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.
Improved financial network predictability using LLM for edge filtering.
It seems to be very unlikely that all relevant information in the stock market could be fully encoded in a geometrical shape. Still,the present paper will reveal the geometry behind the stock market transactions. The prices of market index (DJIA) stock components are arranged in ascending order from the smallest one in…
Co-trading networks reveal dynamic market structures and improve covariance estimation.
A simple and elegant arrangement of stock components of a portfolio (market index-DJIA) in a recent paper [1], has led to the construction of crossing of stocks diagram. The crossing stocks method revealed hidden remarkable algebraic and geometrical aspects of stock market. The present paper continues to uncover new ma…
Investor-driven information diffusion affects excess comovement in China and the U.S. markets.