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.
New method accurately reconstructs Russell 3000 index, revealing crowded portfolios.
Passive investing can incur hidden costs due to market timing inefficiencies.
Membership in the Russell 1000 and 2000 Indices is based on a ranking of market capitalization in May. Each index is separately value weighted such that firms just inside the Russell 2000 are comparable in size to firms just outside (i.e. at the bottom of the Russell 1000) but have much higher index weights. These feat…
The article generalizes Pearson correlation to Riemannian manifolds.
New method estimates convergence bounds for nonlinear Markov chains.
We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.