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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.

168,742 papers · 148 categories

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19 results for Singapore

Singapore's cooling measures did not increase housing wealth overall.

problem The impact of cooling measures on housing wealth distribution.
method Examined Singapore's cooling measures over ten rounds, analyzing welfare from housing wealth.
result Welfare from housing wealth in the last round might not be higher than before 2009, depending on the deflator.

Model estimates foreign exchange reserve compositions of undisclosed central banks.

problem Limited information on central bank reserve compositions hinders analysis.
method Hidden Markov Model relating portfolio valuation to exchange rates.
result China's reserve composition likely matches global average, while Singapore holds fewer US dollars.

The goal of this project is to introduce and present a machine learning application that aims to improve the quality of life of people in Singapore. In particular, we investigate the use of machine learning solutions to tackle the problem of traffic congestion in Singapore. In layman's terms, we seek to make Singapore …

2018-09-05abs ↗pdf ↗

The present volume is the written version of the series of lectures the author delivered at the Catholic University of Leuven, Belgium during the period of June-July, 1990. The main purpose of these talks is to present some of author's work and also his joint works with Professor T. Nagano and Professor Y. Tazawa of Ja…

2013-07-05abs ↗pdf ↗

Experts predict significant adoption of decentralized finance by 2034, with traditional finance adapting.

problem Adoption and integration of decentralized finance (DeFi) in financial services.
method Survey analysis using New Institutional Economics and Dynamic Capabilities Theory.
result Experts expect adoption of DeFi to rise from negligible to 43% by 2034, with traditional finance likely to embrace it.

New model for network analysis using functional data.

problem Existing network models treat nodes as functions, but this paper introduces functional edges.
method Transform adjacency matrix into functional adjacency tensor, apply Tucker decomposition, regularize basis matrices, and solve tensor completion problem.
result The model effectively captures community structure and handles irregular functional edge data.

The paper analyzes how leverage affects manipulation in event-linked markets, offering new insights into regulation.

problem Manipulation and insider information in leveraged event-linked markets.
method Develops a two-axis manipulation taxonomy and analyzes leverage's effects on market-price and outcome manipulation.
result Leverage scales market-price manipulation linearly but shifts the cost-benefit threshold for outcome manipulation.

New model predicts sales of new products with short life cycles.

problem Forecasting sales of new products with short lead times and life cycles.
method Developed an exponential factorization machine (EFM) to consider attributes and pairwise interactions.
result EFM model outperforms existing models in terms of MAPE and MAE.