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.

168,657 papers · 148 categories

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4 results for “intensity-driven”

HYVINT: Intensity-Driven Hypergraph Generation with Variational Representationsstat.ML

HYVINT generates hypergraphs with intensity-driven incidence formation and variational learning.

problem Challenges in generating hypergraphs with mechanistic interpretation and limited latent space.

method HYVINT uses intensity-driven incidence formation and a lower-bound variational estimator for latent representations.

result HYVINT achieves strong fidelity and novelty on synthetic and real-world hypergraphs.

hypergraphs incidence formation variational learning intensity-driven latent representations

2026-05-16abs ↗pdf ↗

A unified approach to pricing and risk management of equity and credit riskq-fin.PR

We propose a unified framework for equity and credit risk modeling, where the default time is a doubly stochastic random time with intensity driven by an underlying affine factor process. This approach allows for flexible interactions between the defaultable stock price, its stochastic volatility and the default intens…

2012-12-21abs ↗pdf ↗

From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubblesq-fin.GN

Model explains stock price bubbles through debt crises and financial crashes.

problem Analyzing financial fragility and stock price bubbles.

method Stock-flow consistent model integrating macroeconomic and financial market dynamics.

result Model demonstrates how credit expansion and crash risk lead to recurrent boom-bust cycles.

Financial Crashes Stock Price Bubbles Debt Deflation Ponzi Scheme Jump-Diffusion Process

2026-03-07abs ↗pdf ↗

Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridgeq-fin.TR

Unified market making controls risk, arbitrage, and volatility surfaces.

problem Market making risk, arbitrage, and volatility surface consistency.

method Constrained RL and stochastic control for risk-sensitive execution and hedging.

result Agent achieves positive P&L with zero calendar and butterfly violations.

market making risk-sensitive RL stochastic control arbitrage

2025-10-06abs ↗pdf ↗