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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.

168,695 papers · 148 categories

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0111 · Aug 202119922001200920172026
8 results for post-pandemic

Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.

problem Inherently difficult stock price prediction due to low signal-to-noise ratio.
method Wavelet transform convolution, channel attention, and LSTM integration.
result Robust performance in post-pandemic market conditions.

Develops a bi-variate stochastic framework to model mortality and interest rates with long-range dependence.

problem Captures long-range dependence and instantaneous correlation in mortality and interest rates.
method Mixed fractional Brownian motions, analytical solutions, risk-neutral measure, sequential parameter estimation.
result Explicit pricing of zero-coupon bonds and extreme mortality bonds, practical implications for pricing and risk management.

Bitcoin's price direction is better predicted without additional drivers during high volatility.

problem Predicting Bitcoin's price direction using various determinants.
method Continuous local transfer entropy for feature selection and deep learning classification model.
result Bitcoin's price direction can be better predicted without additional drivers during high volatility.

New method interprets machine learning forecasts as historical analogies.

problem Interpreting machine learning predictions as a sum of predictor contributions.
method Expressing predictions as a linear combination of in-sample values with weights based on pairwise proximity scores.
result The approach provides sparser interpretations in settings with many regressors and little training data.

Study compares forecasting models for European financial markets and cryptocurrencies, finding hybrid ETS-ANN model best.

problem Challenges in predicting financial market fluctuations and cryptocurrency prices.
method Comparative analysis of ARIMA, hybrid ETS-ANN, and kNN models on European financial markets and cryptocurrency data.
result Hybrid ETS-ANN model performs best over extended periods, with moderate accuracy.

Study analyzes impacts of COVID-19 on French forestry sector, finds mixed results in supply chain.

problem Impact of COVID-19 on forestry sector supply chain and future opportunities.
method Integrated methodology combining Material Flow Analysis and Wood Product Model.
result Significant disruptions and shifts in wood production, highlighting resilience and vulnerabilities.