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.
Vanguard uses AI to create personalized financial plans.
Combines MCTS and neural networks for efficient multi-period financial planning.
Paper proposes decentralized annuities for better retirement security.
Paper analyzes robust strategies in a pension plan game with ambiguous financial markets.
This paper optimizes DC pension plan investments using O-U process and loan.
The 1/3 Financial Rule helps prevent household bankruptcy through balanced spending, savings, and debt repayment.
For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An ability to perform an accurate financial forecast is crucial for effective plann…
Generative AI agents improve ERP systems by automating complex financial tasks.
Trading-R1 uses LLMs for financial trading, improving risk-adjusted returns.
Study shows GDP and CPI predict CCC funding, highlighting need for economic forecasting.
We study the effects of non-systematic and systematic mortality risks on the required initial capital in a pension plan, in the presence of financial risks. We discover that for a pension plan with few members the impact of pooling on the required capital per person is strong, but non-systematic risk diminishes rapidly…
Semi-analytical approach for optimal wealth management contributions.
Investigates timing and asset allocation for life insurance in uncertain financial planning.
We develop an algebraic framework for the description and analysis of financial behaviours, that is, behaviours that consist of transferring certain amounts of money at planned times. To a large extent, analysis of financial products amounts to analysis of such behaviours. We formalize the cumulative interest compliant…
This paper bridges Markowitz planning and deep reinforcement learning for portfolio optimization.
Strategic Workforce Planning is a company process providing best in class, economically sound, workforce management policies and goals. Despite the abundance of literature on the subject, this is a notorious challenge in terms of implementation. Reasons span from the youth of the field itself to broader data integratio…
The paper optimizes insurance purchases for financial goals.
A quantum financial approach to finite games of strategy is addressed, with an extension of Nash's theorem to the quantum financial setting, allowing for an entanglement of games of strategy with two-period financial allocation problems that are expressed in terms of: the consumption plans' optimization problem in pure…
We study an asset allocation stochastic problem with restriction for a defined-contribution pension plan during the accumulation phase. We consider a financial market with stochastic interest rate, composed of a risk-free asset, a real zero coupon bond price, the inflation-linked bond and the risky asset. A plan member…
Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.
Tech sector decouples from non-tech sectors post-2015, predicting economic growth.
Artificial Intelligence (AI) is an important driving force for the development and transformation of the financial industry. However, with the fast-evolving AI technology and application, unintentional bias, insufficient model validation, immature contingency plan and other underestimated threats may expose the company…
Managing patients with chronic diseases is a major and growing healthcare challenge in several countries. A chronic condition, such as diabetes, is an illness that lasts a long time and does not go away, and often leads to the patient's health gradually getting worse. While recent works involve raw electronic health re…
Investment planning requires knowledge of the financial landscape on a large scale, both in terms of geo-spatial and industry sector distribution. There is plenty of data available, but it is scattered across heterogeneous sources (newspapers, open data, etc.), which makes it difficult for financial analysts to underst…
Paper uses Monte Carlo simulations to predict retirement portfolios.
Cultural activity is an inherent aspect of urban life and the success of a modern city is largely determined by its capacity to offer generous cultural entertainment to its citizens. To this end, the optimal allocation of cultural establishments and related resources across urban regions becomes of vital importance, as…
Managing investment portfolios is an old and well know problem in multiple fields including financial mathematics and financial engineering as well as econometrics and econophysics. Multiple different concepts and theories were used so far to describe methods of handling with financial assets, including differential eq…
This paper optimizes decarbonized indices for financial tracking, balancing risk and environmental impact.
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry LaborderePenkner,GalichonHenry-LabordereTouzi}. In this paper, we extend the one-dimensional Brenier's theorem to the present…
We consider the problem of how an individual can use term life insurance to maximize the probability of reaching a given bequest goal, an important problem in financial planning. We assume that the individual buys instantaneous term life insurance with a premium payable continuously. By contrast with Bayraktar et al. (…
LLM trading agents show risk feedback can improve alignment without fine-tuning.
New framework tackles deep financial reporting bottleneck by improving hallucination and coherence.
Study evaluates consistency of LLMs in binary text classification, providing systematic guidance.
Study finds optimal retirement timing in uncertain wage scenarios.
Survey of LLMs in finance tasks, highlighting progress and challenges.
We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…
Optimizes pension fund management under funding risks.
This paper derives a portfolio decomposition formula when the agent maximizes utility of her wealth at some finite planning horizon. The financial market is complete and consists of multiple risky assets (stocks) plus a risk free asset. The stocks are modelled as exponential Brownian motions with drift and volatility b…
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…
Study examines how mergers and acquisitions affect Indian banks' financial performance and capital structure.
New method designs fairer transport plans with uncertainty.
Improves RL planning by proposing sub-goals hierarchically.
Monte Carlo Tree Search improves financial derivative hedging efficiency.
New risk metric for RL in finance considers time splits of returns.
We aim to reduce the burden of programming and deploying autonomous systems to work in concert with people in time-critical domains, such as military field operations and disaster response. Deployment plans for these operations are frequently negotiated on-the-fly by teams of human planners. A human operator then trans…
Study integrates reliability constraints into generation planning models.
DAM improves cryptocurrency trend forecasting using multimodal data.
Survey examines agentic AI in finance, highlighting its autonomy and challenges.