Research
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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.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · May 202119922001200920172026
3 results for “core-satellite”
Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Marketq-fin.PM

The study identifies core and satellite segments in the cryptocurrency market.

problem Identifying similar cryptocurrencies for strategic asset allocation.
method Segmentation of the cryptocurrency market using image / pattern recognition methods.
result Core and satellite segments identified in the cryptocurrency market.
cryptocurrency marketasset allocationcore-satelliteimage recognitionstatistical parameters
2021-05-26abs ↗pdf ↗
Feasibility-First Satellite Integration in Robust Portfolio Architecturesq-fin.PM

Develops a new framework for integrating satellite allocations in small portfolios.

problem Feasibility constraints in small portfolios, not return predictability, are the primary concerns.
method A four-layer feasibility framework: physical, economic, structural, and epistemic.
result Closed-form feasibility bounds on satellite size, turnover, and breadth without return forecasts.
satellite integrationportfolio architecturefeasibilitysmall portfoliosnon-predictive
2026-01-13abs ↗pdf ↗
Recursive Overbetting of a Satellite Investment Accountq-fin.CP

The paper analyzes optimal overbetting strategies for a satellite investment account.

problem Optimal control of leverage in a satellite investment account with limited leverage.
method Recursive overbetting strategy to maximize growth rate, solved via HJB equation.
result Optimal overbetting strategy balances growth rate of satellite and composite bankroll.
Kelly bettinglog-optimal investmentsatellite accountleveraged investmentoptimal control
2022-06-22abs ↗pdf ↗