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.
The paper assesses VASPs' solvency using multiple data sources.
Paper uses RL to optimize SFC deployment and VNF management in NFV networks.
The virtualization of compute and network resources enables an unseen flexibility for deploying network services. A wide spectrum of emerging technologies allows an ever-growing range of orchestration possibilities in cloud-based environments. But in this context it remains challenging to rhyme dynamic cloud configurat…
Paper uses machine learning to optimize VNF placement for reduced delay.
The detection of Denial of Service (DoS) attacks remains a challenge for the cloud environment, affecting a massive number of services and applications hosted by such virtualized infrastructures. Typically, in the literature, the detection of DoS attacks is performed solely by analyzing the traffic of packets in the ne…
The authors characterize flexibility in power and energy markets considering time, spatiality, resource, and risk.
Decentralized finance uses blockchain for $70B in assets, differing from traditional finance.
In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach, decades of realistic time-synchronized data can be simulated for a large number of assets, producing diverse scenarios to test and improve q…
Risk hedging can reduce operational costs by adjusting prices and production levels in response to asset price movements.
This article serves a few purposes. First of all, it reviews polyfold--Kuranishi correspondence I (http://arxiv.org/abs/1402.7008) and previews and samples some results from four papers I have been preparing. It is also a written-up and expanded version of a talk I gave at a symplectic conference in Chengdu on June 28,…
Study examines cryptoasset service providers in Austria, revealing global integration and distinct responses to market shocks.
GOLOMB improves dialogue state tracking for unseen services.
We introduce the concept of virtual volatility. This simple but new measure shows how to quantify the uncertainty in the forecast of the drift component of a random walk. The virtual volatility also is a useful tool in understanding the stochastic process for a given portfolio. In particular, and as an example, we were…
We generalize the Arbitrage Pricing Theory (APT) to include the contribution of virtual arbitrage opportunities. We model the arbitrage return by a stochastic process. The latter is incorporated in the APT framework to calculate the correction to the APT due to the virtual arbitrage opportunities. The resulting relatio…
The aim of this paper is to compare two asset allocation methods for a pension scheme during the decumulation phase in the simplified portfolio selection between a risky asset following a geometric Brownian motion and a riskless asset. The two asset allocation criteria are the ruin probability of the insurance company …
Covered bonds are a specific example of senior secured debt. If the issuer of the bonds defaults the proceeds of the assets in the cover pool are used for their debt service. If in this situation the cover pool proceeds do not suffice for the debt service, the creditors of the bonds have recourse to the issuer's assets…
This study compares CeFi and DeFi, finding some DeFi assets are not truly decentralized.
Paper introduces IAD for detecting anomalous VMMs in cloud without VMM access.
A new method identifies similar mutual funds using graph learning.
OTT services are replacing traditional telecom services, affecting revenue streams.
The paper analyzes the pricing of a new compute futures asset.
Study uses sentiment analysis to predict cryptocurrency token returns in virtual reality.
We consider a portfolio allocation problem for trend following (TF) strategies on multiple correlated assets. Under simplifying assumptions of a Gaussian market and linear TF strategies, we derive analytical formulas for the mean and variance of the portfolio return. We construct then the optimal portfolio that maximiz…
The growth of business firms is an example of a system of complex interacting units that resembles complex interacting systems in nature such as earthquakes. Remarkably, work in econophysics has provided evidence that the statistical properties of the growth of business firms follow the same sorts of power laws that ch…
Photonic chip speeds up option pricing with GAN for financial efficiency.
Economic complexity reflects the amount of knowledge that is embedded in the productive structure of an economy. By combining tools from network science and econometrics, a robust and stable relationship between a country's productive structure and its economic growth has been established. Here we report that not only …
We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous semimartingale price representations, and is thus consistent with virtually any ass…
Decentralised fund framework allocates capital via tokenised vaults.
We decompose returns for portfolios of bottom-ranked, lower-priced assets relative to the market into rank crossovers and changes in the relative price of those bottom-ranked assets. This decomposition is general and consistent with virtually any asset pricing model. Crossovers measure changes in rank and are smoothly …
The Social Internet of Things (SIoT), integration of the Internet of Things and Social Networks paradigms, has been introduced to build a network of smart nodes that are capable of establishing social links. In order to deal with misbehaving service provider nodes, service requestor nodes must evaluate their trustworth…
Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by point process models. However, these approaches are limited by parametric assump…
New polynomial invariants for virtual links are stronger than F-polynomials.
This paper optimizes liquidity provision in automated market makers using auction theory.
We extend the Yang-Baxter cocycle invariants for virtual knots by augmenting Yang-Baxter 2-cocycles with cocycles from a cohomology theory associated to a virtual biquandle structure. These invariants coincide with the classical Yang-Baxter cocycle invariants for classical knots but provide extra information about virt…
Automatic estimation of relative difficulty of a pair of questions is an important and challenging problem in community question answering (CQA) services. There are limited studies which addressed this problem. Past studies mostly leveraged expertise of users answering the questions and barely considered other properti…
An online learning framework optimizes pricing and capacity in service systems.
Study virtualized Delta, Sharp, and Pass moves for oriented virtual knots and links.
Machine learning methods are widely used for a variety of prediction problems. \emph{Prediction as a service} is a paradigm in which service providers with technological expertise and computational resources may perform predictions for clients. However, data privacy severely restricts the applicability of such services…
This paper studies virtual knots using mosaic diagrams.
This paper presents approaches to determine a network based pricing for 3D printing services in the context of a two-sided manufacturing-as-a-service marketplace. The intent is to provide cost analytics to enable service bureaus to better compete in the market by moving away from setting ad-hoc and subjective prices. A…
Invariants for trivalent graphs using algebraic colorings.
Paper introduces privacy-preserving deep-learning service.
MLaaS (ML-as-a-Service) offerings by cloud computing platforms are becoming increasingly popular. Hosting pre-trained machine learning models in the cloud enables elastic scalability as the demand grows. But providing low latency and reducing the latency variance is a key requirement. Variance is harder to control in a…
DFMM automates market making with adaptive pricing and risk management.
Paper introduces a new invariant for virtual knotoids and proves it's a Vassiliev invariant of order one.
We introduce virtual tribrackets, an algebraic structure for coloring regions in the planar complement of an oriented virtual knot or link diagram. We use these structures to define counting invariants of virtual knots and links and provide examples of the computation of the invariant; in particular we show that the in…
This paper tackles fair same-day delivery service by optimizing regional service rates.
Optimizes retirement spending and asset allocation to maximize withdrawals and shortfall.