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.
Study shows fiduciary duty reduces municipal bond yields by 9% after SEC rule.
We consider in this paper some structured financial products, known as reverse convertible notes, that resulted in substantial losses to certain buyers of these notes in recent years. We shall focus on specific reverse convertible notes known as "Autocallable Optimization Securities with Contingent Protection Linked to…
Research explores how local communities and corporations interact in finance.
The continuous-time version of Kyle's (1985) model is studied, in which market makers are not fiduciaries. They have some market power which they utilize to set the price to their advantage, resulting in positive expected profits. This has several implications for the equilibrium, the most important being that by setti…
Rapid growth in delivery and freight transportation is increasing in urban areas; as a result the use of delivery trucks and light commercial vehicles is evolving. Major cities can use traffic counting as a tool to monitor the presence of delivery vehicles in order to implement intelligent city planning measures. Class…
Study optimizes market making in Chinese stock market with stochastic control and scenario analysis.
IntraLayer connects digital finance platforms efficiently.
LGAC enhances heat transfer in turbulent boundary layers using slot jets.
We study a simple modification to the conventional time of flight mass spectrometry (TOFMS) where a \emph{variable} and (pseudo)-\emph{random} pulsing rate is used which allows for traces from different pulses to overlap. This modification requires little alteration to the currently employed hardware. However, it requi…
Case Law has a significant impact on the proceedings of legal cases. Therefore, the information that can be obtained from previous court cases is valuable to lawyers and other legal officials when performing their duties. This paper describes a methodology of applying discourse relations between sentences when processi…
Sparse PCA selects variables with FDR control for improved performance.
We analyze four structured products that have caused severe losses to investors in recent years. These products are: return optimization securities, yield magnet notes, reverse exchangeable securities, and principal-protected notes. We describe the basic structure of these products, analyze them probabilistically using…
Study limits of circadian synchronization under different light signals.
This research develops a new framework to measure AI investment returns considering both gains and risks.
New system assigns vehicles to routes for cost and energy efficiency.
We consider extensive data on Spanish international trades and population composition and, through statistical-mechanics and graph-theory driven analysis, we unveil that the social network made of native and foreign-born individuals plays a role in the evolution and in the diversification of trades. Indeed, migrants na…
The FCA improved insider trading regulation after 2012, reducing abnormal returns.
MACER accelerates error repair by modularly identifying and applying fixes.
Euler and Delisle developed a map method for the Russian Empire, which is now outperformed by the Lambert conformal conical projection.