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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.

169,181 papers · 148 categories

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5101419 · Apr 202619922001200920182026
48 results for firm payments

Game theory applied to financial networks, focusing on debt repayment strategies.

problem Understanding financial stability in interconnected systems.
method Modeling financial systems as networks, analyzing utility-maximizing strategies under priority-proportional payments.
result Existence and uniqueness of payment profiles are not guaranteed, even under fixed strategies.

Study how contingent payments affect financial network stability.

problem Impact of contingent payments on systemic risk in financial networks.
method Developed static and dynamic models of financial contagion to analyze the effects of contingent payments on wealth distribution and network stability.
result Dynamic framework provides a solution to problems not defined in the static framework.

Consumers adjust their spending based on firms' social stances, influencing firm profits.

problem How consumer spending responds to firms' social stances.
method Using payment card transactions to predict and measure consumer responses to firms' social stances.
result Consumers' spending increases by 19% and decreases by 12% in response to firms' social stances, with effects lasting up to a year.

Paper proposes a decentralized payment clearing system using blockchain and optimal bidding strategies.

problem Default contagion in a network of smart contracts cleared through blockchain.
method Constructs a decentralized clearing mechanism using blockchain and optimal bidding strategies.
result Proves existence and uniqueness of equilibrium clearing condition for terminal net worths.

The paper addresses dynamic capital structure models with defaultable debt, proving existence and uniqueness.

problem Dynamic capital structure models with an investor break-even condition may not generate a contraction mapping.
method Provided an example and used a dual problem and change of measure to prove existence and uniqueness.
result A unique Markov-perfect equilibrium exists where firm decisions reflect state-dependent targets.

A new method prevents insurance derivatives from incentivizing risky behavior.

problem Perverse incentives in insurance derivatives that encourage risky behavior.
method A clawback lien that returns part of the payment value as a lien on the firm.
result Removes the incentive for insured holders to commit acts that result in payment.

Survival strategy for crypto firms in bear markets using BTC-to-sats payments rail.

problem Downside risk in crypto reserves during bear markets.
method Conservative treasury policy, operating line monetizing holdings, BTC-to-sats payments rail.
result Sustained mNAV premium through cycles with disclosed KPIs.

Study on supply chain networks using wire transfers in Brazil.

problem Understanding economic integration and specialization in Brazilian cities.
method Constructed a directed and weighted network of wire transfers between cities, analyzed centrality measures, and used econometric analysis.
result Disassortative mixing pattern in trade network, stronger after recession, and impact of court efficiency on economic transactions.

The basic financial purpose of an enterprise is maximization of its value. Trade credit management should also contribute to realization of this fundamental aim. Many of the current asset management models that are found in financial management literature assume book profit maximization as the basic financial purpose. …

2013-01-16abs ↗pdf ↗

Paper models financial contagion with fire sales and borrowing.

problem Financial contagion and systemic risk in interconnected financial networks.
method Modeling financial contagion in a network with fire sales and borrowing, considering both uncollateralized and collateralized loans.
result Existence and uniqueness of clearing solutions (payments, liquidations, and borrowing) are provided under certain conditions, and these solutions are Nash equilibria.

Optimal control problem for firm cash flow with dividend and capital injection strategies.

problem Maximizing dividends while managing capital injections in a firm's cash flow.
method Proved two optimal strategies: mean-reverting dividends with capital injections or no injections until ruin.
result Optimal strategies are dichotomous: either mean-reverting dividends with injections or no injections.

We consider the valuation problem of an (insurance) company under partial information. Therefore we use the concept of maximizing discounted future dividend payments. The firm value process is described by a diffusion model with constant and observable volatility and constant but unknown drift parameter. For transformi…

2016-02-15abs ↗pdf ↗

Two insurance companies collaborate to maximize the probability of none going bankrupt.

problem Maximizing the probability of no company bankruptcy in a correlated Brownian motion model.
method Analyzing optimal strategies and deriving explicit formulas for minimal ruin probability.
result Maximizing collaboration benefits when Brownian motions are positively correlated.

Modeling reinsurance network contagion and its risks.

problem Contagion risk in reinsurance networks underestimates simpler models.
method Developed a model for reinsurance network contagion, characterized fixed points, and developed algorithms for computation.
result Reinsurance networks are highly sensitive to parameters and network structure, leading to significant losses.

The paper analyzes insurance pricing and capital allocation in imperfect markets.

problem Analyzing insurance pricing and capital allocation in imperfect markets.
method Non-additive distortion pricing functional and principle of equal priority of payments in default.
result Derives the natural allocation of premium and margin with properties that merit the name.

A new method streamlines digital payment programming using smart contracts.

problem High costs and security challenges in programming smart contracts for digital payments.
method Transforming digital currencies into token streams and using configurable templates to generate specialized smart contracts.
result Reduces payment programming costs and enhances security, self-enforcement, adaptability, and controllability.

Research examines motivations and factors influencing retailers' payment method choices.

problem Understanding motivations and factors affecting retailers' payment method choices.
method Qualitative and quantitative analysis of various factors including regulatory constraints, merchant service providers, and demographic variables.
result Lower interchange fees and regulatory constraints make card payment adoption financially feasible for merchants.

The paper examines clearing payments in financial networks to prevent cascaded defaults.

problem Cascaded defaults in financial networks under the proportionality rule.
method Analysis of clearing model under pro-rated payments, derivation of necessary and sufficient conditions for clearing payments, convex optimization problems for computation.
result Clearing payments can be computed by solving convex optimization problems, reducing overall system loss by lifting the proportionality rule.

Analyzes compound interest with constant payments and interest rate.

problem Examines the properties of compound interest balance and payment functions.
method Analyzes the outstanding balance and payment functions for constant payments and interest rate.
result The outstanding balance function is not generally concave in the interest rate.

Paper introduces PHI to identify structurally distinct payment patterns in UK municipal procurement.

problem Vulnerability of public procurement to error, fraud, and corruption in high-volume transactions.
method Introduces Payment Heterogeneity Index (PHI) using Gaussian Mixture Model (GMM) and non-parametric statistics.
result Identifies a significant cohort with structurally distinct payment patterns, improving procurement oversight.

A new model calculates optimal clearing payments in dynamic financial networks.

problem Determining fair clearing payments in networks with potential defaults.
method Extends Eisenberg-Noe model to multiple time periods, solving linear programs for optimal payments.
result Proves the model satisfies the priority of debt claims requirement and finds unique optimal payments.

Payments data and machine learning improve nowcasting accuracy for macroeconomic indicators.

problem Lagged indicators in linear models are insufficient during crisis periods.
method Non-traditional payments data, nonlinear machine learning, and tailored cross-validation.
result Improved macroeconomic nowcasting accuracy up to 40% during crises.

Optimal student loan repayment strategies vary based on loan size.

problem Finding the most cost-effective repayment strategy for federal student loans.
method Analyzing the impact of different repayment strategies on total cost for varying loan sizes.
result Optimal repayment strategies depend on the loan balance, with different approaches for small, large, and intermediate balances.

Agent-to-agent finance aims to manage payments and trust for AI agents.

problem Managing financial interactions between autonomous AI agents.
method Develops agent-to-agent finance concept and explores blockchain solutions.
result Agent-to-agent finance can address coordination frictions in financial markets.

Study risk-minimizing insurance investments with taxes and expenses.

problem Determining optimal insurance investments in the presence of taxes and expenses.
method Introduced tax- and expense-modified risk-minimization, derived strategies, linked to decompositions, and established equivalence to artificial market approach.
result Equivalence to artificial market approach and consistency with classic risk-minimization.

The paper analyzes multivariate payments in multi-state life insurance using Markovian state processes.

problem Analyzing joint effects of life annuities and death benefits in a multi-state framework.
method Introduces multivariate present value of future payments, derives differential equations and moment generating functions, and focuses on pair-wise covariances.
result Derives Hattendorff type results for pair-wise covariances in a disability model.

The study reveals fundamental limits of fraud detection in card payment networks.

problem Fraud detection in card payment networks is challenging due to structural information impairments.
method Formalized card authorization as a sequential decision problem with delayed feedback, derived minimax regret lower bound.
result Improving issuer reporting quality or reducing censorship can yield larger reductions in the regret floor than increasing model complexity.

We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and…

2012-08-05abs ↗pdf ↗

Study reveals supply chain correlations in firm growth rates.

problem Understanding correlations in firm growth rates and their supply chain relationships.
method Investigated correlation structure of firm growth rates and used Gaussian Markov Models to reconstruct supply chain networks.
result Supply chain-linked firms exhibit stronger correlation in growth rates than non-linked firms.

Analyzed US firm data 1970-2019, identifying scale effects and distributional forms.

problem Understanding differences between small and large firms over time.
method Examined all public US firms, used stylized facts and DLN distribution analysis.
result Small firms are systematically different from large firms, with scale-dependent heteroskedasticity.

Revisits granular models explaining firm growth rates and sizes.

problem Understanding the relationship between firm size and growth rate statistics.
method Developed new theoretical insights linking firm size and growth rate statistics within granular models.
result Growth volatility distribution is size-independent but fat-tailed, challenging granular models.