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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.

169,051 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for life cycle

The article proposes a dynamic model for a company's life cycle under competitive influence.

problem Modeling a company's life cycle in a competitive environment.
method Utilized Markov model with known action costs and transition probabilities, affected by outside factors.
result Demonstrates the usefulness of the model in determining future actions of a company.

CDLF predicts product life-cycles in cold-start phases with high accuracy.

problem Forecasting new products in early phases when data is scarce.
method Conditional Diffusion Life-cycle Forecaster (CDLF) combining static descriptors, reference trajectories, and new observations.
result CDLF outperforms classical models in accuracy and probabilistic forecasting.

The paper optimizes investment strategies with constraints for life-cycle models.

problem Maximizing consumption, death benefit, and wealth under trading constraints.
method Deep pricing kernel approach to solve constrained portfolio optimization.
result Individuals reduce consumption, insurance demand, and wealth due to constraints.

The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…

2005-07-21abs ↗pdf ↗

Optimizes pension fund strategies considering age-dependent risk preferences.

problem Maximizing utility of future consumption and wealth in DC pension plans.
method Solves optimal consumption and investment policies using Black-Scholes framework and HARA utility functions.
result Only extended model with time-varying preference parameters provides adequate fit for real-life data.

New features from early battery cycles predict lifetime with high accuracy.

problem Accurately predicting battery lifetime under varying conditions is challenging due to manufacturing variability and usage-dependent degradation.
method Extracted features from regularly scheduled reference performance tests and used them to predict battery lifetime using a hierarchical Bayesian regression model.
result Demonstrated a lifetime prediction of in-distribution cells with 15.1% mean absolute percentage error using only the first 15% of data.

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…

2013-06-14abs ↗pdf ↗

The study examines how different interpolation methods affect the decomposition of life insurance surplus.

problem The impact of different interpolation methods on the decomposition of life insurance surplus.
method The study uses the IASU decomposition method to analyze the effects of different interpolation methods (Lee-Carter and linear) on the surplus decomposition.
result Lee-Carter and linear interpolation yield almost identical decompositions, while constant approximations result in different decompositions.

Survey of technologies for trustworthy machine learning systems.

problem Building machine learning systems that are fair, explainable, auditable, and secure.
method Survey of technologies across data and model stages of machine learning.
result Four categories of system properties (fairness, explainability, auditability, safety & security) are essential for trustworthy systems.

Investigates optimal life insurance and annuity decisions in inflationary economies.

problem Optimal consumption and investment decisions in an inflationary economy with money illusion.
method Formulated as a random horizon utility maximization problem, derived optimal strategy.
result Money illusion increases life insurance demand for young adults and reduces annuity demand for retirees.

Machine learning predicts Sunn Pest migration and nymphal stages for better pesticide application timing.

problem Improving pest control timing through accurate forecasting of Sunn Pest life-cycle phases.
method Correlated climate data with Sunn Pest life-cycle phases using decision trees and random forest models.
result Highly accurate predictions of migration and nymphal stages for better pesticide application timing.

Concurrent engineering taking into account product life-cycle factors seems to be one of the industrial challenges of the next years. Cost estimation and management are two main strategic tasks that imply the possibility of managing costs at the earliest stages of product development. This is why it is indispensable to…

2010-11-26abs ↗pdf ↗

Defines data science as a natural ecosystem with challenges and missions.

problem Challenges and missions in data science due to 5D complexities and data life cycle phases.
method Systemic and data-centric view of data science as a fusion of data universe and its challenges, formalizing a general-purpose architecture.
result Essential data science as a natural ecosystem integrating specific disciplines and high-impact applications.

New model predicts sales of new products with short life cycles.

problem Forecasting sales of new products with short lead times and life cycles.
method Developed an exponential factorization machine (EFM) to consider attributes and pairwise interactions.
result EFM model outperforms existing models in terms of MAPE and MAE.

ease.ml/ci integrates machine learning models rigorously with minimal labeling effort.

problem Lack of rigorous continuous integration for machine learning models.
method Design of a domain-specific language and novel optimizations to reduce labeling effort.
result Achieved single accuracy point error tolerance with 0.999 reliability using minimal labeling effort.

Homeownership boosts wealth and welfare compared to renting, according to new research.

problem The conventional wisdom that renting is better than owning a home.
method Block-bootstrap lifecycle simulation to compare homeownership and renting strategies.
result Homeownership generates more wealth and welfare gains than renting, especially for households with high labor income.

Paper finds closed-form solutions for tontine with bequest motive.

problem Finding optimal fractional consumption rate and bequest amount under bequest motive.
method Relaxing fixed proportions assumption, introducing bequest proportion as control function.
result Closed-form solutions for fractional consumption rate, wealth, bequest amount, and proportion.

We use a control framework to analyze the digital vendor's profit maximization problem. The vendor captures market share by focusing costly effort on post-launch product maintenance, which influences user perception of the product and drives a revenue stream associated with product use. Our theoretical results show nec…

2014-12-30abs ↗pdf ↗

In this study we model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free repair warranties. We assume that the repair time for rectifying the claims is non-zero and the repair cost is a function of the length of the repair time. To accommodate the ageing of the p…

2018-03-02abs ↗pdf ↗

FeatureEnVi aids in feature engineering with visual analytics.

problem Insufficient support for feature engineering in visual analytics tools.
method Stepwise selection and semi-automatic extraction approaches.
result Extracts heavily engineered features evaluated by multiple metrics.

In the early phases of the product life cycle, the costs controls became a major decision tool in the competitiveness of the companies due to the world competition. After defining the problems related to this control difficulties, we will present an approach using a concept of cost entity related to the design and real…

2010-11-26abs ↗pdf ↗

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic modelling of capacity fade has thus far remained intractable; however, with the advent…

2017-03-16abs ↗pdf ↗

This paper is devoted to the important yet little explored subject of the market impact of limit orders. Our analysis is based on a proprietary database of metaorders - large orders that are split into smaller pieces before being sent to the market. We first address the case of aggressive limit orders and then, that of…

2018-02-23abs ↗pdf ↗

Paper tackles selfie cartoonization with a new GAN.

problem Cartoonization of selfies with artistic abstraction and exaggeration.
method Proposes scGAN with attentive adversarial network (AAN) for specific facial region emphasis.
result Method generates cartoon portraits with improved robustness and different styles.

Machine learning improves aircraft performance prediction by analyzing flight data.

problem Limited aircraft performance models based on industry-wide guidelines.
method Use machine learning on flight data to estimate drag and lift coefficients.
result Excellent accuracy in real-life data, supporting aerodynamics principles.

Pension benefits in rural China lead to cognitive decline among the elderly.

problem Cognitive decline in late adulthood among rural Chinese elderly.
method Examined the effects of a new pension scheme on cognitive performance.
result Pension benefits negatively impact cognitive functioning, particularly delayed recall.

Bayesian Federated Inference improves statistical model estimation from multicenter data.

problem Combining data from different medical centers is challenging due to regulatory and logistic issues.
method Bayesian Federated Inference (BFI) framework for multicenter data.
result BFI framework infers additional features of the posterior parameter distribution, capturing more information than Federated Learning.

Deep learning models can discriminate against certain groups, requiring computational methods to ensure fairness.

problem Algorithmic discrimination in deep learning models affecting protected groups.
method Interpretability and mitigation approaches at different stages of deep learning lifecycle.
result Interpretability aids in diagnosing and mitigating algorithmic discrimination in deep learning.

Tall wheatgrass outperforms rye in energy and environmental metrics, marginally improving economic viability.

problem Finding sustainable alternatives for marginal agricultural areas.
method Economic assessment using profit margin and Life Cycle Assessment (LCA) for energy and environmental performance.
result Tall wheatgrass shows better environmental and energy performance with reduced inputs and lower energy consumption.

In life-cycle economics the Samuelson paradigm (Samuelson, 1969) states that the optimal investment is in constant proportions out of lifetime wealth composed of current savings and the present value of future income. It is well known that in the presence of credit constraints this paradigm no longer applies. Instead, …

2018-01-03abs ↗pdf ↗

Stochastic networks are a plausible representation of the relational information among entities in dynamic systems such as living cells or social communities. While there is a rich literature in estimating a static or temporally invariant network from observation data, little has been done toward estimating time-varyin…

2008-12-30abs ↗pdf ↗

Software development effort estimation is considered a fundamental task for software development life cycle as well as for managing project cost, time and quality. Therefore, accurate estimation is a substantial factor in projects success and reducing the risks. In recent years, software effort estimation has received …

2019-01-08abs ↗pdf ↗