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.
Model predicts competition between similar products in sales.
This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The prescriptive price optimization first builds sales forecast formulas of multiple pr…
Cluster-wise linear regression (CLR), a clustering problem intertwined with regression, is to find clusters of entities such that the overall sum of squared errors from regressions performed over these clusters is minimized, where each cluster may have different variances. We generalize the CLR problem by allowing each…
Study on energy storage's impact on electricity prices and profitability.
A new method for analyzing product competition using low-dimensional embeddings.
Proof of Stake (PoS) is a burgeoning Sybil resistance mechanism that aims to have a digital asset ("token") serve as security collateral in crypto networks. However, PoS has so far eluded a comprehensive threat model that encompasses both Byzantine attacks from distributed systems and financial attacks that arise from …