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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.

169,051 papers · 148 categories

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48 results for term

Model combines long-term and short-term memory using conceptors.

problem Transfer between long-term and short-term memory.
method Recurrent neural network with gated reservoir for short-term memory and conceptors for long-term memory.
result Standard operations on conceptors allow combining long-term memories and describing their effect on short-term memory.

The paper identifies short-term and long-term time scales in stock markets with and without structural breaks.

problem Understanding the nature of stock markets at short-term and long-term time scales.
method Applied Zivot and Andrews structural trend break model to identify structural breaks. Used empirical mode decomposition and Hurst exponent to analyze time scales.
result Identified short-term and long-term time scales in stock markets, with short-term scales within few days to 3 months and long-term scales greater than 5 months.

TimeBridge addresses non-stationarity in long-term time series forecasting.

problem Non-stationarity in multivariate time series leads to spurious regressions and obscures long-term relationships.
method TimeBridge segments series into patches, applying Integrated Attention for short-term non-stationarity and Cointegrated Attention for long-term cointegration.
result TimeBridge achieves state-of-the-art performance in both short-term and long-term forecasting.

This paper balances short-term and long-term rewards in policy learning.

problem Balancing short-term and long-term rewards in policy learning.
method Formalizes a new framework to balance rewards, identifies rewards under mild assumptions, deduces efficiency bounds, and develops a policy learning approach.
result The proposed method improves the estimator of long-term reward and reduces regret.

Study proves global existence of weak solutions for mean curvature flow with transport and forcing terms.

problem Existence of weak solutions for mean curvature flow with non-smooth terms.
method Used modified Allen-Cahn equation with properties like monotonicity formula to prove existence.
result Global existence of weak solutions for the mean curvature flow with transport and forcing terms.

This paper proposes a framework to predict long-term trends and short-term fluctuations in multivariate time series.

problem Existing prediction methods often ignore the distinction between long-term trends and short-term fluctuations.
method The paper introduces a MTS forecasting framework that uses both original time series and its first difference to capture long-term trends and short-term fluctuations.
result The proposed method improves forecasting performance by using more supervision information.

MTAdam optimizes multiple loss terms in neural models, balancing gradients dynamically.

problem Balancing multiple loss terms in neural model training is challenging and computationally demanding.
method Generalized Adam algorithm that computes separate derivatives and balances gradients across layers dynamically.
result Training with MTAdam leads to faster recovery from suboptimal initial loss weighting and matches conventional training outcomes.

This paper uses Bayesian models to analyze CTA returns across short and long-term trends.

problem The relative merits and interactions of short- and long-term trend systems in CTA replication remain controversial.
method Dynamic decomposition of CTA returns into short-term trend, long-term trend, and market beta factors using a Bayesian graphical model.
result The blend of horizons shapes the strategy's risk-adjusted performance.

The paper tackles long-term treatment effects with persistent confounders using sequential short-term outcomes.

problem Estimating long-term treatment effects with persistent unmeasured confounders.
method Exploiting the sequential structure of short-term outcomes, the paper develops three novel identification strategies and corresponding estimators.
result The proposed methods outperform existing approaches in handling persistent confounders.

TimeMixer predicts global financial asset volatility, excelling in short-term forecasts.

problem Predicting volatility in global financial markets is challenging due to complexity and non-linear dynamics.
method Uses TimeMixer, a multiscale-mixing model for forecasting across different scales.
result TimeMixer performs exceptionally well in short-term volatility forecasting but less so in longer-term predictions.

The study finds solar terms significantly impact China's stock market returns and volatility.

problem Investigating the effect of solar terms on China's stock market.
method Regression framework, analyzing multiple solar terms and their impact on return and volatility.
result Solar terms 1, 3, and 4 cause significant positive returns, while 8, 11, and 14 bring high volatility.

We derive a closed formula for the Heegaard Floer correction terms of lens spaces in terms of the classical Dedekind sum and its generalization, the Dedekind-Rademacher sum. Our proof relies on a reciprocity formula for the correction terms established by Ozsvath and Szabo. A consequence of our result is that the Casso…

2011-05-23abs ↗pdf ↗

Estimates long-term effects from short-term experiments and observational data with unobserved confounders.

problem Estimating long-term causal effects from short-term experiments and long-term observational data with unobserved confounding.
method Combining regression residuals with short-term experimental outcomes to create an instrumental variable for estimating long-term causal effects.
result The estimator is unbiased and its variance is analytically studied.

Combines CNN and Transformer for financial time series forecasting.

problem Forecasting financial time series, especially stock prices, is challenging due to short-term and long-term dependencies.
method Uses CNN for short-term dependencies and Transformer for long-term dependencies.
result Demonstrated superior performance in forecasting stock price changes compared to traditional methods.

Combining experimental and observational data for long-term causal effects.

problem Estimating causal effects of treatment on long-term outcomes using mixed data types.
method Three approaches for fusing experimental and observational data: equal confounding, shared confounder, and proxy variables.
result Developed estimators for each approach and analyzed their robustness.

The paper models term structures under volatility uncertainty using G-Brownian motion.

problem Modeling term structures with volatility uncertainty.
method Modeling instantaneous forward rates as a diffusion process driven by G-Brownian motion.
result Derives a sufficient condition for the absence of arbitrage under volatility uncertainty.

Study curve flows with global forcing terms using a distance comparison principle.

problem Analyse the behavior of curves under curve flows with global forcing terms.
method Prove a distance comparison principle for curve shortening flow with arbitrary global forcing terms.
result Established a distance comparison principle for curve flows with global forcing terms.

New algorithm optimizes for long-term user satisfaction in delayed reward settings.

problem Optimizing for long-term user satisfaction in delayed reward settings.
method Developed a predictive model of delayed rewards and a bandit algorithm that combines rewards and surrogate outcomes.
result Our algorithm significantly outperforms methods that optimize for short-term proxies or rely solely on delayed rewards.

Study analyzes fintech terms in news and blogs, revealing specialized attributes of fintech companies.

problem Understanding specialized attributes of fintech companies through term analysis.
method Large scale analysis of fintech terms in news and blogs, using complex networks and statistically validated networks.
result Companies with fintech terms have over-expressions of specific attributes related to geography and economy.

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over a short term hedging horizon can be scaled and successfully applied to longer term horizons. We als…

2011-03-30abs ↗pdf ↗

New algorithm optimizes long-term user satisfaction in recommendation systems.

problem Optimizing long-term user satisfaction in recommendation systems with delayed rewards.
method Developed a predictive model of delayed rewards and a bandit algorithm that balances exploration and exploitation.
result Our approach results in substantially better performance compared to short-term or delayed optimization.

Digital transformation boosts corporate financial asset allocation, especially short-term.

problem Understanding how digital transformation affects corporate financial decisions.
method Fixed-effects models and staggered DID design using A-share listed companies data.
result Digital transformation significantly promotes corporate financial asset allocation, more pronounced in short-term.

The paper targets optimal interventions for long-term outcomes using imputed data and policy learning.

problem Maximizing long-term outcomes observed only in the future.
method Imputing missing long-term outcomes and using a doubly-robust approach for policy evaluation and optimization.
result The approach outperforms simple short-term proxies and achieves significant revenue impact over three years.

Framework improves resilience in operations through joint long-term and short-term decision-making.

problem Resilient operations in global markets require adaptive decision rules.
method Developed a two-timescale hierarchical reinforcement learning framework.
result Framework increases mean profit by 9.2% under joint demand-supply shocks and 11.8% under prolonged shocks.

New formulas with quadratic curvature terms on Kähler manifolds for Hodge number estimates.

problem Estimating Hodge numbers under weak curvature conditions.
method Established new Bochner-Kodaira formulas with quadratic curvature terms.
result Derivation of Weitzenböck-Bochner-Kodaira formulas with quadratic curvature terms on compact Kähler manifolds.

Improved genetic algorithm optimizes SVR for robust long-term stock index forecasting.

problem Inaccurate long-term stock price predictions.
method Adaptive Weighted Genetic Algorithm-Optimized SVR (IGA-SVR).
result Reduction in MAPE by 19.87% compared to LSTM and 50.03% compared to OGA-SVR.

We analyze the structure of the boundary terms in the conformal anomaly integrated over a manifold with boundaries. We suggest that the anomalies of type B, polynomial in the Weyl tensor, are accompanied with the respective boundary terms of the Gibbons-Hawking type. Their form is dictated by the requirement that they …

2015-10-15abs ↗pdf ↗

Study curve flows with a global forcing term, proving distance comparison and convexity.

problem Analyzing the behavior of curves under curve shortening flow with a global forcing term.
method Distance comparison principle, finite time exclusion of singularities, convexity and convergence analysis.
result Convexity and smooth exponential convergence to a circle for closed curves.

The problem of detecting terms that can be interesting to the advertiser is considered. If a company has already bought some advertising terms which describe certain services, it is reasonable to find out the terms bought by competing companies. A part of them can be recommended as future advertising terms to the compa…

2009-06-26abs ↗pdf ↗

A new model for pricing ultra-short-term options with complex volatility patterns.

problem Complex pricing of ultra-short-term options due to oscillations in implied volatility.
method Edgeworth++ model with nonparametric stochastic volatility and deterministic shift extension.
result Fast and accurate closed-form option pricing for ultra-short-term options.