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.
Optimal reinsurance strategy analyzed for dynamic risk model with self- and externally-excited jumps.
This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally excited patterns. For such processes, we introduce the concept of age pyramid which evolves according to immigration and births. The virtue if t…
MAntRA combines machine learning and Bayesian methods for time-dependent reliability analysis of unknown systems.
Novel F2NARX model improves surrogate modeling for stochastic dynamical systems.
Paper introduces a new model for cyber insurance pricing.
Safe RL-based vibration control using LQR guidance.