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.
Deep P-Spline automates DNN structure selection for complex regression problems.
Adaptive algorithm improves nonlinear data assimilation for non-Gaussian systems.
Develops a new method to model overlapping asymmetric datasets effectively.
Hedonic models predict 84-92% of U.S. real estate prices, highlighting environmental factors' impact.
Model uses GAMs to forecast hourly electricity load weeks to one year ahead.
Conditional Autoregressive Value-at-Risk and Conditional Autoregressive Expectile have become two popular approaches for direct measurement of market risk. Since their introduction several improvements both in the Bayesian and in the classical framework have been proposed to better account for asymmetry and local non-l…
TensorSketch is an oblivious linear sketch introduced in Pagh'13 and later used in Pham, Pagh'13 in the context of SVMs for polynomial kernels. It was shown in Avron, Nguyen, Woodruff'14 that TensorSketch provides a subspace embedding, and therefore can be used for canonical correlation analysis, low rank approximation…
New method improves forecast accuracy using CRPS for probabilistic predictions.
Study integrates ESG factors into home price predictions for U.S. cities.