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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.

168,932 papers · 148 categories

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12243648 · May 202619922001200920172026
48 results for buyback contracts

Paper proposes machine learning for managing complex buyback contracts.

problem Managing complex buyback contracts, especially accelerated share repurchase.
method Proposes a machine learning method to optimally manage buyback contracts.
result Recovery of strategies similar to those obtained with partial differential equations and tree methods, but without the curse of dimensionality.

New method optimizes share buyback contracts without optimal control's limitations.

problem High-dimensional state spaces and risk penalty selection issues in traditional methods.
method Applies optimized heuristic strategies and classical pricing methods.
result Maximizes contract value and disentangles repurchase from hedging.

This thesis identifies share buybacks and predicts their impact on stock performance.

problem Recognizing and predicting the impact of share buybacks on stock performance.
method NLP approaches for automated detection of share buybacks, machine learning models for prediction.
result Most companies underperform after a share buyback, but some significantly outperform.

The paper examines how share buybacks impact a company's earnings per share.

problem The trade-off between reducing share count and decreasing net earnings due to share buybacks.
method Review of accretive share repurchases, analysis of EPS increase as a function of price paid, and quantification of earnings growth difference.
result Share buybacks can enhance EPS, but the net effect on earnings growth is mixed.

LEMs extend transformer-based architectures for complex execution problems.

problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.

We argue that an important contributing factor into market inefficiency is the lack of a robust mechanism for the stock price to rise if a company has good earnings, e.g., via buybacks/dividends. Instead, the stock price is prone to volatility due to rather random perception/interpretation of earnings announcements (am…

2015-11-04abs ↗pdf ↗

The paper explores coalescent contractions in contractible spaces, providing criteria and examples.

problem Existence and absence of coalescent contractions in contractible spaces.
method Analysis of contractible finite simplicial complexes and criteria for coalescent contractions.
result Criteria for contractible finite simplicial complexes that ensure no coalescent contractions.

Develops a machine-learning framework for optimal share repurchase hedging.

problem Challenges in hedging share repurchase programs due to market regulations and trading activity.
method Machine-learning framework that optimizes execution and hedging of share repurchase programs.
result Substantial performance improvements and an optimized hedging approach.

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered set, i.e., a contract with payoff higher than the payoff of not accepting any c…

2013-05-15abs ↗pdf ↗

Optimal execution strategy for merger & acquisition contracts with price impact.

problem Optimal execution and pricing of financial derivatives in M&A deals.
method Indifference utility arguments, considering linear and nonlinear contracts.
result Linear contracts are more expensive and vulnerable to manipulation.

This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.

problem Minimizing execution risk in multi-contract quoting sequences.
method Develops a diagnostic framework using order-flow Hawkes forecasts and CLF to select a stable reference contract.
result Event-history and LOB-state signals offer complementary views for reference-contract selection.

Improved security of smart contracts by classifying them into four categories.

problem Detecting and classifying vulnerabilities in smart contracts efficiently.
method Used AWD-LSTM for multi-class classification, addressing class imbalance.
result Achieved a weighted average Fbeta score of 90.0%.

Study on contracting maps and their rigidity under curvature constraints.

problem Rigidity of contracting maps between manifolds with positive curvature.
method Analysis of curvature pinching and contracting conditions involving singular values.
result Established the relation between curvature pinching and contracting conditions.

We study locally compact contractive local groups, that is, locally compact local groups with a contractive pseudo-automorphism. We prove that if such an object is locally connected, then it is locally isomorphic to a Lie group. We also prove a related structure theorem for locally compact contractive local groups whic…

2009-09-24abs ↗pdf ↗

This paper presents some partial answers to the following question. QUESTION. If a normal space X is the union of an increasing sequence of open sets U(1), U(2), U(3) ... such that each U(n) contracts to a point in X, must X be contractible? The main results of the paper are: THEOREM 1. If a normal space X is the union…

2016-06-16abs ↗pdf ↗

Study on reinsurance decisions using mean-variance criterion with irreversible contracts.

problem Optimizing reinsurance premiums and contracts in a Stackelberg game with irreversible contracts.
method Unified singular control framework applied to both discrete and continuous time reinsurance contracts.
result A single once-for-all reinsurance contract is preferred over multiple contracts, and the signing time is crucial.

Optimal contracts help principals delegate data collection in decentralized ML.

problem Dealing with information asymmetries in decentralized ML.
method Design of optimal and near-optimal contracts addressing uncertainty in model quality and performance.
result Simple linear contracts achieve 1-1/e fraction of optimal utility.

Optimal contracts are found for agents with quadratic effort costs.

problem Finding optimal contracts in principal-agent problems with quadratic effort costs.
method Modeling the problem using Hamilton-Jacobi-Bellman (HJB) equations and proving the existence of classical solutions.
result Existence of optimal contracts for agents with quadratic effort costs is proven.

Fair insurance contracts are designed to handle default risk using cooperative game theory.

problem Designing fair insurance contracts in the presence of default risk.
method Cooperative game theory to specify premiums and participation in benefit.
result Fair benefit participation emerges as a game outcome involving residual risks.

One can define what it means for a compact manifold with corners to be a "contractible manifold with contractible faces." Two combinatorially equivalent, contractible manifolds with contractible faces are diffeomorphic if and only if their 4-dimensional faces are diffeomorphic. It follows that two simple convex polytop…

2013-06-25abs ↗pdf ↗

New mortgage contracts reduce underwater default by adjusting loan balances, but must balance prepayment incentives.

problem Underwater default incentives in mortgages.
method Analyzes automatic balance adjustment and prepayment penalties in mortgage contracts.
result Automatic balance adjustments are preferable to traditional contracts at certain spreads, reducing underwater default.

We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…

2011-12-12abs ↗pdf ↗

Optimal linear contracts are possible even with memory in Gaussian settings.

problem Can optimal dynamic contracts be linear when agents control memory processes?
method Developed a methodology for non-Markovian and non-semimartingale settings, showed linear contracts are optimal for one-dimensional models.
result Linear contracts are optimal for one-dimensional models with memory, and for radial effort cost functions in higher dimensions.

Let XX be a contractible 22-complex which is a union of two contractible subcomplexes YY and Z.Z. Is the intersection YZY\cap Z contractible as well? In this note, we prove that the inclusion-induced map π1(YZ)π1(Z)π_{1}(Y\cap Z)\rightarrow π_{1}(Z) is injective if YY is π1π_{1}-injective subcomplex in a locally CAT(0) 2-co…

2018-10-16abs ↗pdf ↗

Establishes exponential contraction in Wasserstein distance on manifolds and flows.

problem Analyzing contraction rates in Wasserstein distance on manifolds and their evolution.
method Explicit estimates and extension to evolving manifolds under geometric flow.
result Gradient estimates with exponential contraction rate under weak curvature conditions.

Curvature conditions distinguish Euclidean space and disks in contractible manifolds.

problem Distinguish Euclidean space and disks among contractible manifolds.
method Investigate curvature conditions on open and compact contractible manifolds with boundary.
result Stronger curvature conditions can distinguish disks from Euclidean spaces.

Prediction markets can be manipulated by traders who can move contract settlements, harming price discovery.

problem Manipulation of settlement times in prediction markets leads to unfair wealth transfer and harms price discovery.
method Developed a model showing how settlement manipulation transfers wealth and harms price discovery, and observed real-world effects on Polymarket's Bitcoin contract.
result Manipulators capture significant profits from retail traders, especially when settlement times are short.

Article proves contractible 3-manifolds with positive scalar curvature are homeomorphic to R^3.

problem Whether complete contractible 3-manifolds with positive scalar curvature are homeomorphic to R^3.
method Study of fundamental group at infinity and its relationship with positive scalar curvature metrics.
result Proves a complete contractible 3-manifold with positive scalar curvature and trivial π^∞_1 is homeomorphic to R^3.

Predicts short-term futures contract direction using neural networks and order flow data.

problem Challenges in predicting short-term directional movement of futures contracts.
method Engineering features from technical analysis, order flow, and order-book data; training a Tabnet neural network.
result Achieved an accuracy of 0.601 in predicting directional change on the Silver Futures Contract.

Paper provides a method to price electricity storage contracts using COS technique.

problem Valuation of electricity storage contracts considering physical and operational constraints.
method Uses Fourier-based COS method to price contracts based on stochastic polynomial process.
result The COS method accurately and efficiently prices electricity storage contracts.

The paper analyzes game theory in convertible contracts during liquidity events.

problem Optimizing payments in convertible contracts during liquidity events.
method Defined a general model for games, showed non-existence of pure strategy Nash equilibria, developed algorithms for computing equilibria.
result Optimum pure strategy Nash equilibria exist when all contracts are of the same type (SAFE).

LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.

problem Analyzing trade-offs between privacy and utility in estimation problems.
method Equivalence of LDP constraints to contraction coefficients of E_γ-divergence, using f-divergences and estimation-theoretic tools.
result LDP guarantees can be expressed in terms of contraction coefficients of arbitrary f-divergences.

Exotic diffeomorphism survives stabilizations on a contractible 4-manifold.

problem Finding exotic diffeomorphisms on contractible 4-manifolds.
method Developed a Pin(2) × Z_2-equivariant refinement for computing Seiberg-Witten Floer homotopy types.
result Constructed an exotic diffeomorphism that survives two stabilizations.