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.

168,742 papers · 148 categories

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count% of corpus
0111 · Dec 201919922001200920172026
3 results for “pre-calibration”
Volatility Calibration via Automatic Local Regressionq-fin.CP

New method calibrates LV surfaces for exotic derivatives with smoother, more stable Greeks.

problem Challenges in LV calibration leading to spiky surfaces and unstable Greeks.
method Automatic local regression to pre-process market observables and smooth LV surfaces.
result Significantly smoother LV surfaces and greatly improved Greek stability with negligible additional cost.
Local VolatilityExotic DerivativesVolatility CalibrationAutomatic SmoothingStable Greeks
2025-09-19abs ↗pdf ↗
ValueBlindBench: Agreement-Gated Stress Testing of LLM-Judged Investment Rationales Before Returns Are Observablecs.AI

ValueBlindBench tests LLM-generated investment rationales for validity before returns are known.

problem Delayed-ground-truth evaluation of LLM-generated investment rationales.
method Agreement-gated stress testing protocol to validate LLM-judged rationales.
result ValueBlindBench prevents overclaims and identifies flawed financial constructs.
LLM financeinvestment rationalesagreement-gated testingpre-calibrationAI evaluation
2026-04-28abs ↗pdf ↗
Deep Generalization of Structured Low-Rank Algorithms (Deep-SLR)cs.LG

Structured low-rank (SLR) algorithms, which exploit annihilation relations between the Fourier samples of a signal resulting from different properties, is a powerful image reconstruction framework in several applications. This scheme relies on low-rank matrix completion to estimate the annihilation relations from the m…

2019-12-07abs ↗pdf ↗