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.
System identifies high impact research from academic papers.
Research shows SBP's tone impacts stock market returns positively or negatively.
This paper clarifies deep learning for IS scholars.
We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant scenarios. Particular focus is given to the robustness of test performance to the …
This article asks how planning scholarship may effectively gain impact in planning practice through media exposure. In liberal democracies the public sphere is dominated by mass media. Therefore, working with such media is a prerequisite for effective public impact of planning research. Using the example of megaproject…
Compressed sensing in MRI enables high subsampling factors while maintaining diagnostic image quality. This technique enables shortened scan durations and/or improved image resolution. Further, compressed sensing can increase the diagnostic information and value from each scan performed. Overall, compressed sensing has…
The rapidly growing demands for powerful AI algorithms in many application domains have motivated massive investment in both high-quality deep neural network (DNN) models and high-efficiency implementations. In this position paper, we argue that a simultaneous DNN/implementation co-design methodology, named Neural Arch…
Domestic Violence (DV) is considered as big social issue and there exists a strong relationship between DV and health impacts of the public. Existing research studies have focused on social media to track and analyse real world events like emerging trends, natural disasters, user sentiment analysis, political opinions,…
Study confirms the square-root law in price impact across Tokyo stocks.
Paper generalizes Gaussian universality and CGMT to dependent data, impacting data augmentation in high-dimensional logistic regression.
Research examines impact of Brexit on GBP/EUR exchange rate.
Tool to estimate research impact for low-resource institutions.
This paper uses machine learning to select kernels for machine learning models on various devices.
This review discusses challenges and solutions for AI in chemical engineering.
Study high-frequency trading patterns in cryptocurrencies.
Some research institutions demand researchers to distribute the incomes they earn from publishing papers to their researchers and/or co-authors. In this study, we deal with the Impact Factor-based ranking journal as a criteria for the correct distribution of these incomes. We also include the Authorship Credit factor f…
Survey examines anomaly detection methods for deep learning.
The appeal of metric evaluation of research impact has attracted considerable interest in recent times. Although the public at large and administrative bodies are much interested in the idea, scientists and other researchers are much more cautious, insisting that metrics are but an auxiliary instrument to the qualitati…
Study optimal liquidation under high risk aversion and small price impact.
Algorithm generates realistic metaorders from public trade data.
At what level should government or companies support research? This complex multi-faceted question encompasses such qualitative bonus as satisfying natural human curiosity, the quest for knowledge and the impact on education and culture, but one of its most scrutinized component reduces to the assessment of economic pe…
Big data repositories from online learning platforms such as Massive Open Online Courses (MOOCs) represent an unprecedented opportunity to advance research on education at scale and impact a global population of learners. To date, such research has been hindered by poor reproducibility and a lack of replication, largel…
Study shows financial literacy, social capital, and financial tech positively impact financial inclusion of Indonesian students.
Proposes a framework for causal inference with processed outcomes in biomedical research.
Climate change is one of the greatest challenges facing humanity, and we, as machine learning experts, may wonder how we can help. Here we describe how machine learning can be a powerful tool in reducing greenhouse gas emissions and helping society adapt to a changing climate. From smart grids to disaster management, w…
Paper develops an attention mechanism for long-term scientific impact prediction.
Bayesian Causal Forests model assesses part-time work's impact on student growth.
Traffic speed prediction is a critically important component of intelligent transportation systems (ITS). Recently, with the rapid development of deep learning and transportation data science, a growing body of new traffic speed prediction models have been designed, which achieved high accuracy and large-scale predicti…
The study shows interest rates impact investment and funding negatively but positively on dividend decisions.
Natural disasters can have catastrophic impacts on the functionality of infrastructure systems and cause severe physical and socio-economic losses. Given budget constraints, it is crucial to optimize decisions regarding mitigation, preparedness, response, and recovery practices for these systems. This requires accurate…
New method provides reliable high-confidence prediction intervals for high-impact events.
Much of current machine learning (ML) research has lost its connection to problems of import to the larger world of science and society. From this perspective, there exist glaring limitations in the data sets we investigate, the metrics we employ for evaluation, and the degree to which results are communicated back to …
There are two schools of thought regarding market impact modeling. On the one hand, seminal papers by Almgren and Chriss introduced a decomposition between a permanent market impact and a temporary (or instantaneous) market impact. This decomposition is used by most practitioners in execution models. On the other hand,…
As machine learning algorithms are increasingly applied to high impact yet high risk tasks, such as medical diagnosis or autonomous driving, it is critical that researchers can explain how such algorithms arrived at their predictions. In recent years, a number of image saliency methods have been developed to summarize …
Develops SPT with price impact, deriving formulas for wealth and arbitrage conditions.
This paper reviews digital transformation research from 2011-2024, focusing on corporate finance.
When constructing a classifier ensemble, diversity among the base classifiers is one of the important characteristics. Several studies have been made in the context of standard static data, in particular, when analyzing the relationship between a high ensemble predictive performance and the diversity of its components.…
FairJob dataset for job recommendations in advertising, preserving fairness and utility.
Both in practice and in the academic literature, models for setting margin requirements in futures markets classically use daily closing price changes. However, as well documented by research on high-frequency data, financial markets have recently shown high intraday volatility, which could bring more risk than expecte…
Study on adversarial attacks on user identification systems using motion sensors.
Deep convolutional neural networks (CNNs) based approaches are the state-of-the-art in various computer vision tasks, including face recognition. Considerable research effort is currently being directed towards further improving deep CNNs by focusing on more powerful model architectures and better learning techniques. …
Study finds 'happiness' search data predicts stock returns, suggesting utility needs impact firm performance.
A looming question that must be solved before robotic plant phenotyping capabilities can have significant impact to crop improvement programs is scalability. High Throughput Phenotyping (HTP) uses robotic technologies to analyze crops in order to determine species with favorable traits, however, the current practices r…
Optimal strategy for liquidating portfolios under discrete time intervals.
Social media enhances or diminishes scientific status, depending on usage.
The proliferation of fake news on social media has opened up new directions of research for timely identification and containment of fake news, and mitigation of its widespread impact on public opinion. While much of the earlier research was focused on identification of fake news based on its contents or by exploiting …
Research proposes a model to estimate transaction costs and assess asset liquidity risk.
Research uses SWT and BDLSTM to forecast stock and oil prices amid COVID-19.