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.
We create consistent option surfaces without arbitrage.
In this paper we study gauge theory on SL(2,C)-equivariant bundles over XxP^1, where X is a compact Kahler manifold, P^1 is the complex projective line, and the action of SL(2,C) is trivial on X and standard on P^1. We first classify these bundles, showing that they are in correspondence with objects on X - that we cal…
In latent Dirichlet allocation (LDA), topics are multinomial distributions over the entire vocabulary. However, the vocabulary usually contains many words that are not relevant in forming the topics. We adopt a variable selection method widely used in statistical modeling as a dimension reduction tool and combine it wi…
Paper applies RL to optimize inventory management across multiple products and nodes.
P3LS preserves privacy while integrating data across companies.