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.
Review of childhood data for predicting overweight and obesity in later life.
Expands statistical background for knee osteoarthritis treatment models.
We present a set of models relevant for predicting various aspects of intra-day trading volume for equities and showcase them as an ensemble that projects volume in unison. We introduce econometric methods for predicting total and remaining daily volume, intra-day volume profile (u-curve), close auction volume and spec…
The logcosh loss function helps neural networks learn set-valued functions better.
It is essential to incorporate the impact of investor behavior when modeling the dynamics of asset returns. In this paper, we reconcile behavioral finance and rational finance by incorporating investor behavior within the framework of dynamic asset pricing theory. To include the views of investors, we employ the method…
A method merges two pretrained diffusion experts to improve image quality and likelihood.
New framework explains market volatility and metaorder impact.