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.
The paper calculates bonus values in complex insurance schemes.
New formulas estimate life insurance benefits with less computation.
Myopic investors make suboptimal choices that benefit others, leading to market inefficiencies.
Changes in the capital structure before and after the global financial crisis for SMEs are studied, emphasizing their financing problems, distinguishing between internal financing and external financing determinants. The empirical research bears upon 158 small and medium-sized firms listed on Shenzhen and Shanghai Stoc…
The paper proposes a new method for product recommendation that considers revenue contributions and user similarity.
Paper introduces a new principle for fair redistribution of insurance surplus.
New pension design reduces volatility without guarantees.
Study examines cash conversion cycle in manufacturing firms, finding negative relationships with profitability and size.
Proposes a framework to reconcile policy learning and profit maximization in CATE estimation.
Optimizes stock portfolios with profit, risk, and sustainability.
This paper examines if CTE risk measure aligns with profit-maximizing risk capital allocations.