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.
Unified framework detects shifts in climate boundaries using GP regression and MAD test.
We consider a diffusion approximation to an insurance risk model where an external driver models a stochastic environment. The insurer can buy reinsurance. Moreover, investment in a financial market is possible. The financial market is also driven by the environmental process. Our goal is to maximise terminal expected …
The performance of land surface models (LSMs) significantly affects the understanding of atmospheric and related processes. Many of the LSMs' soil and vegetation parameters were unknown so that it is crucially important to efficiently optimize them. Here I present a globally applicable and computationally efficient met…
Study optimal control strategy for hedge funds managers with PSAHARA utility family.