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 uses machine learning to model travel mode switching under a new transit system.
Here we shall consider a very popular practical applied problem of managing mode switching (in this work we are considering managing billing plans). Out of the two parties (service provider and service consumer), participating in the processes modelled here, we shall consider only a consumer type of a problem. Herein w…
We find stationary distributions in a financial model with trends and mean-reversion.
The study identifies impactful news articles based on liquidity changes, improving asset return prediction.
Unified framework for sampling from complex distributions, including discrete and mixed-variable systems.
This paper tackles adaptive control of unknown Markov jump systems with sample complexity and regret bounds.