Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Mar 201919922001200920172026
3 results for “VBA”
A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfoliosq-fin.PM

Software helps finance students construct optimal portfolios using VBA.

problem Finding the best portfolio of assets considering risk and return.
method Two methods: Markowitz and El-Khatib-Hatemi-J, both optimizing risk-adjusted return.
result Software constructs all possible portfolios and helps investors choose the best one.
portfolio optimizationVBAfinance studentsMarkowitzEl-Khatib-Hatemi-J
2023-05-22abs ↗pdf ↗
Variational Bayesian modelling of mixed-effectsstat.ML

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple subjects. When approached from a bayesian perspective, such mixed-effects models typic…

2019-03-21abs ↗pdf ↗
Dynamical System Identification, Model Selection and Model Uncertainty Quantification by Bayesian Inferencestat.ME

Bayesian framework identifies dynamical systems from noisy data.

problem Identifying dynamical systems from time-series data with uncertainty quantification.
method Bayesian maximum a posteriori (MAP) framework, including JMAP and VBA algorithms.
result Robust model selection metric based on Gaussian posterior norm.
Bayesian inferencedynamical systemsmodel selectionmodel uncertaintytime-series data
2024-01-30abs ↗pdf ↗