Research
On-device research index

arXiv research

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.

169,051 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · May 201919922001200920182026
2 results for “fundamentals-driven”
Learned Sectors: A fundamentals-driven sector reclassification projectq-fin.GN

A new sector classification method outperforms existing ones in risk-adjusted returns.

problem Subjective sector classification heuristics like GICS and NAICS are not optimal.
method Learned sector classification using hierarchical clustering and reIndexer evaluation tool.
result 17-sector learned sector universe outperforms GICS and NAICS in backtests.
sector classificationfundamentals-drivenhierarchical clusteringreIndexerrisk-adjusted returns
2019-05-31abs ↗pdf ↗
On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Frameworkq-fin.RM

This study compares direct and indirect methods for estimating own funds in life insurance, finding indirect methods more effective under realistic asset-liability coupling.

problem Computing own funds for life insurers using direct and indirect methods in a risk-neutral pricing framework.
method Introduced a novel family of mixed estimators including both direct and indirect methods, integrated into a control variate framework for variance reduction.
result The indirect method is more effective under realistic asset-liability coupling, but neither method is universally superior.
own fundslife insuranceSolvency IIrisk-neutral pricingcontrol variates
2025-11-06abs ↗pdf ↗