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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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6351,2701,9042,539 · Jun 202019922001200920172026
48 results for Small and Medium Enterprises

Paper proposes a method to evaluate SME credit risk using meta paths.

problem Evaluate credit risk of small and medium-sized enterprises with limited data.
method Exploits the representative power of information networks and meta paths to infer SME financial status.
result Meta path feature effectively identifies SMEs with credit risks.

Being one of the most important factors of economic growth of the country, innovations became one of the key vectors in Russian economic policy. In this field technology parks are one of the most effective instruments which can provide growth of innovative activity in sectors, regions and economies. In this paper, we m…

2014-02-21abs ↗pdf ↗

This study proposes a new model for predicting financial distress in SMEs using machine learning.

problem Challenges in predicting financial distress for SMEs due to ambiguity and limited data.
method Feature selection algorithm based on element credits and data source collection. Incorporates financial statements, governance qualities, and market data with a Relevant Vector Machine.
result The proposed model improves financial distress prediction efficiency with fewer characteristic factors.

Study combines intra-risk and contagion risk for SME bankruptcy prediction.

problem Predicting bankruptcy risk of SMEs considering both intra-risk and contagion risk.
method Proposes a novel model using Graph Neural Networks to combine intra-risk and contagion risk.
result Model outperforms state-of-the-art methods in bankruptcy prediction.

Graph neural networks improve SME credit risk assessment.

problem Improving credit risk assessment for small and medium enterprises (SMEs).
method Graph neural networks were used to model the relationships between financial indicators of enterprises, creating a graph structure and embedding representations for credit risk prediction.
result The proposed model accurately predicts enterprise credit levels, demonstrating robustness and effectiveness.

Study examines factors influencing lending to SMEs by Kenyan banks.

problem Lack of creditworthiness makes SMEs difficult to finance by banks.
method Descriptive research design, census of 43 banks, secondary data analysis.
result Bank size and liquidity significantly influence lending to SMEs, while credit risk and interest rates do not.

SmallML predicts customer churn for SMEs with small data, improving accuracy by 24.2 points.

problem AI exclusion of SMEs due to data scale mismatch.
method Bayesian transfer learning with hierarchical pooling and conformal prediction.
result 96.7% AUC on 100 obs SMEs, 24.2 point improvement over logistic regression.

Study on insurance risk management and sustainable development.

problem Lack of attention to non-climate change aspects of sustainable development in insurance.
method Analysis of recent developments and legislative initiatives in insurance risk management.
result Strategies for small- and medium-sized enterprises to manage sustainable development risks.

Digital transformation boosts corporate financial asset allocation, especially short-term.

problem Understanding how digital transformation affects corporate financial decisions.
method Fixed-effects models and staggered DID design using A-share listed companies data.
result Digital transformation significantly promotes corporate financial asset allocation, more pronounced in short-term.

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may not scale well. We apply deep neural networks in the forecasting domain by experi…

2019-04-29abs ↗pdf ↗

Small Medium-sized Enterprises (SMEs) face many obstacles when they try to access credit market. These obstacles are increased if the SMEs are innovative. In this case, financial data are insufficient or even not reliable. Thus, when building a judgemental rating model, mainly based on qualitative criteria (soft inform…

2013-08-05abs ↗pdf ↗

Study reveals similarities in knowledge flows between pharmaceutical and AI industries.

problem Understanding the dynamics of drug pipelines in global pharmaceutical industry.
method Multilayer network analysis of drug pipeline, global supply chain, and ownership data.
result Proven similarities in knowledge flows between pharmaceutical and AI industries.

This paper surveys enterprise financial risk analysis from Big Data and LLMs perspectives.

problem Predicting future financial risk of enterprises.
method Systematic literature review of enterprise financial risk analysis approaches from Big Data and LLMs perspectives.
result Offers a holistic synthesis of research methods and key insights.

AI improves MSME credit scoring using bank statement data.

problem Lack of access to financing for MSMEs due to traditional credit scoring methods.
method Developed a cash flow-based pipeline using bank statement data for machine learning credit scoring.
result Bank statement features significantly improve credit scoring models, achieving AUROC of 0.806.

This study identifies financial risk paths in digital-transformed enterprises.

problem Identifying financial risks in digital-transformed enterprises.
method DEMATEL-ISM-MICMAC method.
result Political and economic environment affects enterprise's financial structure.

Peer-induced fairness framework audits algorithmic fairness in AI applications.

problem Current auditing methods lack robustness and fail to distinguish between algorithmic discrimination and subject limitations.
method Combines counterfactual fairness and peer comparison strategy for a reliable auditing tool.
result Demonstrates significant unfairness in micro-firms compared to non-micro firms, highlighting the framework's potential.

Meta-learning framework for credit risk assessment of SMEs, aligning financial statement dates with evaluation dates.

problem Temporal misalignment of credit scoring models leading to bias and inconsistent predictions.
method Two-step temporal decomposition: static model for annual PDs, dynamic model for monthly PDs; stacking architecture to aggregate multiple models.
result Framework effectively captures credit risk evolution over time, improving temporal consistency and predictive stability.

We propose a novel method to train deep convolutional neural networks which learn from multiple data sets of varying input sizes through weight sharing. This is an advantage in chemometrics where individual measurements represent exact chemical compounds and thus signals cannot be translated or resized without disturbi…

2019-10-01abs ↗pdf ↗

This paper uses graph neural networks to predict SME default risk using transaction and ownership networks.

problem Predicting credit risk for SMEs facing limited financial histories and collateral constraints.
method Graph Neural Networks applied to multilayer network data of SME transactions and ownership.
result Combining network data with traditional data improves credit scoring and models contagion risk.

Optimized portfolio turnover strategies enhance wealth and reduce costs.

problem Minimizing transaction costs and maximizing wealth in small to medium-sized portfolios.
method Dynamic multi-period model with column generation algorithm to minimize turnover constraints.
result The proposed model leads to higher portfolio values and lower transaction costs compared to a naive model.

This paper establishes a theoretical foundation for super-models via domain adaptation.

problem Reducing computational and data costs in AI for small and medium-sized enterprises.
method Two-stage diffusion process modeling, including pre-training and fine-tuning stages, using the Uhlenbeck-Ornstein process.
result The generalization error of the fine-tuning stage is dominant in domain adaptation.

Model predicts time evolution of supply chain networks under varying costs.

problem Regulating downstream relationships for sustainable SMEs.
method Time varying SCN model based on Lagrangian mechanics, incorporating EDES cost kernels.
result Model predicts bankruptcy and break-even states under different cost scenarios.

We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods market. The model is stock-flow consistent; a bank lends money charging interest…

2012-11-23abs ↗pdf ↗

For researching the association between coal enterprise management and return in financial market, this paper applies the method of time difference relevance and PageRank method to seek the leader-index of a stock set containing 21 coal enterprises in A-share market and score those stocks. Based on the return in 2011, …

2012-11-09abs ↗pdf ↗

Study reveals holiday effect on China's time-honored brands, especially alcoholic beverages.

problem Understanding holiday impact on China's time-honored brands.
method Event study using listed companies of China's time-honored brands from 2012-2021.
result Time-honored brand stocks show significant post-holiday effect during Chinese New Year, alcoholic beverages more sensitive.

This research develops a dynamic risk management system for industrial companies.

problem Risk assessment and management in industrial enterprises.
method Qualitative and quantitative analysis, systematic risk classification, dynamic system development.
result Effective risk management strategies formed through dynamic risk management system and risk assessment methods.

Global solutions and smoothing effects for reaction-diffusion equations on manifolds.

problem Global existence and smoothing effects for reaction-diffusion equations on Riemannian manifolds.
method Functional analytic methods, Sobolev and Poincaré inequalities.
result Existence of global solutions under certain conditions on the manifold.

The paper examines stability of shares in Proof of Stake protocol, identifying different investor behaviors and phase transitions.

problem Stability of shares in Proof of Stake protocol.
method Identification of large, medium, and small investors under various rewarding schemes; dynamical population model analysis.
result Phase transitions and thresholds for stability are characterized; chaotic centralization leads to concentration of shares.

Paper proposes HIDAM model to improve MSE default risk assessment using heterogeneous information networks.

problem Default risk assessment for MSEs due to lack of credit information and diverse financial activities.
method HIDAM model incorporating heterogeneous information networks with multi-typed nodes and links, extracting interactive information through meta-paths, and using a hierarchical attention mechanism.
result HIDAM model outperforms state-of-the-art competitors on real-world banking data.

AI-driven framework improves enterprise financial audits and risk identification.

problem Manual auditing is inefficient and limited by data complexity and evolving fraud tactics.
method Machine learning algorithms (SVM, RF, KNN) applied to a dataset of audit project counts, violations, and fraud instances.
result Random Forest achieves best performance with F1-score of 0.9012, identifying fraud and compliance anomalies.

A robust approach compensates for small-data tasks in mixed linear regression.

problem Learning from small batches of data in tasks with many similar but insufficiently labeled examples.
method Spectral approach combining outlier-robust PCA and sum-of-squares algorithms.
result The approach achieves a graceful statistical trade-off, allowing smaller tasks than previously required.

Paper extends Aronson-Bénilan estimates for porous medium equations on manifolds with negative curvature.

problem Estimating gradients for porous medium equations on manifolds with negative curvature.
method Develops Aronson-Bénilan gradient estimates for porous medium equations under lower bounds of NN-weighted Ricci curvature with N<0N < 0.
result Generalizes gradient estimates for porous medium equations to manifolds with negative curvature.