Reasoning models outperform LLMs on CFA exams.
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.
Trend · papers per month
The Chain-of-Decision approach improves forecasting of financial professionals' trading decisions.
Professional baseball players are increasingly guaranteed expensive long-term contracts, with over 70 deals signed in excess of \$90 million, mostly in the last decade. These are substantial sums compared to a typical franchise valuation of \$1-2 billion. Hence, the players to whom a team chooses to give such a contrac…
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and varied, but inevitably amongst the reasons given is that the systems designed often do not perform as expected by their designers. The reasons…
The professional services sector is at a turning point, with some industries showing growth opportunities.
Mapping and translating professional but arcane clinical jargons to consumer language is essential to improve the patient-clinician communication. Researchers have used the existing biomedical ontologies and consumer health vocabulary dictionary to translate between the languages. However, such approaches are limited b…
The goal of this article is to inspire data scientists to participate in the debate on the impact that their professional work has on society, and to become active in public debates on the digital world as data science professionals. How do ethical principles (e.g., fairness, justice, beneficence, and non-maleficence) …
Injuries have a great impact on professional soccer, due to their large influence on team performance and the considerable costs of rehabilitation for players. Existing studies in the literature provide just a preliminary understanding of which factors mostly affect injury risk, while an evaluation of the potential of …
Survey examines LLMs in financial trading.
RL algorithms with medical integration improve personalized treatment recommendations.
Multimodal analysis assesses job interview performance and provides feedback.
We analyze and quantify, in a financial market with parameter uncertainty and for a Constant Relative Risk Aversion investor, the utility effects of two different boundedly rational (i.e., sub-optimal) investment strategies (namely, myopic and unconditional strategies) and compare them between each other and with the u…
The semantic map calibrates uncertainty from language model probabilities.
Enhanced word embedding creates new consumer-friendly health terms.
Multiplayer Online Battle Arena (MOBA) games are among the most played digital games in the world. In these games, teams of players fight against each other in arena environments, and the gameplay is focused on tactical combat. Mastering MOBAs requires extensive practice, as is exemplified in the popular MOBA Defence o…
Wearable devices have the potential to enhance sports performance, yet they are not fulfilling this promise. Our previous studies with 6 professional tennis coaches and 20 players indicate that this could be due the lack of psychological or mental state feedback, which the coaches claim to provide. Towards this end, we…
Building machine translation (MT) test sets is a relatively expensive task. As MT becomes increasingly desired for more and more language pairs and more and more domains, it becomes necessary to build test sets for each case. In this paper, we investigate using Amazon's Mechanical Turk (MTurk) to make MT test sets chea…
Over the last few decades, the player recruitment process in professional football has evolved into a multi-billion industry and has thus become of vital importance. To gain insights into the general level of their candidate reinforcements, many professional football clubs have access to extensive video footage and adv…
This note examines financial distributions to competing teams at the end of the most famous multiple stage professional (male) bicyclist race, TOUR DE FRANCE. A rank-size law (RSL) is calculated for the team financial gains. The RSL is found to be hyperbolic with a surprisingly simple decay exponent (about equal to -1)…
Study improves stock return prediction by switching between economic states, outperforming traditional methods.
This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).
The gauge theory of arbitrage was introduced by Ilinski in [arXiv:hep-th/9710148] and applied to fast money flows in [arXiv:cond-mat/9902044]. The theory of fast money flow dynamics attempts to model the evolution of currency exchange rates and stock prices on short, e.g.\ intra-day, time scales. It has been used to ex…
We develop a machine learning approach to represent and analyze the underlying spatial structure that governs shot selection among professional basketball players in the NBA. Typically, NBA players are discussed and compared in an heuristic, imprecise manner that relies on unmeasured intuitions about player behavior. T…
The paper examines bias in ML models using the Adult dataset.
Peer review is the foundation of scientific publication, and the task of reviewing has long been seen as a cornerstone of professional service. However, the massive growth in the field of machine learning has put this community benefit under stress, threatening both the sustainability of an effective review process and…
DefogGAN predicts hidden RTS game information to aid strategic decision-making.
Professional sports are developing towards increasingly scientific training methods with increasing amounts of data being collected from laboratory tests, training sessions and competitions. In cycling, it is standard to equip bicycles with small computers recording data from sensors such as power-meters, in addition t…
Digital tools may hinder or facilitate multidisciplinary collaboration in occupational health.
The goal of this thesis is to investigate the potential of predictive modelling for football injuries. This work was conducted in close collaboration with Tottenham Hotspurs FC (THFC), the PGA European tour and the participation of Wolverhampton Wanderers (WW). Three investigations were conducted: 1. Predicting the rec…
Study on women entrepreneurs' access to finance in France.
Professional software developers spend a significant amount of time fixing builds, but this has received little attention as a problem in automatic program repair. We present a new deep learning architecture, called Graph2Diff, for automatically localizing and fixing build errors. We represent source code, build config…
Study examines cryptocurrency impacts on financial indices using advanced risk models.
Virtual reality (VR) offers immersive visualization and intuitive interaction. We leverage VR to enable any biomedical professional to deploy a deep learning (DL) model for image classification. While DL models can be powerful tools for data analysis, they are also challenging to understand and develop. To make deep le…
Study analyzes fintech terms in news and blogs, revealing specialized attributes of fintech companies.
Mathematical approach assesses human resource competences accurately.
Human decision making by professionals trading daily in the stock market can be a daunting task. It includes decisions on whether to keep on investing or to exit a market subject to huge price swings, and how to price in news or rumors attributed to a specific stock. The question then arises how professional traders, w…
The study evaluates forecast risk-adjusted performance using various metrics.
According to the WHO, Cerebrovascular Stroke, or CS, is the second largest cause of death worldwide. Current diagnosis of CS relies on labor and cost intensive neuroimaging techniques, unsuitable for areas with inadequate access to quality medical facilities. Thus, there is a great need for an efficient diagnosis alter…
Much has been said lately about entrepreneurship, so it seems important to leave here some personal analysis on this topic. The issues outlined here result from a work in about a year in which because a personal and professional obligations it was doing some research on these issues. This is an interesting topic that h…
Big data, data science, deep learning, artificial intelligence are the key words of intense hype related with a job market in full evolution, that impose to adapt the contents of our university professional trainings. Which artificial intelligence is mostly concerned by the job offers? Which methodologies and technolog…
We introduce a new dataset of 293,008 high definition (1360 x 1360 pixels) fashion images paired with item descriptions provided by professional stylists. Each item is photographed from a variety of angles. We provide baseline results on 1) high-resolution image generation, and 2) image generation conditioned on the gi…
In this paper we propose a method for a quantitative estimation of the decision maker's knowledge in the context of the Analytic Hierarchy Process (AHP) in cases, where the judgment matrix is inconsistent. We show that the matrix of deviation from the transitivity condition corresponds to the rate matrix for transactio…
An ongoing challenge in the analysis of document collections is how to summarize content in terms of a set of inferred themes that can be interpreted substantively in terms of topics. The current practice of parametrizing the themes in terms of most frequent words limits interpretability by ignoring the differential us…
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the cooling-off effect by following the dynamical evolution of some financial variables over a period of time before the stock price hits its limit. S…
Traders and investors involved in an option contract having the underlying stock in range bound are likely to lose their initial investment. Timing in buying an option contract is of capital importance. In a recent article [1] the hypothesis of range bound market is used in conjunction to Black-Scholes equation to find…
Paper uses ML to classify liver diseases from clinical data.
This book is expository and is in Russian. It is shown how in the course of solution of interesting geometric problems (close to applications) naturally appear main notions of algebraic topology (homology groups, obstructions and invariants, characteristic classes). Thus main ideas of algebraic topology are presented w…
Recommendation systems have been integrated into the majority of large online systems. They tailor those systems to individual users by filtering and ranking information according to user profiles. This adaptation process influences the way users interact with the system and, as a consequence, increases the difficulty …