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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.

169,341 papers · 148 categories

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48 results for investment project

Proposes a new method to rank risky investments based on Omega measure.

problem Evaluating and ranking risky investment projects.
method Introduces an investment certainty equivalence approach and uses the Omega measure.
result Proposed method ranks projects differently from conventional risk-adjusted discount rate (RADR) approach.

Optimizes reinsurance and investment strategies to minimize ruin probability.

problem Optimizing reinsurance and investment strategies to minimize ruin probability.
method Stochastic projected gradient method based on Malliavin calculus.
result Effectiveness of the proposed method demonstrated through numerical experiments.

The paper presents a practical method for evaluating investment projects using real options.

problem Evaluating investment projects under uncertainty and strategic risk management.
method Binomial trees and real options techniques for evaluating investment projects.
result The method can be used for most real options and introduces Project Value at Risk for feasibility.

Investment timing problem solved with threshold strategies in real options theory.

problem Investment timing problem in real options theory.
method Modeling investment project present values as a diffusion process, proving conditions for optimal investment time and optimality of threshold strategies.
result Necessary and sufficient conditions for an optimal investment time induced by a threshold strategy.

An investor is estimating net present value of a firm project and performs risk analysis. Usually it is created portfolio hierarchies and make comparison of variants of project based on these hierarchies. Then one finds that portfolio which corresponds to the particular needs of individual groups within the firm. We ha…

2005-09-13abs ↗pdf ↗

We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and…

2012-08-05abs ↗pdf ↗

Investment project break-even point analyzed as discount rate changes.

problem Determining the break-even point for a simple investment project.
method Closed expression derived for break-even point Qf as a function of parameters.
result Qf is strictly increasing and convex in r, with strong influence of p and Cv.

China's infrastructure investments fail to deliver economic growth, leading to fragility.

problem The myth that infrastructure investment leads to economic growth is debunked.
method Analysis of the largest dataset of infrastructure investment data in China.
result Infrastructure investments in China do not provide a positive risk-adjusted return.

Introduces PIT-plot for prioritizing projects based on their impact.

problem Optimizing R&D investments in project portfolios.
method Develops a new tool (PIT-plot) focusing on project impact rather than project properties.
result Identifies projects with the largest impact for risk mitigation or value-adding.

Visualizes board connections for socially responsible investing insights.

problem Understanding corporate governance and sustainability through board connections.
method Data Visualization tool to reveal connections between Directors and Executives.
result Strength of tool in investigating corporate governance and sustainability.

Investment decision triggered by a convex curve in a two-factor uncertainty model.

problem Optimal irreversible investment in a company with two products whose prices follow geometric Brownian motions.
method Two-dimensional optimal stopping problem, nonlinear integral equation, convex curve characterization.
result Optimal investment decision is characterized by a convex curve, unique solution to a nonlinear integral equation.

This research develops a new framework to measure AI investment returns considering both gains and risks.

problem Traditional ROI calculations fail to account for AI's dual impact on risk reduction and new exposures.
method Integrates ISO 42001 and regulatory exposure into a comprehensive financial framework using risk quantification methods.
result Accurate AI investment evaluation requires modeling both productivity gains and risk exposures.

Optimal investment strategy under demand and cost uncertainties with shocks.

problem Optimal investment decision in a project with stochastic demand and costs.
method Extended Dixit and Pindyck's approach to jump diffusion processes, derived closed expression for value of the firm.
result Closed-form solution to the optimization problem for isoelastic functions.

Examines climate financing for renewable energy projects using structured funds.

problem Valuation of structured climate financing on diverse renewable energy asset pools.
method Bottom-up Gaussian copula framework with LH++ model for diversification analysis.
result Shows how the mix of indirect and direct RE investments affects the sensitivity of the senior tranche.

Investment tool predicts higher returns for Madrid real estate units.

problem Determining which real estate units have higher returns to investment in Madrid.
method Data collection from Idealista.com, descriptive statistics, return index, machine learning algorithms.
result Introduction of machine learning algorithms for rental real estate price prediction.

Study analyzes FIT schemes under market and regulatory uncertainty.

problem Tackles uncertainty in feed-in tariffs and their impact on investment thresholds.
method Uses semi-analytical real options framework to model and compare FIT schemes.
result Increasing regulatory uncertainty lowers investment thresholds for FIT schemes.

The paper analyzes how contagion affects the survival probability of investment groups in microfinance.

problem The impact of contagion on the survival probability of investment groups in microfinance.
method A probabilistic approach to compute group survival probability with and without contagion effects.
result In homogeneous groups, including more members increases the probability of eventual default to 1.

Paper optimizes stock option forecasting using ML models and improved trading strategies.

problem Improving accuracy of stock option predictions and trading decisions.
method Application of Recurrent Neural Networks (RNN), Long Short-Term Memory (LSTM), and Quasi-Reversibility Method (QRM).
result Optimized stock option investment results through improved trading strategies and model combination.

Big investments are fragile and prone to poor outcomes due to uncertainty.

problem The fragility of large capital investments leading to poor returns.
method Characterizing fragility as easily harmed by randomness and analyzing various sources of uncertainty.
result Big capital investments have a disproportionate exposure to uncertainties that can lead to negative returns.

We apply the Zipf power law to financial time series of WIG20 index daily changes (open-close). Thanks to the mapping of time series signal into the sequence of 2k+1 'spin-like' states, where k=0, 1/2, 1, 3/2, ..., we are able to describe any time series increments, with almost arbitrary accuracy, as the one of such 's…

2011-07-17abs ↗pdf ↗

Paper uses replica analysis to optimize net present value in investment portfolios.

problem Maximizing net present value in portfolios of multiple development projects.
method Replica analysis applied to optimization problem with budget and investment constraints.
result Replica analysis yields higher net present value than conventional methods.

Model analyzes optimal interbank networks during liquidity shocks, revealing core-periphery structures and co-investment requirements.

problem Formation of optimal interbank networks during liquidity shocks.
method Solves system-wide optimal control problem in two settings: decentralized and centralized.
result Decentralized setting leads to less cash reserves and greater vulnerability to shocks; core banks have highest co-investment requirements.

Study on robust utility maximization with nonconcave utility functions under projective determinacy.

problem Investor's optimal investment strategy under model ambiguity and nonconcave utility.
method Projective functions of the path and sets of priors, upper-semicontinuous utility.
result Existence of optimal investment strategy under PD.

A model assesses risk decisions in project management and investor behavior.

problem Mathematical assessment of risky decisions in project management.
method A game with two players (Investor and Project Manager) uses past experience and confidence levels to evaluate risky strategies.
result The model helps project managers and investors make better decisions based on risk levels and confidence.

The paper evaluates criteria for selecting cryptocurrencies based on historical data.

problem High risk of cryptocurrencies due to volatility.
method Characterized returns and risks using historical data in short time windows (7 and 15 days). Analyzed the importance of criteria using various methods.
result Importance of criteria for selecting cryptocurrencies is analyzed and evaluated.

Paper defines the payback period for nonconventional cash flows using axioms.

problem Defining the payback period for nonconventional cash flows is challenging.
method Used axiomatic approach to define the payback period.
result The last break-even point of the project balance is the only definition consistent with axioms.

This paper explores crypto, blockchain, and Metaverse risks and opportunities.

problem Understanding crypto crashes and blockchain technologies.
method Interdisciplinary approach combining fintech, machine learning, and risk assessment.
result Blockchain technologies will continue to dominate, but discerning genuine projects is crucial.

Project predicts stock prices for robust portfolio design in Indian sectors.

problem Precise stock price prediction for robust portfolio design.
method Minimum variance and optimal risk portfolio optimization using past stock prices.
result Backtesting shows improved performance of optimized portfolios over equal weight portfolio.

Paper analyzes minimal investment risk with budget and concentration constraints.

problem Minimal investment risk in portfolio optimization with budget and concentration constraints.
method Replica analysis to consider the minimal investment risk.
result Minimal investment risk with concentration constraint is larger than without.

Analyzes 6M Python notebooks and 2M enterprise DS pipelines to guide investments in data science.

problem Challenges in following the rapidly evolving landscape of data science technologies and applications.
method Downloaded and analyzed over 6M Python notebooks and 2M enterprise DS pipelines, performing statistical and comparative analyses.
result Identifies actionable conclusions for system builders and technology bets for practitioners based on current trends.

The paper proposes a dynamic risk measure approach for evaluating defined-contribution pension funds.

problem Periodic evaluation of defined-contribution pension funds to manage risk and improve projections.
method Dynamic risk measure criterion, model-free reinforcement learning, Lee-Carter mortality model.
result Periodic evaluations lead to more risk-averse strategies, while mortality improvements encourage risk-seeking behaviors.