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.
Paper introduces Modular Jets for diagnosing model decompositions in pipelines.
Neural Shadow-Mapping uncovers causal links in dynamic systems.
Confidential Guardian prevents model abstention from being used to discriminate.
We investigate triangular arbitrage within the spot foreign exchange market using high-frequency executable prices. We show that triangular arbitrage opportunities do exist, but that most have short durations and small magnitudes. We find intra-day variations in the number and length of arbitrage opportunities, with la…
Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the state and action and suggest that this significantly reduces variance and improv…
Study questions the reliability of uncertainty quantification in evidential deep learning.