arXiv research

This paper identifies a negative profit effect in limit order fills.

Leveraged ETFs can outperform their targets in certain market conditions, contrary to the volatility drag hypothesis.

DRAG decreases regularization to accelerate semi-discrete OT convergence.

Simulation of high-speed train aerodynamics using RANS and machine learning.

Physics-based simulations are often used to model and understand complex physical systems and processes in domains like fluid dynamics. Such simulations, although used frequently, have many limitations which could arise either due to the inability to accurately model a physical process owing to incomplete knowledge abo…

We explore the problem of learning to decompose spatial tasks into segments, as exemplified by the problem of a painting robot covering a large object. Inspired by the ability of classical decision tree algorithms to construct structured partitions of their input spaces, we formulate the problem of decomposing objects …

Machine learning (ML) and artificial intelligence (AI) algorithms are now being used to automate the discovery of physics principles and governing equations from measurement data alone. However, positing a universal physical law from data is challenging without simultaneously proposing an accompanying discrepancy model…

In a three-dimensional Riemannian manifold M that admits a unit Killing vector field $ξ$, we regard $ξ$ as a magnetic vector field. A magnetic Hopf surface is a surface obtained by Lie dragging the magnetic curve with $ξ$. Then we characterize Sasakian structure on M from magnetic Hopf surfaces. That is, we show that i…

Machine learning improves aircraft performance prediction by analyzing flight data.

The study compares profitability of conventional and Islamic banks in Bangladesh.

Vortex induced vibrations of bluff bodies occur when the vortex shedding frequency is close to the natural frequency of the structure. Of interest is the prediction of the lift and drag forces on the structure given some limited and scattered information on the velocity field. This is an inverse problem that is not str…

The profitability of CPMMs is significantly impacted by mint and burn fees.

Fossil power firms have recently profited more than renewables, but this may be a temporary phenomenon.

This paper introduces strategies to maximize arbitrage profits in decentralized exchanges.

Marxism's rate of profit thesis rejected as illogical.

Equations track profits and losses in trading algorithms.

We present a new approach for matching regular surfaces in a Riemannian setting. We use a Sobolev type metric on deformation vector fields which form the tangent bundle to the space of surfaces. In this article we compare our approach with the diffeomorphic matching framework. In the latter approach a deformation is pr…

New friction model for geometric locomotion systems.

We analyze annual revenues and earnings data for the 500 largest-revenue U.S. companies during the period 1954-2007. We find that mean year profits are proportional to mean year revenues, exception made for few anomalous years, from which we postulate a linear relation between company expected mean profit and revenue. …

Optimizes UUV hull design with a two-orders-of-magnitude speedup.

This paper proposes a two-stage scoring approach to help lenders decide their fund allocations in the peer-to-peer (P2P) lending market. The existing scoring approaches focus on only either probability of default (PD) prediction, known as credit scoring, or profitability prediction, known as profit scoring, to identify…

Study analyzes factors affecting profits in crypto liquidity provision.

We construct the first combinatorial 1-cocycle with values in the $\mathbb{Z} [x,x^{-1}]$-module of isotopy classes of singular long knots in 3-space with a signed planar double point, and which represents a non trivial cohomology class in the topological moduli space of long knots. It can be interpreted as an invaria…

A new framework integrates credit scoring into profit scoring for better P2P lending investments.

Study shows adding similar investors can either increase or decrease profits, depending on their strategy.

Study shows environmental spending positively impacts company profitability.

Risk-only investment strategies have been growing in popularity as traditional in- vestment strategies have fallen short of return targets over the last decade. However, risk-based investors should be aware of four things. First, theoretical considerations and empirical studies show that apparently dictinct risk-based …

Study examines downsizing impact on Indian construction firms' profitability.

Expands robust profit opportunities to include distributional uncertainty.

A common assumption of political economy is that profit rates across firms or sectors tend to uniformity, and often models are formulated in which this tendency is assumed to have been realised. But in reality this tendency is never realised and the distribution of firm profits is not degenerate but skewed to the right…

Study increasing profits in a flexible financial market model.

We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two variables, p and q. Stocks are sold and bought if the log return is bigger than p and less than -q, respectively. Repet…

The paper defines fair profit sharing ratios in Islamic PL contracts.

This paper finds a new method for decomposing insurer profits and losses.

Study shows how financial report sentiment impacts bank profitability.

Optimizes liquidity provision intervals for profitable AMM participation.

Proposes a framework to reconcile policy learning and profit maximization in CATE estimation.

ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.

Study examines the impact of employment benefit costs on firm profitability.

It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a sufficient measure of market efficiency. We instead propose to measure inefficiencies of markets in terms of the maximal profit an ideal trader can…

The paper limits the profitability of technical trading rules and finds they are not better than random trading.

Study optimal portfolio selection using average and current profitability of risky assets.

We show how bad and good volatility propagate through forex markets, i.e., we provide evidence for asymmetric volatility connectedness on forex markets. Using high-frequency, intra-day data of the most actively traded currencies over 2007 - 2015 we document the dominating asymmetries in spillovers that are due to bad r…

Current study aims to provide new empirical evidence on the impact of debt on corporate profitability. This impact can be explained by three essential theories: signaling theory, tax theory and the agency cost theory. Using panel data sample of 2240 French non listed companies of service sector during 1999-2006. By uti…

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian…

Study improves trading decisions by predicting profit and loss outcomes.

Study upper hedging prices for contingent claims in models with various types of arbitrage.

Optimizes insurance profits under regulatory constraints.