental stewardship
method Technology Roadmapping (TRM) with ICT-centric innovation ecosystem toolkit
result Central 'operational airlock' for GBS in harmonizing digital and environmental transformation