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.

168,657 papers · 148 categories

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3 results for “signal-driven”

Multi-dimensional queue-reactive model and signal-driven models: a unified frameworkq-fin.TR

Unified model for market dynamics, linking price and order flow.

problem Modeling market dynamics and order flow in a unified framework.

method Markovian market model driven by a hidden Brownian efficient price, signal-driven and queue-reactive models.

result Stability of mid-price around efficient price at macroscopic scale, behavior as diffusion.

market dynamics order flow Markovian model signal-driven queue-reactive

2025-06-13abs ↗pdf ↗

Finite-size scaling of hetero-associative retrieval in continuous-signal-driven Ising spin systemscond-mat.dis-nn

A bridge between continuous signals and discrete Ising spins for associative memory.

problem Associative memory in continuous-signal-driven Ising spin systems.

method Multilayer Ising framework with PCA whitening and SimHash projection, coupled to pseudo-inverse memory couplings.

result Finite-size scaling of operational storage capacity with

α_c(N)=α_c(\infty)-c\,N^{-1/2}

, approaching

α_c(\infty)\approx 0.50

Ising spin systems Associative memory Finite-size scaling Continuous signals PCA whitening

2026-05-13abs ↗pdf ↗

Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdownsq-fin.MF

This paper develops a CVaR framework for managing tail risks using puts and trend-following strategies.

problem Managing tail risks, especially crashes and drawdowns, requires different forms of protection.

method Develops a continuous-time CVaR framework that integrates long out-of-the-money put options and systematic trend-following overlays.

result Shows how convex crash protection and drawdown protection can be optimally combined in a mandate.

tail risk CVaR put options trend following crashes

2026-07-01abs ↗pdf ↗