On-device research index

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.

168,742 papers · 148 categories

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3 results for “self-replicating”

Self-replicating 3-manifoldsmath.GT

The paper classifies self-replicating 3D shapes using algebraic models.

problem Understanding self-replicating 3D shapes.

method Using idempotents in the (2+1)-cobordism category to classify 3-manifolds.

result A classification theorem for self-replicating 3-manifolds.

3-manifolds self-replicating idempotents cobordism topology

2021-07-09abs ↗pdf ↗

Data-driven Approach for Static Hedging of Exchange Traded Optionsq-fin.CP

Paper presents a machine learning algorithm for hedging ETF options, outperforming static hedging methods.

problem Semi-static hedging of ETF options with transaction costs and varying market conditions.

method Data-driven machine learning algorithm considering transaction costs, automated portfolio management, and PnL attribution analysis.

result The static hedging approach outperforms dynamic hedging methods in terms of profit and loss.

Machine Learning Hedging ETF Options Transaction Costs Covid Impact

2023-02-01abs ↗pdf ↗

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirementq-fin.PM

Paper uses neural networks to compress large portfolios of options, reducing risk and capital requirements.

problem Managing risk and capital requirements for large portfolios of financial options.

method Artificial neural network framework for portfolio compression, static hedging, and risk management.

result The compressed portfolio's risk profiles align closely with the target portfolio's, reducing capital requirements.

portfolio compression neural networks risk management counterparty credit risk financial options

2024-02-27abs ↗pdf ↗