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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.

168,786 papers · 148 categories

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0.3%0.5%0.8%0.1% · Jan 202619922001200920172026
2 results for “macro-dynamics”
Temporal Network Embedding with Micro- and Macro-dynamicscs.LG

A novel method captures both micro- and macro-dynamics in temporal networks.

problem Capturing both micro- and macro-dynamics in temporal networks.
method Temporal Attention Point Process for micro-dynamics and a dynamics equation for macro-dynamics.
result Significantly outperforms state-of-the-arts in temporal tendency-related tasks.
temporal networksnetwork embeddingmicro-dynamicsmacro-dynamicstemporal attention point process
2019-09-10abs ↗pdf ↗
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysisq-fin.CP

Paper compares econometric models with machine learning for energy forecasting.

problem Tackles the trade-off between predictive accuracy and interpretability in energy markets.
method Integrates TVP-SVAR with copulas for forecasting energy--macro dynamics.
result Copula-enhanced econometric models provide interpretable insights while matching machine learning accuracy.
energy marketsforecastingcopulasTVP-SVARmachine learning
2026-01-27abs ↗pdf ↗