Research
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.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Mar 202219922001200920172026
2 results for “log-processes”
Multivariate Stochastic Volatility Models and Large Deviation Principlesmath.PR

Large deviation principles for multivariate stochastic volatility models.

problem Understanding the behavior of log-processes in multivariate stochastic volatility models.
method Establishing a comprehensive sample path large deviation principle for log-processes.
result Asymptotic formulas for first exit times and barrier option prices derived from the LDP.
large deviation principlesmultivariate stochastic volatilitylog-processesstochastic integral equationsasymptotic formulas
2022-03-17abs ↗pdf ↗
Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase dataq-fin.PR

Study evaluates early-stage cybersecurity firms' performance using Crunchbase data.

problem Assessing performance of early-stage cybersecurity startups.
method Empirical analysis of 19 cybersecurity sectors using Crunchbase data.
result Significant variations in capital raised and post-money valuations across cybersecurity sectors.
cybersecurity startupsinvestment performanceCrunchbase dataprivate equityfunding rounds
2024-02-07abs ↗pdf ↗