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.
Extends ASRF model for green and brown loans, accounting for systematic and idiosyncratic risks.
Green stocks show less factor exposure heterogeneity compared to brown stocks.
Compact method proves Brown-York mass positivity and connects to major conjectures.
We construct Hodge filtered function spaces associated to infinite loop spaces. For Brown-Peterson cohomology, we show that the corresponding Hodge filtered spaces satisfy an analog of Wilson's unstable splitting. As a consequence, we obtain an analog of Quillen's theorem for Hodge filtered Brown-Peterson cohomology fo…
Study of Brown--York mass for four-dimensional asymptotically flat manifolds.
Suppose that a topological space is the union of an increasing sequence of open subsets each of which is homeomorphic to the Euclidean space . Then itself is homeomorphic to . This is an old theorem of Morton Brown. We observe that this theorem is an immediate consequence of other two theorems of Mort…
In this short note, we prove positivity of Brown-York mass under quasi-positive boundary data which generalize some previous results by the authors. The corresponding rigidity result is obtained.
In this paper, we will show that the limit of the Brown-York mass of a family of convex revolution surfaces in an asymptotically Schwarzschild manifold is the ADM mass.
In this paper we first introduce two new financial products: stock loan and capped stock loan. Then we develop a pure variational inequality method to establish explicitly the values of these stock loans. Finally, we work out ranges of fair values of parameters associated with the loans.
In this paper, we will study the limiting behavior of the Brown-York mass of the coordinate spheres in an asymptotically flat manifold. Limiting behaviors of volumes of regions related to coordinate spheres are also obtained, including a discussion on the isoperimetric mass introduced by Huisken \cite{Huisken}. We will…
We will extend partially our previous results about the limit of the Brown-York mass of a family of convex revolution surfaces in the Schwarzschild manifold such that these surfaces may have unbounded ratios of their radii.
Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for mining information about a loan application, most of these methods seem to be under-performing as there have been repo…
In our book on cohomological methods in transformation groups the minimal Hirsch-Brown model was used to good effect. The construction there, however, was rather abstract. Here, for smooth compact connected Lie group actions on smooth closed manifolds, we give a much more explicit construction of the minmal Hirsch-Brow…
Examines how extending home loan durations affects French households financially.
We construct an invariant of parametrized generic real algebraic surfaces in RP^3 which generalizes the Brown invariant of immersed surfaces from smooth topology. The invariant is constructed using the self intersection, which is a real algebraic curve with points of three local characters: the intersection of two real…
Two models predict net loan losses using Bayesian and frequentist regression.
Compact proof for Brown-York mass positivity and rigidity in flat and spherical spaces.
Current auto loans converge to super-prime credit despite remaining underwater.
An integrated and extendable approach for stress-testing loan portfolios
A stock loan is a loan, secured by a stock, which gives the borrower the right to redeem the stock at any time before or on the loan maturity. The way of dividends distribution has a significant effect on the pricing of the stock loan and the optimal redeeming strategy adopted by the borrower. We present the pricing mo…
Paper solves stock loan pricing with finite maturity using integral equations.
We discuss some geometric problems related to the definitions of quasilocal mass proposed by Brown-York \cite{BYmass1} \cite{BYmass2} and Liu-Yau \cite{LY1} \cite{LY2}. Our discussion consists of three parts. In the first part, we propose a new variational problem on compact manifolds with boundary, which is motivated …
Logistic Regression and Support Vector Machine algorithms, together with Linear and Non-Linear Deep Neural Networks, are applied to lending data in order to replicate lender acceptance of loans and predict the likelihood of default of issued loans. A two phase model is proposed; the first phase predicts loan rejection,…
Derivatives impact U.S. banking sector's systemic risk, but loan and leverage ratios are more significant.
Proves well-posedness for Einstein equations with specific boundary data.
We derive a "semi-analytic" solution for a stock loan in which the lender forces liquidation when the loan-to-collateral ratio drops beneath a certain threshold. We use this to study the sensitivity of the contract to model parameters.
Optimal student loan repayment strategies vary based on loan size.
This paper works out fair values of stock loan model with automatic termination clause, cap and margin. This stock loan is treated as a generalized perpetual American option with possibly negative interest rate and some constraints. Since it helps a bank to control the risk, the banks charge less service fees compared …
Paper calculates loan loss after default using Bayesian model.
A stock loan is a contract whereby a stockholder uses shares as collateral to borrow money from a bank or financial institution. In Xia and Zhou (2007), this contract is modeled as a perpetual American option with a time varying strike and analyzed in detail within a risk--neutral framework. In this paper, we extend th…
Kiva is an online non-profit crowdsouring microfinance platform that raises funds for the poor in the third world. The borrowers on Kiva are small business owners and individuals in urgent need of money. To raise funds as fast as possible, they have the option to form groups and post loan requests in the name of their …
In 1979 following a decade of hyperinflation, Iceland introduced Verðtryggð lán, negatively amortised, index-linked loans whose outstanding principal is increased by the rate of the consumer price inflation index(CPI). The loans were part of a general government policy which used indexation to the CPI to address the ec…
We present a quasi-local version of the stability of the positive mass theorem. We work with the Brown--York quasi-local mass as it possesses positivity and rigidity properties, and therefore the stability of this rigidity statement can be studied. Specifically, we ask if the Brown--York mass of the boundary of some co…
Flashot visualizes Flash Loan attacks in DeFi systems.
Paper uses BERT to assess P2P borrowers' credit risk from loan descriptions.
The study examines how limited liability and haircut affect a bank's loan portfolio's liquidity risk.
Zero-Liquidation loans protect ETH borrowers from liquidation risks.
Retail investors set interest rates for P2P loans based on borrower characteristics.
We give some lower estimates of the ADM mass of an asymptotically flat (AF) Riemannian manifold without assuming that the scalar curvature of the manifold is nonnegative. Some sufficient conditions for an AF manifold to have nonnegative ADM mass are obtained. We also give some lower estimates of the Brown-York mass of …
The authors examine the concept of probability of default for asset-backed loans. In contrast to unsecured loans it is shown that probability of default can be defined as either a measure of the likelihood of the borrower failing to make required payments, or as the likelihood of an insufficiency of collateral value on…
Online Peer to Peer Lending (P2PL) systems connect lenders and borrowers directly, thereby making it convenient to borrow and lend money without intermediaries such as banks. Many recommendation systems have been developed for lenders to achieve higher interest rates and avoid defaulting loans. However, there has not b…
Quantum mechanics applied to credit loans for better repayment schedules.
Investment managers face harder choices in green stocks due to reduced performance variability.
We show that the limit at infinity of the vector-valued Brown-York-type quasi-local mass along any coordinate exhaustion of an asymptotically hyperbolic -manifold satisfying the relevant energy condition on the scalar curvature has the conjectured causal character. Our proof uses spinors and relies on a Witten-type …
Study geometric inequalities and boundary estimates for Einstein-type manifolds with boundary.
Credit Scores are ubiquitous and instrumental for loan providers and regulators. In this paper we showcase how micro-loan credit system can be developed in real setting. We show what challenges arise and discuss solutions. Particularly, we are concerned about model interpretability and data quality. In the final sectio…
Optimizes loan recovery timing by forecasting cash flows.
We determine the optimal strategy for investing in a Black-Scholes market in order to maximize the probability that wealth at death meets a bequest goal , a type of goal-seeking problem, as pioneered by Dubins and Savage (1965, 1976). The individual consumes at a constant rate , so the level of wealth required fo…