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.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Jun 202019922001200920172026
3 results for “growth-at-risk”
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UKq-fin.ST

This paper proposes non-stationary factor models for financial stress in the UK.

problem Managing financial vulnerabilities in the UK's complex financial system.
method Creation of non-stationary factor models to capture financial stress.
result Non-stationary factor models can better capture financial stress, especially tail events.
financial stressUK financial marketnon-stationary factor modelsgrowth-at-risktail events
2024-04-01abs ↗pdf ↗
Decoupling Shrinkage and Selection for the Bayesian Quantile Regressionecon.EM

The paper decouples shrinkage and selection in Bayesian Quantile Regression.

problem Improving prediction accuracy in high-dimensional Bayesian Quantile Regression.
method Two-step procedure: shrinkage through continuous priors, sparsification through SAVS.
result The method reduces bias and provides interpretable variable selection.
Bayesian Quantile RegressionShrinkageSparsityVariable SelectionQuantile Regression
2021-07-18abs ↗pdf ↗