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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.

169,341 papers · 148 categories

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50100149199 · Jun 202019922001200920182026
48 results for country-level metrics

CLARITY compares dissimilar datasets, identifying structural and relationship inconsistencies.

problem Integrating qualitatively different datasets from various disciplines.
method Non-parametric approach decomposing similarities into structural and relationship components.
result Identifies and interprets inconsistencies between datasets.

New complete panel dataset for LMICs helps analyze innovation and development.

problem Lack of complete data for empirical analyses in LMICs.
method Predictive Mean Matching multiple imputation technique.
result Created a large dataset of 47 variables for 82 LMICs from 2005-2019.

The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of financial supervisors. We decompose systemic risk into a number of interconnected seg…

2014-12-17abs ↗pdf ↗

Copula models for sovereign ratings improved by incorporating climate risk.

problem Modeling nonlinear dependence and clustering in sovereign rating migrations.
method Mixed-difference transformation, MAGMAR(1,1) copula process, consistent and asymptotically normal estimators.
result Gumbel MAGMAR(1,1) specification outperforms other models in empirical performance.

DeCom predicts post-COVID RSV timing and intensity with NPI consideration.

problem Predicting RSV timing and intensity post-COVID with NPI impact.
method Deep coupled tensor factorization machine (DeCom) leveraging tensor factorization and residual modeling.
result DeCom achieves up to 46% lower RMSE and 49% lower MAE compared to baselines.

TerraNova models Earth and societies as a unified system.

problem Modeling the physical Earth and human societies as a coupled system.
method TerraNova integrates physical Earth fields and societal indicators in their native geometries using encoders, cross-modal transformers, and a hypernetwork.
result TerraNova represents the physical Earth and societies without lossy averaging over borders, achieving competitive performance and spanning axes not represented by purpose-built encoders.

The paper compares machine learning models for forecasting residential gas demand, highlighting the impact of temperature forecasts.

problem Forecasting residential gas demand for optimal energy planning.
method Implemented and compared five models: Ridge Regression, GP, k-Nearest Neighbour, ANN, and Torus Model.
result ANN is the best model in terms of RMSE, while GP is the best in terms of MAE.

The paper tackles temporal coverage bias in financial panel data, proposing a structuring framework to correct for incomplete histories.

problem Incomplete histories of financial instruments lead to biased panel data.
method Formalizes the problem and proposes a coverage-aware structuring framework using structured metadata and an availability matrix.
result The framework reveals substantial distortions in return dynamics and volatility when naive temporal alignment is used.

The paper finds a surprising positive correlation between upstreamness and downstreamness in global value chains.

problem The puzzling positive correlation between upstreamness and downstreamness in industries and countries.
method Analysis of a simple model of random Input/Output tables and experiments on empirical data.
result Upstreamness and downstreamness of the same industrial sector/country are positively correlated with a slope close to +1.

Study on conditions for Randers metrics to be of constant Ricci curvature.

problem Conditions for Randers metrics to be of constant Ricci curvature.
method Analysis of sufficient and necessary conditions for Randers metrics with and without strong convexity.
result Classification of Randers metrics with βα>1\|β\|_α>1 and βα1\|β\|_α\equiv1.

We prove the equivalences of several classical complete metrics on the Teichmüller and the moduli spaces of Riemann surfaces. We use as bridge two new Kähler metrics, the Ricci metric and the perturbed Ricci metric and prove that the perturbed Ricci metric is a complete Kähler metric with bounded negative holomorphic s…

2004-03-03abs ↗pdf ↗

Study on Finsler metrics finds no P-reducible metrics with vanishing S-curvature.

problem Existence of P-reducible metrics with vanishing S-curvature.
method Investigation of generalized P-reducible metrics and proving their reduction to Berwald or C-reducible metrics.
result No concrete P-reducible (α,β)(α, β)-metric with vanishing S-curvature exists.

The paper explores generalized Douglas-Weyl metrics and their properties.

problem Characterizing and understanding generalized Douglas-Weyl metrics.
method Analyzing properties of (α,β)(α, β)-metrics and proving conditions for being generalized Douglas-Weyl metrics.
result Generalized Douglas-Weyl metrics are Berwald metrics under certain conditions.

Study on geodesics of Finsler metrics derived from Riemannian metrics.

problem Investigating geodesics in Finsler metrics derived from Riemannian metrics.
method Proved geodesic lemma for a family of Riemannian geodesic orbit metrics, analyzed geodesic graphs.
result Derived Finsler metrics have geodesic orbit property and belong to a new class of metrics.

Paper examines conditions for singular square metrics to have constant curvature.

problem Conditions for constant curvature in singular square metrics.
method Analyzes Finsler metrics, introduces singular square metrics, provides necessary and sufficient conditions.
result Necessary and sufficient conditions for constant Ricci or flag curvature in singular square metrics.

New Kähler metrics generalize Calabi's and relate to Fano manifolds.

problem Existence of extremal Kähler metrics on Fano manifolds.
method Introducing σσ-extremal Kähler metrics and relating them to multiplier Hermitian-Einstein metrics.
result Existence of σσ-extremal Kähler metrics implies existence of multiplier Hermitian-Einstein metrics on Fano manifolds.

New Finsler metrics defined by Riemannian and 1-forms are studied.

problem Characterize and study properties of (α,β,γ)(α,β,γ)-metrics.
method Introduced and defined (α,β,γ)(α,β,γ)-metrics, analyzed their properties, and found conditions for local projective flatness and Douglas type.
result Necessary and sufficient conditions for (α,β,γ)(α,β,γ)-metrics to be locally projectively flat and Douglas type were found.

The paper examines (α,β)(α,β)-metrics and proves they are Berwald metrics under certain conditions.

problem Characterizing (α,β)(α,β)-metrics of weak Landsberg type.
method Analyzing properties of (α,β)(α,β)-metrics, proving conditions for weak Landsberg metrics to be Berwald.
result Every weak Landsberg (α,β)(α,β)-metric is a Berwald metric when ββ is closed and conformal.

Study on special Finsler metrics with conditions for Riemannian and isotropic properties.

problem Characterizing Finsler metrics with specific geometric properties.
method Analyzing conditions for Riemannian and isotropic properties of AR-Finsler metrics.
result Conditions for isotropic SS-curvature and mean Landsberg curvature leading to vanishing curvature.

Survey of spectral, probabilistic, and deep metric learning methods.

problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.

Study shows convergence of Lagrangian submanifolds under certain metrics.

problem Understanding convergence of Lagrangian submanifolds under specific metrics.
method Proves convergence to an embedded Lagrangian submanifold using a monotonicity lemma applied on a carefully-chosen metric ball.
result Convergence to an embedded Lagrangian submanifold implies convergence in the Hausdorff metric for a class of metrics.