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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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0111 · Dec 200219922001200920172026
11 results for compendium

This article describes various moduli spaces of pseudoholomorphic curves on the symplectization of a particular overtwisted contact structure on S^1 x S^2. This contact structure appears when one considers a closed self dual form on a 4-manifold as a symplectic form on the complement of its zero locus. The article is f…

2002-12-31abs ↗pdf ↗

The techniques of deep learning have become the state of the art methodology for executing complicated tasks from various domains of computer vision, natural language processing, and several other areas. Due to its rapid development and promising benchmarks in those fields, researchers started experimenting with this t…

2019-04-06abs ↗pdf ↗

The paper surveys mathematical results on filtration enlargement with financial examples.

problem Mathematical finance applications of filtration enlargement theory.
method Exhaustive survey and interpretation of key results from literature.
result Provides a compendium of known mathematical results for mathematical finance researchers.

Canonical correlation analysis is a family of multivariate statistical methods for the analysis of paired sets of variables. Since its proposition, canonical correlation analysis has for instance been extended to extract relations between two sets of variables when the sample size is insufficient in relation to the dat…

2017-11-07abs ↗pdf ↗

Improves trial efficiency by adjusting for historical prognostic scores.

problem Reducing statistical uncertainty in randomized trial estimates.
method Linear covariate adjustment using a prognostic model trained on historical data.
result Prognostic covariate adjustment achieves minimum variance and reduces mean-squared error.