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.
This study improves valuation of post-revenue biopharmaceutical assets using Pfizer's data.
Study reveals holiday effect on China's time-honored brands, especially alcoholic beverages.
Predicts stock price changes based on clinical trial announcements.
We consider the problem of evaluating the quality of startup companies. This can be quite challenging due to the rarity of successful startup companies and the complexity of factors which impact such success. In this work we collect data on tens of thousands of startup companies, their performance, the backgrounds of t…
Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning has been widely applied in many challenging domains because of its important cap…
Study examines how social media sentiment impacts biotech stocks.
Study examines how COVID-19 vaccine companies' popularity affects their stock prices.
Study reveals similarities in knowledge flows between pharmaceutical and AI industries.
Federated learning platform for drug discovery without sharing data.
Designing a new drug is a lengthy and expensive process. As the space of potential molecules is very large (10^23-10^60), a common technique during drug discovery is to start from a molecule which already has some of the desired properties. An interdisciplinary team of scientists generates hypothesis about the required…
Healthcare companies must submit pharmaceutical drugs or medical devices to regulatory bodies before marketing new technology. Regulatory bodies frequently require transparent and interpretable computational modelling to justify a new healthcare technology, but researchers may have several competing models for a biolog…
We propose an alternative framework to existing setups for controlling false alarms when multiple A/B tests are run over time. This setup arises in many practical applications, e.g. when pharmaceutical companies test new treatment options against control pills for different diseases, or when internet companies test the…
Paper predicts bearing degradation stages for pharmaceutical industry maintenance.
Study models growth of unorganized retail in Indian pharma sector amid organized and e-retail competition.
Study finds WACC negatively impacts firm profitability in Bangladesh's food industry.
Are large scale research programs that include many projects more productive than smaller ones with fewer projects? This problem of economy of scale is particularly relevant for understanding recent mergers in particular in the pharmaceutical industry. We present a quantitative theory based on the characterization of d…
We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992--2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law w…
This paper introduces a reinforcement learning framework for A/B testing with dynamic causal effects.
Decomposes financial networks to reveal cause-effect hierarchies during crises.
RL platform enhances user journeys in healthcare apps.
Study designs statistical inference for collaborative science teams.
Study finds similar companies in Dhaka Stock Exchange using technical data.
Developed Merton's model for public companies using observed liabilities.
Company2Vec creates embeddings from company websites for fine-grained business analytics.
Develops Merton's model for private companies using DDM.
This paper develops a valuation model for private companies.
Analyzes COVID-19 data to predict mortality, forecast spread, and optimize resource allocation.
We present an analytical study of an insurance company. We model the company's performance on a statistical basis and evaluate the predicted annual income of the company in terms of insurance parameters namely the premium, total number of the insured, average loss claims etc. We restrict ourselves to a single insurance…
This paper evaluates financial competitiveness of Indian real estate companies using entropy method.
Employing profits data of Japanese companies in 2002 and 2003, we confirm that Pareto's law and the Pareto index are derived from the law of detailed balance and Gibrat's law. The last two laws are observed beyond the region where Pareto's law holds. By classifying companies into job categories, we find that companies …
In this paper, we seek a clinically-relevant latent code for representing the spectrum of macular disease. Towards this end, we construct retina-VAE, a variational autoencoder-based model that accepts a patient profile vector (pVec) as input. The pVec components include clinical exam findings and demographic informatio…
The paper analyzes how news sentiment of companies can affect market movements.
Large language models learn company embeddings from SEC filings.
In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis of Chinese stock market. This influence network shows distinct topological prope…
The model is aimed to discriminate the 'good' and the 'bad' companies in Russian corporate sector based on their financial statements data based on Russian Accounting Standards. The data sample consists of 126 Russian public companies- issuers of Ruble bonds which represent about 36% of total number of corporate bonds …
In this study we consider relations between companies in Poland taking into account common branches they belong to. It is clear that companies belonging to the same branch compete for similar customers, so the market induces correlations between them. On the other hand two branches can be related by companies acting in…
Study compares sentiment spillover networks from news and social media in tech companies.
A new method to value IPOed companies.
Audit fees change based on company and economic factors during auditor switching.
SNAPO optimizes policies for complex sequential decisions using differentiable simulation.
Model predicts default risk based on company's financial forecasts and credit conditions.
The real estate is a pillar industry of China's national economy. Due to changes in policy and market conditions, the real estate companies are facing greater pressures to survive in a competitive environment. They must improve their financial competitiveness. Based on the conceptual framework of financial competitiven…
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies in networks of co-occurrences, and measures sentiment-based risk, by calculatin…
Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's life cycle with known action costs and transition probabilities, that can be af…
Deep learning models outperform classical methods in forecasting company fundamentals.
Study shows activist board representation improves Japanese companies' performance.
We first estimate the average growth of a company's annual income and its variance by using both real company data and a numerical model which we already introduced a couple of years ago. Investment strategies expecting for income growth is evaluated based on the numerical model. Our numerical simulation suggests the p…
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial ti…