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.
Study shows environmental spending positively impacts company profitability.
We pose an optimal control problem arising in a perhaps new model for retirement investing. Given a control function and our current net worth as for any , we invest an amount in the market. We need a fortune of "superdollars" to retire and want to retire as early as possible. We model our c…
ML system reduces overdraft fees for Mint users.
Sustaining efficiency and stability by properly controlling the equity to asset ratio is one of the most important and difficult challenges in bank management. Due to unexpected and abrupt decline of asset values, a bank must closely monitor its net worth as well as market conditions, and one of its important concerns …
RODE-Net learns ODEs from data with random parameters using neural networks and GANs.
In our model, private actors with interbank cash flows similar to, but nore general than (Carmona, Fouque, Sun, 2013) borrow from the outside economy at a certain interest rate, controlled by the central bank, and invest in risky assets. Each private actor aims to maximize its expected terminal logarithmic utility. The…
Venice used 'helicopter money' to subsidize during famine and plague, but it caused instability.
Sentiment analysis from LLMs improves financial trading performance.
Study examines how business units can benefit from group cohesion under regulatory constraints.
Framework evaluates the impact of prior knowledge in deep learning models.
A problem faced by many instructors is that of designing exams that accurately assess the abilities of the students. Typically these exams are prepared several days in advance, and generic question scores are used based on rough approximation of the question difficulty and length. For example, for a recent class taught…
Paper proposes a decentralized payment clearing system using blockchain and optimal bidding strategies.
We consider the problem of identifying the most profitable product design from a finite set of candidates under unknown consumer preference. A standard approach to this problem follows a two-step strategy: First, estimate the preference of the consumer population, represented as a point in part-worth space, using an ad…
Study examines impact of capital structure on Indian auto companies' profitability.
Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market by using low-frequency data and features, training a suitable model with high-fr…
Study examines downsizing impact on Indian construction firms' profitability.
In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." In this manuscript we introduce the SciML software ecosystem as a tool for mixing the information of physical laws and scientific models with data-driven machine learning approache…
The paper explores discrete isothermic nets using checkerboard patterns in quadrilateral nets.
We investigate the common underlying discrete structures for various smooth and discrete nets. The main idea is to impose the characteristic properties of the nets not only on elementary quadrilaterals but also on larger parameter rectangles. For discrete planar quadrilateral nets, circular nets, -nets and conical…
In this paper, we introduce transformations of deep rectifier networks, enabling the conversion of deep rectifier networks into shallow rectifier networks. We subsequently prove that any rectifier net of any depth can be represented by a maximum of a number of functions that can be realized by a shallow network with a …
New foundation for Shapley value immune to coalitional manipulations.
Discretizes special surfaces using Koenigs nets.
We discuss discretization of Koenigs nets (conjugate nets with equal Laplace invariants) and of isothermic surfaces. Our discretization is based on the notion of dual quadrilaterals: two planar quadrilaterals are called dual, if their corresponding sides are parallel, and their non-corresponding diagonals are parallel.…
Classifies nets with area-preserving transformations into two types.
Defines CAMC discrete nets and their properties.
We study local and global approximations of smooth nets of curvature lines and smooth conjugate nets by respective discrete nets (circular nets and planar quadrilateral nets) with infinitesimal quads. It is shown that choosing the points of discrete nets on the smooth surface one can obtain second-order approximation g…
Circular nets with spherical parameter lines have geometric properties related to Darboux cyclides and terminating Laplace sequences.
Smart Close-out Netting aims to automate close-out netting processes.
This paper considers the power of deep neural networks (deep nets for short) in realizing data features. Based on refined covering number estimates, we find that, to realize some complex data features, deep nets can improve the performances of shallow neural networks (shallow nets for short) without requiring additiona…
Supercyclides are surfaces with a characteristic conjugate parametrization consisting of two families of conics. Patches of supercyclides can be adapted to a Q-net (a discrete quadrilateral net with planar faces) such that neighboring surface patches share tangent planes along common boundary curves. We call the result…
Integrable nets described with curvature relations to pseudospherical surfaces.
We prove local Lipschitz property of the map which puts in correspondence to each --net different from --net its Chebyshev center. If dimension of Eucledean or Lobachevskii space is greater than 1 and net consists of more than 2 points we show that this map is not Lipschits in a neighbourhood of the space of …
Unified framework for U-Net design and analysis.
Two-dimensional affine A-nets in 3-space are quadrilateral meshes that discretize surfaces parametrized along asymptotic lines. The characterizing property of A-nets is planarity of vertex stars, so for generic A-nets the elementary quadrilaterals are skew. We classify the simply connected affine A-nets that can be ext…
The paper examines special Q-nets that terminate after a finite number of Laplace steps.
Stable nets on convex hypersurfaces maintain their shape under small perturbations.
Generic metrics make geodesic nets dense.
Obtaining accurate and reliable images from low-dose computed tomography (CT) is challenging. Regression convolutional neural network (CNN) models that are learned from training data are increasingly gaining attention in low-dose CT reconstruction. This paper modifies the architecture of an iterative regression CNN, BC…
We consider -dimensional discrete motions such that any two neighbouring positions correspond in a pure rotation ("rotating motions"). In the Study quadric model of Euclidean displacements these motions correspond to quadrilateral nets with edges contained in the Study quadric ("rotation nets"). The main focus of ou…
A geodesic net with 4 boundary vertices and 25 balanced vertices is constructed.
Researchers prove NP-hardness of learning parameter-bounded Bayes nets.
Optimizing quantum graphs yields geodesic nets on surfaces.
Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic Review, Elliott, Golub and Jackson proposed a simple model for capturing the dyn…
In this paper, we use replica analysis to determine the investment strategy that can maximize the net present value for portfolios containing multiple development projects. Replica analysis was developed in statistical mechanical informatics and econophysics to evaluate disordered systems, and here we use it to formula…
In this paper we establish a relationship between geodesic nets and critical points of the distance function. We bound the number of balanced points for certain minimizing geodesic nets on manifolds homeomorphic to the -sphere. We also bound the length of certain minimizing geodesic nets.
The study finds lottery tickets with positive expected returns are not worth buying.
Geodesic nets on flat spheres are studied using Gauss-Bonnet theorem.
Models applied on real time response task, like click-through rate (CTR) prediction model, require high accuracy and rigorous response time. Therefore, top-performing deep models of high depth and complexity are not well suited for these applications with the limitations on the inference time. In order to further impro…