Research
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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.

169,181 papers · 148 categories

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0.3%0.5%0.8%0.1% · Nov 202219922001200920182026
5 results for “overdue”
Method of indirect estimation of default probability dynamics for industry-target segments according to the data of Bank of Russiaq-fin.RM

New method estimates corporate default probabilities using indirect data.

problem Lack of direct default rate data for corporate companies.
method Modeling default probability dynamics using Bank of Russia overdue debt data.
result Validated method produces trustworthy default probability series.
default probabilitycorporate financeBank of RussiaHodrick-Prescott filtermacro-economic modelling
2022-05-12abs ↗pdf ↗
Risk and return prediction for pricing portfolios of non-performing consumer creditq-fin.RM

System designs for analyzing and pricing non-performing consumer credit portfolios.

problem Technical challenges in analyzing and pricing portfolios of non-performing consumer credit loans.
method Bottom-up architecture, simultaneous quantile regression, R-copula, Gaussian one-factor copula model.
result Successfully developed a methodology for analyzing credit portfolio risks of consumer loans.
consumer creditportfolio riskquantile regressioncopulanon-performing loans
2021-10-28abs ↗pdf ↗
HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Predictioncs.LG

Proposes a novel model for healthcare and SME credit risk prediction.

problem Lack of guidance from global view in sequence representation learning for time series modeling.
method Hierarchical Global View-guided (HGV) sequence representation learning framework with GGE and ββ-Attn modules.
result Competitive prediction performance compared with other known baselines.
risk predictiondeep learningsequence representationglobal viewattention mechanism
2022-11-15abs ↗pdf ↗
Why are Megaprojects, Including Nuclear Power Plants, Delivered Overbudget and Late? Reasons and Remediesphysics.soc-ph

Megaprojects like nuclear plants often overrun budgets and timelines due to planning flaws.

problem Megaprojects, including nuclear plants, frequently exceed budgets and timelines.
method Standardization and project delivery chain standardization are key strategies.
result Small Modular Reactors (SMRs) may offer a solution to megaproject risks.
megaprojectsnuclear poweroverbudgetoverdueoptimism bias
2018-02-16abs ↗pdf ↗