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.
Improves industry classification for diversified companies.
This paper models default data to capture dynamic dependence across sectors.
Temporal coarse-graining of multi-sector default count data generates effective correlation matrices and rank copulas.
Sector specific multifactor CES elasticity of substitution and the corresponding productivity growths are jointly measured by regressing the growths of factor-wise cost shares against the growths of factor prices. We use linked input-output tables for Japan and the Republic of Korea as the data source for factor price …
We introduce a complete obstruction to the existence of nonvanishing vector fields on a closed orbifold . Motivated by the inertia orbifold, the space of multi-sectors, and the generalized orbifold Euler characteristics, we construct for each finitely generated group an orbifold called the space of -sectors o…
For a finitely generated discrete group , the -sectors of an orbifold are a disjoint union of orbifolds corresponding to homomorphisms from into a groupoid presenting . Here, we show that the inertia orbifold and -multi-sectors are special cases of the -sectors, and that the -sectors are orbif…
A new ML algorithm solves complex economic control problems.
Masanao Aoki developed a new methodology for a basic problem of economics: deducing rigorously the macroeconomic dynamics as emerging from the interactions of many individual agents. This includes deduction of the fractal / intermittent fluctuations of macroeconomic quantities from the granularity of the mezo-economic …
Breaks circular dependency in synthetic option pricing with a novel model.