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.
Revisits Lee's Moment Formula, relaxing moment assumptions for implied volatility.
SRFE clarifies KL divergences without unifying learning frameworks.
The MEM method uses data-driven priors for linear inverse problems, proving convergence and estimating differences.
Bitcoin volatility shows multifractal structure, contradicting rough volatility models.
Researchers develop a generalised geometric Brownian motion for better asset pricing.
New sEMG dataset for ADL activities recognized with high accuracy.