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.
A new framework for robust risk measurement and portfolio optimization.
Enhances ROM simulation for multivariate systems with exact Kollo skewness.
Study improves covariance estimation for SGD under Markovian data, matching best rates.
We analyze linear factor models for asset pricing panels.
This work extends Ledoit-Wolf shrinkage to unknown mean covariance estimation.
Study uses SAR data to map defoliation and regrowth in tundra-forest areas.
In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inf…
Generative model for hypergraphs captures complex interactions without pairwise reductions.
CW-Gen models improve probabilistic time series forecasting by incorporating prior information.
The study analyzes the evolution of Gaussian measures under a specific gradient flow.
Paper develops an online covariance estimator for nonsmooth stochastic approximation problems.
Measures collectivity in financial covariances and correlations to reveal trends and precursors.
Polynomial-time private algorithm for robust estimation of mean and covariance in the presence of outliers.