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.

168,695 papers · 148 categories

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2 results for “higher-for-longer”

Short-Rate Derivatives in a Higher-for-Longer Environmentq-fin.MF

New models for short rates show longer periods at higher rates.

problem Modeling longer periods of higher interest rates.

method Developed a class of time-homogeneous one-factor Markov diffusion models with specific boundary conditions.

result Explicit expressions for bond prices and transition densities in new probability measure.

short-rate models higher-for-longer interest rate derivatives Markov diffusion finite interval

2025-02-28abs ↗pdf ↗

DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Managementq-fin.TR

DeePM is a deep-learning portfolio manager that outperforms classical strategies in diversified futures markets.

problem Maximizing risk-adjusted returns in financial markets with low signal-to-noise ratios and asynchronous data.

method Structured deep learning with a Directed Delay mechanism, Macroeconomic Graph Prior, and distributionally robust optimization.

result DeePM achieves net risk-adjusted returns roughly twice those of classical strategies and passive benchmarks.

deep learning portfolio management macroeconomics risk management financial markets

2026-01-09abs ↗pdf ↗