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 “leak-free”

Fidel-TS: A High-Fidelity Multimodal Benchmark for Time Series Forecastingcs.LG

Fidel-TS creates a new benchmark for time series forecasting models.

problem Lack of high-quality benchmarks for time series forecasting models.

method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.

result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.

time series forecasting benchmarking multimodal high-fidelity leak-free

2025-09-29abs ↗pdf ↗

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Managementq-fin.PM

A RL framework for hedging equity index options with realistic costs.

problem Dynamic hedging of equity index option exposures under transaction costs.

method Reinforcement Learning (RL) with a leak-free environment, cost-aware reward function, and stochastic actor-critic agent.

result The RL policy improves risk-adjusted performance compared to no-hedge, momentum, and volatility-targeting baselines.

Reinforcement Learning Hedging Option Risk Management Transaction Costs Equity Index

2025-12-13abs ↗pdf ↗