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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

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48 results for New Yorker

Experiment shows that certain factors predict which New Yorker cartoon captions are funniest.

problem Determining which captions are funniest in the New Yorker cartoon contest.
method Comparison of 12 automatic methods for identifying funniest captions.
result Negative sentiment, human-centeredness, and lexical centrality are key predictors of funniest captions.

Box Thirding identifies the best arm efficiently under limited samples.

problem Efficiently identifying the best arm with limited sampling.
method Iterative ternary comparison of arms, discarding the weakest and exploring the best.
result Achieves comparable performance to Successive Halving with less predefined parameters.

FININ predicts financial markets by modeling news interactions and influence.

problem Complex diffusion of financial news into market prices.
method FININ is a novel model that captures news links and interactions, integrating market data and news articles.
result FININ outperforms advanced models with a 0.429 and 0.341 improvement in daily Sharpe ratio for S&P 500 and NASDAQ 100 respectively.

News novelty predicts negative stock market returns.

problem Negative stock market returns due to increased news novelty.
method Quantified news novelty using entropy measure from recurrent neural network applied to a large news corpus.
result Entropy exposure carries a negative risk premium, indicating that assets positively correlated with entropy hedge aggregate news risk.

The study introduces indicators to measure news novelty and topicality, and finds these impact stock market activity.

problem Measuring the impact of business news on stock market activity.
method Developed indicators for novelty and topicality of news articles, and empirically tested their correlation with financial market indicators.
result Stock prices and transaction volumes respond significantly to novel and topical news articles.

This study creates a new conceptual framework for news aggregation.

problem Aggregating and presenting diverse news sources in a unified and accessible way.
method Developed a mobile app that analyzes unstructured data patterns to create a conceptual framework for news.
result Users can easily find and navigate through updated news using a new conceptual multilevel structure.

Model quantifies market sentiment using news data.

problem Quantifying high-frequency market sentiment for economists.
method Support vector machine classifiers for sentiment analysis; stochastic volatility model for joint evolution.
result News sentiment raises the threshold of volatility reversion.

Study shows news influences world markets, revealing correlations between The New York Times and financial indices.

problem Understanding the relationship between news and financial markets.
method Used Random Matrix Theory and information theory on news and financial indices.
result News drives world market movements, showing correlations preserved even with noise.

ProxiModel extracts high-quality news events from news corpora.

problem Mining high-quality structured event knowledge from noisy news data.
method ProxiModel uses a proximity-network to model event correlation within and across news corpora.
result ProxiModel efficiently and effectively extracts high-quality event descriptors and attributes.

MANA-Net improves market predictions by dynamically weighting news sentiments.

problem Aggregated Sentiment Homogenization in financial news data.
method Dynamic market-news attention mechanism to aggregate sentiments.
result MANA-Net outperforms recent market prediction methods by 1.1% Profit & Loss and 0.252 daily Sharpe ratio.

HDSF detects fake news by learning hierarchical discourse-level structures.

problem Detecting fake news articles with minimal annotated corpora.
method Automatically learns and constructs discourse-level structures for fake and real news articles.
result Real and fake news present substantial differences in hierarchical discourse-level structures.

MALCOM generates fake comments to fool fake news detectors.

problem Adversaries can manipulate fake news detection models with malicious comments.
method Proposes a novel threat model and develops an adversarial comment generation framework (MALCOM).
result MALCOM can fool fake news detectors 90-94% of the time, depending on the model and dataset.

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…

2010-12-13abs ↗pdf ↗

News on inflation and monetary policy impacts US household inflation expectations.

problem Understanding how news affects inflation expectations.
method Monthly disaggregated US data from 1978 to 2016, controlling for various factors.
result News on rising inflation and easier monetary policy has a stronger impact on inflation expectations.

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…

2014-02-14abs ↗pdf ↗

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. …

2013-03-04abs ↗pdf ↗

Study news networks to predict stock returns.

problem Predicting cross-sectional stock returns using news networks.
method Constructed time-varying directed networks of S&P500 stocks from 1 million news articles, identified stock tickers using an algorithm, and tested for comovement and reversal effects.
result News network attention proxy, network degree, predicts monthly stock returns robustly.

DKN uses knowledge graphs to improve news recommendation.

problem Limited personalized news recommendations due to lack of external knowledge.
method Integrates knowledge graph representation into news recommendation using a deep knowledge-aware network (DKN).
result DKN achieves substantial gains over state-of-the-art models in click-through rate prediction.

Study shows text-based news veracity models don't generalize across U.S. and U.K.

problem Generalizability of text-based news veracity detection models across countries.
method Testing news veracity models on U.S. and U.K. news data.
result Text-based classifiers perform poorly when trained on one country's news data and tested on another.

Study shows publicly available news impacts financial markets.

problem Impact of publicly available news on financial markets.
method Extracted news from Common Crawl, identified relevant companies, used sentiment analysis and information theory.
result Publicly available news has significant impact on financial markets.

The study identifies impactful news articles based on liquidity changes, improving asset return prediction.

problem Evaluating the sentiment of financial news articles for institutional investors.
method Liquidity-driven variables are used to identify impactful news articles, focusing on liquidity mode switches.
result The screened dataset leads to superior performance in short-term asset return prediction.

Improved stock prediction using news features and RNN.

problem Predicting stock prices with high accuracy.
method Extracted news features, optimized seed words, calculated positive polar, constructed news features, proposed RNN model.
result Our method improves stock prediction accuracy by over 5%.

A graph traversal algorithm for cold-start news recommendation using named entities.

problem Cold-start news recommendation for articles without user-specific information.
method Graph traversal algorithm and novel weighting scheme for named entities over a knowledge graph.
result Our method produces stronger Pearson correlation to human similarity scores than other cold-start methods.