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arXiv research

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.

168,657 papers · 148 categories

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0111 · Sep 202319922001200920172026
5 results for oats

Study uses deep learning to predict mycotoxin levels in Irish oats.

problem Predicting mycotoxin contamination in Irish oats to improve crop quality and safety.
method Investigated neural networks and transfer learning models for multi-response prediction.
result Transfer learning model TabPFN provided the best performance.

Study shows OAT decomposition generates unexplained profit and loss, while SU decompositions depend on risk factor order.

problem Understanding profit and loss attribution in financial markets.
method Used financial market data from 2003 to 2022 to compare OAT, SU, and ASU decompositions.
result SU decompositions are sensitive to risk factor order and cannot identify all relevant risk factors.

Efficient RL in PRMs with improved regret bound.

problem Reinforcement learning in probabilistic reward machines with non-Markovian rewards.
method Design of an algorithm with a new regret bound of O~(HOAT+H2O2A3/2+HT)\widetilde{O}(\sqrt{HOAT} + H^2O^2A^{3/2} + H\sqrt{T}).
result Improved regret bound over existing methods, matching lower bound up to a logarithmic factor.

Study forecasts U.S. bond index using deep learning, finding persistence is key.

problem Forecasting U.S. aggregate bond index with deep learning methods.
method Constructed a stationary but maximally persistent representation of the bond index, evaluated using MLPs and CNNs.
result Deep learning models outperform traditional methods in short-horizon forecasting of bond indices.