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.
Improved stochastic approximation method reduces residual error.
In an illiquid stock, traders can collude and place orders on a predetermined price and quantity at a fixed schedule. This is usually done to manipulate the price of the stock or to create artificial liquidity in the stock, which may mislead genuine investors. Here, the problem is to identify such group of colluding tr…
LGB+ improves macroeconomic forecasting by combining linear and tree models.
The paper models SaaS products as insurance, offering new pricing tools.
Optimal learning rates decay to zero in easy tasks and maintain a warmup phase in hard tasks.