arXiv research

This paper introduces a new market-based carbon risk measure for portfolio optimization.

The main points of the first section of the article written by S.I. Chernyshov, A.V. Voronin and S.A. Razumovsky arXiv:1003.4382), which deals with the fundamental bases of the macroeconomic theory, have been analyzed. An incorrectness of the Harrod's model of the economical growth in its generally accepted interpretat…

We study holomorphic integrable systems on the hyperkähler manifold $G\times S_{\text{reg}}$, where $G$ is a complex semisimple Lie group and $S_{\text{reg}}$ is the Slodowy slice determined by a regular $\mathfrak{sl}_2(\mathbb{C})$-triple. Our main result is that this manifold carries a canonical \textit{abstract int…

On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company. Academic research has identified some factors, i.e. computed features of the reported d…

The study proposes a framework to assess sustainability of firms using fund-level classifications and portfolio holdings.

Improved recommendation systems using multi-layer embeddings reduce model size while maintaining accuracy.

Study improves exchange rate forecasting using machine learning and interpretable methods.