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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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12.5%25.0%37.5%50.0% · Dec 199319922001200920182026
48 results for living standard

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.

Paper studies optimal investing for retirees with risk constraints.

problem Retirees' longevity and living standard risks in a fluctuating market.
method Formulated as a portfolio choice problem under time-varying risk capacity constraint. Derived optimal investment strategy using differential equations. Demonstrated endogenous spending measure and active investment strategy.
result Time-varying risk capacity constraint impacts asset allocation in retirement.

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.

In this paper, we work in the framework of the Merton problem but we impose a drawdown constraint on the consumption process. This means that consumption can never fall below a fixed proportion of the running maximum of past consumption. In terms of economic motivation, this constraint represents a type of habit format…

2012-10-18abs ↗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.

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.

Using Furuta's idea of finite dimensional approximation in Seiberg-Witten theory, we refine Seiberg-Witten Floer homology to obtain an invariant of homology 3-spheres which lives in the S^1-equivariant graded suspension category. In particular, this gives a construction of Seiberg-Witten Floer homology that avoids the …

2001-04-02abs ↗pdf ↗

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.

Co-TSFA improves time series forecasting by distinguishing between short-lived and persistent anomalies.

problem Standard forecasting models fail to distinguish between short-lived and persistent anomalies, leading to overreaction or underreaction.
method Co-TSFA learns to ignore forecast-irrelevant anomalies and respond to forecast-relevant ones through input-only and input-output augmentations and a latent-output alignment loss.
result Co-TSFA improves performance under anomalous conditions while maintaining accuracy on normal data.

Bayesian optimization improves machine learning system tuning with online and offline experiments.

problem Limited simultaneous experiments in complex policy spaces.
method Augment online field experiments with an offline simulator and apply multi-task Bayesian optimization.
result Substantial gains from including biased offline data in live machine learning systems.

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.

We adopt data structure in the form of cover trees and iteratively apply approximate nearest neighbour (ANN) searches for fast compressed sensing reconstruction of signals living on discrete smooth manifolds. Levering on the recent stability results for the inexact Iterative Projected Gradient (IPG) algorithm and by us…

2017-06-23abs ↗pdf ↗

Complex models are commonly used in predictive modeling. In this paper we present R packages that can be used to explain predictions from complex black box models and attribute parts of these predictions to input features. We introduce two new approaches and corresponding packages for such attribution, namely live and …

2018-04-05abs ↗pdf ↗

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.

Neural networks have shown great potential in many applications like speech recognition, drug discovery, image classification, and object detection. Neural network models are inspired by biological neural networks, but they are optimized to perform machine learning tasks on digital computers. The proposed work explores…

2017-10-30abs ↗pdf ↗

Path queries on a knowledge graph can be used to answer compositional questions such as "What languages are spoken by people living in Lisbon?". However, knowledge graphs often have missing facts (edges) which disrupts path queries. Recent models for knowledge base completion impute missing facts by embedding knowledge…

2015-06-03abs ↗pdf ↗

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 ↗

Machine learning (ML) has become a commodity in our every-day lives. We routinely ask ML empowered smartphones to suggest lovely food places or to guide us through a strange place. ML methods have also become standard tools in many fields of science and engineering. A plethora of ML applications transform human lives a…

2018-05-14abs ↗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 ↗

A study compares local music recommendation algorithms, finding neighborhood-based methods perform best.

problem Cold-start problem for local artists with little user preference data.
method Comparison of three recommender system algorithms (IIN, ALS, BPR) on local music recommendation task.
result Neighborhood-based approach (IIN) performs best for local music recommendation.

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.

Enhances conformal prediction for better uncertainty estimates in armed conflict fatalities.

problem Lack of individual-level uncertainty estimates in existing forecasting models.
method Introduces bin-conditional conformal prediction (BCCP) to improve coverage rates across subsets of the outcome variable.
result Demonstrates improved local coverage and well-calibrated uncertainty estimates across various ranges of fatalities.