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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.

168,695 papers · 148 categories

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20405979 · Jun 202019922001200920172026
48 results for climate mitigation

Model shows how discount rates affect intergenerational equity in climate mitigation.

problem Intergenerational equity in climate mitigation decisions.
method Extended DICE model with stochastic discount rates and financing extensions.
result Discount-rate uncertainty amplifies intergenerational inequality in climate mitigation.

Modeling climate change costs with stochastic interest rates shows inequality, but funding abatement can reduce this.

problem Evaluating the costs and benefits of climate change mitigation with uncertain discount rates.
method Amended DICE model with stochastic interest rates and funding abatement costs.
result Introducing funding abatement can reduce intergenerational inequality in climate change costs.

Study uses ML and statistical models to analyze climate impacts of industrial growth.

problem Understanding and predicting environmental impacts of industrial activities.
method Comparative analysis of ML and statistical models on time series data.
result ML models outperform statistical models in predicting environmental impacts.

Study analyzes climate impact on agricultural prices, offering insurance solutions.

problem Financial risk from climate-induced agricultural price volatility.
method Historical and future climate projections, EGARCH and SARIMAX models, Black-Scholes framework.
result Improved agricultural risk modeling and insurance mechanisms.

Climate change is widely expected to increase weather related damage and the insurance claims that result from it. This will increase insurance premiums, in a way that is independent of a customer's contribution to the causes of climate change. Insurance provides a financial mechanism that mitigates some of the consequ…

2015-09-03abs ↗pdf ↗

We propose a statistical model to understand people's perception of their carbon footprint. Driven by the observation that few people think of CO2 impact in absolute terms, we design a system to probe people's perception from simple pairwise comparisons of the relative carbon footprint of their actions. The formulation…

2019-11-26abs ↗pdf ↗

Paper proposes a novel approach to improve spatiotemporal precipitation forecasts.

problem Improving accuracy of spatiotemporal precipitation forecasts for flood damage mitigation.
method Introduces a rain-code fusion approach using ConvLSTM and multi-frame fusion for spatiotemporal precipitation code-to-code forecasting.
result Demonstrates enhanced accuracy in precipitation forecasts beyond 3 timesteps using the rain-code fusion.

First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists have exaggerated climate change to gain influence, other activists have joined the climate bandwagon. Opponents to cli…

2016-08-19abs ↗pdf ↗

Proposes a new stochastic method to calibrate climate risks in financial models.

problem Estimating climate-related financial risks in bank loan portfolios.
method Stochastic forward-looking methodology to calibrate climate macro-correlation evolution from scientific data.
result A new framework to evaluate climate risks without specific scenario assumptions.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Method reconstructs glacier front trajectories from record moraine data.

problem Understanding past glacier dynamics from limited record data.
method Stochastic generator based on Brownian motion and NBI hyper parameter tuning.
result Reconstructed glacier front trajectories from moraine records.

Geospatial framework assesses climate risks for California's banking and exposed sectors.

problem Evaluating climate risks on banking and exposed sectors in California.
method Integrates hazard mapping, exposure analysis, and scenario-based financial risk assessment.
result Framework supports portfolio monitoring and institutional readiness under new standards.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

New framework bridges climate science and ML for easier climate model emulation.

problem High computational costs and mistrust of ML methods in climate models.
method Integrating climate science and machine learning perspectives to design easy-to-adopt emulators.
result Demonstrated reliability of emulators designed to address specific tasks.

The study examines how climate risk influences sovereign debt default decisions.

problem The relationship between climate risk and sovereign debt default decisions.
method Calibration of a model to analyze the credit spreads of sovereign bonds and the impact of climate vulnerability on bond spreads.
result Climate risk does not significantly influence the decision to default on sovereign debt.

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

CCVA adjusts for climate change impacts on financial valuation.

problem Climate change impacts on financial valuation are currently ignored.
method Flexible parameterization to capture climate impacts on hazard rates.
result Significant impacts on interest rate swaps even with slow climate change.

Study shows climate change can cause a 'run on fossil fuels' affecting prices and production.

problem Impact of climate change expectations on fossil fuel markets and prices.
method Dynamic, general equilibrium model of climate-change-linked transition risk.
result Climate change expectations can lead to either increased or decreased fossil fuel prices, depending on economic responses.

Study predicts climate data at distant locations using machine learning.

problem Predict climate variables at distant locations where comprehensive data collection is not feasible.
method Uses reservoir computing and vector autoregression models for prediction.
result Machine learning improves prediction accuracy for highly correlated data.

SPF uses a hierarchical approach to efficiently emulate climate changes.

problem Slow and unstable climate emulation for long horizons.
method Spatiotemporal Pyramid Flows (SPF) model data hierarchically across spatial and temporal scales.
result SPF outperforms flow matching baselines and pre-trained models on ClimateBench.

Generative models emulate climate model outputs for impact assessment.

problem Outdated climate model projections hinder adaptation and mitigation planning.
method Score-based diffusion on a spherical mesh, trained on monthly ESM fields.
result Generative models produce distributions closely matching ESM outputs.

Developing a climate-aware pricing framework for XL reinsurance and CAT bonds under non-stationary catastrophe risk.

problem Pricing excess-of-loss (XL) reinsurance and catastrophe (CAT) bonds under climate uncertainty.
method Modeling catastrophe arrivals as a Cox process with a temperature-dependent stochastic intensity and aggregate losses following a compound Cox structure.
result Climate dependence materially changes the loss-generation mechanism and affects the valuation of catastrophe-linked contracts.

Study identifies key drivers and spatio-temporal trends of extreme Mediterranean wildfires.

problem Understanding and predicting the impacts of climate change on wildfire activity.
method Statistical deep-learning model combining meteorological, land cover, and orographic data.
result Vapour-pressure deficit significantly affects wildfire occurrence, while air temperature and drought affect spread.

Study combines variational inference and transformers for seasonal climate predictions.

problem Lack of robust seasonal predictions due to limited historical records and computational constraints.
method Combines variational inference with transformer models trained on climate model output.
result Method provides skilful predictions beyond climate change-induced trends in various regions.

This paper corrects climate model biases using a factor model approach.

problem Systematic biases in GCM outputs due to unobserved confounders.
method Factor model approach to learn latent confounders from historical data and apply them to enhance bias correction.
result Significant improvements in the accuracy of precipitation outputs.

The paper examines spillovers between agriculture, crude oil, carbon, and climate markets.

problem Understanding dynamic spillovers between agriculture, crude oil, carbon emission, and climate markets.
method A novel R2R^2 decomposed connectedness approach.
result Overall spillovers are mainly contemporaneous, not lagged; climate change significantly impacts others; agricultural markets have heterogeneous effects; corn is a major risk contributor.

This paper analyzes machine learning workflows in climate modeling.

problem Challenges in integrating machine learning with climate modeling.
method Analysis of case studies focusing on design patterns and workflow structure.
result Synthesis of workflow design patterns across diverse projects in ML-enabled climate modeling.