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.
Research provides explicit NPV expressions for double barrier strategies.
New biomarker predicts MRgFUS treatment outcome without contrast agents.
An investor is estimating net present value of a firm project and performs risk analysis. Usually it is created portfolio hierarchies and make comparison of variants of project based on these hierarchies. Then one finds that portfolio which corresponds to the particular needs of individual groups within the firm. We ha…
Study optimizes GCS operations with deep learning and reinforcement learning.
A popular methodology for building binary decision-making classifiers in the presence of imperfect information is to first construct a non-binary "scoring" classifier that is calibrated over all protected groups, and then to post-process this score to obtain a binary decision. We study the feasibility of achieving vari…
The paper analyzes the role of ReLU gates in deep learning networks.
We give a brief introduction to the Gauge Theory of Arbitrage. Treating a calculation of Net Present Values (NPV) and currencies exchanges as a parallel transport in some fibre bundle, we give geometrical interpretation of the interest rate, exchange rates and prices of securities as a proper connection components. Thi…
The paper develops bounds for predictive values in binary classification.
We formulate one methodology to put a value or price on knowledge using well accepted techniques from finance. We provide justifications for these finance principles based on the limitations of the physical world we live in. We start with the intuition for our method to value knowledge and then formalize this idea with…
Support vector machines predict cryptocurrency price movements with high accuracy.
We consider a simple investment project with the following parameters: I>0: Initial investment which is amortizable in n years; n: Number of years the investment allows production with constant output per year; A>0: Annual amortization (A=I/n); Q>0: Quantity of products sold per year; Cv>0: Variable cost per unit; p>0:…
Method predicts ODX scores for breast cancer patients based on clinical data.