On-device research index

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.

168,742 papers · 148 categories

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2 results for “penalty-free”

A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimizationquant-ph

A new penalty-free method optimizes portfolios without quantum annealing penalties.

problem Optimizing portfolios with quantum annealing penalties.

method Removing the penalty term and using a classical feasibility projector.

result Significant reduction in chain-break fractions and post-processed regret.

portfolio optimization quantum annealing penalty-free D-Wave cardinality constraints

2026-05-17abs ↗pdf ↗

Pricing and hedging the prepayment option of mortgages under stochastic housing market activityq-fin.PR

The study models mortgage prepayment risk using stochastic housing market activity.

problem Modeling prepayment risk in mortgages under varying housing market conditions.

method Developed a stochastic model for prepayment option value, using swaption pricing formulas and non-standard actuarial hedging.

result Housing market covariance significantly impacts prepayment option prices.

mortgage prepayment stochastic housing market swaption pricing hedging Delta-Gamma replication

2025-07-11abs ↗pdf ↗