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.
Study compares sentiment spillover networks from news and social media in tech companies.
The paper analyzes how news sentiment of companies can affect market movements.
Predicting bankruptcy using financial data and news sentiment.
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies in networks of co-occurrences, and measures sentiment-based risk, by calculatin…
A new method to value IPOed companies.
Neural model learns company embeddings from data and news.
Study analyzes fintech terms in news and blogs, revealing specialized attributes of fintech companies.
New machine learning method classifies companies effectively.
Out of the companies, Dolby is the company with the best overall financial and operation health. According to the table that accounted its financial statements for the past three years, Dolby has stable profit margins that generates a revenue in the billions, the only company in ten figures. Corporate competition to ga…
Study introduces new financial ratios for better predicting company performance.
New approach improves stock policies for paper companies, reducing waste and costs.
Anonymizing company names in financial news improves trading performance, contrary to initial expectations.
This paper introduces a non-parametric framework to statistically examine how news events, such as company or macroeconomic announcements, contribute to the pre- and post-event jump dynamics of stock prices under the intraday seasonality of the news and jumps. We demonstrate our framework, which has several advantages …
Companies and financial investors are paying increasing attention to social consciousness in developing their corporate strategies and making investment decisions to support a sustainable economy for the future. Public discussion on incidents and events -- controversies -- of companies can provide valuable insights on …
StonkBERT predicts stock price movements using company text data.
TechRank ranks companies and technologies based on investor preferences.
New ESGM scores include a 'Missing' pillar to account for unpublished ESG data.
A key factor in developing high performing machine learning models is the availability of sufficiently large datasets. This work is motivated by applications arising in Software as a Service (SaaS) companies where there exist numerous similar yet disjoint datasets from multiple client companies. To overcome the challen…
Study finds similar companies in Dhaka Stock Exchange using technical data.
Model predicts ESG ratings from news articles using multivariate timeseries analysis.
Analyzes ESG impact on stock market performance using social media and news data.
We study time reversal, last passage time, and -transform of linear diffusions. For general diffusions with killing, we obtain the probability density of the last passage time to an arbitrary level and analyze the distribution of the time left until killing after the last passage time. With these tools, we develop a…
Developed Merton's model for public companies using observed liabilities.
Company2Vec creates embeddings from company websites for fine-grained business analytics.
Develops Merton's model for private companies using DDM.
This paper develops a valuation model for private companies.
This research examines relationship between staging of Venture Capital (VC) investments and social feedback visible in publicly available data on the Web. We address the question of Venture Capital investment sensitivity to performance and prospects of new venture, given as likelihood of obtaining future financing, ava…
Study uses web search data to analyze tech startups growth.
CNN predicts stock fluctuations using company news headlines.
Retirement gratuity is the money companies typically pay their employees at the end of their contracts or at the time of leaving the company. It is a defined benefit plan and is often given as an alternative to a pension plan. In Botswana, there is now a new pattern whereby companies give their employees the option to …
We present an analytical study of an insurance company. We model the company's performance on a statistical basis and evaluate the predicted annual income of the company in terms of insurance parameters namely the premium, total number of the insured, average loss claims etc. We restrict ourselves to a single insurance…
This paper evaluates financial competitiveness of Indian real estate companies using entropy method.
Employing profits data of Japanese companies in 2002 and 2003, we confirm that Pareto's law and the Pareto index are derived from the law of detailed balance and Gibrat's law. The last two laws are observed beyond the region where Pareto's law holds. By classifying companies into job categories, we find that companies …
Study examines how social media sentiment impacts biotech stocks.
New model uses financial news to predict stock returns.
Zero-Copy Architecture Detects Cross-Company Financial Signals Instantly.
Large language models learn company embeddings from SEC filings.
In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis of Chinese stock market. This influence network shows distinct topological prope…
The model is aimed to discriminate the 'good' and the 'bad' companies in Russian corporate sector based on their financial statements data based on Russian Accounting Standards. The data sample consists of 126 Russian public companies- issuers of Ruble bonds which represent about 36% of total number of corporate bonds …
In this study we consider relations between companies in Poland taking into account common branches they belong to. It is clear that companies belonging to the same branch compete for similar customers, so the market induces correlations between them. On the other hand two branches can be related by companies acting in…
Audit fees change based on company and economic factors during auditor switching.
We consider the problem of evaluating the quality of startup companies. This can be quite challenging due to the rarity of successful startup companies and the complexity of factors which impact such success. In this work we collect data on tens of thousands of startup companies, their performance, the backgrounds of t…
After September 2008, the advanced economies severe decline caused demand for emerging economies' exports to drop and the crisis became truly global, much deeper and broader than expected. In these times of global depression, most countries and companies are affected, some more than others. The financial crisis has tur…
Model predicts default risk based on company's financial forecasts and credit conditions.
The real estate is a pillar industry of China's national economy. Due to changes in policy and market conditions, the real estate companies are facing greater pressures to survive in a competitive environment. They must improve their financial competitiveness. Based on the conceptual framework of financial competitiven…
Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's life cycle with known action costs and transition probabilities, that can be af…
Deep learning models outperform classical methods in forecasting company fundamentals.
Study shows activist board representation improves Japanese companies' performance.