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 discusses methods to measure privacy in synthetic tabular data.
New method integrates computer models from different disciplines with better predictive performance.
This essay suggests that a proper assessment of the presently unfolding financial crisis, and its cure, requires going back at least to the late 1990s, accounting for the cumulative effect of the ITC, real-estate and financial derivative bubbles. We focus on the deep loss of trust, not only in Wall Street, but more imp…
Bayesian optimization reduces computational effort in aircraft design optimization.
In the same way as the Hilbert Program was a response to the foundational crisis of mathematics, this article tries to formulate a research program for the socio-economic sciences. The aim of this contribution is to stimulate research in order to close serious knowledge gaps in mainstream economics that the recent fina…
Artificial neural networks (ANNs) have achieved significant success in tackling classical and modern machine learning problems. As learning problems grow in scale and complexity, and expand into multi-disciplinary territory, a more modular approach for scaling ANNs will be needed. Modular neural networks (MNNs) are neu…
High-frequency trading models fail due to overfitting and survivor bias.
Boost-R uses gradient boosted trees for analyzing recurrence data.