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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.

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48 results for profit warnings

Study shows negative stock returns after Moroccan companies issue profit warnings.

problem Impact of profit warnings on stock returns in Moroccan market.
method Event study methodology, analyzing Casablanca Stock Exchange, 2009-2016.
result Negative average abnormal return after profit warning announcements, greater for qualitative than quantitative warnings.

New model predicts financial market abnormalities using stock index uncertainties.

problem Forecasting abnormal financial fluctuations in the market.
method Quantitative analysis of mean and volatility uncertainties, constructing early warning indicators.
result Established a new abnormal fluctuations warning model.

Study proposes a new early-warning framework for high-dimensional complex systems.

problem Predicting critical transitions in complex systems like epileptic seizures.
method Integrates manifold learning with stochastic dynamical system modeling, using Schrödinger bridge theory.
result Demonstrates higher sensitivity and robustness in epilepsy prediction.

Study improves early warning models for currency and stock market crises.

problem Predicting currency and stock market crises.
method Synthetic review and comparison of early warning models, focusing on crisis identifications and predictive models.
result SWARCH model with elastic thresholding methodology most accurately classifies crisis observations.

This study uses high-frequency data to identify early warning signals for bank crises.

problem Identifying early warning signals for impending bank crises.
method Constructing multiple recurrence networks (MRNs) based on high-frequency stock returns to monitor nonlinear dynamics.
result Key indicators of MRNs, particularly average mutual information, provide valuable insights into periods of extreme volatility.

Contingent Convertible bonds (CoCos) are debt instruments that convert into equity or are written down in times of distress. Existing pricing models assume conversion triggers based on market prices and on the assumption that markets can always observe all relevant firm information. But all Cocos issued so far have tri…

2018-04-18abs ↗pdf ↗

Study uses DNM theory to detect early warning signals of market instability.

problem Detecting early warning signals of financial market instability.
method Applying Dynamical Network Marker (DNM) theory to trading data from the Tokyo Stock Exchange.
result Early warning signals of large price movements can be detected on a daily time scale.

Space debris warnings follow a predictable pattern, allowing timely satellite maneuvers.

problem Estimating when fresh information about space debris will arrive.
method Statistical learning model of the message arrival process, specifically a Bayesian Poisson process.
result The average prediction error for the next message arrival time is smaller than baseline predictions.

Motivated by concerns surrounding the fairness effects of sharing and transferring fair machine learning tools, we propose two algorithms: Fairness Warnings and Fair-MAML. The first is a model-agnostic algorithm that provides interpretable boundary conditions for when a fairly trained model may not behave fairly on sim…

2019-08-24abs ↗pdf ↗

The abstract warns against flawed empirical research in machine learning.

problem Flawed empirical research in machine learning leading to unreliable results.
method Call for more awareness of experimental knowledge plurality and epistemic limitations.
result Current empirical machine learning research should be exploratory, not confirmatory.

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting density forecasts will inevitably be downgraded by model mis-specification. In o…

2011-12-29abs ↗pdf ↗

SRR detects early signs of financial crises using multi-layer graphs.

problem Predicting systemic financial transitions from evolving market interactions.
method Systemic Risk Radar (SRR) models financial markets as multi-layer graphs.
result Graph-derived features provide useful early-warning signals compared to feature-based models.

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

problem Evaluating profitability of commercial banks in Bangladesh.
method Examined bank-specific, industry-specific, and banking system factors on profitability.
result Islamic banks consistently outperform conventional banks in profitability.

This study constructs an integrated early warning system (EWS) that identifies and predicts stock market turbulence. Based on switching ARCH (SWARCH) filtering probabilities of the high volatility regime, the proposed EWS first classifies stock market crises according to an indicator function with thresholds dynamicall…

2019-11-28abs ↗pdf ↗

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

problem Understanding the profitability of decentralized exchanges.
method Formalized liquidity providers' profitability conditions, studied the effect of mint and burn fees, and compiled a large data set from Uniswap V2 transactions.
result The profitability of liquidity provision is severely affected by mint and burn costs.

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

problem The profitability gap between renewable and fossil power firms in Europe.
method Machine-learning clustering and Bayesian model averaging.
result Renewable power firms are becoming more profitable, while fossil power firms are becoming less so.

Benchmarking recursive collapse claims with a new framework under false-positive control.

problem Evaluating recursive systems for failure patterns and warning claims.
method Developed Loopzero framework for testing recursive failures, specified claim boundaries in Lean, evaluated under FP constraint, and compared with standard detectors.
result No standard detectors or Loopzero's pre-registered quantile detector achieved the required operating point under the false-positive contract.

HyPV-LEAD detects cryptocurrency anomalies proactively, improving financial security.

problem Cryptocurrency anomalies like mixing, fraud, and pump-and-dump operations are hard to detect due to class imbalance and temporal volatility.
method HyPV-LEAD integrates lead time into anomaly detection through window-horizon modeling, Peak-Valley sampling, and hyperbolic embedding.
result HyPV-LEAD achieves a PR-AUC of 0.9624 on Bitcoin transaction data, significantly outperforming state-of-the-art methods.

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…

2018-10-05abs ↗pdf ↗

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

problem Maximizing profit while minimizing risk in P2P lending investments.
method Two-stage framework using Light Gradient Boosting Machine (lightGBM) to integrate credit scoring into profit scoring.
result The proposed framework identifies more profitable loans and provides better investment guidance.

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

problem Investors argue conflictingly about the impact of adding similar investors on their profits.
method Built an agent-based financial market model with additional agents and investigated their earnings.
result Adding similar fundamental agents stabilizes market prices and decreases profits, while adding similar technical agents makes prices unstable and increases profits.

The financial crisis clearly illustrated the importance of characterizing the level of 'systemic' risk associated with an entire credit network, rather than with single institutions. However, the interplay between financial distress and topological changes is still poorly understood. Here we analyze the quarterly inter…

2013-02-08abs ↗pdf ↗

Study examines downsizing impact on Indian construction firms' profitability.

problem Impact of downsizing layoffs on construction firms' profitability in India.
method Used Co-integration test, OLS, and VAR models on secondary data of 15 companies.
result Employee Expenses and Number of Employees have significant impact on profitability.

Expands robust profit opportunities to include distributional uncertainty.

problem Distributional uncertainty in financial markets.
method Formulates infinite dimensional primal problems, simplifies to finite dimensional dual problems using Wasserstein distance.
result Distributional uncertainty can enhance robustness of profit opportunities.

Self-explaining AI provides understandable explanations for AI decisions.

problem Difficulty in interpreting decisions made by deep neural networks, especially in critical applications.
method Introducing self-explaining AI that provides human-understandable explanations and confidence levels.
result Deep neural networks operate by interpolating between data points, making them hard to interpret.

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…

2004-07-27abs ↗pdf ↗

Study increasing profits in a flexible financial market model.

problem Characterize increasing profits in a 1D diffusion market with interest rates.
method Characterize increasing profits using an auxiliary deterministic signed measure and a canonical trading strategy.
result Existence and characterization of increasing profits in terms of νν and θθ.

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…

2012-05-02abs ↗pdf ↗

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

problem Determining fair profit sharing ratios in Islamic PL contracts.
method Introduces cc-fair profit sharing ratios and uses econometrics models to compute or approximate them.
result Elucidates the relation between profit sharing ratios and economic factors.