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.
Deep learning solves and estimates complex financial models.
Model shows how relaxed leverage can lead to asset price bubbles.
Enhances time-series regression trees with latent factors for robust financial analysis.
In this paper, the relevance of the Feller conditions in discrete time macro-finance term structure models is investigated. The Feller conditions are usually imposed on a continuous time multivariate square root process to ensure that the roots have nonnegative arguments. For a discrete time approximate model, the Fell…
Model explains capital allocation and wealth distribution dynamics in a frictional economy.
A new model for heterogeneous populations optimizes consumption and investment over short horizons.
Crypto simulations show HODL strategy loads risk onto most investors, with macro-sentiment affecting returns.