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 learning outperforms Black-Scholes in Brazilian Petrobras option pricing.
Model predicts stock prices using Twitter sentiment data.
Paper uses NLP and IRT to score ESG factors from news articles.
Neural network learns to solve Black-Scholes for stock options.
This paper presents a novel adaptive-filter approach for predicting assets on the stock markets. Concepts are introduced here, which allow understanding this method and computing of the corresponding forecast. This approach is applied, as an example, through the prediction over the actual valuation of the PETR3 shares …