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.
Paper discusses how financial institutions' model risk management can benefit academic research.
Bitcoin's integration with major financial indices intensifies, suggesting a shift from alternative to integrated asset.
The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market participants. In compliance with an approach adopted by Shapley and Shubik (1969), this paper proposes a cooperative market g…
Experts predict significant adoption of decentralized finance by 2034, with traditional finance adapting.
GenAI adoption paradoxically lowers ROE for U.S. banks, with spillovers but systemic risk concerns.
Paper presents a risk management framework for blockchain protocols.
Proof-of-Stake networks with EIP-1559 exhibit stable token prices and secure network security.
AI enhances ESG practices in finance, but requires careful consideration.
Game theory model for optimal trading with end-of-day constraints.
Client appraisal improves efficiency in microfinance banks in Adamawa State.
Model shows AI adoption amplifies financial market risk through prediction, herding, and cognitive dependency.
Study uses Open Banking data to estimate customer value, showing potential 21% increase.
The study examines dataset usage patterns in machine learning research.
This study designs a financial risk control platform using big data and machine learning.
AI-driven investment strategies self-defeat at scale due to signal crowding and erosion.
Despite the fact that the Euler allocation principle has been adopted by many financial institutions for their internal capital allocation process, a comprehensive description of Euler allocation seems still to be missing. We try to fill this gap by presenting the theoretical background as well as practical aspects. In…
This paper analyzes tokenized U.S. Treasuries, revealing patterns and roles in blockchain transactions.
Joint models for longitudinal and time-to-event data are commonly used in longitudinal studies to forecast disease trajectories over time. Despite the many advantages of joint modeling, the standard forms suffer from limitations that arise from a fixed model specification and computational difficulties when applied to …
The asymmetric price impact between the institutional purchases and sales of 32 liquid stocks in Chinese stock markets in year 2003 is carefully studied. We analyze the price impact in both drawup and drawdown trends with consecutive positive and negative daily price changes, and test the dependence of the price impact…
There is considerable debate whether the domestic political institutions (specifically, the country s level of democracy) of the host developing country toward foreign investors are effective in establishing the credibility of commitments are still underway, researchers have also analyzed the effect of international in…
Study examines financial performance determinants of Kenyan microfinance banks.
Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.
Genome-wide association studies (GWAS) offer new opportunities to identify genetic risk factors for Alzheimer's disease (AD). Recently, collaborative efforts across different institutions emerged that enhance the power of many existing techniques on individual institution data. However, a major barrier to collaborative…
Codebook for Institutional Grammar 2.0 simplifies policy encoding.
Financial crime is a large and growing problem, in some way touching almost every financial institution. Financial institutions are the front line in the war against financial crime and accordingly, must devote substantial human and technology resources to this effort. Current processes to detect financial misconduct h…
Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic Review, Elliott, Golub and Jackson proposed a simple model for capturing the dyn…
Activists align with large fund preferences for success.
HyFi cryptocurrencies backed by institutions show lower price risk than fully decentralized ones.
This paper uses MIS to identify key financial institutions with minimal risk contagion.
This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that institution in hour intervals. Using several methods we show that there are signif…
Reflective of income and wealth distributions, philanthropic gifting appears to follow an approximate power-law size distribution as measured by the size of gifts received by individual institutions. We explore the ecology of gifting by analysing data sets of individual gifts for a diverse group of institutions dedicat…
Investor-driven information diffusion affects excess comovement in China and the U.S. markets.
Study examines how institutional differences and crises affect volatility in ASEAN stock markets.
The ML-Schema, proposed by the W3C Machine Learning Schema Community Group, is a top-level ontology that provides a set of classes, properties, and restrictions for representing and interchanging information on machine learning algorithms, datasets, and experiments. It can be easily extended and specialized and it is a…
The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that financial institutions unknowingly display collective rationality, or Wisdom of the Crowd. Individual deviations from the rational benchmark are ample, which il…
An article based on a four-lecture introductory minicourse on minimal surface theory given at the 2013 summer program of the Institute for Advanced Study and the Park City Mathematics Institute.
Financial institutions use LSTM models to predict customer goals.
Counterparty risk denotes the risk that a party defaults in a bilateral contract. This risk not only depends on the two parties involved, but also on the risk from various other contracts each of these parties holds. In rather informal markets, such as the OTC (over-the-counter) derivative market, institutions only rep…
Study shows institutional investments significantly impact cryptocurrency market evolution.
The paper introduces GAER to assess market feasibility under geopolitical and institutional constraints.
The importance of the global financial system cannot be exaggerated. When a large financial institution becomes problematic and is bailed out, that bank is often claimed as "too big to fail". On the other hand, to prevent bank's failure, regulatory authorities adopt the Prompt Corrective Action (PCA) against a bank tha…
A counterparty credit limit (CCL) is a limit that is imposed by a financial institution to cap its maximum possible exposure to a specified counterparty. CCLs help institutions to mitigate counterparty credit risk via selective diversification of their exposures. In this paper, we analyze how CCLs impact the prices tha…
Recent financial disasters emphasised the need to investigate the consequence associated with the tail co-movements among institutions; episodes of contagion are frequently observed and increase the probability of large losses affecting market participants' risk capital. Commonly used risk management tools fail to acco…
Study financial contagion and risk in sparse networks with directed edges.
In those lecture notes, we review some applications of heat semigroups methods in Riemannian and sub-Riemannian geometry. The notes contain parts of courses taught at Purdue University, Institut Henri Poincaré, Levico Summer School and Tata Institute.
Deep learning models for semantic segmentation of images require large amounts of data. In the medical imaging domain, acquiring sufficient data is a significant challenge. Labeling medical image data requires expert knowledge. Collaboration between institutions could address this challenge, but sharing medical data to…
A Nash game theory approach allocates capital requirements among financial institutions.
ETF approval boosts Bitcoin's correlation with equities, stabilizes with gold, and maintains negative correlation with fiat currencies.