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 estimator handles covariate shift with closed-form solution and super-efficiency.
Super efficient geodesics have a unique vertex in the complex of curves.
Study analyzes profitability and efficiency of Chinese banks, finding state-owned banks superior.
Study finds super-efficiency correlates more strongly with stock market valuation than ROA in Chinese banks.
In this paper, a novel feature selection method is presented, which is based on Class-Separability (CS) strategy and Data Envelopment Analysis (DEA). To better capture the relationship between features and the class, class labels are separated into individual variables and relevance and redundancy are explicitly handle…
A-TMLE estimates ATE from RCT and RWD, achieving super-efficiency.
In min-min optimization or max-min optimization, one has to compute the gradient of a function defined as a minimum. In most cases, the minimum has no closed-form, and an approximation is obtained via an iterative algorithm. There are two usual ways of estimating the gradient of the function: using either an analytic f…
This study evaluates shrinkage estimators for improving mean and covariance in portfolio optimization.
Bayesian optimization reduces computational effort in aircraft design optimization.
Learning continuous representations of nodes is attracting growing interest in both academia and industry recently, due to their simplicity and effectiveness in a variety of applications. Most of existing node embedding algorithms and systems are capable of processing networks with hundreds of thousands or a few millio…