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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.

168,695 papers · 148 categories

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0111 · Oct 201919922001200920172026
4 results for volume-conservative

Improved weather forecasting using deep CNN on cubed-sphere grid.

problem Global weather prediction accuracy and speed.
method Deep convolutional neural network (CNN) on cubed-sphere grid, offline mapping, loss minimization.
result Significantly improved weather forecasts, indefinitely stable, realistic patterns at long lead times.

Model simulates correlation emergence in two coupled limit order books.

problem Modeling correlation emergence in coupled limit order books.
method Simulated two coupled diffusive limit order books using random walks in the fluid limit, with trader interactions.
result Demonstrated the recovery of an Epps effect from the model.

This paper optimizes portfolio compression by reducing excess notional in market contracts.

problem Reduction of excess notional in market contracts to decrease systemic risk.
method Examines and solves portfolio compression problems using graph theory and algorithms.
result Developed a clearing algorithm and method to compute maximum volume conservative compression.