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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

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48 results for future projection

Foresee predicts future road environments with neural networks.

problem Predicting future chaotic road environments for autonomous driving.
method Unidirectional gated recurrent units (GRUs) with attention for online training.
result Foresee outperforms state-of-the-art methods in future projection accuracy.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Study improves precipitation predictions for High Mountain Asia using machine learning.

problem Uncertainty in future precipitation over High Mountain Asia due to regional climate model biases.
method Probabilistic machine learning framework combining 13 regional climate models via a mixture of experts.
result 32% improvement over equally-weighted average and 254% improvement over single ensemble member.

This paper studies the optimal VIX futures trading problems under a regime-switching model. We consider the VIX as mean reversion dynamics with dependence on the regime that switches among a finite number of states. For the trading strategies, we analyze the timings and sequences of the investor's market participation,…

2016-05-25abs ↗pdf ↗

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 evaluates deep learning methods for climate downscaling over Spain.

problem Deep learning methods' extrapolation capability for climate projections.
method Intercomparison experiment using PP and RCM emulation models.
result Existing models struggle with extrapolating unseen conditions.

New simulation model predicts financial market dynamics with high accuracy.

problem Extreme difficulty in financial market projections due to human behavioural complexity.
method Agent-based modeling with a hierarchical knowledge architecture to simulate diverse human groups.
result Simulator achieves 13.29% deviation in crisis scenarios and lower mean square error under normal conditions.

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the rand…

2010-01-12abs ↗pdf ↗

Study uses SVM to predict weather-induced home insurance claims and losses.

problem Assessing future weather-induced home insurance claims and losses for disaster preparedness.
method Support Vector Machine (SVM) regression for forecasting future claim dynamics.
result Illustrates SVM approach in forecasting weather-induced home insurance claims in a Canadian city.

Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the only consideration--in trading situations, time is of the essence. Thus, machine le…

2017-03-31abs ↗pdf ↗

Because of the prominent position of urban rail in reducing urban transport-related problems, such as congestion and air pollution, insights into the costs of possible new urban rail projects is very relevant for those involved with cost estimations, policy makers, cost-benefit analysts, and other target groups. Knowle…

2013-03-20abs ↗pdf ↗

Methodology projects forward electricity contract prices using market equilibrium and social welfare optimization.

problem Quantifying forward contract risks and optimizing revenue/cost for generators/load/traders.
method Market equilibrium and social welfare optimization; linear programming for total agents' welfare.
result Equilibrium contract price corresponds to the dual variable of equilibrium constraints.

Generative models emulate climate model outputs for impact assessment.

problem Outdated climate model projections hinder adaptation and mitigation planning.
method Score-based diffusion on a spherical mesh, trained on monthly ESM fields.
result Generative models produce distributions closely matching ESM outputs.

New method learns nonlinear projections for reduced-order modeling of complex dynamical systems.

problem Modeling transient dynamics near a manifold in nonlinear systems.
method Constrained autoencoder neural networks with invertible activation functions and biorthogonal weight matrices.
result Demonstrated effectiveness on a vortex shedding model, learning oblique fibers for fast dynamics.

Unsupervised neural models predict brain activity better than supervised methods.

problem Understanding how the brain represents visual information without direct supervision.
method Built upon PredNet, used RSA to compare PredNet representations to fMRI and MEG data.
result Unsupervised models trained to predict video frames outperform supervised image classification models in predicting brain activity.

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a large scope, while the well selected medians for each page can keep the special…

2017-10-12abs ↗pdf ↗

Proposes a Carbon Equivalence Principle for financial products to align incentives and drive sustainability.

problem Align financial market incentives with carbon emissions to limit global warming.
method Introduces a Carbon Equivalence Principle requiring financial products to describe equivalent carbon flows alongside cash flows.
result Transparency of carbon flows in financial products can align incentives and reduce future costs, necessitating project re-structuring and financial net-zero designs.

The paper studies spectral analysis on complex spaces and finds explicit formulas for eigensections.

problem Understanding eigensections on complex projective spaces and Grassmannians.
method Using creation and annihilation operators, converting higher energy eigensections to lower energy holomorphic sections.
result Explicit formulas for the dimension of higher-level eigensections on Pn\mathbb{P}^{n}.

Project infinite time series graphs to finite marginal models using number theory.

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

We apply the Zipf power law to financial time series of WIG20 index daily changes (open-close). Thanks to the mapping of time series signal into the sequence of 2k+1 'spin-like' states, where k=0, 1/2, 1, 3/2, ..., we are able to describe any time series increments, with almost arbitrary accuracy, as the one of such 's…

2011-07-17abs ↗pdf ↗

The paper introduces a fast algorithm for learning and forecasting nonlinear dynamics from noisy time series data.

problem Challenges in capturing nonlinear dynamics from noisy time series data.
method A projected nonlinear state-space model with kernel functions applied to projected lines.
result The model effectively learns and forecasts complex nonlinear dynamics with computational efficiency.

Project predicts stock prices for robust portfolio design in Indian sectors.

problem Precise stock price prediction for robust portfolio design.
method Minimum variance and optimal risk portfolio optimization using past stock prices.
result Backtesting shows improved performance of optimized portfolios over equal weight portfolio.

Research examines GMIB and reset options in variable annuities.

problem Understanding the value and rationality of GMIB and reset options.
method Exploration of various parameters affecting GMIB value and calculation of critical future interest rates for reset option rationality.
result Insight into how future market performance and interest rates influence policyholder and insurer actions.

StakeBench evaluates language understanding by linking comments to market commitments, improving model alignment with real-world outcomes.

problem Existing financial NLP benchmarks measure perceived language rather than market commitments.
method StakeBench uses observable market behavior to supervise models, testing their ability to detect commitments, identify sides, and project odds.
result Models partially recover position-side signals but struggle with later tasks, highlighting structural failures.

How useful can machine learning be in a quantum laboratory? Here we raise the question of the potential of intelligent machines in the context of scientific research. A major motivation for the present work is the unknown reachability of various entanglement classes in quantum experiments. We investigate this question …

2017-06-02abs ↗pdf ↗

The paper proposes using non-isotropic distances for more accurate trace link recommendation.

problem Time-consuming and error-prone creation and maintenance of trace links.
method Geometric viewpoint on semantic similarity using non-linear similarity measures.
result Non-isotropic distances improve trace link recommendation accuracy.

A new platform helps detect and manage pressure ulcers.

problem Detecting and managing pressure ulcers efficiently.
method Convolutional neural networks and transfer learning.
result Automated skin damage and pressure ulcer assessment tool.

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.

Let M be a CR manifold of hypersurface type, which is Levi degenerate but also satisfying a k-nondegeneracy condition at all points. This might be only if dim M is greater than or equal to 5 and if dim M = 5, then k= 2 at all points. We prove that for any 5-dimensional, uniformly 2-nondegenerate CR manifold M there exi…

2012-10-20abs ↗pdf ↗

JODIE learns dynamic user-item embeddings from interactions, outperforming existing methods.

problem Modeling dynamic user-item interactions for accurate future predictions.
method JODIE uses coupled recurrent models with update, projection, and prediction components, and a novel t-Batch algorithm.
result JODIE outperforms state-of-the-art methods by up to 22.4% on future interaction and state change prediction tasks.