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.
Study examines robustness of NPI effectiveness models against COVID-19.
DeCom predicts post-COVID RSV timing and intensity with NPI consideration.
Paper presents a novel nonparametric method to price Asian options.
Using first principles from inference, we design a set of functionals for the purposes of \textit{ranking} joint probability distributions with respect to their correlations. Starting with a general functional, we impose its desired behaviour through the \textit{Principle of Constant Correlations} (PCC), which constrai…
Pretrained masked language models (MLMs) require finetuning for most NLP tasks. Instead, we evaluate MLMs out of the box via their pseudo-log-likelihood scores (PLLs), which are computed by masking tokens one by one. We show that PLLs outperform scores from autoregressive language models like GPT-2 in a variety of task…
New tools connect CP to GF inference for better probabilistic prediction.
Study shows how China's stock market reflects economic demand changes during COVID-19.