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.
Paper proposes a method to evaluate SME credit risk using meta paths.
In this paper we shall prove that the plane of financial events, introduced and applied to financial problems by the author himself (see [2], [3] and [4]) can be considered as a fibration in two different ways. The first one, the natural one, reveals itself to be isomorphic to the tangent- bundle of the real line, when…
Feed in tariff (FiT) is one of the most efficient ways that many governments throughout the world use to stimulate investment in renewable energies (REs) technology. For governments, financial management of the policy is very challenging as that it needs a considerable amount of budget to support RE producers during th…
FinTech negatively impacts Chinese banks' financial sustainability.
Paper introduces a new index to measure financial and workplace resilience of firms.
Financial statements contain quantitative information and manager's subjective evaluation of firm's financial status. Using information released in U.S. 10-K filings. Both qualitative and quantitative appraisals are crucial for quality financial decisions. To extract such opinioned statements from the reports, we built…
Nonparametric neural-network estimation of current-status data
New distress dictionary improves bankruptcy prediction from disclosure text.
Study proposes a new GAN for realistic discrete financial orders.
Framework uses LLMs to automate strategy finding in quantitative finance.
Paper uses Time Series Transformer for bank stability prediction.
In this model study of the commodity market, we present some evidence of competition of commodities for the status of money in the regime of parameters, where emergence of money is possible. The competition reveals itself as a rivalry of a few (typically two) dominant commodities, which take the status of money in turn…
The existence of asymmetric information has always been a major concern for financial institutions. Financial intermediaries such as commercial banks need to study the quality of potential borrowers in order to make their decision on corporate loans. Classical methods model the default probability by financial ratios u…
We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents is a deciding factor for interaction. Other factors which may play important ro…
Deep learning-based health status representation learning and clinical prediction have raised much research interest in recent years. Existing models have shown superior performance, but there are still several major issues that have not been fully taken into consideration. First, the historical variation pattern of th…
Hybrid method reveals true currency correlations.
Our usage of language is not solely reliant on cognition but is arguably determined by myriad external factors leading to a global variability of linguistic patterns. This issue, which lies at the core of sociolinguistics and is backed by many small-scale studies on face-to-face communication, is addressed here by cons…
NSR enables neural networks to reason with continuous numbers and extrapolate.
We define a financial bubble as a period of unsustainable growth, when the price of an asset increases ever more quickly, in a series of accelerating phases of corrections and rebounds. More technically, during a bubble phase, the price follows a faster-than-exponential power law growth process, often accompanied by lo…
We present an analytical study of an insurance company. We model the company's performance on a statistical basis and evaluate the predicted annual income of the company in terms of insurance parameters namely the premium, total number of the insured, average loss claims etc. We restrict ourselves to a single insurance…
Ubiquitous anomalies endanger the security of our system constantly. They may bring irreversible damages to the system and cause leakage of privacy. Thus, it is of vital importance to promptly detect these anomalies. Traditional supervised methods such as Decision Trees and Support Vector Machine (SVM) are used to clas…
The paper develops a filtering framework for estimating hazard rates with jumps in financial and insurance applications.
Study developed phenotypes for ICU patients' brain dysfunction states.
Bitcoin fails to prove safe haven status during pandemic.
Dynamic retirement glidepaths evolve over time based on some measure such as the retiree's funded status or current market valuations. Conversely, static glidepaths are fixed at a starting point and selected under the assumption that they will not change. In practice, new static glidepaths may be derived periodically m…
This paper presents the contemporary Fundamental Theorem of Asset Pricing as being equivalent to approaches to pricing that emerged before 1700 in the context of Virtue Ethics. This is done by considering the history of science and mathematics in the thirteenth and seventeenth century. An explanation as to why these ap…
Obesity is a serious public health concern world-wide, which increases the risk of many diseases, including hypertension, stroke, and type 2 diabetes. To tackle this problem, researchers across the health ecosystem are collecting diverse types of data, which includes biomedical, behavioral and activity, and utilizing m…
Optimizes dividend payouts with fixed costs and regime switching.
Recently, there has been a growing interest in network research, especially in these fields of biology, computer science, and sociology. It is natural to address complex financial issues such as the European sovereign debt crisis from the perspective of network. In this article, we construct a network model according t…
Study on women entrepreneurs' access to finance in France.
In this article, we survey the status of topological Zimmer's conjecture on matrix group actions on manifolds.
Research shows that information asymmetry affects how quickly companies adjust their capital structure and expected returns.
Adversarial transfer learning improves stress assessment across users.
We present a history of the Baum-Connes conjecture, the methods involved, the current status, and the mathematics it generated.
Study decomposes racial healthcare disparities via shifts in mediator distributions.
A detailed understanding of wind turbine performance status classification can improve operations and maintenance in the wind energy industry. Due to different engineering properties of wind turbines, the standard supervised learning models used for classification do not generalize across data sets obtained from differ…
In survival analysis, estimating the failure time distribution is an important and difficult task, since usually the data is subject to censoring. Specifically, in this paper we consider current status data, a type of data where all of the observations are censored. The format of the data is such that the failure time …
Although reinforcement learning (RL) can provide reliable solutions in many settings, practitioners are often wary of the discrepancies between the RL solution and their status quo procedures. Therefore, they may be reluctant to adapt to the novel way of executing tasks proposed by RL. On the other hand, many real-worl…
This paper predicts legal proceedings status using NLP and machine learning.
Purpose: To construct a neural network model that can learn the different diagnosing strategies of radiologists to better classify aneurysm status in magnetic resonance angiography images. Materials and methods: This retrospective study included 3423 time-of-flight brain magnetic resonance angiography image series (sub…
The medical research facilitates to acquire a diverse type of data from the same individual for particular cancer. Recent studies show that utilizing such diverse data results in more accurate predictions. The major challenge faced is how to utilize such diverse data sets in an effective way. In this paper, we introduc…
Lisa Piccirillo solved the mystery of the Conway knot's sliceness.
A (biased and incomplete) review of the status of the theory of symplectic connections on supermanifolds is presented. Also, some comments regarding Fedosov's technique of quantization are made.
Study on stock trading model with uncertain market status, proving free boundaries and optimal strategies.
In 2016, the majority of full-time employed women in the U.S. earned significantly less than comparable men. The extent to which women were affected by gender inequality in earnings, however, depended greatly on socio-economic characteristics, such as marital status or educational attainment. In this paper, we analyzed…
We survey the recent results and current issues on the topological rigidity problem for closed aspherical manifolds, i.e., connected closed manifolds whose universal coverings are contractible. A number of open problems and conjectures are presented during the course of the discussion. We also review the status and app…
Study uses image analysis to predict MSI status in tumors.
Model predicts real-time job applicant numbers for regional economic analysis.