This paper explores how theories of the planning fallacy and the outside view may be used to conduct quality control and due diligence in project management. First, a much-neglected issue in project management is identified, namely that the front-end estimates of costs and benefits--used in the business cases, cost-ben…
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48 results for “due diligence”
IPO Finance Agent evaluates LLMs on SpaceX IPO due diligence, surpassing Finance Agent v2.
problem Evaluating language models on financial tasks like IPO due diligence.
method Introducing IPO Finance Agent and an evaluator-optimizer pipeline.
result The best-performing model reaches 79.4% accuracy at 0.30 USD per query.
Study blockchain's impact on primary financial market challenges.
problem Challenges of blockchain in securities issuance and trading.
method Hybrid method combining interviews and surveys.
result Complex due diligence, mismatch, and difficult monitoring are significant challenges.
Article examines NFT market microstructure and trading risks.
problem Difficulty in distinguishing genuine NFTs from fads and scams.
method Analyzes price formation, market structure, and transparency.
result Provides due-diligence pointers to mitigate NFT trading risk.
Private equity deals predict public market returns with up to 70% accuracy.
problem Predicting public market behavior from private equity transactions.
method Logit model using detailed analysis of private equity diligence process.
result Model predicts public market returns with up to 70% accuracy in specific sectors.
IPO Finance Agent extends Finance Agent v2 for SpaceX S-1 filings, improving accuracy and cost-efficiency.
problem Evaluating IPO due diligence tasks with long-form documents.
method Extended task domain, improved agentic harness with contextual retrieval, automated rubric generation.
result Best-performing model reaches 79.8% accuracy, cost-efficient model at 77.2% with 0.05 USD per query.
Layer-wise Relevance Propagation (LRP) and saliency maps have been recently used to explain the predictions of Deep Learning models, specifically in the domain of text classification. Given different attribution-based explanations to highlight relevant words for a predicted class label, experiments based on word deleti…
Structuring a viable pension plan is a problem that arises in the study of financial contracts pricing and bears special importance these days. Deterministic pension models often rely on projections that are based on several assumptions concerning the "average" long-time behavior of the stock market. Our aim here is to…
MassMutual uses neural network embeddings from financial news to predict downgrade risk.
problem Predicting downgrade risk in financial institutions using alternative data sources.
method Proposes a predictive downgrade model using neural network embeddings of financial news.
result Improves performance of benchmark model by more than 5 percent in terms of AUC and recall rate.
This work theoretically investigates the performance of a composite neural network. A composite neural network is a rooted directed acyclic graph combining a set of pre-trained and non-instantiated neural network models, where a pre-trained neural network model is well-crafted for a specific task and targeted to approx…
WaveQ uses sinusoidal regularization to optimize deep quantization for neural networks, improving both efficiency and accuracy.
problem Deep quantization reduces bitwidth but can lead to significant accuracy loss due to inter-layer dependencies.
method WaveQ employs sinusoidal regularization to learn multiple quantization parameters during gradient-based training, balancing compute efficiency and accuracy.
result WaveQ achieves accuracy preservation and efficiency gains across various deep networks, outperforming state-of-the-art techniques.
Noisy, sparse, nonlinear: Navigating the Bermuda Triangle of physical inference with deep filteringphysics.chem-ph
Capturing the microscopic interactions that determine molecular reactivity poses a challenge across the physical sciences. Even a basic understanding of the underlying reaction mechanisms can substantially accelerate materials and compound design, including the development of new catalysts or drugs. Given the difficult…
Simple Euclidean models outperform hyperbolic graph learning models.
problem The effectiveness of hyperbolic graph learning models is questioned.
method Careful analysis of hyperbolic graph representation learning, identifying and addressing issues with baselines, modeling assumptions, and metric usage.
result Simple Euclidean models often outperform hyperbolic graph learning models, even on hyperbolic datasets.
Advocates against over-smoothing and over-squashing in GNNs, suggesting they are less critical than previously thought.
problem Over-smoothing and over-squashing in Graph Neural Networks (GNNs).
method Challenged the prevailing focus on these phenomena, proposing that performance decreases are due to uninformative receptive fields and localised information distribution.
result Performance decreases are mostly uncorrelated with over-smoothing and over-squashing, and optimal model depths remain small.
In this sequel to [arXiv:1412.4114], we prove an energy gap result for Yang-Mills connections on principal -bundles, , over arbitrary, closed, Riemannian, smooth manifolds of dimension . We apply our version of the Lojasiewicz-Simon gradient inequality [arXiv:1409.1525, arXiv:1510.03815] to rem…
A smooth diffeomorphism is said to be distributionally uniquely ergodic (DUE for short) when it is uniquely ergodic and its unique invariant probability measure is the only invariant distribution (up to multiplication by a constant). Ergodic translations on tori are classical examples of DUE diffeomorphisms. In this ar…
In markets for online advertising, some advertisers pay only when users respond to ads. So publishers estimate ad response rates and multiply by advertiser bids to estimate expected revenue for showing ads. Since these estimates may be inaccurate, the publisher risks not selecting the ad for each ad call that would max…
Performance attribution with respect to interest rates, FX, carry, and residual market risksq-fin.RM
Method to decompose portfolio performance into FX, interest rate, carry, and residual market risks.
problem Understanding the sources of portfolio performance.
method Decomposition of portfolio PnL into four components.
result Demonstrated usefulness of the method through fund performance analysis.
DUE framework models unknown equations from data using deep learning.
problem Unknown equations in complex systems.
method Data-driven modeling using deep learning techniques.
result Framework capable of learning various types of unknown equations.
We compare and contrast two approaches to the structure theory for Lie pseudo-groups, the first due to Cartan, and the second due to the first two authors. We argue that the latter approach offers certain advantages from both a theoretical and practical standpoint.
Proposes a model for clearing prices in financial markets due to margin calls.
problem Determining prices in financial markets following margin calls and short squeezes.
method Developed an explicit formulation for clearing prices after margin calls and short squeezes.
result Identified a threshold short interest ratio leading to discontinuity in clearing prices.
We construct noncompact solutions to the affine normal flow of hypersurfaces, and show that all ancient solutions must be either ellipsoids (shrinking solitons) or paraboloids (translating solitons). We also provide a new proof of the existence of a hyperbolic affine sphere asymptotic to the boundary of a convex cone c…
In this paper, we study eigenvalues of the poly-Laplacian with arbitrary order on a bounded domain in an n-dimensional Euclidean space and obtain a lower bound for eigenvalues, which generalizes the results due to Cheng-Wei [5] and gives an improvement of results due to Cheng- Qi-Wei [3].
New dataset for industrial machine malfunction detection with domain shifts.
problem Challenges in detecting anomalies due to domain shifts in industrial sounds.
method Created a dataset with domain shifts for five types of industrial machines.
result Significant performance differences between source and target domains.
We introduce a version of the Omori-Yau maximum principle which generalizes the version obtained by Pigola-Rigoli-Setti 21. We apply our method to derive a non-trivial generalization Jorge-Koutrofiotis Theorem 15 for cylindrically bounded submanifolds due to Alias-Bessa-Montenegro 2, we extend results due to Alias-Dajc…
New 4-manifolds found without certain Einstein metrics, using Seiberg-Witten theory.
problem Constructing 4-manifolds without specific Einstein metrics.
method Using Seiberg-Witten theory and constructing solutions on noncompact manifolds.
result Infinitely many examples of 4-manifolds without cusped asymptotically hyperbolic Einstein metrics.
In this article we develop tools to compute the Geometric Quantization of a symplectic manifold with respect to a regular Lagrangian foliation via sheaf cohomology and obtain important new applications in the case of real polarizations. The starting point is the definition of representation spaces due to Kostant. Besid…
The object of the present paper is to study the characterization of warped product manifolds satisfying some pseudosymmetric type conditions, especially, due to projective curvature tensor. For this purpose we consider a warped product manifold satisfying the pseudosymmetric type condition $R\cdot R = L_1 Q(g,R) + L_2 …
A universal inequality that bounds the charge of a body by its size is presented, and is proven as a consequence of the Einstein equations in the context of initial data sets which satisfy an appropriate energy condition. We also present a general sufficient condition for the formation of black holes due to concentrati…
Let (M,g) be a compact Riemannian manifold of dimension n \geq 2. In this work we prove the validity of the optimal L^p-Riemannian Gagliardo-Nirenberg inequality for 1 < p \leq 2. Our proof relies strongly on a new distance lemma which. In particular, we extend L^p-Euclidean Gagliardo-Nirenberg inequalities due to Del …
We present a general sufficient condition for the formation of black holes due to concentration of angular momentum. This is expressed in the form of a universal inequality, relating the size and angular momentum of bodies, and is proven in the context of axisymmetric initial data sets for the Einstein equations which …
We detect and quantify asymmetries in volatility spillovers using the realized semivariances of petroleum commodities: crude oil, gasoline, and heating oil. During the 1987--2014 period we document increasing spillovers from volatility among petroleum commodities that substantially change after the 2008 financial crisi…
Notes on Khovanov and knot Floer theories' stable homotopy types.
problem Understanding stable homotopy types in Khovanov and knot Floer theories.
method Introduction to Khovanov and knot Floer theories' stable homotopy types.
result Introduction of stable homotopy types in Khovanov and knot Floer theories.
The paper is withdrawn due to some errors.
We prove inequalities for Laplace eigenvalues on Riemannian manifolds generalising to higher eigenvalues two classical inequalities for the first Laplace eigenvalue - the inequality in terms of the -norm of mean curvature, due to Reilly in 1977, and the inequality in terms of conformal volume, due to Li and Yau in…
This paper has been withdrawn by the author due to some errors.
Withdrawn due to an incompleteness of the main results.
Proves SU(2) representations for certain 3-spheres with embedded tori.
problem Characterizing SU(2) representations for specific 3-manifolds.
method Instanton Floer homology, surgery exact triangle, holonomy perturbations, non-vanishing results, and cable surgery results.
result Fundamental groups of certain 3-manifolds admit irreducible SU(2) representations.
New formulas for measuring geometric properties of definable sets.
problem Measuring geometric properties of definable sets in a non-standard setting.
method Proved two kinematic formulas integrating on .
result Generalized Cauchy-Crofton and infinitesimal linear kinematic formulas.
This paper has been withdrawn due to a missing hypothesis in the main statement.
A recent paper suggests that Deep Neural Networks can be protected from gradient-based adversarial perturbations by driving the network activations into a highly saturated regime. Here we analyse such saturated networks and show that the attacks fail due to numerical limitations in the gradient computations. A simple s…
The present paper is devoted to the study a global aspect of the geometry of harmonic mappings and, in particular, infinitesimal harmonic transformations, and represents the application of our results to the theory of Ricci solutions and the Ricci flow. These results will be obtained using the methods of Geometric anal…
Lojasiewicz-Simon gradient inequalities for analytic and Morse-Bott functions on Banach spacesmath.DG
We prove several abstract versions of the Lojasiewicz-Simon gradient inequality for an analytic functional on a Banach space that generalize previous abstract versions of this inequality, weakening their hypotheses and, in particular, the well-known infinite-dimensional version of the gradient inequality due to Lojasie…
This paper has been withdrawn by the author due to an error
This paper has been withdrawn by the author due to the result being known
We use Kirk's invariant of link maps and its variations due to Koschorke and Kirk-Livingston to deduce results about classical links. Namely, we give a new proof of the Nakanishi-Ohyama classification of two-component links in up to -link homotopy. We also prove its version for string li…
This paper has been withdrawn due to a error in Theorem 3.1.
This paper has been withdrawn by author due to an error in the proof.