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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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5111621 · May 202619922001200920182026
48 results for live

Study creates a global living index to assess quality of life.

problem Long-term impacts of global economic changes on living conditions.
method Machine learning framework combining socio-economic factors.
result Developed a practical tool for policymakers to identify areas needing improvement.

Backtests of structured strategies lose much of their predictive power in live trading.

problem Uncertainty in how marketed backtests predict live performance of structured strategies.
method Analysis of 1,726 structured strategies from ten global institutions.
result Raw backtests have limited portability into live trading and deteriorate sharply.

AI-Trader benchmarks LLMs in live financial markets, revealing poor trading performance.

problem Challenges in real-time financial decision-making by autonomous agents.
method Fully automated, live evaluation benchmark with minimal human intervention.
result General intelligence does not translate to effective trading, highlighting limitations.

BiCB combines traffic prediction and bidding optimization for live advertising.

problem Real-time bidding in live advertising with unknown future traffic.
method Binary Constrained Bidding (BiCB) that merges mathematical analysis and statistical traffic estimation.
result BiCB achieves good approximation to optimal bidding results with low complexity.

Model optimal growth strategy in a market with short-lived assets.

problem Investment market with short-lived assets and endogenous prices.
method Formulate stochastic equation for wealth processes and prove existence of optimal strategy.
result Existence of a submartingale strategy ensuring investor's wealth growth asymptotically.

Technical report predicts eating and food purchasing behaviors of free-living individuals.

problem Predicting eating and food purchasing behaviors of free-living individuals.
method Applied multiple machine learning algorithms (Logistic Regression, RBF-SVM, Random Forest, Gradient Boosting) to minute-level features from sensors and environmental context.
result Gradient Boosting model had the highest mean accuracy score (0.7289) for predicting eating events before 0 to 4 minutes.

Smart meters detect dementia patients' daily activities to prevent crises.

problem Monitoring dementia patients' daily activities without intruding.
method Machine learning and signal processing for smart meter load disaggregation.
result SVM and Decision Forest models accurately detect ADLs and routine changes.

Study finds consumers are more price-sensitive before livestreams than after.

problem Understanding consumer demand during livestreaming lifecycle.
method Examined consumer demand for live events and recorded versions using data from a livestreaming platform.
result Demand is more price-sensitive before livestreams than after.

Proposes GDTW for aligning time series on different, incomparable spaces.

problem Dynamic time warping requires comparable spaces, but time series can live on different, incomparable spaces.
method Gromov dynamic time warping (GDTW) considers intra-relational geometry to avoid comparability requirements.
result Demonstrates effectiveness of GDTW in aligning, combining, and comparing time series on incomparable spaces.

YC Bench forecasts startup success in Y Combinator batches with a short-term metric.

problem Difficult forecasting of startup success due to sparse meaningful outcomes and slow evaluation cycles.
method Developed a live benchmark using publicly available traction signals and web visibility metrics.
result Revealed 6 out of 11 top performers at YC Demo Day with a simple proxy for prior brand recognition.

This paper optimizes resource allocation for crowdsourced live streaming to improve viewer experience and reduce costs.

problem Improving viewer quality of experience (QoE) in crowdsourced live streaming.
method A prediction-driven resource allocation framework using machine learning to predict viewer numbers and proactively allocate resources.
result Maximizes viewer QoE and minimizes resource allocation costs through precise resource provisioning.

Deep learning predicts cryptocurrency price movements with 78% accuracy.

problem Predicting price formation in cryptocurrency markets with high volatility and illiquidity.
method Applied deep learning to predict mid-price changes on live tick-level cryptocurrency data.
result Achieved 78% accuracy in predicting mid-price movement of Bitcoin vs USD.

PolyBench benchmarks LLMs on real market data, revealing significant performance gaps.

problem Benchmarking LLMs for real-world event prediction from live market signals.
method Multimodal benchmark derived from Polymarket, evaluating 7 LLMs under identical market states.
result Only two models achieve positive financial returns, highlighting the gap between fluency and probabilistic reasoning.

A predictor that is deployed in a live production system may perturb the features it uses to make predictions. Such a feedback loop can occur, for example, when a model that predicts a certain type of behavior ends up causing the behavior it predicts, thus creating a self-fulfilling prophecy. In this paper we analyze p…

2013-10-10abs ↗pdf ↗

A new policy minimizes loss in high-volume, short-lived multi-armed bandit problems.

problem Minimizing loss in high-volume, short-lived multi-armed bandit problems.
method Proposed a Bayesian policy to minimize loss over a large class of prior distributions.
result Our policy outperforms existing methods by 4.32% in total duration and 7.48% in total number of click-throughs.

Two-cycle GEILA equilibria are OLG equilibria and vice versa, with applications to indeterminacy and bubbles.

problem Relationship between GEILA and OLG models.
method Proof of equilibrium equivalence and application to indeterminacy and bubbles.
result GEILA and OLG models are equivalent under certain conditions.

Deep learning model classifies human activities without prior knowledge.

problem Human activity recognition using smart home sensors.
method Long Short Term Memory (LSTM) Recurrent Neural Network applied to three real-world datasets.
result The proposed approach outperforms existing methods in terms of accuracy and performance.

Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.

problem Timeliness of write-downs for adverse macroeconomic and industry outcomes versus firm-specific issues.
method Comparative analysis of write-downs driven by macroeconomic and industry outcomes versus firm-specific outcomes.
result Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.

By using the Weil-Gel'fand-Zak transform of Faddeev's quantum dilogarithm, we propose a new state-integral model for the Teichmüller TQFT, where the circle valued state variables live on the edges of oriented leveled shaped triangulations.

2013-05-18abs ↗pdf ↗

This paper discusses fairness in machine learning and its legal implications.

problem Discrimination in machine learning algorithms that unfairly treat certain groups.
method Explains moral philosophy, legislation, and strategies to detect and prevent discrimination.
result Discusses the need for fairness in machine learning and legal measures to enforce it.

We introduce the modular class of a Poisson map. We look at several examples and we use the modular classes of Poisson maps to study the behavior of the modular class of a Poisson manifold under different kinds of reduction. We also discuss their symplectic groupoid version, which lives in groupoid cohomology.

2011-03-22abs ↗pdf ↗

The paper prices a new life insurance policy for couples, considering various contingent benefits.

problem Valuation of life insurance policies for dependent coupled lives.
method Employed the QPQP-rule combining real-world and risk-neutral measures for pricing.
result Explicit pricing expressions for the new insurance policy were derived and analyzed.

New method classifies manifold-valued data using Riemannian geometry.

problem Classifying data on curved Riemannian manifolds.
method Probabilistic Learning Vector Quantization on Symmetric Positive Definite Matrices.
result The method outperforms traditional Euclidean methods on manifold-valued data.

Fair quantile regression adjusts estimators to balance subpopulation quantiles.

problem Unfair quantile estimators for subpopulations defined by a protected attribute.
method Proposes a procedure to adjust quantile estimators on heldout samples with protected attribute information.
result Demonstrates n\sqrt{n}-fairness, balancing target quantiles across subpopulations.

Simplifies analysis of hyperbolic distributions in demographic and economic research.

problem Fundamental postulates of demographic and economic research contradicted by data.
method Simple method of reciprocal values for identifying and analyzing hyperbolic distributions.
result Fundamental postulates of demographic and economic research are incorrect.