DIEN predicts CTR by evolving user interests from behavior data.
problem Capturing dynamic user interests for accurate CTR prediction.
method DIEN captures temporal and evolving user interests using interest extractor and evolving layers with attention mechanisms.
result DIEN significantly outperforms state-of-the-art solutions in CTR prediction.
Analyzes compound interest with constant payments and interest rate.
problem Examines the properties of compound interest balance and payment functions.
method Analyzes the outstanding balance and payment functions for constant payments and interest rate.
result The outstanding balance function is not generally concave in the interest rate.
Derives relationship between interest rates and inflation in a two-component system.
problem Understanding the relationship between interest rates and inflation in a two-component economic system.
method Used the Fisher relation to derive a delay differential equation and provided computer simulations.
result Obtained a delay differential equation and provided solutions for it over different interest regimes.
Study examines time-varying betas and their volatility in bank interest income and expense margins.
problem Understanding the variability of bank betas and their impact on net interest margins.
method Used state-space methods to estimate time-varying betas and conditional volatility.
result Substantial variation in interest income and expense betas, leading to varying net interest margin coefficients.
This paper analyzes the causal relationships among China's bond market interest rates.
problem Identifying the key interest rates with broad influence on China's bond market.
method Developed multi-variable Granger causality test to construct a directed network of interest rates.
result Short-term interest rates have larger influences on key interest rates, while repo rates are the benchmark.
MRIF models dynamic user interests at multiple temporal-ranges.
problem Capturing dynamic and multi-resolution user interests in recommendation.
method Multi-resolution Interest Fusion (MRIF) model that considers both temporal-ranges and drifts in user interests.
result MRIF outperforms state-of-the-art recommendation methods consistently.
We give a rough sketch of the Judaic, Greek, Islamic and Christian positions in the matter of interest prohibition during the last few millennia and discuss the way in which interest prohibition is dealt with in Islamic finance, the problems with authority-based arguments for interest prohibition, and the prospects of …
Interest prohibition theory concerns theoretical aspects of interest prohibition. We attempt to lay down some aspects of interest prohibition theory wrapped in a larger framework of informal logic. The reason for this is that interest prohibition theory has to deal with a variety of arguments which is so wide that a li…
Model explains Romanians' euro interest loss.
problem Romanians' loss of interest for the euro.
method Generalized money demand model.
result Decline in euro liquidity relative to leu.
MIND models user interests with multiple vectors for better recommendation.
problem Insufficient representation of user interests in deep learning models.
method Multi-Interest Network with Dynamic routing (MIND) using capsule routing and label-aware attention.
result MIND achieves superior performance in recommendation compared to state-of-the-art methods.
It is argued that arguments for strict prohibition of interests must be based on the use of arguments from authority. This is carried out by first making a survey of so-called dialectical roots for interest prohibition and then demonstrating that for at least one important positive interest bearing financial product, t…
The currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the …
This research improves DeFi interest rates using a PID control system.
problem Lack of adaptive interest rates in DeFi money markets.
method Introduces a time-weighted PID control system for interest rate management.
result Adaptive interest rates improve risk mitigation and market utilization.
New method learns temporal abstractions by defining interest functions.
problem Learning temporal abstractions with limited, variable durations.
method Introduced interest functions to define initiation sets, enabling gradient-based learning.
result Demonstrated effectiveness in discrete and continuous environments.
Model analyzes debt recycling strategies under various fiscal regimes and jurisdictions.
problem Understanding debt recycling dynamics and their impact on repayment times and equity growth.
method Developed a calibrated model incorporating mortgage interest rates, borrowing costs, and tax shields.
result Introducing positive interest rates without tax shields contracts success regions and lengthens repayment times, but tax shields partially reverse these effects.
The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space - time and maturity. Geostatistical models and machine le…
Study proposes optimal risk-aware interest rates for crypto lending protocols.
problem Determining optimal interest rates for decentralized lending protocols to maximize profit and minimize risk.
method Agent-based model, Riccati-type ODEs for linear behaviors, Monte-Carlo estimator and deep learning for nonlinear behaviors.
result Calibrated model shows superior risk-adjusted performance compared to industry-standard interest rate models.
HCRNN uses hierarchical contexts to improve recommendation models.
problem Challenges in modeling user interest transitions and drifts in recommendation systems.
method Introduces HCRNN with three hierarchical contexts (global, local, temporary) and a hierarchical context-based gate structure.
result HCRNN outperformed other models in sequential recommendation tasks.
Enhances valuation of variable annuities with stochastic interest rate models.
problem Valuation and optimal surrender strategies for variable annuities in Lévy models.
method Hybrid numerical method combining tree methods for interest rate modeling and finite difference techniques for asset price.
result Influence of stochastic interest rates on surrender decisions and contract design.
Optimizes portfolios using anticipated interest rate information.
problem Maximizing utility in financial models with future interest rate trends.
method Enlargement of filtrations, affine diffusion process, Markov chain modeling.
result Explicit formulas for expected logarithmic utility.
Improved neural model for social recommendation by integrating social and interest networks.
problem Data sparsity and lack of higher-order relationships in social recommendation.
method DiffNet++ models neural influence diffusion and interest diffusion in a unified framework using a multi-level attention network.
result Extensive experiments on real-world datasets show the effectiveness of DiffNet++.
A new CIR# model preserves volatility and tractability for short-term interest rates.
problem Inadequacy of CIR model for negative short rates and skewed distributions.
method Developed CIR# model to fit term structure of short interest rates.
result Preserves volatility and analytical tractability of original CIR model.
Paper discusses why and how negative interest rates occur.
problem Negative interest rates and their implications.
method Analyzes second-order differential dynamics to explain negative rates.
result Negative rates can influence interest rate variance and expectation.
This paper examines interest rates and market efficiency in DeFi loanable funds protocols.
problem Equilibrium of supply and demand for loanable funds in DeFi protocols.
method Review of interest rate mechanisms in Compound, Aave, and dYdX; empirical analysis of market efficiency and inter-connectedness.
result Interest rate rules in DeFi protocols do not always equilibrate supply and demand.
The study shows interest rates impact investment and funding negatively but positively on dividend decisions.
problem The effect of interest rates on financial decisions like investment, funding, and dividend.
method Correlation coefficient analysis and descriptive methods.
result Interest rates have a negatively insignificant effect on investment and funding decisions, but positively moderate effect on dividend decisions.
Study optimal dividends in dual risk model with stochastic interest rate.
problem Optimal dividend strategy in dual risk model with stochastic interest rate.
method Geometric Brownian motion or exponential Lévy process for discounting factor.
result Closed form solutions can be obtained for optimal dividends.
Polynomially parametrize interesting knotted surfaces.
problem Constructing polynomial parametrizations of knotted surfaces.
method Develop polynomial parametrization methods for specific knotted surfaces.
result Examples of polynomial parametrizations for knotted spheres, tori, and planes.
Derives equations for life insurance reserves with interest rate uncertainty.
problem Life insurance reserves with stochastic interest rates.
method Partial differential equations for reserves under stochastic interest rates.
result Explicit solutions for reserves under specific models.
This paper builds a recommendation system for borrowers on P2PL platforms to lower interest rates.
problem Help borrowers make wise decisions on P2PL platforms to achieve lower interest rates.
method Developed a recommendation system to suggest the type of loan borrowers should apply for.
result Borrowers can achieve lowered interest rates with a higher likelihood of getting funded using the recommendation system.
Alternative method preserves positivity in interest rate interpolation.
problem Positivity issue in interest rate interpolation.
method Alternative method preserving Markovian properties and positivity.
result Guaranteed positivity of all interpolated rates.
New bandit algorithms adapt to evolving user interests influenced by social circles.
problem Adapting to evolving user interests in recommendation systems.
method Online recommendation algorithms tailored for social influence, based on LinREL and Thompson Sampling.
result Our adaptations maintain asymptotic regret bounds similar to non-social cases.
Proposes DTS framework to predict CTR by tracking user interest evolution over time.
problem Predicting CTR by ignoring dynamic user interest changes over time.
method Integrates time information using ODEs in a neural network to model interest evolution.
result Achieves superior CTR prediction performance compared to existing methods.
Develops a model for cryptocurrency interest rates.
problem Modeling interest rates for cryptocurrencies.
method Term structure model with zero short rate, price processes of crypto bonds, and expressions for forward rates.
result Model can be calibrated to market data and uses strict local martingales for pricing kernels.
Proposes models to generate more interesting story endings.
problem Generating diverse and interesting story endings for a given context.
method Trains models to focus on keyphrases and promotes non-generic words.
result Models generate more diverse and interesting story endings.
Quantum computing speeds up interest rate derivative pricing using LMM.
problem Challenges in pricing interest rate derivatives, especially caps.
method Hybrid classical-quantum approach using quantum amplitude estimation.
result Quantum computing improves convergence in pricing interest rate derivatives.
Paper proposes a new method for forecasting interest rates using Vasicek and CIR models.
problem Forecasting interest rates with Vasicek and CIR models.
method Rolling windows partitioning of data to capture time changes in volatility.
result The new approach outperforms traditional methods in low to negative interest rate environments.
The paper models stochastic interest rates for life insurance using phase-type distributions.
problem Modeling stochastic interest rates in life insurance with matrix approach.
method Integrates piecewise deterministic interest rates into a Markov jump process framework.
result Explicit formulas for reserves and future payments can be derived.
Optimal insurance surplus management under stochastic interest rates and jumps.
problem Managing insurance surplus with stochastic interest rates and jump-driven liabilities.
method Stochastic control techniques and normalized surplus projection method.
result Optimal investment policy with myopic and hedging components.
Simple model prices swaptions in multicurve interest rates.
problem Pricing swaptions in multicurve interest rate models.
method Three-parameter multicurve extension of Hull-White model.
result Simple closed formula for swaption pricing.
Cluster analysis methods are used to identify homogeneous subgroups in a data set. In biomedical applications, one frequently applies cluster analysis in order to identify biologically interesting subgroups. In particular, one may wish to identify subgroups that are associated with a particular outcome of interest. Con…
Model for valuing inflation-linked interest rate derivatives.
problem Valuation of inflation-linked derivatives under stochastic interest rates.
method Stochastic model for inflation, interest rates; derivation of valuation equation; viscosity solutions; numerical scheme.
result The price of the contingent claim is the unique viscosity solution of the valuation equation.
Developed unbiased estimators for Heston model with stochastic interest rates.
problem Estimating the Heston model with stochastic interest rates.
method Combined unbiased estimators with the Heston model and developed a semi-exact log-Euler scheme.
result Convergence rate of O(h) in the L2 norm for a wide range of models. This paper extends Heston's SV model to include stochastic interest rates.
problem Modeling options with stochastic interest rates.
method Developed a new SV model with stochastic interest rates and derived a semi-explicit formula.
result Derived a semi-explicit formula for option pricing with stochastic interest rates.
The paper analyzes insurance risks using stochastic models.
problem Interest rate and variance risks in unit-linked insurance policies.
method General stochastic volatility models and stochastic interest rates are used to price unit-linked life insurance contracts.
result A perfect hedging strategy is provided and compared with the Black-Scholes model.
At present, there is an explosion of practical interest in the pricing of interest rate (IR) derivatives. Textbook pricing methods do not take into account the leptokurticity of the underlying IR process. In this paper, such a leptokurtic behaviour is illustrated using LIBOR data, and a possible martingale pricing sche…
A model for pricing dividends and interest rates.
problem Modeling the term structures of dividends and interest rates.
method Polynomial jump-diffusions and moment-based approximation for option pricing.
result A parsimonious model fits interest rate swaps, swaptions, and dividend futures and options.
This paper modifies the Ait-Sahalia model to better describe interest rate behaviors.
problem Inadequate specifications of the original Ait-Sahalia model to explain various interest rate phenomena.
method Proposes a modified hybrid Poisson-jump Ait-Sahalia model and uses truncated EM techniques for numerical approximation.
result Validates the modified model using Monte Carlo simulations for bond and barrier option payoffs.
Study uses ML to analyze how interest rates affect fund returns, finding gradient boosting is effective.
problem Understanding how interest rate changes impact fund returns.
method Combines Machine Learning and causal inference, using Double Machine Learning framework.
result Gradient boosting is useful for predicting fund returns, showing a significant negative effect of interest rate increases.