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.
This study examines gender bias in Dutch newspapers from 1950-1990 using word embeddings.
Data mining reveals power structures in Bangladeshi newspapers.
This article is written for the online newspaper "The Photon" published by the Department of Physics, University of Maryland. The article describes econophysics research done in the group of Victor Yakovenko. It briefly surveys the subjects "Statistical Mechanics of Money, Income, and Wealth" and "Probability Distribut…
News sentiment in U.S. economic newspapers has become more persistent over 45 years.
According to the definition of the London Interbank Offered Rate (LIBOR), contributing banks should give fair estimates of their own borrowing costs in the interbank market. Between 2007 and 2009, several banks made inappropriate submissions of LIBOR, sometimes motivated by profit-seeking from their trading positions. …
We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related articles (10M+ words) from the Financial Times, the New York Times, and the BBC, we s…
Analyzes ESG impact on stock market performance using social media and news data.
Sabrina integrates financial data and domain knowledge for better visualization.
Study finds many stocks in S&P 500 are inefficient, suggesting financial analysts outperform blindfolded monkeys.
New method improves reliability of LDA topic modeling by assessing stability across replicated runs.