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.
The paper optimizes RV estimation by efficient sampling in time-changed diffusion models.
We describe an agent-based simulation of a fictional (but feasible) information trading business. The Gas Price Information Trader (GPIT) buys information about real-time gas prices in a metropolitan area from drivers and resells the information to drivers who need to refuel their vehicles. Our simulation uses real wor…
Modeling business expansion as a stochastic control problem, the study finds that firms are incentivized to expand but may wait.
Introduces Quantum Data Center for quantum era benefits.
Bayesian model uses mobile data to assess business resilience after hurricanes.
The paper adds explanation to predictive process monitoring.
Paper proposes transparent insurance models for PBMs.
Machine learning simplifies finance, but faces challenges.
Predicting the completion time of business process instances would be a very helpful aid when managing processes under service level agreement constraints. The ability to know in advance the trend of running process instances would allow business managers to react in time, in order to prevent delays or undesirable situ…
The accurate characterization of the business cycles in the nonlinear dynamic financial and economic systems in the time of globalization represents a formidable research problem. The central banks and other financial institutions make their decisions on the minimum capital requirements, countercyclical capital buffer …
Machine learning predicts US and EuroZone business cycles with high accuracy.
CONDA-PM framework helps analyze concept drift in business processes.
Avaya Conversational Intelligence(ACI) is an end-to-end, cloud-based solution for real-time Spoken Language Understanding for call centers. It combines large vocabulary, real-time speech recognition, transcript refinement, and entity and intent recognition in order to convert live audio into a rich, actionable stream o…
Paper proposes GANs for generating business process suffixes and remaining times.
The paper analyzes optimal dividend strategies for risky businesses, considering both periodic and extraordinary payments.
Generative AI agents improve ERP systems by automating complex financial tasks.
Paper assesses risks of stablecoins, from lending to business-to-business.
GenéLive! generates rhythm game commands with musical structure.
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…
New method improves prediction accuracy in business process mining by handling concept drift.
The paper optimizes insurance strategies for two collaborating business lines.
Large corporate credit models may be adapted for small business risk assessment.
Study shows credit expansion in mortgage markets influenced U.S. business cycle.
Business Architecture (BA) plays a significant role in helping organizations understand enterprise structures and processes, and align them with strategic objectives. However, traditional BAs are represented in fixed structure with static model elements and fail to dynamically capture business insights based on interna…
In this paper we formulate a corporate bond (CB) pricing model for deriving the term structure of default probabilities (TSDP) and the recovery rate (RR) for each pair of industry factor and credit rating grade, and these derived TSDP and RR are regarded as what investors imply in forming CB prices in the market at eac…
It seems that what has been said by now about market and competitiveness do not fit perfectly with competences of getting the best of profit. Sometimes, the classical methods of fundamentals of management do not apply to individual companies that face irregular accommodation on the market. It is high time to replace th…
Study evaluates sustainability of European banks using a new model.
Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for the 2-year period 1994-95 and (ii) 1-day price fluctuations of 422 US stocks for the 35-year period 1962-96. We find that the eigenvectors o…
In this paper, based on theories of complex adaptive systems, I argue that the main case for antitrust policy should be extended to include the criteria of "evolvability." To date, the main case focuses on economizing, including market power as a key filter for identifying suspect cases. Both production and transaction…
Proposes ATH for KPI anomaly detection based on local data properties.
The biggest problem with the methods of machine learning used today in business analytics is that they do not generalize well and often fail when applied to new data. One of the possible approaches to this problem is to enrich these methods (which are almost exclusively based on statistical algorithms) with some intrin…
Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having the right inventory available at the right time at the right place. In this pap…
The definition of time is still an open question when one deals with high frequency time series. If time is simply the calendar time, prices can be modeled as continuous random processes and values resulting from transactions or given quotes are discrete samples of this underlying dynamics. On the contrary, if one take…
Study examines cyber losses across sectors, finds high severity and frequency.
Firms should keep capital to offer sufficient protection against the risks they are facing. In the insurance context methods have been developed to determine the minimum capital level required, but less so in the context of firms with multiple business lines including allocation. The individual capital reserve of each …
Endogenous business cycles explain higher comovement across countries.
With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposition, we clarify that the local interactions between the business sectors (subsectors) are mainly contained in the sector mode. In the secto…
Online retailers execute a very large number of price updates when compared to brick-and-mortar stores. Even a few mis-priced items can have a significant business impact and result in a loss of customer trust. Early detection of anomalies in an automated real-time fashion is an important part of such a pricing system.…
Study shows how business cycle affects dividend payout based on managerial stock incentives.
We determine the distribution of size and growthrates of German business firms in 1987-1997. We find a log-normal size distribution. The distribution of growth rates has fat tails. It can be fitted to an exponential in a narrow central region and is dominated by finite-sample-size effects far in its wings. We study the…
The paper analyzes systemic risk in an insurance model with multiple business lines and heterogeneous claims.
The analysis of the theoretical material revealed the lack of consensus on defini-tion of the tax stimulation of innovation-active business entities within the re-gional taxation. The definition tax stimulation of innovation-active business en-tities is specified.
Business taxonomies are indispensable tools for investors to do equity research and make professional decisions. However, to identify the structure of industry sectors in an emerging market is challenging for two reasons. First, existing taxonomies are designed for mature markets, which may not be the appropriate class…
Study on time-varying APT validity in Japanese stock market.
Examines international taxation's impact on Georgian businesses.
The study uses CoDa to analyze family business financial ratios, highlighting methodological issues.
Study examines how business units can benefit from group cohesion under regulatory constraints.
This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characterist…