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 presents a dataset and algorithm for optimizing bus timetables in New Delhi.
Study shows reducing anthropogenic emissions significantly lowers levels but has little effect on in Delhi.
Lecture notes on kernel functions and Random Fourier Features.
GraphSVR forecasts urban air pollution robustly across stations and seasons.
Tackling air pollution is an imperative problem in South Korea, especially in urban areas, over the last few years. More specially, South Korea has joined the ranks of the world's most polluted countries alongside with other Asian capitals, such as Beijing or Delhi. Much research is being conducted in environmental sci…
Accurate expected time of arrival (ETA) information is crucial in maintaining the quality of service of public transit. Recent advances in artificial intelligence (AI) has led to more effective models for ETA estimation that rely heavily on a large GPS datasets. More importantly, these are mainly cabs based datasets wh…
In this paper, we train a recurrent neural network to learn dynamics of a chaotic road environment and to project the future of the environment on an image. Future projection can be used to anticipate an unseen environment for example, in autonomous driving. Road environment is highly dynamic and complex due to the int…
We study association between macroeconomic news and stock market returns using the statistical theory of copulas, and a new comprehensive measure of news based on the indexing of news wires. We find the impact of economic news on equity returns to be nonlinear and asymmetric. In particular, controlling for economic con…
FININ predicts financial markets by modeling news interactions and influence.
Paper proposes HGAT for detecting fake news on HIN.
News novelty predicts negative stock market returns.
Quantum analysis tags news for sentiment and entities.
SAFE detects fake news by analyzing text and image similarities.
We propose an indicator to measure the degree to which a particular news article is novel, as well as an indicator to measure the degree to which a particular news item attracts attention from investors. The novelty measure is obtained by comparing the extent to which a particular news article is similar to earlier new…
Repository tackles fake health news in cancer research.
New model uses financial news to predict stock returns.
ProxiModel extracts high-quality news events from news corpora.
News embeddings improve volatility forecasts.
MANA-Net improves market predictions by dynamically weighting news sentiments.
New method detects events with keywords, adapting to new types.
Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news stories when making investment decisions in the stock market. However, these stories may not reflect future stock prices because of the subjectivi…
Online news media provides aggregated news and stories from different sources all over the world and up-to-date news coverage. The main goal of this study is to have a solution that considered as a homogeneous source for the news and to represent the news in a new conceptual framework. Furthermore, the user can easily …
Graph model detects fake news by analyzing sentence interactions.
We extend the well-known Borromean and Brunnian rings to new higher order versions. Then we suggest an extension of the connection between Efimov states in cold gases and Borromean and Brunnian rings to these new higher order links. This gives rise to a whole new hierarchy of possible states with Efimov states at the b…
MALCOM generates fake comments to fool fake news detectors.
Study detects fake news in Brazilian Portuguese using machine learning.
News on inflation and monetary policy impacts US household inflation expectations.
A new construction of naturally reductive spaces is presented. This construction gives a large amount of new families of naturally reductive spaces. First the infinitesimal models of the new naturally reductive spaces are constructed. A concrete transitive group of isometries is given for the new spaces and also the na…
Motivated by recent financial crises significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said about influence of financial news on financial markets. We propose a novel measure of collective behaviour in financial news on the Web, New…
The profusion of online news articles makes it difficult to find interesting articles, a problem that can be assuaged by using a recommender system to bring the most relevant news stories to readers. However, news recommendation is challenging because the most relevant articles are often new content seen by few users. …
We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a stochastic process. To characterize the joint evolution of sentiment, price, and volatili…
Study news networks to predict stock returns.
New inequality helps map stability in minimal surfaces.
Study shows text-based news veracity models don't generalize across U.S. and U.K.
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indices during 10 months along the period 2015-2016. The set of news was quantified and transformed into daily polarity time series using tools …
Predict stock movement with news headlines using BERT embeddings.
Study shows publicly available news impacts financial markets.
Paper predicts stock volatility using ESG news, showing deep learning's effectiveness.
Proposes a graph neural network for personalized news recommendation.
We present a new construction for obtaining pairs of higher-step isospectral Riemannian nilmanifolds and compare several resulting new examples. In particular, we present new examples of manifolds that are isospectral on functions, but not isospectral on one-forms.
The study identifies impactful news articles based on liquidity changes, improving asset return prediction.
On the one hand, nowadays, fake news articles are easily propagated through various online media platforms and have become a grand threat to the trustworthiness of information. On the other hand, our understanding of the language of fake news is still minimal. Incorporating hierarchical discourse-level structure of fak…
Paper uses financial news for stock trend forecasting using deep multiple instance learning.
News explains most overnight stock market gains.
New statistical factors improve portfolio risk estimation.
Online news recommender systems aim to address the information explosion of news and make personalized recommendation for users. In general, news language is highly condensed, full of knowledge entities and common sense. However, existing methods are unaware of such external knowledge and cannot fully discover latent k…
In recent years, due to the booming development of online social networks, fake news for various commercial and political purposes has been appearing in large numbers and widespread in the online world. With deceptive words, online social network users can get infected by these online fake news easily, which has brough…
Social media are nowadays one of the main news sources for millions of people around the globe due to their low cost, easy access and rapid dissemination. This however comes at the cost of dubious trustworthiness and significant risk of exposure to 'fake news', intentionally written to mislead the readers. Automaticall…