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.

168,695 papers · 148 categories

Trend · papers per month

57114170227 · Jun 202019922001200920172026
48 results for management decisions

Study finds managers' tenure and education influence their choice between in-court and out-of-court restructuring.

problem Exploring managers' characteristics and their impact on restructuring decisions.
method Empirical investigation using upper echelons theory and data from 342 managers of French firms.
result Managers with longer tenure and higher education levels prefer private restructuring over court involvement.

HL algorithms improve resource allocation in cloud environments.

problem Sequential decision-making under uncertainty with exogenous variables.
method HL algorithms leverage exogenous variable samples to infer counterfactual consequences.
result HL algorithms outperform classic methods and reinforcement learning in resource allocation.

This study investigates the use of reinforcement learning to guide a general purpose cache manager decisions. Cache managers directly impact the overall performance of computer systems. They govern decisions about which objects should be cached, the duration they should be cached for, and decides on which objects to ev…

2019-09-30abs ↗pdf ↗

Paper identifies a shared toolkit of strategies for risk management across fields.

problem Uncertainty and risk management in various fields.
method Systematic identification and categorization of 110 strategies.
result RDOT: Risk-reducing Design and Operations Toolkit provides versatile responses to uncertainty.

All people have to make risky decisions in everyday life. And we do not know how true they are. But is it possible to mathematically assess the correctness of our choice? This article discusses the model of decision making under risk on the example of project management. This is a game with two players, one of which is…

2019-01-25abs ↗pdf ↗

New concept of partial law invariance connects decision theory and financial risk management.

problem Connecting decision theory and financial risk management under uncertainty.
method Characterizing partially law-invariant coherent risk measures via a novel representation formula.
result Strong partial law invariance bridges the gap between existing risk measure representations.

AI enhances bank credit risk management through deep learning and data analysis.

problem Inaccurate credit decisions and potential risks in bank credit risk management.
method Innovative application of AI technology, including deep learning and big data analysis.
result AI provides more accurate and comprehensive credit decision support, reducing risks and losses.

A new approach integrates inventory prediction and routing optimization for better supply chain management.

problem Optimizing efficient route selection in supply chain management with uncertain inventory demand.
method Decision-focused learning approach using neural networks to directly integrate inventory prediction and routing optimization.
result Direct integration of inventory prediction and routing optimization leads to better supply chain decisions.

Optimizes wireless network resource management with state-augmented policies.

problem Optimizing network-wide utility with user performance constraints.
method State-augmented parameterization of RRM policy, using dual variables.
result Superior trade-off between mean, minimum, and 5th percentile rates.

DRL optimizes asset managers' hedging timing based on market conditions.

problem Optimal timing for hedging strategies given market conditions.
method Deep Reinforcement Learning framework with contextual information, lagged observations, and robust testing.
result Our approach achieves superior returns and lower risk compared to standard methods.

Study on inventory management under uncertainty using smooth ambiguity preference.

problem Managing inventory under Knightian uncertainty with smooth ambiguity preference.
method Demonstrates continuous-time smooth ambiguity as the infinitesimal limit of Kalman-Bucy filtering with recursive robust utility. Solves forward-backward stochastic differential equations with quadratic growth to determine cost function. Derives value function and optimal control policy using variational inequalities and viscosity solutions. Transforms problem into two-dimensional singular control.
result Ambiguity drives decision-makers to act earlier, reducing the continuation region.

Review of uncertainty representation methods in risk management.

problem Inadequate consideration of uncertainty in risk management.
method Systematic literature review of 370 publications.
result Probabilistic methods are predominant, but fuzzy and evidence-based approaches are also useful.

Paper uses DFL to optimize portfolio risk and outperforms conventional methods.

problem Optimizing portfolio risk and return under uncertainty.
method Decision-focused learning (DFL) to derive global minimum variance portfolio (GMVP).
result DFL-based methods consistently deliver superior decision performance in portfolio optimization.

In this chapter the complex systems are discussed in the context of economic and business policy and decision making. It will be showed and motivated that social systems are typically chaotic, non-linear and/or non-equilibrium and therefore complex systems. It is discussed that the rapid change in global consumer behav…

2012-08-06abs ↗pdf ↗

New method estimates policy performance under unobserved confounding.

problem Estimating policy performance when decisions depend on unobserved variables.
method Developed worst-case bounds for robust OPE under unobserved confounding.
result Efficient procedure for computing worst-case bounds, proving statistical consistency.

Paper proposes a new DRL algorithm optimizing Spectral Risk Measures for better risk management.

problem Inconsistencies and conservatism in existing risk measures in DRL.
method Optimizes a broader class of static Spectral Risk Measures (SRM) in DRL.
result Demonstrates improved performance over existing risk-neutral and risk-sensitive DRL models.

CASCADE improves uncertainty communication in Parkinson's disease medication management.

problem Uncertainty in clinical decision-making for Parkinson's disease patients.
method CASCADE uses a novel conformal prediction framework to adaptively scale prediction intervals based on classification uncertainty.
result CASCADE produces more efficient and robust prediction intervals for Parkinson's disease patients.

WaveCorr uses deep reinforcement learning to manage portfolios more effectively.

problem Dynamic portfolio rebalancing with multiple factors.
method Introduces WaveCorr, a DRL network with permutation invariant correlation processing.
result WaveCorr outperforms existing methods with up to 25% improvement in Sharpe ratio.

The way developers collaborate inside and particularly across teams often escapes management's attention, despite a formal organization with designated teams being defined. Observability of the actual, organically formed engineering structure provides decision makers invaluable additional tools to manage their talent p…

2019-05-07abs ↗pdf ↗

The paper extends conformal prediction to MDP trajectories for autonomous systems.

problem Ensuring reliability of autonomous systems by providing probabilistic guarantees.
method Applying conformal corrections to quantile regression prediction intervals.
result Conformal prediction intervals ensure the observed trajectory lies inside with high probability.

DeepAries optimizes rebalancing intervals and asset allocations for better portfolio performance.

problem Fixed rebalancing intervals lead to unnecessary transactions and poor risk-adjusted returns.
method Adaptive deep reinforcement learning with Transformer state encoder and PPO.
result DeepAries outperforms traditional strategies in risk-adjusted returns, transaction costs, and drawdowns.

Concurrent engineering taking into account product life-cycle factors seems to be one of the industrial challenges of the next years. Cost estimation and management are two main strategic tasks that imply the possibility of managing costs at the earliest stages of product development. This is why it is indispensable to…

2010-11-26abs ↗pdf ↗

GAICF proposes a framework for managing generative AI risks in banking.

problem Generative AI's impact on financial decision-making and governance.
method SR 26-2-compatible governance framework for generative AI.
result GAICF aligns generative AI practices with SR 26-2 supervisory expectations.

The paper analyzes frameworks for integrating sustainability into investment decisions.

problem Understanding how ESG factors influence investment choices.
method Examined and analyzed various theoretical frameworks including Behavioral Finance, Modern Portfolio, and Risk Management.
result Investors increasingly integrate ESG factors to optimize financial outcomes and societal goals.

The study shows interest rates impact investment and funding negatively but positively on dividend decisions.

problem The effect of interest rates on financial decisions like investment, funding, and dividend.
method Correlation coefficient analysis and descriptive methods.
result Interest rates have a negatively insignificant effect on investment and funding decisions, but positively moderate effect on dividend decisions.

A deep RL framework optimizes resource allocation in wireless networks.

problem Optimizing resource allocation and interference in wireless networks.
method Multi-agent deep reinforcement learning for distributed decision-making.
result Our approach outperforms decentralized and centralized baselines in terms of user rates.

The basic financial purpose of an enterprise is maximization of its value. Trade credit management should also contribute to realization of this fundamental aim. Many of the current asset management models that are found in financial management literature assume book profit maximization as the basic financial purpose. …

2013-01-16abs ↗pdf ↗

Study finds more flood risk strategies can improve outcomes in NYC.

problem Managing future flood risks with complex models.
method Used an intermediate complexity model to analyze flood risk strategies.
result More combinations of risk mitigation strategies expand the solution set and improve outcomes.

Study on optimal fees in hedge funds with first-loss compensation.

problem Determining the best fee structure for hedge funds with first-loss compensation.
method Solved the manager's non-concave utility maximization problem, calculated Pareto optimal first-loss schemes, and maximized a decision criterion on this set.
result Traditional fees are not Pareto optimal, and the preferred first-loss coverage guarantee varies with investor and market factors.