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.
A new permutation method improves two-sample testing power.
A new model prices Bermudan swaptions without calibration.
The study models mortgage prepayment risk, accounting for behavioral uncertainty, and provides replication strategies.
We introduce trading fees into AMM models and analyze their impact on swap rates and profits.