{"v":1,"fields":["kind","title","subtitle","url","date","weight"],"kinds":{"t":"topic","g":"page","i":"issue","p":"paper","r":"repo","l":"library"},"items":[["t","Crypto & DeFi","303 papers · Crypto assets, DeFi, stablecoins and blockchain markets.","/topics/crypto-defi/","",200],["t","LLMs & Text","584 papers · Large language models, agents, sentiment and text as data in finance.","/topics/llms-text/","",200],["t","Derivatives & Volatility","883 papers · Option pricing, volatility models and forecasting, hedging and implied","/topics/derivatives-volatility/","",200],["t","Trading, Microstructure & Execution","559 papers · Order books, market making, execution, high-frequency data and trading","/topics/trading-microstructure-execution/","",200],["t","Portfolio & Allocation","628 papers · Portfolio construction, allocation, rebalancing and risk budgeting, fr","/topics/portfolio-allocation/","",200],["t","Risk, Credit & Banking","381 papers · Credit risk, default prediction, banking, systemic risk and risk measu","/topics/risk-credit-banking/","",200],["t","Asset Pricing & Factors","269 papers · Factor models, anomalies, the cross-section of returns and what surviv","/topics/asset-pricing-factors/","",200],["t","Macro-Finance & Rates","283 papers · Rates, the yield curve, monetary policy, inflation and macro-finance.","/topics/macro-finance-rates/","",200],["t","Econometrics & Forecasting","315 papers · Forecasting, time series, econometrics and nowcasting.","/topics/econometrics-forecasting/","",200],["t","ML & AI Methods","1135 papers · Machine-learning methods applied to finance: deep learning, boosting, ","/topics/ml-ai-methods/","",200],["t","Corporate Finance","170 papers · Firms, governance, IPOs, M&A and corporate decisions.","/topics/corporate-finance/","",200],["t","Other","1066 papers · Everything that doesn't fit the other topics: economics, policy and th","/topics/other/","",200],["g","Track record","What became of every paper we featured","/track-record/","",150],["g","GitHub radar","What quant developers starred this week","/radar/","",150],["g","For agents","llms.txt, Markdown twins, JSON API, MCP","/agents/","",150],["g","Subscribe","The weekly letter, free","/subscribe/","",150],["g","Library","News, podcasts, blogs, videos, repos","/library/","",150],["g","Papers","Every featured paper, by venue","/papers/","",150],["g","About","How it works","/about/","",150],["i","No. 134: October 2026, Week 2","90 items","/issues/2026-10-09/","2026-10-09",0],["i","No. 133: October 2026, Week 1","90 items","/issues/2026-10-02/","2026-10-02",0],["i","No. 132: September 2026, Week 4","90 items","/issues/2026-09-25/","2026-09-25",0],["i","No. 131: May 2026, Week 3","44 items","/issues/2026-05-20/","2026-05-20",0],["i","No. 130: April 2026, Week 3","53 items","/issues/2026-04-16/","2026-04-16",0],["i","No. 129: April 2026, Week 1","43 items","/issues/2026-04-03/","2026-04-03",0],["i","No. 128: March 2026, Week 1","45 items","/issues/2026-03-04/","2026-03-04",0],["i","No. 127: February 2026, Week 2","52 items","/issues/2026-02-12/","2026-02-12",0],["i","No. 126: February 2026, Week 1","46 items","/issues/2026-02-02/","2026-02-02",0],["i","No. 125: January 2026, Week 3","48 items","/issues/2026-01-16/","2026-01-16",0],["i","No. 124: December 2025, Week 4","141 items","/issues/2025-12-28/","2025-12-28",0],["i","No. 123: December 2025, Week 3","93 items","/issues/2025-12-19/","2025-12-19",0],["i","No. 122: December 2025, Week 2","86 items","/issues/2025-12-14/","2025-12-14",0],["i","No. 121: December 2025, Week 1","128 items","/issues/2025-12-01/","2025-12-01",0],["i","No. 120: November 2025, Week 3","74 items","/issues/2025-11-19/","2025-11-19",0],["i","No. 119: November 2025, Week 2","90 items","/issues/2025-11-12/","2025-11-12",0],["i","No. 118: November 2025, Week 1","101 items","/issues/2025-11-04/","2025-11-04",0],["i","No. 117: October 2025, Week 4","133 items","/issues/2025-10-27/","2025-10-27",0],["i","No. 116: October 2025, Week 4","10 items","/issues/2025-10-24/","2025-10-24",0],["i","No. 115: October 2025, Week 2","130 items","/issues/2025-10-09/","2025-10-09",0],["i","No. 114: October 2025, Week 1","110 items","/issues/2025-10-03/","2025-10-03",0],["i","No. 113: September 2025, Week 4","108 items","/issues/2025-09-22/","2025-09-22",0],["i","No. 112: September 2025, Week 2","75 items","/issues/2025-09-13/","2025-09-13",0],["i","No. 111: August 2025, Week 5","108 items","/issues/2025-08-29/","2025-08-29",0],["i","No. 110: August 2025, Week 3","113 items","/issues/2025-08-20/","2025-08-20",0],["i","No. 109: August 2025, Week 2","108 items","/issues/2025-08-12/","2025-08-12",0],["i","No. 108: August 2025, Week 1","95 items","/issues/2025-08-07/","2025-08-07",0],["i","No. 107: July 2025, Week 4","109 items","/issues/2025-07-25/","2025-07-25",0],["i","No. 106: July 2025, Week 3","118 items","/issues/2025-07-17/","2025-07-17",0],["i","No. 105: July 2025, Week 2","136 items","/issues/2025-07-10/","2025-07-10",0],["i","No. 104: July 2025, Week 1","162 items","/issues/2025-07-03/","2025-07-03",0],["i","No. 103: June 2025, Week 4","156 items","/issues/2025-06-25/","2025-06-25",0],["i","No. 102: June 2025, Week 3","175 items","/issues/2025-06-18/","2025-06-18",0],["i","No. 101: June 2025, Week 2","194 items","/issues/2025-06-11/","2025-06-11",0],["i","No. 100: June 2025, Week 1","189 items","/issues/2025-06-04/","2025-06-04",0],["i","No. 99: May 2025, Week 5","144 items","/issues/2025-05-30/","2025-05-30",0],["i","No. 98: May 2025, Week 3","181 items","/issues/2025-05-21/","2025-05-21",0],["i","No. 97: May 2025, Week 2","144 items","/issues/2025-05-14/","2025-05-14",0],["i","No. 96: May 2025, Week 1","163 items","/issues/2025-05-07/","2025-05-07",0],["i","No. 95: April 2025, Week 5","174 items","/issues/2025-04-30/","2025-04-30",0],["i","No. 94: April 2025, Week 4","191 items","/issues/2025-04-23/","2025-04-23",0],["i","No. 93: April 2025, Week 3","156 items","/issues/2025-04-16/","2025-04-16",0],["i","No. 92: April 2025, Week 2","180 items","/issues/2025-04-09/","2025-04-09",0],["i","No. 91: April 2025, Week 1","183 items","/issues/2025-04-02/","2025-04-02",0],["i","No. 90: March 2025, Week 4","178 items","/issues/2025-03-26/","2025-03-26",0],["i","No. 89: March 2025, Week 3","182 items","/issues/2025-03-20/","2025-03-20",0],["i","No. 88: March 2025, Week 2","112 items","/issues/2025-03-12/","2025-03-12",0],["i","No. 87: March 2025, Week 1","180 items","/issues/2025-03-05/","2025-03-05",0],["i","No. 86: February 2025, Week 4","155 items","/issues/2025-02-26/","2025-02-26",0],["i","No. 85: February 2025, Week 3","151 items","/issues/2025-02-19/","2025-02-19",0],["i","No. 84: February 2025, Week 1","168 items","/issues/2025-02-05/","2025-02-05",0],["i","No. 83: January 2025, Week 4","181 items","/issues/2025-01-23/","2025-01-23",0],["i","No. 82: January 2025, Week 3","76 items","/issues/2025-01-15/","2025-01-15",0],["i","No. 81: January 2025, Week 2","189 items","/issues/2025-01-08/","2025-01-08",0],["i","No. 80: January 2025, Week 1","170 items","/issues/2025-01-01/","2025-01-01",0],["i","No. 79: December 2024, Week 3","187 items","/issues/2024-12-18/","2024-12-18",0],["i","No. 78: December 2024, Week 2","159 items","/issues/2024-12-12/","2024-12-12",0],["i","No. 77: December 2024, Week 1","144 items","/issues/2024-12-04/","2024-12-04",0],["i","No. 76: November 2024, Week 4","150 items","/issues/2024-11-27/","2024-11-27",0],["i","No. 75: November 2024, Week 3","119 items","/issues/2024-11-20/","2024-11-20",0],["i","No. 74: November 2024, Week 2","146 items","/issues/2024-11-13/","2024-11-13",0],["i","No. 73: November 2024, Week 1","167 items","/issues/2024-11-06/","2024-11-06",0],["i","No. 72: October 2024, Week 5","115 items","/issues/2024-10-31/","2024-10-31",0],["i","No. 71: October 2024, Week 4","160 items","/issues/2024-10-23/","2024-10-23",0],["i","No. 70: October 2024, Week 3","149 items","/issues/2024-10-17/","2024-10-17",0],["i","No. 69: October 2024, Week 2","149 items","/issues/2024-10-09/","2024-10-09",0],["i","No. 68: October 2024, Week 1","141 items","/issues/2024-10-03/","2024-10-03",0],["i","No. 67: September 2024, Week 4","128 items","/issues/2024-09-25/","2024-09-25",0],["i","No. 66: September 2024, Week 3","161 items","/issues/2024-09-18/","2024-09-18",0],["i","No. 65: September 2024, Week 2","153 items","/issues/2024-09-10/","2024-09-10",0],["i","No. 64: September 2024, Week 1","145 items","/issues/2024-09-05/","2024-09-05",0],["i","No. 63: August 2024, Week 4","167 items","/issues/2024-08-28/","2024-08-28",0],["i","No. 62: August 2024, Week 3","156 items","/issues/2024-08-21/","2024-08-21",0],["i","No. 61: August 2024, Week 3","160 items","/issues/2024-08-15/","2024-08-15",0],["i","No. 60: August 2024, Week 1","154 items","/issues/2024-08-07/","2024-08-07",0],["i","No. 59: July 2024, Week 5","154 items","/issues/2024-07-31/","2024-07-31",0],["i","No. 58: July 2024, Week 4","162 items","/issues/2024-07-24/","2024-07-24",0],["i","No. 57: July 2024, Week 3","149 items","/issues/2024-07-17/","2024-07-17",0],["i","No. 56: July 2024, Week 2","156 items","/issues/2024-07-10/","2024-07-10",0],["i","No. 55: July 2024, Week 1","127 items","/issues/2024-07-03/","2024-07-03",0],["i","No. 54: June 2024, Week 3","138 items","/issues/2024-06-20/","2024-06-20",0],["i","No. 53: June 2024, Week 2","142 items","/issues/2024-06-12/","2024-06-12",0],["i","No. 52: June 2024, Week 1","151 items","/issues/2024-06-05/","2024-06-05",0],["i","No. 51: May 2024, Week 4","158 items","/issues/2024-05-28/","2024-05-28",0],["i","No. 50: May 2024, Week 4","159 items","/issues/2024-05-22/","2024-05-22",0],["i","No. 49: May 2024, Week 3","166 items","/issues/2024-05-15/","2024-05-15",0],["i","No. 48: May 2024, Week 2","164 items","/issues/2024-05-08/","2024-05-08",0],["i","No. 47: May 2024, Week 1","169 items","/issues/2024-05-01/","2024-05-01",0],["i","No. 46: April 2024, Week 4","183 items","/issues/2024-04-24/","2024-04-24",0],["i","No. 45: April 2024, Week 3","78 items","/issues/2024-04-17/","2024-04-17",0],["i","No. 44: April 2024, Week 2","90 items","/issues/2024-04-10/","2024-04-10",0],["i","No. 43: April 2024, Week 1","65 items","/issues/2024-04-03/","2024-04-03",0],["i","No. 42: March 2024, Week 4","74 items","/issues/2024-03-27/","2024-03-27",0],["i","No. 41: March 2024, Week 3","96 items","/issues/2024-03-20/","2024-03-20",0],["i","No. 40: March 2024, Week 2","95 items","/issues/2024-03-13/","2024-03-13",0],["i","No. 39: March 2024, Week 1","98 items","/issues/2024-03-06/","2024-03-06",0],["i","No. 38: February 2024, Week 3","96 items","/issues/2024-02-21/","2024-02-21",0],["i","No. 37: February 2024, Week 2","71 items","/issues/2024-02-14/","2024-02-14",0],["i","No. 36: February 2024, Week 1","98 items","/issues/2024-02-07/","2024-02-07",0],["i","No. 35: January 2024, Week 5","71 items","/issues/2024-01-30/","2024-01-30",0],["i","No. 34: January 2024, Week 4","92 items","/issues/2024-01-23/","2024-01-23",0],["i","No. 33: January 2024, Week 3","62 items","/issues/2024-01-17/","2024-01-17",0],["i","No. 32: January 2024, Week 2","67 items","/issues/2024-01-09/","2024-01-09",0],["i","No. 31: January 2024, Week 1","109 items","/issues/2024-01-03/","2024-01-03",0],["i","No. 30: December 2023, Week 3","204 items","/issues/2023-12-20/","2023-12-20",0],["i","No. 29: December 2023, Week 2","110 items","/issues/2023-12-13/","2023-12-13",0],["i","No. 28: December 2023, Week 1","73 items","/issues/2023-12-06/","2023-12-06",0],["i","No. 27: November 2023, Week 5","86 items","/issues/2023-11-29/","2023-11-29",0],["i","No. 26: November 2023, Week 3","110 items","/issues/2023-11-15/","2023-11-15",0],["i","No. 25: November 2023, Week 2","113 items","/issues/2023-11-08/","2023-11-08",0],["i","No. 24: November 2023, Week 1","80 items","/issues/2023-11-02/","2023-11-02",0],["i","No. 23: October 2023, Week 4","87 items","/issues/2023-10-25/","2023-10-25",0],["i","No. 22: October 2023, Week 3","115 items","/issues/2023-10-18/","2023-10-18",0],["i","No. 21: October 2023, Week 3","19 items","/issues/2023-10-16/","2023-10-16",0],["i","No. 20: October 2023, Week 2","121 items","/issues/2023-10-12/","2023-10-12",0],["i","No. 18: October 2023, Week 1","10 items","/issues/2023-10-04/","2023-10-04",0],["i","No. 19: October 2023, Week 1","78 items","/issues/2023-10-04-2/","2023-10-04",0],["i","No. 17: September 2023, Week 4","83 items","/issues/2023-09-28/","2023-09-28",0],["i","No. 16: September 2023, Week 3","104 items","/issues/2023-09-21/","2023-09-21",0],["i","No. 15: September 2023, Week 2","119 items","/issues/2023-09-14/","2023-09-14",0],["i","No. 14: August 2023, Week 5","100 items","/issues/2023-08-30/","2023-08-30",0],["i","No. 13: August 2023, Week 4","81 items","/issues/2023-08-24/","2023-08-24",0],["i","No. 12: August 2023, Week 3","95 items","/issues/2023-08-17/","2023-08-17",0],["i","No. 11: August 2023, Week 2","81 items","/issues/2023-08-09/","2023-08-09",0],["i","No. 10: August 2023, Week 1","67 items","/issues/2023-08-02/","2023-08-02",0],["i","No. 9: July 2023, Week 4","96 items","/issues/2023-07-26/","2023-07-26",0],["i","No. 8: July 2023, Week 3","97 items","/issues/2023-07-19/","2023-07-19",0],["i","No. 7: July 2023, Week 2","110 items","/issues/2023-07-12/","2023-07-12",0],["i","No. 6: July 2023, Week 1","107 items","/issues/2023-07-05/","2023-07-05",0],["i","No. 5: June 2023, Week 4","103 items","/issues/2023-06-28/","2023-06-28",0],["i","No. 4: June 2023, Week 2","105 items","/issues/2023-06-14/","2023-06-14",0],["i","No. 3: June 2023, Week 1","130 items","/issues/2023-06-07/","2023-06-07",0],["i","No. 2: June 2023, Week 1","123 items","/issues/2023-06-01/","2023-06-01",0],["i","No. 1: May 2023, Week 4","141 items","/issues/2023-05-24/","2023-05-24",0],["p","Firm's refinancing intensity, the cost of capital, and real investment","SSRN · Corporate Finance · A global study of 357,630 firm-years shows firms with more s","/papers/ssrn/7589333/","2026-10-09",0],["p","Exchange Rate Regimes and Term-Premium Spillovers from U.S. Monetary Policy","SSRN · Macro-Finance & Rates · U.S. monetary tightening raises term premia sharply in pegge","/papers/ssrn/7588778/","2026-10-09",0],["p","Expectations and the Transmission of Monetary Policy","SSRN · Macro-Finance & Rates · Optimal rate-setting creates time-inconsistency: market expe","/papers/ssrn/7588262/","2026-10-09",0],["p","Common Banks, Supply Chains, and the Transmission of Real Shocks","SSRN · Risk, Credit & Banking · Using Portuguese wildfire data, the research finds firms who","/papers/ssrn/7588198/","2026-10-09",0],["p","Monetary-Policy Risk and Equilibrium Asset Prices","SSRN · Macro-Finance & Rates · Asset prices respond to monetary policy uncertainty around F","/papers/ssrn/7585438/","2026-10-09",0],["p","Volatility Targeting, Variance Drain, and the Financialization Effect: A Century of Evidence","SSRN · Portfolio & Allocation · Analyzing 100 years of daily data, the study finds volatilit","/papers/ssrn/7585278/","2026-10-09",0],["p","Delta-Guided Soft Actor-Critic for Derivative Hedgingunder Model Misspecification and Transaction Costs","SSRN · Derivatives & Volatility · A reinforcement learning method embedding Black-Scholes delt","/papers/ssrn/7585078/","2026-10-09",0],["p","Geoeconomic Fear and Sovereign Spreads","SSRN · LLMs & Text · The study constructs a geoeconomic fear index from news arti","/papers/ssrn/7580558/","2026-10-09",0],["p","Predicting Crypto Contagion: Machine Learning Forecasts of Return Spillovers","SSRN · Crypto & DeFi · The study forecasts time-varying return spillovers among cry","/papers/ssrn/7578304/","2026-10-09",0],["p","Artificial Intelligence Exposure and Financial Stability: Cross-Industry Common Risk and Connectedness in U.S. Equity Markets","SSRN · Asset Pricing & Factors · The study measures AI exposure across 284 U.S. firms and fin","/papers/ssrn/7577948/","2026-10-09",0],["p","Large Language Models and Information Frictions in Corporate Bonds","SSRN · LLMs & Text · Shows that large-language-model scores of default risk from ","/papers/ssrn/7577906/","2026-10-09",0],["p","GFlowAlpha: A Quality-Control-Aware Neuro-Symbolic Framework for White-Box Alpha Factor Mining","SSRN · ML & AI Methods · GFlowAlpha uses neuro-symbolic search and internalizes econo","/papers/ssrn/7576913/","2026-10-09",0],["p","A hybrid graph neural network for realized volatility forecasting: Multi-relation attention and dual-path fusion","SSRN · ML & AI Methods · A graph neural network combining temporal and cross-asset vo","/papers/ssrn/7576359/","2026-10-09",0],["p","Firm-level AI Exposure: Measurement, Determinants, and Pricing Implications","SSRN · ML & AI Methods · A natural-language analysis of 13,757 firms finds AI exposur","/papers/ssrn/7575518/","2026-10-09",0],["p","The Price of Conviction","SSRN · Asset Pricing & Factors · The study shows that high-conviction beliefs exert outsized ","/papers/ssrn/7571098/","2026-10-09",0],["p","Global Geopolitical Skewness Risk and Bond Risk Premia","SSRN · Macro-Finance & Rates · A measure of cross-country geopolitical risk skewness predic","/papers/ssrn/7570538/","2026-10-09",0],["p","The Credit Spread at Long Horizons","SSRN · Derivatives & Volatility · The study shows that Baa-Aaa spreads at 27-year maturity tes","/papers/ssrn/7570200/","2026-10-09",0],["p","Supplying Safety to an Aging World: Demographics, Debt, and Risk Premia","SSRN · Asset Pricing & Factors · A two-country model attributes 251 basis points of U.S. equi","/papers/ssrn/7570178/","2026-10-09",0],["p","Agents Propose, Code Decides: An Autonomous Research Loop Framework to Build an Equity Alpha Model","SSRN · ML & AI Methods · An autonomous research loop in which agents propose factor c","/papers/ssrn/7568638/","2026-10-09",0],["p","Fundamentals in Cryptocurrency Valuation: Evidence from DeFi Markets","SSRN · Crypto & DeFi · Revenue surprises on 95 DeFi protocols predict abnormal toke","/papers/ssrn/7566845/","2026-10-09",0],["p","The Evolution of Quantitative Equity Investing: Half a Century of Alpha Research and Institutional Adaptation","SSRN · Portfolio & Allocation · Surveys fifty years of quantitative investing as a history o","/papers/ssrn/7566701/","2026-10-09",0],["p","Reassessing Bitcoin’s Role under ETF-Driven Institutionalization: A Time-Frequency Connectedness Analysis","SSRN · Crypto & DeFi · The research shows that after U.S. Bitcoin ETF approval in J","/papers/ssrn/7566372/","2026-10-09",0],["p","Cross-Sectional Corporate Bond Returns","SSRN · Asset Pricing & Factors · Constructs a characteristics-based systematic risk measure u","/papers/ssrn/7566162/","2026-10-09",0],["p","A Multi-Strategy Quantitative Portfolio","SSRN · Portfolio & Allocation · Eleven systematic strategies across equities, futures, and c","/papers/ssrn/7561158/","2026-10-09",0],["p","The Three Faces of Fed Surprise: Rate-Path, Information and Tone Shocks in the Equity Cross-section","SSRN · Asset Pricing & Factors · The study decomposes Federal Reserve announcements into thre","/papers/ssrn/7560218/","2026-10-09",0],["p","Deflate by Bits, Not Trials: Why Query-Counted Deflated Sharpe Ratios Fail Under Adaptive Search, and a Sealed-Holdout Remedy","SSRN · ML & AI Methods · The research proves that query-counted Deflated Sharpe Ratio","/papers/ssrn/7557458/","2026-10-09",0],["p","Heterogeneous Estimation of the Causal Effect of Debt Restructuring Interventions: A Causal and Explainable Uplift Modeling Framework for the Economic Optimization of Credit Risk Portfolios","SSRN · Risk, Credit & Banking · A causal framework compares six estimators of treatment effe","/papers/ssrn/7556744/","2026-10-09",0],["p","Does Autonomous Quant Research Improve? Leakage, Evidence Scarcity and Forward Tests in an LLM Factor-Discovery Loop","SSRN · ML & AI Methods · An autonomous agent evolved 940 factors over 17 days and fin","/papers/ssrn/7555699/","2026-10-09",0],["p","What Survives Honest Tes1ng? A Pre-registered Test of Eleven Trading Signals","SSRN · Trading, Microstructure & Execution · Applies a strict pre-registered protocol to eleven trading s","/papers/ssrn/7553278/","2026-10-09",0],["p","The Toll-Fenced Market: Documented Anomalies in Indian Equities Replicate but do Not Survive Retail Implementation Costs","SSRN · Trading, Microstructure & Execution · Well-documented Indian equity anomalies replicate strongly i","/papers/ssrn/7551520/","2026-10-09",0],["p","Housing Network Connectedness and Policy Spillovers: Evidence from a Time-Varying Parameter VAR Approach","RePEc · Econometrics & Forecasting · A time-varying VAR network reveals supply-inelastic coastal ","/papers/repec/pre-wpaper-202630/","2026-10-09",0],["p","From Tone to Trajectory: Continuous Sentiment and the Shape of Monetary Policy Communication (Martin Feldkircher, Márton Kardos, Kristoffer Laigaard Nielbo)","RePEc · Econometrics & Forecasting · The sequencing and emphasis of sentiment within central bank","/papers/repec/onb-oenbwp-281/","2026-10-09",0],["p","Disappearing Dollar Convenience?","RePEc · Macro-Finance & Rates · Dollar safe asset convenience yields remain stable domestica","/papers/repec/nbr-nberwo-35742/","2026-10-09",0],["p","A Model of Global Firms and Capital Markets","RePEc · Asset Pricing & Factors · A quantified general-equilibrium model of 23,000 firms acros","/papers/repec/nbr-nberwo-35652/","2026-10-09",0],["p","A Currency Premium Puzzle","RePEc · Asset Pricing & Factors · The paper proves that asset pricing models solving equity an","/papers/repec/nbr-nberwo-35572/","2026-10-09",0],["p","The Equilibrium Impact of Credit Frictions: Evidence from Default Risk Using Firm-Level Data","RePEc · Risk, Credit & Banking · UK firm-level data shows relaxing credit frictions raises ou","/papers/repec/nbr-nberwo-35552/","2026-10-09",0],["p","Beliefs That Predict Returns and Beliefs That Attract Flows: Policy Insights and Sentiment Catering in Mutual Funds","RePEc · Portfolio & Allocation · The study shows that mutual fund managers' policy beliefs pr","/papers/repec/nbr-nberwo-35528/","2026-10-09",0],["p","Volatility Disagreement in the Options Market","RePEc · Derivatives & Volatility · Cross-sectional dispersion in volatility forecasts predicts ","/papers/repec/nbr-nberwo-35500/","2026-10-09",0],["p","Optimal Currency Strategies Under Deviations From Interest Parity","RePEc · Portfolio & Allocation · Extending Campbell et al., the analysis shows empirically me","/papers/repec/nbr-nberwo-35498/","2026-10-09",0],["p","Drivers of Exchange Rates in EMDEs: Implications for Foreign Exchange Intervention","RePEc · Econometrics & Forecasting · A framework using deviations from interest-rate parity ident","/papers/repec/imf-imfsdn-2026-003/","2026-10-09",0],["p","Term Spread Volatility as a Leading Indicator of Economic Activity","RePEc · Econometrics & Forecasting · Treasury yield curve slope volatility forecasts industrial p","/papers/repec/hal-journl-hal-05740995/","2026-10-09",0],["p","The Implied Equity Term Structure","RePEc · Asset Pricing & Factors · Inferring expected returns from stock prices and cash flows ","/papers/repec/fip-fednsr-103730/","2026-10-09",0],["p","Estimating Yield Impacts of Treasury Demand and Supply Changes","RePEc · Macro-Finance & Rates · A demand-system framework quantifies that $100 billion in Tr","/papers/repec/fip-fedgif-103792/","2026-10-09",0],["p","Beyond Financial Conditions: Measuring Structural Vulnerabilities in the U.S. Financial System","RePEc · Risk, Credit & Banking · An index capturing structural financial weaknesses displays ","/papers/repec/fip-fedgfe-103791/","2026-10-09",0],["p","Risk Appetite and Monetary Transmission","RePEc · Asset Pricing & Factors · The research shows Fed policy affects risk asset prices prim","/papers/repec/fip-fedfwp-103796/","2026-10-09",0],["p","Anatomy of a run: the Terra Luna Crash","RePEc · Crypto & DeFi · Granular blockchain data reveals the Terra crash resulted fr","/papers/repec/ehl-lserod-137575/","2026-10-09",0],["p","Collateral Advantage: Exchange Rates, Capital Flows, and Global Cycles","RePEc · Macro-Finance & Rates · A model shows U.S. Treasury collateral advantage drives doll","/papers/repec/ces-ceswps-13008/","2026-10-09",0],["p","AI Intensity and Financial Market Responses to Economic Shocks: Evidence from US Industries","RePEc · ML & AI Methods · Industries with higher AI intensity show significantly highe","/papers/repec/ces-ceswps-13000/","2026-10-09",0],["p","Beyond the HAR: A New Benchmark for Volatility Forecasting","RePEc · Econometrics & Forecasting · Fractional processes outperform discrete models like HAR for","/papers/repec/boa-wpaper-202648/","2026-10-09",0],["p","Monetary Policy and the Wealth Distribution","RePEc · Macro-Finance & Rates · Rate cuts initially reduce wealth inequality but increase it","/papers/repec/bfr-banfra-1064/","2026-10-09",0],["p","What is the Impact of a Major Unconventional Monetary Policy Intervention?","RePEc · Risk, Credit & Banking · The ECB's \"whatever it takes\" announcement reversed euro are","/papers/repec/bdm-wpaper-2026-01/","2026-10-09",0],["p","What Volatility Reveals: Agnostic Identification of Exchange Rate and Treasury-Market Dynamics in Inconvenient Times","RePEc · Macro-Finance & Rates · Volatility and kurtosis reveal that dollar depreciation and ","/papers/repec/bde-wpaper-2629e/","2026-10-09",0],["p","The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy","RePEc · Macro-Finance & Rates · A model with time-varying skewness in cost-push shocks gener","/papers/repec/bde-wpaper-2626/","2026-10-09",0],["p","Macro News in Market Moves: Classifying News through Asset Co-movements","RePEc · Econometrics & Forecasting · CLONE decomposes daily price moves into demand, productivity","/papers/repec/bca-bocsap-26-7/","2026-10-09",0],["p","Bankers’ Outside Options and Financial Risk","RePEc · Risk, Credit & Banking · Improved job opportunities for bankers increase non-investme","/papers/repec/ajk-ajkdps-429/","2026-10-09",0],["p","Where It All Begins: Eurodollars and International Monetary Policy Transmission under Bretton Woods","RePEc · Macro-Finance & Rates · US monetary tightening attracted capital through Eurodollar ","/papers/repec/aim-wpaimx-2625/","2026-10-09",0],["p","Energy and Monetary Policy in the Euro Area","RePEc · Macro-Finance & Rates · A DSGE model reveals energy and exchange-rate shocks drive e","/papers/repec/adl-wpaper-2026-07/","2026-10-09",0],["p","Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs","RePEc · Econometrics & Forecasting · A Bayesian spike-and-slab method improves high-dimensional p","/papers/repec/adl-wpaper-2026-05/","2026-10-09",0],["p","Perceived Monetary Policy Rules: Evidence from Professional Forecasters in Australia","RePEc · Econometrics & Forecasting · Time-varying beliefs about the central bank's reaction funct","/papers/repec/adl-wpaper-2026-02/","2026-10-09",0],["p","Interest Rate Transmission in Decentralized Finance: Evidence from Aave Lending Protocol","RePEc · Crypto & DeFi · The study finds that US risk-free rates predict stablecoin l","/papers/repec/abo-neswpt-sp0003/","2026-10-09",0],["p","Regime-Aware Estimation of Large Equity Correlation Matrices: Tail-Pairwise Dependence and Dynamic Conditional Correlation Decomposition for Water and Energy Sectors","arXiv · Risk, Credit & Banking · Fitting separate dependence matrices to lower-tail, central,","/papers/arxiv/2610.12166/","2026-10-09",0],["p","Credal Machine Learning for Risk-Averse Decision Making","arXiv · Portfolio & Allocation · A method represents epistemic uncertainty with credal sets a","/papers/arxiv/2610.12115/","2026-10-09",0],["p","MemTrial: Learning When to Trust Memory in LLM Portfolio Agents","arXiv · Portfolio & Allocation · MemTrial uses factorial design to isolate what each memory c","/papers/arxiv/2610.11732/","2026-10-09",0],["p","Ranking Prior Alignment for Credit Risk Modeling: When Do External Priors Matter?","arXiv · Risk, Credit & Banking · A model-agnostic framework distills ranking priors from expe","/papers/arxiv/2610.11146/","2026-10-09",0],["p","HAN-Mamba: Hierarchical Selective State Space Networks for Multi-Scale Financial Volatility Forecasting","arXiv · Derivatives & Volatility · Replaces transformers with selective state space encoders in","/papers/arxiv/2610.10323/","2026-10-09",0],["p","Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework","arXiv · Portfolio & Allocation · A framework characterizes optimal investment policies for re","/papers/arxiv/2610.10046/","2026-10-09",0],["p","LiveMACE: Process-Aware Evaluation of LLM Agent Capabilities in Evolving Markets","arXiv · ML & AI Methods · A benchmark evaluates frontier LLMs as live trading agents a","/papers/arxiv/2610.09872/","2026-10-09",0],["p","Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management","arXiv · Portfolio & Allocation · Derives a closed-form expression for worst-case conditional ","/papers/arxiv/2610.09246/","2026-10-09",0],["p","Towards Financial World Modeling","arXiv · ML & AI Methods · The study introduces a trillion-observation U.S. equity data","/papers/arxiv/2610.09048/","2026-10-09",0],["p","Agentic AI Systems and Financial Stability, From Model Risk to Systemic Risk","arXiv · Risk, Credit & Banking · The study shows that agentic AI systems sharing a foundation","/papers/arxiv/2610.08806/","2026-10-09",0],["p","Modelling Regime Shifts in Continuous Intraday Electricity Markets with State-dependent Hawkes Processes","arXiv · Trading, Microstructure & Execution · A regime-switching Hawkes process models intraday electricit","/papers/arxiv/2610.08169/","2026-10-09",0],["p","Forecast Accuracy Is Not Trading Profit: Evolving Small Recurrent Networks for Stock Return Prediction","arXiv · Portfolio & Allocation · Tiny neuroevolved recurrent networks rank first on both fore","/papers/arxiv/2610.07825/","2026-10-09",0],["p","Thin Evidence, Thick Priors: How Language Models Substitute Identity for Missing Financial Facts","arXiv · LLMs & Text · When financial facts are withdrawn from prompts, identity at","/papers/arxiv/2610.07798/","2026-10-09",0],["p","On the Boundary of Admission Gates: An Injected-Truth Study of Falsification-First Selection in Quantitative Strategy Research","arXiv · Asset Pricing & Factors · An injected-truth protocol reveals that statistical admissio","/papers/arxiv/2610.07701/","2026-10-09",0],["p","StaFIR: Convex Learning of Stationarity-Aware Causal Filters","arXiv · Econometrics & Forecasting · A convex method learns causal filters that balance stationar","/papers/arxiv/2610.07430/","2026-10-09",0],["p","Adversarial Training for Deep Hedging in Nonstationary Markets","arXiv · Derivatives & Volatility · WRAP combines Wasserstein reweighting and optimal-transport ","/papers/arxiv/2610.07162/","2026-10-09",0],["p","STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets","arXiv · ML & AI Methods · A joint-embedding framework learns predictable incremental r","/papers/arxiv/2610.07006/","2026-10-09",0],["p","FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining","arXiv · Asset Pricing & Factors · A portfolio-aware benchmark comparing five thousand factors ","/papers/arxiv/2610.06947/","2026-10-09",0],["p","The Agentic ETF: How Agentic Trading Becomes an Asset Class","arXiv · ML & AI Methods · Proposes that large-language-model-driven trading agents del","/papers/arxiv/2610.06856/","2026-10-09",0],["p","Latent Continuum of Regimes in Limit Order Book Dynamics","arXiv · Trading, Microstructure & Execution · Analysis of high-frequency limit-order-book geometry finds m","/papers/arxiv/2610.05740/","2026-10-09",0],["p","How Execution Assumptions Change Short-Horizon Sharpe Rankings: Evidence from a Synthetic Trading Benchmark","arXiv · Trading, Microstructure & Execution · Varying execution realism from ideal fills to latency and im","/papers/arxiv/2610.05077/","2026-10-09",0],["p","AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion","arXiv · Asset Pricing & Factors · Introduces a hierarchical discrete diffusion framework that ","/papers/arxiv/2610.04959/","2026-10-09",0],["p","Robust enhanced index tracking portfolio selection under distributional uncertainty","arXiv · Portfolio & Allocation · Robust optimization models minimize worst-case loss and down","/papers/arxiv/2610.04221/","2026-10-09",0],["p","Measuring What is Repeated and Novel in Earnings Disclosures Using Optimal Transport","arXiv · Asset Pricing & Factors · Decomposing earnings press releases and conference calls int","/papers/arxiv/2610.04094/","2026-10-09",0],["p","Beneath the VIX: Probability, Severity, and Uncertainty Shocks","arXiv · Derivatives & Volatility · Separating risk-neutral shortfall probability from condition","/papers/arxiv/2610.03849/","2026-10-09",0],["p","Trading Strategy Optimization via Textual Gradient","arXiv · ML & AI Methods · Proposes an LLM-guided framework for trading strategy refine","/papers/arxiv/2610.03128/","2026-10-09",0],["p","MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code","arXiv · LLMs & Text · Introduces a benchmark that compares LLM-generated trading c","/papers/arxiv/2610.03080/","2026-10-09",0],["p","Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting","arXiv · Trading, Microstructure & Execution · MBOFormer and MBOFusion, two causal transformers with under ","/papers/arxiv/2610.02917/","2026-10-09",0],["p","Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice","arXiv · Portfolio & Allocation · Proposes a portfolio rule that simultaneously selects class ","/papers/arxiv/2610.02290/","2026-10-09",0],["p","The Price of Greenwashing: Algorithmic Verification and Market Discipline using Conformal Machine Learning","arXiv · ML & AI Methods · Fuses SEC financials with EPA emissions data and conformal m","/papers/arxiv/2610.02225/","2026-10-09",0],["p","Monetary Policy and Bond Return Decomposition Across Regimes","SSRN · Macro-Finance & Rates · The research decomposes bond returns into real rates, risk p","/papers/ssrn/7549733/","2026-10-02",0],["p","Geopolitical Risk and Global Financial Market Integration: Dynamic Connectedness across Energy, Commodity, Carbon, and Equity Markets","SSRN · Macro-Finance & Rates · Global connectedness across energy, commodity, carbon, and e","/papers/ssrn/7549731/","2026-10-02",0],["p","Less Is More: Forecast Granularity, Estimation Error, and Portfolio Choice","SSRN · Portfolio & Allocation · Investors using machine-learning forecasts can achieve Sharp","/papers/ssrn/7547959/","2026-10-02",0],["p","Why Most Stocks Underperform the Index: Idiosyncratic Variance Drag and the Geometry of Compounding","SSRN · Asset Pricing & Factors · A lognormal model shows that individual stocks carry an idio","/papers/ssrn/7546579/","2026-10-02",0],["p","The Ant Group IPO Halt as a Natural Experiment on Chinese Fintech Regulation, Firm Valuations, and Shadow-Lending Contraction: A High-Frequency Event Study with Synthetic-Control Validation","SSRN · Asset Pricing & Factors · The study exploits Ant Group's suspended IPO in November 202","/papers/ssrn/7545235/","2026-10-02",0],["p","Spot Bitcoin ETF Flows and Bitcoin Returns: Timestamp Alignment and Asymmetric Feedback","SSRN · Trading, Microstructure & Execution · Correcting for timestamp mismatch between ETF and Bitcoin ma","/papers/ssrn/7545019/","2026-10-02",0],["p","The Rollover Clock: Debt Maturity, the Central-Bank Balance Sheet, and the Debt Limit of a Reserve-Currency Sovereign","SSRN · Macro-Finance & Rates · Rollover clock measurement of consolidated Treasury and cent","/papers/ssrn/7542158/","2026-10-02",0],["p","Order Flow Imbalance and Price Impact in Indian Equity Derivatives: Cross-Sectional Evidence from NSE F&O Markets","SSRN · Trading, Microstructure & Execution · Multilevel order flow imbalance in Indian equity derivatives","/papers/ssrn/7542098/","2026-10-02",0],["p","Tail Risk Hedging in Equity Portfolios: Evaluating the Cost-Effectiveness of Out-of-the-Money Put Options versus Dynamic Tail-Risk Mitigation Strategies During High-Volatility Regimes","SSRN · Derivatives & Volatility · Static out-of-the-money put options provide crash protection","/papers/ssrn/7541959/","2026-10-02",0],["p","Global Debt, Currency Mismatch, and the Spillovers of U.S. Monetary Policy","SSRN · Macro-Finance & Rates · US monetary tightening triggers larger currency depreciation","/papers/ssrn/7541599/","2026-10-02",0],["p","Market Attention and Information Quality in On-Chain Prediction Markets: Evidence from Polymarket","SSRN · Trading, Microstructure & Execution · On-chain prediction market analysis finds 68.2 percent of vo","/papers/ssrn/7540819/","2026-10-02",0],["p","Impact of Central Bank Digital Currencies on Financial Stability","SSRN · Risk, Credit & Banking · Calibrated simulations show existing central bank digital cu","/papers/ssrn/7540719/","2026-10-02",0],["p","Liquidity Capacity and Token Survival in Cryptocurrency Markets","SSRN · Crypto & DeFi · The research shows that adjusted illiquidity—price impact sc","/papers/ssrn/7536975/","2026-10-02",0],["p","Filing Discipline: Regulatory Disclosure Behavior and the Cross-Section of Stock Returns","SSRN · Asset Pricing & Factors · Filing discipline characteristics built from SEC timestamp d","/papers/ssrn/7536681/","2026-10-02",0],["p","U.S. Monetary Policy and Global Market Liquidity","SSRN · Macro-Finance & Rates · The study shows that US federal funds rate shocks widen bid-","/papers/ssrn/7535199/","2026-10-02",0],["p","What Survives an FOMC Surprise? Confounding and the Persistence of Announcement Effects in Asset Prices","SSRN · Macro-Finance & Rates · Analyzing 261 FOMC announcements shows that immediate stock ","/papers/ssrn/7533561/","2026-10-02",0],["p","Bayesian Vector Autoregression for Joint Macroeconomic Forecasting: Pseudo-Real-Time Evidence, Density Forecasts, Structural Dynamics, Scenario Analysis, and Practical Macro-Risk Use for the United States","SSRN · Econometrics & Forecasting · The research develops a compact Bayesian VAR for real-time f","/papers/ssrn/7532698/","2026-10-02",0],["p","Market-Implied Policy-Outcome Dispersion and Long-Run Equity Volatility: Meeting-Level Evidence from Kalshi FOMC Contracts","SSRN · Derivatives & Volatility · Using Kalshi FOMC contract probabilities, the paper shows th","/papers/ssrn/7531599/","2026-10-02",0],["p","Evolution of Market Microstructure in the Age of AI From Double-Sided Continuous Auctions to Agentic Markets","SSRN · Trading, Microstructure & Execution · A survey traces how market design rules evolved from floor t","/papers/ssrn/7530158/","2026-10-02",0],["p","Residual Learning in Empirical Asset Pricing","SSRN · ML & AI Methods · Deep residual networks outperform shallow models in asset pr","/papers/ssrn/7528558/","2026-10-02",0],["p","An Auditable Public-Data U.S. Equity Research Pipeline: Point-in-Time Factors, Asset Pricing, Portfolio Construction, and Walk-Forward Machine Learning","SSRN · Asset Pricing & Factors · A reproducible pipeline for factor research finds no model r","/papers/ssrn/7528419/","2026-10-02",0],["p","Market History, Rebuilt A Reproducible Synthetic U.S. Total-Return Dataset for Leverage and Duration Research ChemicalStats • Anonymous Risk Researcher","SSRN · Econometrics & Forecasting · A new 234-year synthetic total-return dataset for equities a","/papers/ssrn/7527762/","2026-10-02",0],["p","Across the Capital Structure: Bond Signals and Equity Returns *","SSRN · Asset Pricing & Factors · Signals extracted from corporate bond portfolios predict nex","/papers/ssrn/7527218/","2026-10-02",0],["p","Does Crypto Trading Activity Follow New York Time? Cross-Venue and New York-London Evidence from Clock Changes","SSRN · Trading, Microstructure & Execution · Bitcoin and Ether trading activity on major venues increases","/papers/ssrn/7526338/","2026-10-02",0],["p","Banks versus Private Credit: How Capital Requirements Shape Tailored Lending","SSRN · Risk, Credit & Banking · The study models how capital requirements tax banks on tailo","/papers/ssrn/7524779/","2026-10-02",0],["p","Credit When it's Due: Corporate Bond Factors on a Schedule","SSRN · Derivatives & Volatility · The research finds that the first five trading days of each ","/papers/ssrn/7524680/","2026-10-02",0],["p","The Capacity of Equity Anomalies","SSRN · Portfolio & Allocation · Computing capacity for 35 anomalies reveals that high-alpha ","/papers/ssrn/7524338/","2026-10-02",0],["p","Dynamic Graph Neural Networks for Real Time Systemic Risk Surveillance: An Explainable AI Framework for Financial Stability","SSRN · ML & AI Methods · The research proposes a temporal graph neural network with e","/papers/ssrn/7522878/","2026-10-02",0],["p","The Geometry of Risk: An Integrated Monitoring Framework for Multi-Asset Systemic Stress","SSRN · Risk, Credit & Banking · The research develops a four-layer diagnostic framework comb","/papers/ssrn/7521018/","2026-10-02",0],["p","Order Flow Imbalance and Price Discovery on Prediction Markets: Evidence from Kalshi","SSRN · Trading, Microstructure & Execution · Order flow imbalance predicts contemporaneous mid-price chan","/papers/ssrn/7520438/","2026-10-02",0],["p","One advisor for the whole world? Cross-country evidence on financial advice from large language models","RePEc · LLMs & Text · Large language models provide nearly identical portfolio adv","/papers/repec/zbw-safewp-343061/","2026-10-02",0],["p","The Labor Market Effects of AI Automation and Augmentation","RePEc · ML & AI Methods · AI automation reduces occupational employment by 21 percent ","/papers/repec/zbw-glodps-1821/","2026-10-02",0],["p","The Uncertainty Channel of Monetary Policy Communication","RePEc · Econometrics & Forecasting · The study shows that increased Federal Reserve communication","/papers/repec/tse-wpaper-132139/","2026-10-02",0],["p","Bank Dollarization, Lending Behavior and Real Effects","RePEc · Risk, Credit & Banking · The study shows that banks with high foreign exchange risk r","/papers/repec/tcb-wpaper-2617/","2026-10-02",0],["p","Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework","RePEc · Econometrics & Forecasting · The GARCH-MIDAS model incorporating a quarterly news-based P","/papers/repec/pre-wpaper-202620/","2026-10-02",0],["p","Artificial Intelligence and the Indian Sovereign Yield Curve: Empirical Evidence in Times of Macroeconomic Turmoil.","RePEc · Macro-Finance & Rates · Post-AI adoption, longer-maturity Indian bond yields show re","/papers/repec/npf-wpaper-26-450/","2026-10-02",0],["p","The Cov-lite Liquidity Advantage, Regulatory Pressures, and the Evolution of the Leveraged Loan Market","RePEc · Risk, Credit & Banking · Post-GFC, banks facing stricter regulation increased cov-lit","/papers/repec/nbr-nberwo-35617/","2026-10-02",0],["p","The implied volatility surface (also) is path-dependent","RePEc · Derivatives & Volatility · The research shows that past asset price trajectories predic","/papers/repec/hal-journl-hal-04362544/","2026-10-02",0],["p","Repo Markets and the Fed's Balance Sheet: Implications for Monetary Policy Implementation","RePEc · Macro-Finance & Rates · The paper examines how Federal Reserve balance sheet changes","/papers/repec/fip-fedgfn-103714/","2026-10-02",0],["p","A SPOT in the dark: using AI to assess financial stability risks","RePEc · ML & AI Methods · Large Language Models extract signals about potential trigge","/papers/repec/ecb-ecbwps-20263262/","2026-10-02",0],["p","Measuring the Effects of US Unconventional Monetary Policy Surprises on Exchange Rates across Monetary Conditions","RePEc · Macro-Finance & Rates · The research shows that both large-scale asset purchases and","/papers/repec/dpr-wpaper-1276r/","2026-10-02",0],["p","Testing Whether Volatility Model Gains Persist: A Prespecified Holdout in Tail Risk Forecasting","RePEc · Derivatives & Volatility · Testing eight volatility models on equity indices with presp","/papers/repec/cte-wsrepe-50798/","2026-10-02",0],["p","Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models","RePEc · Derivatives & Volatility · Decomposing forecasting losses into correlation versus scale","/papers/repec/cte-wsrepe-50561/","2026-10-02",0],["p","Financial Crisis Cycles","RePEc · Risk, Credit & Banking · A theoretical model shows that debt accumulation during boom","/papers/repec/cnn-wpaper-26-015e/","2026-10-02",0],["p","The Fed Put and Bank Risk-Taking: Evidence from the Loan Book","RePEc · Risk, Credit & Banking · The paper shows that monetary policy reduces perceived tail ","/papers/repec/ces-ceswps-12980/","2026-10-02",0],["p","Zero-Shot Conditional Forecasting and the Information Content of Central Bank Paths","RePEc · Econometrics & Forecasting · A pre-trained time-series model reading central bank publish","/papers/repec/ces-ceswps-12972/","2026-10-02",0],["p","Learn the measure, estimate the moment: machine-learned drivers in dynamic conditional correlation models","RePEc · Derivatives & Volatility · Combining machine-learned forecasts of realized measures wit","/papers/repec/cdf-wpaper-2026-12/","2026-10-02",0],["p","What makes Monetary Policy More Powerful? A Big Data Approach","RePEc · Econometrics & Forecasting · Analysis of a large macro-financial dataset ranks non-linear","/papers/repec/cbi-wpaper-09-rt-26/","2026-10-02",0],["p","Transformer-based CoVaR: Systemic Risk in Textual Information","RePEc · LLMs & Text · Integrating financial news embeddings from large language mo","/papers/repec/bri-uobdis-26-840/","2026-10-02",0],["p","One dollar, many prices: dealer-specific pricing of synthetic dollar funding","RePEc · Trading, Microstructure & Execution · Comparing FX forwards in identical currency pairs and maturi","/papers/repec/boe-boeewp-023631/","2026-10-02",0],["p","Locking in the rate or staying flexible? Mortgage refinancing around an interest rate shock","RePEc · Portfolio & Allocation · The study finds that UK borrowers shifted toward two-year fi","/papers/repec/boe-boeewp-023579/","2026-10-02",0],["p","Solvency and systemic risk of European life insurers","RePEc · Risk, Credit & Banking · The research distinguishes solvency risk from systemic risk ","/papers/repec/boe-boeewp-023290/","2026-10-02",0],["p","Financial frictions and firms’ capital composition: a structural estimation of firms’ borrowing constraints for the UK","RePEc · Risk, Credit & Banking · UK firm-level analysis shows that interest rate spreads are ","/papers/repec/boe-boeewp-023254/","2026-10-02",0],["p","Geopolitical risk and emerging market sovereign risk premia","RePEc · Macro-Finance & Rates · The study finds that geopolitical risk raises sovereign cred","/papers/repec/bis-biswps-1368/","2026-10-02",0],["p","The macroeconomic effects of AI technology shocks","RePEc · Econometrics & Forecasting · AI-intensive patents generate delayed productivity and emplo","/papers/repec/bdi-wptemi-td-1542-26/","2026-10-02",0],["p","Green is the new black","RePEc · Macro-Finance & Rates · U.S. green bond share declined from 1.7 to 0.6 percent after","/papers/repec/bdi-wptemi-td-1538-26/","2026-10-02",0],["p","Corporate bond pricing in the AI era","RePEc · Asset Pricing & Factors · Using ChatGPT's launch as a natural experiment, the paper fi","/papers/repec/bdi-opques-qef-1057-26/","2026-10-02",0],["p","The implications of AI for monetary policy: a first assessment","RePEc · Macro-Finance & Rates · The paper assesses how artificial intelligence affects monet","/papers/repec/bdi-opques-qef-1051-26/","2026-10-02",0],["p","The Innovator's Risk Premium: Sticky Hurdle Rates, the Cost of Capital, and Creative Destruction","RePEc · Asset Pricing & Factors · The research shows that firms' hurdle rates exceed their fin","/papers/repec/bde-wpaper-2628e/","2026-10-02",0],["p","A New Approach to Estimating Portfolio-Balance Models of the Yield Curve","RePEc · Macro-Finance & Rates · Proposes a two-step estimator to recover portfolio-balance m","/papers/repec/bca-bocawp-26-33/","2026-10-02",0],["p","Do Your Own Research: Learning to Forecast by Learning to Search","arXiv · Econometrics & Forecasting · Training teaches a language model to improve event forecasti","/papers/arxiv/2610.01955/","2026-10-02",0],["p","PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading","arXiv · Trading, Microstructure & Execution · Reinforcement learning agent combining policy optimization w","/papers/arxiv/2610.01325/","2026-10-02",0],["p","Certified Alpha Capacity: Statistical Evidence, Economic Lifetime, and Arbitrage under Decay","arXiv · Trading, Microstructure & Execution · The research measures when a trading signal accumulates enou","/papers/arxiv/2610.01115/","2026-10-02",0],["p","Negative Oil & Nickel Squeeze: A Feedback Model for Extreme Commodity Futures Prices","arXiv · Derivatives & Volatility · A feedback model explains extreme commodity futures prices l","/papers/arxiv/2610.00951/","2026-10-02",0],["p","Admissible Portfolio Optimization: Information Constraints, Conditional Efficient Frontiers, and the Price of Causal Identification","arXiv · Portfolio & Allocation · The research makes conditioning information a decision varia","/papers/arxiv/2610.00147/","2026-10-02",0],["p","Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process","arXiv · Portfolio & Allocation · The study develops a Markov decision process framework for d","/papers/arxiv/2609.38765/","2026-10-02",0],["p","Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets","arXiv · Trading, Microstructure & Execution · The research shows when to follow or fade financial narrativ","/papers/arxiv/2609.38545/","2026-10-02",0],["p","DualCast: A Dual-Path Language Model for Bimodal Financial Time-Series Forecasting","arXiv · Econometrics & Forecasting · Dual-path language model extended with financial tokens and ","/papers/arxiv/2609.38197/","2026-10-02",0],["p","Active Liquidity On Chain: Evidence from PropAMMs Across Chains","arXiv · Crypto & DeFi · Proprietary AMMs earn 0.37 to 1.19 basis points within two s","/papers/arxiv/2609.38056/","2026-10-02",0],["p","Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision","arXiv · Crypto & DeFi · Analysis of Uniswap pools shows passive liquidity providers ","/papers/arxiv/2609.37963/","2026-10-02",0],["p","When Stress Tests Miss the Risk: Statistical Scenario Analysis for Financial Portfolios","arXiv · Portfolio & Allocation · Kernel scenario analysis estimates quantile predictions for ","/papers/arxiv/2609.37273/","2026-10-02",0],["p","Can Language Models Learn to Forecast Stock Prices","arXiv · ML & AI Methods · Post-training Qwen3-4B via supervised fine-tuning and policy","/papers/arxiv/2609.36914/","2026-10-02",0],["p","When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs","arXiv · Derivatives & Volatility · The study shows how hedging a derivative via trading the und","/papers/arxiv/2609.36257/","2026-10-02",0],["p","ReLOBGen: Replayable Limit Order Book Message Generation","arXiv · Trading, Microstructure & Execution · A method generates realistic limit order book messages guara","/papers/arxiv/2609.35867/","2026-10-02",0],["p","Resolving the Missing Financial Data Crisis: A Generative AI Pipeline for SEC 10-K Extraction","arXiv · LLMs & Text · Large language models outperform traditional methods at extr","/papers/arxiv/2609.35864/","2026-10-02",0],["p","Can AI Make Money in Crypto? Measuring the Gap from Backtests to Real Markets","arXiv · ML & AI Methods · A benchmark compares machine learning, reinforcement learnin","/papers/arxiv/2609.34510/","2026-10-02",0],["p","KiT: A Foundation Model for Financial Time-Series Forecasting using DiffusionTransformers","arXiv · ML & AI Methods · Diffusion transformer foundation model reformulates candlest","/papers/arxiv/2609.34507/","2026-10-02",0],["p","Deep kernel hedging","arXiv · ML & AI Methods · A hybrid approach combining neural networks with kernel meth","/papers/arxiv/2609.34474/","2026-10-02",0],["p","AlphaPareto: Formulaic Alpha Discovery with LLM-Guided Multi-Objective Reinforcement Learning","arXiv · ML & AI Methods · The research uses reinforcement learning with multi-objectiv","/papers/arxiv/2609.34188/","2026-10-02",0],["p","Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules","arXiv · Crypto & DeFi · A framework shows when oracle-informed automated market make","/papers/arxiv/2609.33799/","2026-10-02",0],["p","Taming the Greeks: Option Portfolios with Inductive Biases","arXiv · Portfolio & Allocation · A deep learning framework for options trading enforces portf","/papers/arxiv/2609.33767/","2026-10-02",0],["p","EverMine: Dissecting the Self-Evolution of Research Capabilities in Long-Horizon Alpha Research","arXiv · ML & AI Methods · A framework tests whether self-evolving research capabilitie","/papers/arxiv/2609.33524/","2026-10-02",0],["p","LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs","arXiv · ML & AI Methods · An evaluation framework tests language model agents on struc","/papers/arxiv/2609.33470/","2026-10-02",0],["p","Evolution of Market Microstructure in the Age of AI","arXiv · Trading, Microstructure & Execution · A survey traces how market design has evolved from floor tra","/papers/arxiv/2609.33058/","2026-10-02",0],["p","Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data","arXiv · Trading, Microstructure & Execution · Measurement of over a year of CME market data reveals transa","/papers/arxiv/2609.32848/","2026-10-02",0],["p","UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting","arXiv · Trading, Microstructure & Execution · A lightweight module adds confidence estimates to limit-orde","/papers/arxiv/2609.31491/","2026-10-02",0],["p","Agentic Limit Order Books: Phase Transitions and Market Impact","arXiv · Trading, Microstructure & Execution · The study shows that reinforcement-learning traders in limit","/papers/arxiv/2609.31260/","2026-10-02",0],["p","Same Text, Different Numbers: The Divergence of LLM-Based Measures","arXiv · ML & AI Methods · Cross-model rank correlations for LLM-extracted sentiment, c","/papers/arxiv/2609.31013/","2026-10-02",0],["p","The Price of Thought: Does Test-Time Reasoning Pay in LLM Trading?","arXiv · ML & AI Methods · The study tests whether extra reasoning in large language mo","/papers/arxiv/2609.30705/","2026-10-02",0],["p","PALM: Point-in-Time Adaptation for Financial Language Models","arXiv · ML & AI Methods · A new method adapts financial language models to avoid look-","/papers/arxiv/2609.30316/","2026-10-02",0],["p","LLM-Based Semantic Surprises in FOMC Communication: Asset Prices and Financial-Market Stress","SSRN · LLMs & Text · Semantic surprises extracted from Federal Reserve statements","/papers/ssrn/7519200/","2026-09-25",0],["p","Banking-System Heterogeneity and Monetary Policy Transmission in the Euro Area: High-Frequency Shocks, Local Projections, and Regime Dependence","SSRN · Macro-Finance & Rates · A 100-basis-point contractionary monetary shock lowers infla","/papers/ssrn/7519040/","2026-09-25",0],["p","Firm-Specific Price Delay and Momentum","SSRN · Asset Pricing & Factors · Momentum profits concentrate among firms with high price del","/papers/ssrn/7518623/","2026-09-25",0],["p","Monetary policy transmission by securitising banks","SSRN · Risk, Credit & Banking · Banks engaged in securitization contract lending more sharpl","/papers/ssrn/7515879/","2026-09-25",0],["p","Artificial intelligence and financial markets","SSRN · ML & AI Methods · A survey examines how AI transforms information production, ","/papers/ssrn/7515878/","2026-09-25",0],["p","Forward Guidance and the Dynamics of Bank Credit: The Bank Balance-Sheet Channel of Monetary News","SSRN · Risk, Credit & Banking · High-frequency analysis reveals contractionary forward guida","/papers/ssrn/7514178/","2026-09-25",0],["p","Crossing the Zero Lower Bound: Negative Interest Rates and Corporate Valuation","SSRN · Asset Pricing & Factors · Comparing firms across the ECB's 2014 negative rate adoption","/papers/ssrn/7512572/","2026-09-25",0],["p","Incentives at Play: Fee-Induced Volume on a Regulated Perpetual Futures Venue","SSRN · Trading, Microstructure & Execution · Analysis of Kalshi's regulated Bitcoin and Ethereum futures ","/papers/ssrn/7512338/","2026-09-25",0],["p","Speculative Leverage and Factor Momentum","SSRN · Asset Pricing & Factors · Factor momentum strategies earn 49 basis points per month ex","/papers/ssrn/7512099/","2026-09-25",0],["p","Welcome to the Factor Zoo: Where Mutual Fund Alpha Hides","SSRN · Portfolio & Allocation · Using factor selection, the study finds mean active alpha of","/papers/ssrn/7508299/","2026-09-25",0],["p","Hedge Fund Trading and Sovereign Bond Yield Sensitivity","SSRN · Derivatives & Volatility · Leveraged hedge fund positions amplify sovereign bond yield ","/papers/ssrn/7506360/","2026-09-25",0],["p","Tail-Risk Forecasting with General Cubic Distributions","SSRN · Derivatives & Volatility · A cubic quantile framework forecasts Value-at-Risk and Expec","/papers/ssrn/7504480/","2026-09-25",0],["p","Sell, Hold Out, or Accept: The Creditor's Trilemma in Distressed Debt Exchanges","SSRN · Risk, Credit & Banking · Analysis of 284 distressed exchanges from 2009-2022 reveals ","/papers/ssrn/7502204/","2026-09-25",0],["p","Algorithmic Collusion by Reinforcement-Learning Pricing Agents: Simulation Evidence and Implications for Financial Markets and Competition Law","SSRN · Trading, Microstructure & Execution · Q-learning pricing agents in simulated duopolies reach supra","/papers/ssrn/7500483/","2026-09-25",0],["p","Execution-Aware Alpha Mining: Teaching LLM Factor Agents to Account for Trading Costs","SSRN · ML & AI Methods · The paper builds a closed-loop system where an LLM proposes ","/papers/ssrn/7498983/","2026-09-25",0],["p","Prices or implied volatilities? Choosing the loss function in machine learning option pricing","SSRN · Derivatives & Volatility · The paper compares machine learning option pricing trained o","/papers/ssrn/7498639/","2026-09-25",0],["p","Signature-Based Structural Models and Applications in Credit Markets","SSRN · Risk, Credit & Banking · The study develops a time-varying signature asset model for ","/papers/ssrn/7498599/","2026-09-25",0],["p","MartingaleONet: Physics-Constrained Operator Learning for Real-Time Option Pricing and Volatility Calibration","SSRN · Derivatives & Volatility · A deep operator network maps volatility surfaces to option p","/papers/ssrn/7498326/","2026-09-25",0],["p","Expectations and the Term Structure of Interest Rates","SSRN · Macro-Finance & Rates · Decomposing yield sensitivity without assuming rational expe","/papers/ssrn/7497046/","2026-09-25",0],["p","Label alchemy: Target engineering for improved stock selection","SSRN · ML & AI Methods · Reshaping the prediction target through location, scale and ","/papers/ssrn/7494298/","2026-09-25",0],["p","State-dependent global banking systemic risk: An integrated framework of network connectedness, tail risk, and global financial conditions","SSRN · Risk, Credit & Banking · Combining quantile-connectedness, tail-risk measures, and ne","/papers/ssrn/7493706/","2026-09-25",0],["p","Hedge Fund Performance and Interest Rate Conditions: Evidence from Regulatory Data","SSRN · Risk, Credit & Banking · Using SEC filings from 2013-2021, the paper finds hedge fund","/papers/ssrn/7493702/","2026-09-25",0],["p","Memorisation or Alpha? Detecting Look-Ahead Contamination in Cross-Sectional Equity Signals","SSRN · ML & AI Methods · Testing whether a large language model ranks stocks by forec","/papers/ssrn/7490302/","2026-09-25",0],["p","The Low Return Channel of Negative Interest Rates in Bank Lending","SSRN · Risk, Credit & Banking · Japan's 2016 negative-rate policy reduced lending from low-p","/papers/ssrn/7489554/","2026-09-25",0],["p","Data-Driven Minimax-Regret Portfolio Optimization under Tail-Risk Ambiguity","SSRN · Portfolio & Allocation · The research proposes a data-driven portfolio method that bl","/papers/ssrn/7486600/","2026-09-25",0],["p","Industry Information and Equity Return Predictability","SSRN · Econometrics & Forecasting · Using production, employment, and sales data across 426 indu","/papers/ssrn/7486138/","2026-09-25",0],["p","Beta Recall, Alpha Recall, and a Contamination Detector that Needs No Labels * Measuring Training-data Leakage in LLM Equity Signals","SSRN · ML & AI Methods · The study measures recall versus forecasting in an LLM's sto","/papers/ssrn/7485818/","2026-09-25",0],["p","Fedspeak, LLM-Derived Signals, and High-Frequency Trading","SSRN · Trading, Microstructure & Execution · Semantic and tonal shifts across sequential Federal Reserve ","/papers/ssrn/7479619/","2026-09-25",0],["p","From D&I to D&I: European Capital Markets' Regime Shift from Diversity and Inclusion to Defence and Infrastructure","SSRN · Asset Pricing & Factors · European defence stocks repriced sharply starting November 2","/papers/ssrn/7477998/","2026-09-25",0],["p","Settlement Risk and Currency Markets","SSRN · Trading, Microstructure & Execution · Hungary's 2015 adoption of payment-versus-payment settlement","/papers/ssrn/7201787/","2026-09-25",0],["p","Elastic in cash, inelastic in repo: Hedge funds in the treasury and repo markets","RePEc · Trading, Microstructure & Execution · Using German sovereign bond repo data, the research shows he","/papers/repec/zbw-safewp-343098/","2026-09-25",0],["p","Collateral policy surprises","RePEc · Risk, Credit & Banking · Expansionary central bank collateral policy surprises reduce","/papers/repec/zbw-bubdps-343110/","2026-09-25",0],["p","Rate Risk and Rate Insurance","RePEc · Asset Pricing & Factors · Stock returns are dampened by rate insurance: falling rates ","/papers/repec/nbr-nberwo-35636/","2026-09-25",0],["p","Credit Card Banking","RePEc · Risk, Credit & Banking · Analysis of 550 million US credit card accounts shows that d","/papers/repec/nbr-nberwo-35607/","2026-09-25",0],["p","Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux","RePEc · Asset Pricing & Factors · The research identifies common risk factors spanning stocks,","/papers/repec/nbr-nberwo-35579/","2026-09-25",0],["p","Bank Runs With and Without Bank Failure","RePEc · Risk, Credit & Banking · A database of 3,984 historical US bank runs shows runs are m","/papers/repec/nbr-nberwo-35504/","2026-09-25",0],["p","Assessing the Benefits of Optimized Agentic AI Systems for Asset Pricing","RePEc · ML & AI Methods · Optimized AI systems analyzing earnings call transcripts dou","/papers/repec/nbr-nberwo-35431/","2026-09-25",0],["p","Prices and Monetary Policy: The Role of Financial Constraints","RePEc · Macro-Finance & Rates · Swedish data reveals that financially constrained firms adju","/papers/repec/hhs-rbnkwp-0468/","2026-09-25",0],["p","Stablecoins Meet the Mundell–Fleming Trilemma","RePEc · Crypto & DeFi · Wallet-level stablecoin data shows crisis countries experien","/papers/repec/fip-fednsr-103702/","2026-09-25",0],["p","Pricing Risk Globally: Intermediary Constraints, the Dollar, and the Global Financial Cycle","RePEc · Asset Pricing & Factors · A two-country model shows that uncertainty shocks tighten in","/papers/repec/fip-fedgif-103716/","2026-09-25",0],["p","Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting","RePEc · Derivatives & Volatility · Tree-based models partition the option surface by moneyness ","/papers/repec/fip-fedgfe-103519/","2026-09-25",0],["p","A theory of bank liquidity requirements","RePEc · Risk, Credit & Banking · The study develops a general equilibrium model of financial ","/papers/repec/ecb-ecbwps-20263252/","2026-09-25",0],["p","Systemic at Home: the Persistence of a Too-Big-to-Fail Premium in Europe","RePEc · Risk, Credit & Banking · European banks with assets exceeding half of home GDP enjoy ","/papers/repec/dnb-dnbwpp-868/","2026-09-25",0],["p","HKC05 - Household Portfolios, Corporate Leverage, and the Supply Side of Monetary Policy","RePEc · Portfolio & Allocation · Corporate leverage affects how monetary tightening transmits","/papers/repec/cxv-wpaper-2602/","2026-09-25",0],["p","The Global Credit Cycle","RePEc · Risk, Credit & Banking · A nonlinear factor constructed from credit spreads and equit","/papers/repec/cpr-ceprdp-21268/","2026-09-25",0],["p","Pension Liquidity Risk","RePEc · Risk, Credit & Banking · Dutch pension funds use interest rate swaps more aggressivel","/papers/repec/cpr-ceprdp-21095/","2026-09-25",0],["p","Carry Trade and Currency Crash Risk","RePEc · Asset Pricing & Factors · Focusing on dollar-lira trading, the paper shows that higher","/papers/repec/cpr-ceprdp-20745/","2026-09-25",0],["p","Ex Machina: Financial Stability in the Age of Artificial Intelligence","RePEc · ML & AI Methods · Q-learning and large language model investors generate syste","/papers/repec/cpr-ceprdp-20681/","2026-09-25",0],["p","Skewness Risk Premia and the Cross-Section of Currency Returns","RePEc · Asset Pricing & Factors · Using model-free skewness measures from currency options, th","/papers/repec/cpr-ceprdp-20587/","2026-09-25",0],["p","Predicting Financial Market Stress with Machine Learning","RePEc · ML & AI Methods · Tree-based machine learning models predict the full distribu","/papers/repec/cpr-ceprdp-20439/","2026-09-25",0],["p","LASH Risk and Interest Rates","RePEc · Risk, Credit & Banking · The study measures liquidity risk from solvency hedging in s","/papers/repec/cpr-ceprdp-20158/","2026-09-25",0],["p","Sovereign vs. Corporate Debt and Default: More Similar Than You Think","RePEc · Risk, Credit & Banking · Analysis of 20 years of US junk bonds and emerging market so","/papers/repec/cpr-ceprdp-20100/","2026-09-25",0],["p","Asset Embeddings","RePEc · Asset Pricing & Factors · The paper shows that portfolio holdings contain all informat","/papers/repec/cpr-ceprdp-20082/","2026-09-25",0],["p","Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting","RePEc · Derivatives & Volatility · Introducing coefficient-specific penalization into multivari","/papers/repec/cdf-wpaper-2026-4/","2026-09-25",0],["p","Innovation, financial frictions, and persistent effects of monetary policy","RePEc · Macro-Finance & Rates · Monetary tightening reduces R&D more sharply among firms lac","/papers/repec/boe-boeewp-023581/","2026-09-25",0],["p","Capital flows and exchange rates: A quantitative assessment of the dilemma hypothesis","RePEc · Macro-Finance & Rates · In response to US monetary tightening, financial channels do","/papers/repec/boe-boeewp-023263/","2026-09-25",0],["p","The credit channel of monetary policy: direct survey evidence from UK firms","RePEc · Risk, Credit & Banking · UK firm survey data validates that external borrowers face l","/papers/repec/boe-boeewp-023260/","2026-09-25",0],["p","How Economic News Drives Implied Volatility in Agricultural Commodity Markets","RePEc · Derivatives & Volatility · Financial and macroeconomic news topics systematically predi","/papers/repec/ags-asea26-404810/","2026-09-25",0],["p","Exogenous Risk, Hedging Pressure, and Risk Premia in Agricultural Commodity Markets","RePEc · Asset Pricing & Factors · Traders place 15% weight on USDA crop reports relative to pr","/papers/repec/ags-aaea26-404411/","2026-09-25",0],["p","Taming Volatility, Feeding Crashes: Evidence from Algorithmic Trading in China's Agricultural Futures Markets","RePEc · Trading, Microstructure & Execution · The study finds that algorithmic trading lowers realized vol","/papers/repec/ags-aaea26-404354/","2026-09-25",0],["p","The Impossible Trinity of Time-Series Validation: A Conservation Law among Training Sufficiency, Test Coverage, and Temporal Causality","arXiv · Econometrics & Forecasting · Proves that training sufficiency, test coverage, and tempora","/papers/arxiv/2609.29530/","2026-09-25",0],["p","Network Realized GARCH--Itô Models: Volatility Spillovers with High-Frequency Identification","arXiv · Econometrics & Forecasting · Introduces a network realized GARCH-Itô model that identifie","/papers/arxiv/2609.29515/","2026-09-25",0],["p","AlphaDiverse: Post-Training Local Quantitative Research Agents for Diverse Exploration in Alpha Factor Mining","arXiv · ML & AI Methods · Proposes a multi-agent system with post-training that automa","/papers/arxiv/2609.29014/","2026-09-25",0],["p","Forecast-Dojo: Replayable Environments for Benchmarking and Training LLM Forecasting Agents","arXiv · ML & AI Methods · Introduces a replayable environment combining 1,568 resolved","/papers/arxiv/2609.28876/","2026-09-25",0],["p","Feasible Multi-Asset Optimal Execution under Cash Constraints","arXiv · Trading, Microstructure & Execution · Extends the Almgren-Chriss optimal execution framework to en","/papers/arxiv/2609.27786/","2026-09-25",0],["p","Financial Tail Risk Beyond Lipschitz Continuity via Semi-Discrete Optimal Transport","arXiv · Risk, Credit & Banking · Proposes semi-discrete optimal transport to capture heavy ta","/papers/arxiv/2609.27785/","2026-09-25",0],["p","Learning to Detect Symbolic Failure: Machine Learning and the Limits of Black-Scholes","arXiv · Derivatives & Volatility · Tree-based machine learning outperforms neural networks at d","/papers/arxiv/2609.27764/","2026-09-25",0],["p","Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics","arXiv · Derivatives & Volatility · Develops a surface-driven stochastic volatility framework fo","/papers/arxiv/2609.27138/","2026-09-25",0],["p","Active Portfolio Management in Concentrated Equity Markets","arXiv · Portfolio & Allocation · Formulates a stochastic control problem for actively allocat","/papers/arxiv/2609.27113/","2026-09-25",0],["p","Propose, Don't Judge: An Anytime-Valid Referee for LLM Agents That Mine Investment Factors","arXiv · ML & AI Methods · Proposes a statistical referee that judges investment factor","/papers/arxiv/2609.27051/","2026-09-25",0],["p","Nonlinear Drivers of Macroeconomic Tail Risk: A Threshold Stochastic Volatility-in-Mean VAR with Regime-Dependent Leverage","arXiv · Econometrics & Forecasting · A regime-switching volatility-in-mean VAR reveals that the d","/papers/arxiv/2609.26994/","2026-09-25",0],["p","Rule-Based Pricing Algorithms and Market Outcomes: An Experimental Study","arXiv · Trading, Microstructure & Execution · Experiments show that algorithm design features like warning","/papers/arxiv/2609.26861/","2026-09-25",0],["p","Liquidity Provision and Rebate Design in Option Markets","arXiv · Trading, Microstructure & Execution · Develops a nested optimization model for market making and r","/papers/arxiv/2609.26606/","2026-09-25",0],["p","Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks","arXiv · Portfolio & Allocation · Characterizes optimal consumption and investment strategies ","/papers/arxiv/2609.26349/","2026-09-25",1],["p","Trust, Rule of Law, and the Size Premium: Evidence from a Meta-Analysis","arXiv · Asset Pricing & Factors · Meta-analysis of 1,613 size-premium estimates across 31 coun","/papers/arxiv/2609.26212/","2026-09-25",0],["p","The Critical Line Algorithm and the Constrained LASSO: One Curve, Two Literatures","arXiv · Portfolio & Allocation · Shows that mean-variance portfolio selection and the constra","/papers/arxiv/2609.25704/","2026-09-25",1],["p","Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting","arXiv · Econometrics & Forecasting · A hierarchical multi-task framework jointly predicts price m","/papers/arxiv/2609.25617/","2026-09-25",0],["p","DefaultGNN: A Dual-Perspective GNN Framework for Predicting Corporate Default from Buyer-Seller Transaction Networks","arXiv · Risk, Credit & Banking · A dual-perspective graph neural network framework predicts c","/papers/arxiv/2609.25542/","2026-09-25",0],["p","From Tone to Trajectory: Continuous Sentiment and the Shape of Monetary Policy Communication","arXiv · LLMs & Text · The study shows that how monetary policy sentiment unfolds a","/papers/arxiv/2609.25034/","2026-09-25",0],["p","FinRankGRPO: Optimizing LLMs for Listwise Financial Asset Ranking via Group Relative Policy Optimization","arXiv · LLMs & Text · Develops a two-stage framework that fine-tunes language mode","/papers/arxiv/2609.24175/","2026-09-25",0],["p","FinInteract: Benchmarking Clarification and Intent Integration in Ambiguous Financial Question Answering","arXiv · LLMs & Text · A benchmark reveals that language models answer financial qu","/papers/arxiv/2609.24002/","2026-09-25",0],["p","A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation","arXiv · Econometrics & Forecasting · A stochastic nested fixed-point estimator reduces memory and","/papers/arxiv/2609.23998/","2026-09-25",0],["p","Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework","arXiv · Risk, Credit & Banking · Develops a deep learning scheme for optimal stopping under s","/papers/arxiv/2609.23768/","2026-09-25",0],["p","Financial Language Models as Applied Artificial Intelligence Systems for News-Based Trading under Market Frictions","arXiv · LLMs & Text · Introduces a market-friction-aware framework that converts t","/papers/arxiv/2609.23703/","2026-09-25",0],["p","ETH-TraceBench: A Large-Scale Event-Stream Benchmark for Ethereum DeFi under Temporal, Protocol, and Contract Shift","arXiv · Crypto & DeFi · Introduces a large-scale benchmark on 1.35 billion Ethereum ","/papers/arxiv/2609.23659/","2026-09-25",0],["p","Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets","arXiv · Econometrics & Forecasting · Jointly reconciling hourly price and spread forecasts improv","/papers/arxiv/2609.23223/","2026-09-25",0],["p","Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks","arXiv · Derivatives & Volatility · A universal diffusion model trained on pooled data from 50 s","/papers/arxiv/2609.22893/","2026-09-25",0],["p","Robust Market Making with Hawkes Order Flow and Price Impact via Adversarial Reinforcement Learning","arXiv · Trading, Microstructure & Execution · The research extends adversarial reinforcement learning for ","/papers/arxiv/2609.22785/","2026-09-25",0],["p","The \"Rough\" HAR Model","arXiv · Econometrics & Forecasting · Augmenting HAR with a negative moving-average component appr","/papers/arxiv/2609.21587/","2026-09-25",0],["p","Decision-Focused Learning for Mean-Variance Portfolio Optimization via KKT-Based Reformulation","arXiv · Portfolio & Allocation · Proposes a KKT-based decision-focused learning method that t","/papers/arxiv/2609.21427/","2026-09-25",0],["p","Lambda R{\\'e}nyi entropic value-at-risk","arXiv · Risk, Credit & Banking · A New Measure: The article introduces the Lambda extension o","/papers/arxiv/2604.10657/","2026-04-16",0],["p","From Core to Periphery? Assessing Remote Works Potential to Rebalance EU Regional Development","arXiv · Portfolio & Allocation · Remote work after the pandemic is causing people to move wit","/papers/arxiv/2604.08252/","2026-04-16",0],["p","AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications","arXiv · Risk, Credit & Banking · Recent AI advancements are enhancing financial automation by","/papers/arxiv/2603.13942/","2026-04-16",10],["p","Mean-field approximations in insurance","arXiv · Risk, Credit & Banking · A mean-field model simplifies complex insurance liabilities ","/papers/arxiv/2511.04198/","2026-04-16",0],["p","Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers","arXiv · Portfolio & Allocation · Causal PDE-Control Models (CPCMs) offer a strong and clear f","/papers/arxiv/2509.09585/","2026-04-16",0],["p","Transforming the Voice of the Customer: Large Language Models for Identifying Customer Needs","arXiv · LLMs & Text · Large Language Models are streamlining the process of identi","/papers/arxiv/2503.01870/","2026-04-16",4],["p","Valuation of variable annuities under the Volterra mortality and rough Heston models","arXiv · Derivatives & Volatility · The paper discusses how to value variable annuity contracts ","/papers/arxiv/2604.00472/","2026-04-03",0],["p","Economics of Human and AI Collaboration: When is Partial Automation More Attractive than Full Automation?","arXiv · ML & AI Methods · The paper discusses a model that suggests combining human ef","/papers/arxiv/2603.29121/","2026-04-03",0],["p","Numerical Valuation of European Options Under Two-Asset Infinite-Activity Exponential Lévy Models","arXiv · Derivatives & Volatility · The article introduces a better method for pricing European-","/papers/arxiv/2511.02700/","2026-04-03",0],["p","TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure","arXiv · Trading, Microstructure & Execution · A Model for Trade-Flow in Market Microstructure: TradeFM is ","/papers/arxiv/2602.23784/","2026-03-04",6],["p","The Inference Bottleneck: Antitrust and Neutrality Duties in the Age of Cognitive Infrastructure","arXiv · ML & AI Methods · The article explains that the rise of generative AI is chang","/papers/arxiv/2602.22750/","2026-03-04",1],["p","The Role of Family Support in the Well-Being of Older People: Evidence from Malaysia and Viet Nam","arXiv · Other · The study shows that how older adults in Malaysia and Vietna","/papers/arxiv/2602.20378/","2026-03-04",3],["p","Discounted Sales of Expiring Perishables: Challenges for Demand Forecasting in Grocery Retail Practice","arXiv · Econometrics & Forecasting · Including discounted sales of soon-to-expire perishables in ","/papers/arxiv/2602.04464/","2026-02-12",0],["p","Bounded Normative Equivalence in Human-AI Cooperation: Group Behaviour, Not Partner Labels, Predicts Cooperation under Anonymous Aggregate Feedback","arXiv · ML & AI Methods · AI agents in group settings can influence cooperation just l","/papers/arxiv/2601.20487/","2026-02-02",2],["p","Directional-shift Dirichlet ARMA models for compositional time series with structural break intervention","arXiv · Econometrics & Forecasting · The article introduces a new Bayesian model that analyzes co","/papers/arxiv/2601.16821/","2026-02-02",4],["p","History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis","arXiv · Econometrics & Forecasting · A new adaptive data management system enhances model perform","/papers/arxiv/2601.10143/","2026-01-16",0],["p","Instruction Finetuning Llama3-8B Model Using LoRA for Financial Named Entity Recognition","arXiv · Other · The paper shows that using instruction fine-tuning and Low-R","/papers/arxiv/2601.10043/","2026-01-16",0],["p","DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management","arXiv · Portfolio & Allocation · Deep Learning for Portfolio Management: DeePM uses deep lear","/papers/arxiv/2601.05975/","2026-01-16",1],["p","Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach","arXiv · Corporate Finance · This study develops a framework to analyze how technology sp","/papers/arxiv/2601.04246/","2026-01-16",0],["p","Constrained Assortment and Price Optimization under Generalized Nested Logit Models","arXiv · Other · We propose exact algorithms for optimizing pricing in assort","/papers/arxiv/2601.04220/","2026-01-16",1],["p","Realised Volatility Forecasting: Machine Learning via Financial Word Embedding","arXiv · Derivatives & Volatility · A new NLP framework shows that adding news text can improve ","/papers/arxiv/2108.00480/","2026-01-16",18],["p","Analysis of Fundamental and Technical Financial Ford Motor Company with The Arrangements of Implication Black Volatility","SSRN · Derivatives & Volatility · The study shows that Ford Motor Company had its smallest ear","/papers/ssrn/4482880/","2025-12-28",1],["p","Gingado: A Machine Learning Library Focused on Economics and Finance","SSRN · ML & AI Methods · ML for Economics: Gingado is a developing Python library tha","/papers/ssrn/4482553/","2025-12-28",5],["p","Global Liquidity and Volatility","SSRN · Derivatives & Volatility · Global liquidity from banks impacts responses to crises and ","/papers/ssrn/4482265/","2025-12-28",15],["p","Investigating the Corporate Governance and Sustainability Relationship A Bibliometric Analysis Using Keyword-Ensemble Community Detection","SSRN · Corporate Finance · The paper explores how corporate governance relates to susta","/papers/ssrn/4482116/","2025-12-28",3],["p","ESG in Auto Loans","SSRN · Macro-Finance & Rates · Higher ESG scores in auto loan securitizations lower costs a","/papers/ssrn/4481545/","2025-12-28",208],["p","Vaccine Innovation Funding Strategy","SSRN · Portfolio & Allocation · A portfolio approach to drug development may improve investm","/papers/ssrn/4480682/","2025-12-28",21],["p","Robert C. Merton's Contributions","SSRN · Derivatives & Volatility · Robert C. Merton is a significant finance scholar known for ","/papers/ssrn/4480625/","2025-12-28",91],["p","Low Volatility Asset Valuation in Brazilian Stock Market: Lower Risk with Higher Returns","SSRN · Derivatives & Volatility · Lower volatility Brazilian stocks have consistently outperfo","/papers/ssrn/4480285/","2025-12-28",0],["p","Twitter and Monetary Policy","SSRN · Macro-Finance & Rates · Online discussions about central bank policies correlate str","/papers/ssrn/4479590/","2025-12-28",36],["p","Stochastic Social Preferences and Corporate Investment Decisions","SSRN · Corporate Finance · Investor preferences affect firms' green investments, potent","/papers/ssrn/4479486/","2025-12-28",1],["p","Corporate Bond Pricing Challenges","SSRN · Macro-Finance & Rates · The effectiveness of multifactor models for corporate bond r","/papers/ssrn/4478575/","2025-12-28",739],["p","Global Dollar Holdings Trends","SSRN · Derivatives & Volatility · Foreign institutional investors significantly increased thei","/papers/ssrn/4478513/","2025-12-28",176],["p","Cash vs. Crypto in DeFi","SSRN · Crypto & DeFi · The article discusses how cryptocurrencies can improve socie","/papers/ssrn/4478395/","2025-12-28",9],["p","Regulating Cash Holdings: Assessing Lost Returns in Mutual Funds","SSRN · Portfolio & Allocation · Israeli mutual funds hold excessive cash, indicating a need ","/papers/ssrn/4478272/","2025-12-28",3],["p","Bitcoin's Price Alchemy: Unraveling the Influence of Macro Announcements on Volatility and Trading Volume in an Era of Rising Inflation","SSRN · Crypto & DeFi · Bitcoin's price volatility significantly reacts to FOMC and ","/papers/ssrn/4478184/","2025-12-28",0],["p","Bias in Credit Ratings","SSRN · Risk, Credit & Banking · Subscription-based credit rating agencies may have biases th","/papers/ssrn/4478090/","2025-12-28",89],["p","Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks","SSRN · ML & AI Methods · Analyzing Japanese stock charts with CNN reveals predictive ","/papers/ssrn/4478013/","2025-12-28",0],["p","Carbon Risk and Equity Prices","SSRN · Other · Carbon transition risk is adversely affecting equity prices ","/papers/ssrn/4476587/","2025-12-28",2],["p","Sustainable Investment in Climate","SSRN · Portfolio & Allocation · Global investments in environmental and climate projects are","/papers/ssrn/4475732/","2025-12-28",13],["p","Factors Undermining Quality of Medical-Care Services Delivered by a Physician in Today’s Medical-Care Market Country-Wise: Statistical Analysis","SSRN · Other · This study examines the factors affecting the quality of med","/papers/ssrn/4474559/","2025-12-28",0],["p","Interpretable Machine Learning for Asset Pricing","SSRN · Asset Pricing & Factors · The paper utilizes deep neural networks to more accurately e","/papers/ssrn/4473746/","2025-12-28",5],["p","Sparse Risk Parity Enhanced Index Tracking Portfolio","SSRN · Portfolio & Allocation · It tackles a sparse risk parity portfolio problem for index ","/papers/ssrn/4470609/","2025-12-28",0],["p","Asset Prices, Collateral and Bank Lending: The Case of COVID-19 and Real Estate","SSRN · Risk, Credit & Banking · The paper investigates the euro area's banking system's role","/papers/ssrn/4470421/","2025-12-28",3],["p","Chinese Bond Dynamics During COVID-19","SSRN · Macro-Finance & Rates · The study examines the changes in the Chinese government bon","/papers/ssrn/4469784/","2025-12-28",26],["p","Twitter Sentiment and Financial Trends","SSRN · LLMs & Text · A new financial sentiment index derived from Twitter data sh","/papers/ssrn/4467949/","2025-12-28",21],["p","Optimal Trading with Costs and Predictability","SSRN · Trading, Microstructure & Execution · It establishes optimal trading rules for multiple assets wit","/papers/ssrn/4466658/","2025-12-28",126],["p","The Banker in Your Social Network","SSRN · ML & AI Methods · The research indicates that social financial advice signific","/papers/ssrn/4466139/","2025-12-28",1],["p","Asset Pricing and Stochastic Discount Factors","SSRN · Asset Pricing & Factors · The paper outlines the required conditions for modeling stoc","/papers/ssrn/4465240/","2025-12-28",17],["p","A probabilistic method for reconstructing the Foreign Direct Investments network in search of ultimate host economies","SSRN · Other · It introduces Ultimate Host Economies for Foreign Direct Inv","/papers/ssrn/4464139/","2025-12-28",1],["p","Financial Intermediation and New Technology: Theoretical and Regulatory Implications of Digital Financial Markets","SSRN · Other · The study highlights how technological changes are reshaping","/papers/ssrn/4464132/","2025-12-28",8],["p","Financial Fragilities and Risk-taking of Corporate Bond Funds in the Aftermath of Central Bank Policy Interventions","SSRN · Risk, Credit & Banking · It finds that central bank asset purchases during the pandem","/papers/ssrn/4463970/","2025-12-28",1],["p","ESG Impact on Stock Prices","SSRN · Macro-Finance & Rates · The paper reveals that green firms experience smaller stock ","/papers/ssrn/4463862/","2025-12-28",108],["p","Tail Risk-Managed Portfolio Strategies","SSRN · Portfolio & Allocation · It develops real-time Tail Risk-Managed portfolios that mini","/papers/ssrn/4463810/","2025-12-28",88],["p","Sample Size Issues in Finance Research","SSRN · Econometrics & Forecasting · The study promotes the use of Bayesian statistics in finance","/papers/ssrn/4463148/","2025-12-28",60],["p","The Quantitative Comparative Economics: indices of similarity to economic systems","arXiv · Other · The article presents new objective measures for classifying ","/papers/arxiv/2512.19985/","2025-12-28",3],["p","Measuring and Rating Socioeconomic Disparities among Provinces: A Case of Türkiye","arXiv · Other · The study examines socioeconomic differences across Turkey's","/papers/arxiv/2512.02687/","2025-12-28",0],["p","Myopic Stock Pricing","SSRN · Other · US. stock analysts' short-term focus leads to inaccurate pri","/papers/ssrn/4442760/","2025-12-19",103],["p","The Cross-Section of Factor Returns","SSRN · Asset Pricing & Factors · Most of the 150 equity factors examined show positive return","/papers/ssrn/4441376/","2025-12-19",7],["p","Romania's Roadmap to a Greener Financial System: An analysis of Environmental, Social and Governance Reporting on the Bucharest Exchange Trading Index","SSRN · Trading, Microstructure & Execution · Romania struggles to attract sustainable investments because","/papers/ssrn/4440516/","2025-12-19",3],["p","Financial Instruments for Decarbonization: Likely Pathways for the Romanian Economy","SSRN · Risk, Credit & Banking · The study highlights key financial tools in Romania, like gr","/papers/ssrn/4440511/","2025-12-19",1],["p","Asymptotic Expansions for High-Frequency Option Data","SSRN · Derivatives & Volatility · A new method for analyzing financial data helps test for sud","/papers/ssrn/4440168/","2025-12-19",2],["p","Smart Data Portfolios: A Governance Framework for AI Training Data","arXiv · Portfolio & Allocation · The Smart Data Portfolio framework defines data governance i","/papers/arxiv/2512.16452/","2025-12-19",0],["p","Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model","arXiv · Asset Pricing & Factors · The Consensus-Bottleneck Asset Pricing Model uses a neural n","/papers/arxiv/2512.16251/","2025-12-19",0],["p","An Efficient Machine Learning Framework for Option Pricing via Fourier Transform","arXiv · Derivatives & Volatility · A new algorithmic framework merges a smooth offset method wi","/papers/arxiv/2512.16115/","2025-12-19",0],["p","SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs","arXiv · ML & AI Methods · The SigMA neural architecture improves parameter estimation ","/papers/arxiv/2512.15088/","2025-12-19",0],["p","Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes","arXiv · ML & AI Methods · An adaptive reinforcement learning algorithm enhances learni","/papers/arxiv/2512.14991/","2025-12-19",1],["p","Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise","arXiv · ML & AI Methods · A new numerical method combines elicitability and deep learn","/papers/arxiv/2512.14967/","2025-12-19",0],["p","Fixed-Income Pricing and the Replication of Liabilities","arXiv · Trading, Microstructure & Execution · This paper presents a model-free method for pricing fixed-in","/papers/arxiv/2512.14662/","2025-12-19",0],["p","Pattern Recognition of Aluminium Arbitrage in Global Trade Data","arXiv · Trading, Microstructure & Execution · A study found that efforts to reduce carbon emissions in the","/papers/arxiv/2512.14410/","2025-12-19",0],["p","Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals","arXiv · Trading, Microstructure & Execution · The authors introduce a walk-forward validation technique fo","/papers/arxiv/2512.12924/","2025-12-19",0],["p","The Impact of Bitcoin ETF Approval on Bitcoin's Hedging Properties Against Traditional Assets","arXiv · Crypto & DeFi · Changing Dynamics with Traditional Assets: In January 2024, ","/papers/arxiv/2512.12815/","2025-12-19",1],["p","Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management","arXiv · Derivatives & Volatility · The article describes a reinforcement-learning method for he","/papers/arxiv/2512.12420/","2025-12-19",0],["p","Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall","arXiv · Risk, Credit & Banking · The study enhances dynamic Bayesian networks for estimating ","/papers/arxiv/2512.12334/","2025-12-19",0],["p","Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting","arXiv · Derivatives & Volatility · A combined model of Stochastic Volatility and Long Short Ter","/papers/arxiv/2512.12250/","2025-12-19",3],["p","Reinforcement Learning in Financial Decision Making: A Systematic Review of Performance, Challenges, and Implementation Strategies","arXiv · ML & AI Methods · Reinforcement learning improves financial decision-making by","/papers/arxiv/2512.10913/","2025-12-14",1],["p","Multidimensional Sorting: Comparative Statics","arXiv · Other · The article explains how technological change influences inc","/papers/arxiv/2512.10853/","2025-12-14",1],["p","Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets","arXiv · Derivatives & Volatility · The paper presents a new approach to pricing zero-coupon bon","/papers/arxiv/2512.10823/","2025-12-14",0],["p","Capability Accumulation and Conditional Convergence: Towards a Dynamic Theory of Economic Complexity","arXiv · Other · A dynamic model describes how economic complexity shifts fro","/papers/arxiv/2512.10672/","2025-12-14",1],["p","Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions","arXiv · Other · The study uses local balance shifts in signed networks to fi","/papers/arxiv/2512.10606/","2025-12-14",1],["p","The Distributional Consequences of Paid-Priority Queues","arXiv · Other · A fast-track queue system benefits high-income individuals w","/papers/arxiv/2512.10594/","2025-12-14",0],["p","Workflow is All You Need: Escaping the \"Statistical Smoothing Trap\" via High-Entropy Information Foraging and Adversarial Pacing","arXiv · Other · The DeepNews Framework is designed to improve long-form fina","/papers/arxiv/2512.10121/","2025-12-14",0],["p","Measuring Corruption from Text Data","arXiv · LLMs & Text · An automated corruption index using Brazilian municipal audi","/papers/arxiv/2512.09652/","2025-12-14",1],["p","Exploratory Mean-Variance with Jumps: An Equilibrium Approach","arXiv · Portfolio & Allocation · This study uses Reinforcement Learning to solve the Mean-Var","/papers/arxiv/2512.09224/","2025-12-14",0],["p","Estimating the Impact of Case Management in MDLs: Lone Pine Orders and Bellwether Trials","arXiv · Other · Lone Pine orders and bellwether trials in multidistrict liti","/papers/arxiv/2512.08997/","2025-12-14",0],["p","Measuring Computer Science Enthusiasm: A Questionnaire-Based Analysis of Age and Gender Effects on Students' Interest","arXiv · ML & AI Methods · Research indicates that age affects students' interest in co","/papers/arxiv/2512.08472/","2025-12-14",1],["p","When Medical AI Explanations Help and When They Harm","arXiv · ML & AI Methods · AIgenerated explanations can improve decision-making when al","/papers/arxiv/2512.08424/","2025-12-14",1],["p","Reasoning Models Ace the CFA Exams","arXiv · LLMs & Text · An evaluation of reasoning models on CFA mock exams shows th","/papers/arxiv/2512.08270/","2025-12-14",2],["p","The Adoption and Usage of AI Agents: Early Evidence from Perplexity","arXiv · ML & AI Methods · A study of AI agent use with the Comet browser reveals that ","/papers/arxiv/2512.07828/","2025-12-14",15],["p","DeepSVM: Learning Stochastic Volatility Models with Physics-Informed Deep Operator Networks","arXiv · Derivatives & Volatility · Physics-Informed Volatility: DeepSVM is a machine learning m","/papers/arxiv/2512.07162/","2025-12-14",0],["p","Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector","arXiv · Risk, Credit & Banking · This study analyzes how the market responds to major bank me","/papers/arxiv/2512.06550/","2025-12-14",0],["p","Optimal Investment, Consumption, and Insurance with Durable Goods under Stochastic Depreciation Risk","arXiv · Risk, Credit & Banking · An economic agent makes choices to maximize utility by adjus","/papers/arxiv/1903.00631/","2025-12-14",0],["p","AI-Powered Direct Indexing: Exploring Thematic Universes for Enhanced Risk-Adjusted Returns","SSRN · ML & AI Methods · The research presents FINDALL, a search engine that effectiv","/papers/ssrn/4977007/","2025-12-01",0],["p","Satellite Census for Climate Risk in Housing","SSRN · Other · The article suggests using open-source satellite data to map","/papers/ssrn/4975765/","2025-12-01",6],["p","CREDIT DERIVATIVE -An Alternative Tool for Indian Commercial Banks to Transfer Credit Risk","SSRN · Derivatives & Volatility · Poor credit risk management in Indian banks has led to risin","/papers/ssrn/4973692/","2025-12-01",0],["p","Legal Implications of Tax Securitization Transactions in India","SSRN · Other · The paper examines India's growing asset securitization tren","/papers/ssrn/4971150/","2025-12-01",0],["p","The Private Capital Alpha","SSRN · Other · This study outlines a framework for estimating alpha in priv","/papers/ssrn/4967890/","2025-12-01",2],["p","European Real Estate Volatility","SSRN · Derivatives & Volatility · This study shows that different European real estate markets","/papers/ssrn/4964818/","2025-12-01",38],["p","Market Effects of Order Flow in Crypto","SSRN · Crypto & DeFi · Analysis indicates that payment for order flow in crypto mar","/papers/ssrn/4961610/","2025-12-01",66],["p","Behavioral Biases in Fund Management","SSRN · Portfolio & Allocation · The study looks at how mutual fund performance is influenced","/papers/ssrn/4961553/","2025-12-01",25],["p","Mutual Fund Decline in 401(k)s","SSRN · Portfolio & Allocation · This research highlights the rise of collective investment t","/papers/ssrn/4960502/","2025-12-01",30],["p","Gender Diversity's Effect on Firm Risk","SSRN · Corporate Finance · This research indicates that having more women in a company'","/papers/ssrn/4956112/","2025-12-01",12],["p","Navigating the Low-Carbon Shift: Balancing Municipal Finances with Climate Goals","SSRN · Macro-Finance & Rates · This research details how falling coal production negatively","/papers/ssrn/4955515/","2025-12-01",0],["p","La ley del descenso tendencial de la tasa de ganancia: Evidencia emp\\'irica para la econom\\'ia espa\\~nola","arXiv · Other · The article studies the decline of profit rates in Spain sin","/papers/arxiv/2511.23427/","2025-12-01",0],["p","Suppression and Deterrence: Revisiting the Welfare Consequence of HIV Stigma","arXiv · Other · The study shows that while HIV stigma reduces testing rates,","/papers/arxiv/2511.23328/","2025-12-01",0],["p","Too Big to Monitor? Network Scale and the Breakdown of Decentralized Monitoring","arXiv · Other · A model assesses decentralized versus centralized monitoring","/papers/arxiv/2511.23320/","2025-12-01",3],["p","Signature approach for pricing and hedging path-dependent options with frictions","arXiv · Derivatives & Volatility · This innovative approach simplifies the pricing and hedging ","/papers/arxiv/2511.23295/","2025-12-01",9],["p","Does cross-modal discounting generalize to non-WEIRD cultures? A comparison of the USA and Japan","arXiv · Other · Research indicates that cross-modal decisions increase patie","/papers/arxiv/2511.23126/","2025-12-01",0],["p","Standard Occupation Classifier - A Natural Language Processing Approach","arXiv · LLMs & Text · A project successfully developed a natural language processi","/papers/arxiv/2511.23057/","2025-12-01",0],["p","Complexity Beyond Incentives: The Critical Role of Reporting Language","arXiv · Other · An analysis shows that complex reporting in assignment syste","/papers/arxiv/2511.22834/","2025-12-01",1],["p","Empirical examination of the stability of expectations -Augmented Phillips Curve for developing and developed countries","arXiv · Derivatives & Volatility · The research on the Phillips Curve from 1980 to 2016 reveals","/papers/arxiv/2511.22786/","2025-12-01",4],["p","Causes of failure of the Phillips curve: Does tranquillity of economic environment matter?","arXiv · Macro-Finance & Rates · This paper examines the Phillips relationship, noting it wor","/papers/arxiv/2511.22785/","2025-12-01",8],["p","Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero","arXiv · Crypto & DeFi · The study examines the price factors influencing five major ","/papers/arxiv/2511.22782/","2025-12-01",227],["p","Killed in and after Action: The Long-lasting Effects of Combat Exposure on Mortality","arXiv · Other · A study found that Black men drafted in the Vietnam War face","/papers/arxiv/2511.22776/","2025-12-01",0],["p","Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets","arXiv · Derivatives & Volatility · The study connects individual option hedging to broader mark","/papers/arxiv/2511.22766/","2025-12-01",0],["p","DeXposure: A Dataset and Benchmarks for Inter-protocol Credit Exposure in Decentralized Financial Networks","arXiv · Crypto & DeFi · Credit Exposure Dataset: The DeXposure dataset offers a comp","/papers/arxiv/2511.22314/","2025-12-01",6],["p","Statistics of Extremes for the Insurance Industry","arXiv · Risk, Credit & Banking · The survey explains how extreme modeling techniques can be a","/papers/arxiv/2511.22272/","2025-12-01",0],["p","Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba","arXiv · Trading, Microstructure & Execution · The report enhances a deep reinforcement learning model for ","/papers/arxiv/2511.22101/","2025-12-01",0],["p","The Risk-Adjusted Intelligence Dividend: A Quantitative Framework for Measuring AI Return on Investment Integrating ISO 42001 and Regulatory Exposure","arXiv · ML & AI Methods · Organizations using AI face challenges in traditional ROI ca","/papers/arxiv/2511.21975/","2025-12-01",0],["p","Extended Convolution Bounds on the Fr\\'{e}chet Problem: Robust Risk Aggregation and Risk Sharing","arXiv · Risk, Credit & Banking · This paper introduces new bounds for the Fréchet problem and","/papers/arxiv/2511.21929/","2025-12-01",0],["p","Standardized Threat Taxonomy for AI Security, Governance, and Regulatory Compliance","arXiv · ML & AI Methods · The use of AI in regulated industries exposes gaps between t","/papers/arxiv/2511.21901/","2025-12-01",2],["p","A3T-GCN for FTSE100 Components Price Forecasting","arXiv · Econometrics & Forecasting · A combined A3T-GCN model enhances the accuracy of FTSE100 st","/papers/arxiv/2511.21873/","2025-12-01",0],["p","Black-Litterman and ESG Portfolio Optimization","arXiv · Portfolio & Allocation · A unique portfolio optimization method that incorporates ESG","/papers/arxiv/2511.21850/","2025-12-01",0],["p","Tacit Bidder-Side Collusion: Artificial Intelligence in Dynamic Auctions","arXiv · ML & AI Methods · Research shows that large language models can indirectly col","/papers/arxiv/2511.21802/","2025-12-01",0],["p","Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach","arXiv · Risk, Credit & Banking · A new approach to representing risk in portfolios improves l","/papers/arxiv/2511.21556/","2025-12-01",0],["p","Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics","arXiv · Other · The QNA framework applies quantum techniques to examine inte","/papers/arxiv/2511.21515/","2025-12-01",0],["p","Portfolio Optimization via Transfer Learning","arXiv · Portfolio & Allocation · A portfolio strategy leveraging transfer learning improves i","/papers/arxiv/2511.21221/","2025-12-01",0],["p","Constrained deep learning for pricing and hedging european options in incomplete markets","arXiv · Derivatives & Volatility · This article discusses a method using deep learning to price","/papers/arxiv/2511.20837/","2025-12-01",1],["p","Strategic bid response under automated market power mitigation in electricity markets","arXiv · Corporate Finance · A study on electricity markets found that many firms altered","/papers/arxiv/2511.20812/","2025-12-01",2],["p","A comparison of translation performance between DeepL and Supertext","Machine learning · Other · The study compares DeepL and Supertext machine translation s","/papers/arxiv/2502.02577/","2025-12-01",0],["p","Fairness in Survival Analysis: A Novel Conditional Mutual Information Augmentation Approach","Machine learning · Other · The article introduces equalized odds in survival analysis, ","/papers/arxiv/2502.02567/","2025-12-01",2],["p","Early Crash Signal (AE)","SSRN · Risk, Credit & Banking · The paper proposes a simple early-warning signal that watche","/papers/ssrn/4930925/","2025-11-19",113],["p","The labour and resource use requirements of a good life for all","arXiv · Other · In the UK, simply consuming less won't make lifestyles susta","/papers/doi/10-1016-j-gloenvcha-2025-103008/","2025-11-12",10],["p","Impacts of large-scale food fortification on the cost of nutrient-adequate diets: a modelling study in 89 countries","arXiv · Other · Large‑scale food fortification slightly lowers the cost of n","/papers/arxiv/2511.05438/","2025-11-12",0],["p","Election and Subjective Well-Being:Evidence from the 2024 U.S. Presidential Election","arXiv · Other · After the 2024 U.S. election, people’s reported well‑being f","/papers/arxiv/2511.04912/","2025-11-12",0],["p","A Step Towards a Solution to the Confidence-Driven Liquidity Trap Morass","arXiv · Trading, Microstructure & Execution · Cutting the model’s future‑state complexity removes an expec","/papers/arxiv/2511.04782/","2025-11-12",0],["p","Regime Changes and Real-Financial Cycles: Searching Minsky's Hypothesis in a Nonlinear Setting","arXiv · Macro-Finance & Rates · A nonlinear model finds Minsky‑style boom–bust cycles tied t","/papers/arxiv/2511.04348/","2025-11-12",1],["p","Measuring economic outlook in the news","arXiv · LLMs & Text · We build an interpretable, privacy‑friendly sentiment indica","/papers/arxiv/2511.04299/","2025-11-12",1],["p","Blameocracy: Causal Rhetoric in Politics","arXiv · Econometrics & Forecasting · U.S. Causal Rhetoric: Growing blame/credit language in congr","/papers/arxiv/2504.06550/","2025-11-12",0],["p","The Value of Non-Traditional Credentials in the Labor Market","arXiv · Other · A simple prompt to share certificates on LinkedIn raised emp","/papers/arxiv/2405.00247/","2025-11-12",2],["p","Effective and Scalable Programs to Facilitate Labor Market Transitions for Women in Technology","arXiv · Portfolio & Allocation · In Poland, cheap online portfolio challenges and one‑on‑one ","/papers/arxiv/2211.09968/","2025-11-12",3],["p","The Effects of Immigration on Places and People – Identification and Interpretation","arXiv · Other · Following the same workers over time reveals separate effect","/papers/doi/10-1086-739196/","2025-11-04",2],["p","Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective","arXiv · Trading, Microstructure & Execution · Shows how a mathematical model explains why prices and trade","/papers/arxiv/2511.01486/","2025-11-04",0],["p","Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance","arXiv · Risk, Credit & Banking · Presents a simple, interpretable rule-based correction layer","/papers/arxiv/2510.26627/","2025-11-04",0],["p","A mathematical study of the excess growth rate","arXiv · Portfolio & Allocation · - Excess Growth - Excess Rate - Growth Excess - Surplus Grow","/papers/arxiv/2510.25740/","2025-11-04",1],["p","The Economics of AI Training Data: A Research Agenda","arXiv · ML & AI Methods · Lays out data economics: why data is special, documents AI t","/papers/arxiv/2510.24990/","2025-11-04",3],["p","Automation Experiments and Inequality","arXiv · Other · Whether automation raises or lowers inequality depends on ho","/papers/arxiv/2510.24923/","2025-11-04",2],["p","Estimating Nationwide High-Dosage Tutoring Expenditures: A Predictive Model Approach","arXiv · ML & AI Methods · Machine learning on incomplete ESSER plans estimates U.S. sc","/papers/arxiv/2510.24899/","2025-11-04",0],["p","The Omniscient, yet Lazy, Investor","arXiv · Trading, Microstructure & Execution · Shows a perfectly informed but slow trader has a single opti","/papers/arxiv/2510.24467/","2025-11-04",0],["p","Implicit quantile preferences of the Fed and the Taylor rule","arXiv · Risk, Credit & Banking · Models a central bank that maximizes a quantile (not expecte","/papers/arxiv/2510.24362/","2025-11-04",0],["p","PEARL: Private Equity Accessibility Reimagined with Liquidity","arXiv · Trading, Microstructure & Execution · Liquid Private‑Equity Replication: Introduces PEARL, an AI m","/papers/arxiv/2510.23183/","2025-11-04",0],["p","Open Materials Generation with Stochastic Interpolants","Machine learning · ML & AI Methods · Generative Model for Crystal Discovery: OMatG: a generative ","/papers/arxiv/2502.02582/","2025-11-04",36],["p","Revisiting Expected Possession Value in Football: Introducing a Benchmark, U-Net Architecture, and Reward and Risk for Passes","Machine learning · Other · OJN-Pass-EPV: a new benchmark and U-Net EPV model (predictin","/papers/arxiv/2502.02565/","2025-11-04",2],["p","Hedge Funds in German Bonds","SSRN · Derivatives & Volatility · Daily data (2005–2024) show hedge funds became key liquidity","/papers/ssrn/5057388/","2025-10-27",38],["p","ESG Alpha in Corporate Bonds","SSRN · Macro-Finance & Rates · Firms' environmental traits create a distinct bond-market an","/papers/ssrn/5051908/","2025-10-27",21],["p","Private Video Game Returns","SSRN · Other · Analysis of 631 private video‑game deals finds game investme","/papers/ssrn/5047711/","2025-10-27",21],["p","Demand Forecasting for New Fashion","RePEc · Econometrics & Forecasting · Fashion product demand is hard to predict, but machine learn","/papers/repec/wly-jforec-v-44-y-2025-i-2-p-270-280/","2025-10-27",0],["p","Sustainable Returns and Long-Horizon Metrics","RePEc · Other · Defines a “sustainable return” (a withdrawal rate that prese","/papers/repec/taf-ufajxx-v-81-y-2025-i-1-p-33-62/","2025-10-27",0],["p","Abstract Classification: SVM vs BERT vs GPT-3.5","RePEc · LLMs & Text · SVM vs BERT vs GPT-3.5: Compares SVM, SPECTER, BERT, and GPT","/papers/repec/spr-scient-v-130-y-2025-i-1-d-10-1007-s11192-024-05217-7/","2025-10-27",0],["p","Spanish Anti-Abortion Networks on Twitter","RePEc · Other · Spanish anti-abortion Twitter groups are male-led, show hate","/papers/repec/pal-palcom-v-12-y-2025-i-1-d-10-1057-s41599-025-04568-7/","2025-10-27",0],["p","Early Exercise and Put Risk Premia","RePEc · Asset Pricing & Factors · Accounting for optimal early exercise, American puts show le","/papers/repec/inm-ormnsc-v-71-y-2025-i-2-p-1824-1845/","2025-10-27",0],["p","Gamified Emotion Crowdsourcing","RePEc · Other · The J-Plus gamified app collects emotional speech to train b","/papers/repec/gam-jsoctx-v-15-y-2025-i-3-p-54-d-1597256/","2025-10-27",0],["p","Target-Benefit Pension Optimization with Jumps","RePEc · Other · Provides closed-form rules for the best benefit payouts and ","/papers/repec/eee-insuma-v-121-y-2025-i-c-p-100-110/","2025-10-27",1],["p","Forecast Disagreement & Risk Premia","RePEc · Asset Pricing & Factors · Disagreement in macro forecasts raises risk premia: consumpt","/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006037/","2025-10-27",1],["p","Reinforcement Learning and Consumption-Savings Behavior","arXiv · ML & AI Methods · Qlearning with neural nets shows low‑asset unemployed spend ","/papers/arxiv/2510.20748/","2025-10-27",0],["p","Black Box Absorption: LLMs Undermining Innovative Ideas","arXiv · LLMs & Text · LLM platforms can quietly absorb users’ ideas, creating powe","/papers/arxiv/2510.20612/","2025-10-27",1],["p","FinCARE: Financial Causal Analysis with Reasoning and Evidence","arXiv · Econometrics & Forecasting · KG+LLM for Financial Causal Discovery: Combines SEC knowledg","/papers/arxiv/2510.20221/","2025-10-27",1],["p","Pricing Variance Swap for Multi-Asset Stochastic Volatility Models","arXiv · Derivatives & Volatility · Models multi‑asset variance swaps via generalized variance (","/papers/arxiv/2510.20047/","2025-10-27",0],["p","Evaluating Local Policies in Centralized Markets","arXiv · Other · A method to measure a policy’s true impact in centralized ma","/papers/arxiv/2510.20032/","2025-10-27",0],["p","Integrating Transparent Models, LLMs, and Practitioner-in-the-Loop: A Case of Nonprofit Program Evaluation","arXiv · LLMs & Text · Combining transparent decision trees, LLMs, and practitioner","/papers/arxiv/2510.19799/","2025-10-27",0],["p","An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds","arXiv · Portfolio & Allocation · Finds Indian mutual funds often change investment styles, wh","/papers/arxiv/2510.19619/","2025-10-27",0],["p","Compensation-based risk-sharing","arXiv · Other · Shows how to set fair payouts from an endowment contingency ","/papers/arxiv/2510.19511/","2025-10-27",0],["p","Towards a feminist understanding of digital platform work","arXiv · Corporate Finance · A feminist analysis shows platform work causes precarity, su","/papers/arxiv/2510.19450/","2025-10-27",0],["p","Government Transparency and Innovation: Evidence from Wireless Products","arXiv · ML & AI Methods · Publishing a detailed product database nearly doubled follow","/papers/arxiv/2510.19377/","2025-10-27",0],["p","Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study","arXiv · Macro-Finance & Rates · Topological Data Analysis finds clearer, more separated curr","/papers/arxiv/2510.19306/","2025-10-27",1],["p","Managing Portfolios Across the Return Distribution","arXiv · Portfolio & Allocation · Finds that investors targeting specific outcome quantiles ch","/papers/arxiv/2510.19271/","2025-10-27",0],["p","Aligning Multilingual News for Stock Return Prediction","arXiv · LLMs & Text · Uses optimal-transport to align English–Japanese stock news,","/papers/arxiv/2510.19203/","2025-10-27",0],["p","News-Aware Direct Reinforcement Trading for Financial Markets","arXiv · LLMs & Text · - News-RL Trading - News-Driven Trading - News-Based RL - RL","/papers/arxiv/2510.19173/","2025-10-27",1],["p","Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications","arXiv · Crypto & DeFi · Builds a robust crypto covariance model using power laws and","/papers/arxiv/2510.19130/","2025-10-27",0],["p","An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps","arXiv · Derivatives & Volatility · Fast GPU-enabled calibration that precomputes integrals and ","/papers/arxiv/2510.19126/","2025-10-27",0],["p","Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations","arXiv · Risk, Credit & Banking · Proposes an improved multilevel Monte Carlo with antithetic ","/papers/arxiv/2510.18995/","2025-10-27",1],["p","De-Risking Development in Sub-Saharan Africa: A Qualitative Study of Investment Dynamics in Angola","arXiv · Corporate Finance · DFIs attract and reduce risk for foreign investors in Angola","/papers/arxiv/2510.18906/","2025-10-27",3],["p","Centered‐Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank‐Asset Shares","arXiv · Risk, Credit & Banking · We remove bias in Dirichlet compositional time series by cen","/papers/arxiv/2510.18903/","2025-10-27",2],["p","Distributional regression for seasonal data: an application to river flows","arXiv · Other · A model estimates daily environmental variable distributions","/papers/arxiv/2510.18639/","2025-10-27",1],["p","Parental environment and student achievement: Does a Matthew effect exist?","arXiv · ML & AI Methods · Using Madrid data, parents' education and effort boost kids'","/papers/arxiv/2510.18481/","2025-10-27",0],["p","Optimal allocations with distortion risk measures and mixed risk attitudes","arXiv · Portfolio & Allocation · Groups people with similar risk attitudes, reducing the n‑ag","/papers/arxiv/2510.18236/","2025-10-27",0],["p","Semi-Analytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method","arXiv · Derivatives & Volatility · Fast math method that computes prices and exercise rules for","/papers/arxiv/2510.18159/","2025-10-27",0],["p","Are Penalty Shootouts Better Than a Coin Toss? Evidence From International Club Football in Europe","arXiv · Asset Pricing & Factors · Using UEFA penalty shootout data (2000–2025) we find outcome","/papers/arxiv/2510.17641/","2025-10-27",4],["p","Robust insurance pricing and liquidity management","arXiv · Trading, Microstructure & Execution · Accounting for model uncertainty makes insurers set higher, ","/papers/arxiv/2510.15709/","2025-10-27",2],["p","Robust Optimization in Causal Models and G-Causal Normalizing Flows","arXiv · Econometrics & Forecasting · We show interventionally robust optimization is continuous u","/papers/arxiv/2510.15458/","2025-10-27",1],["p","Reinforcement Learning for Hedging","RePEc · Derivatives & Volatility · The article introduces a novel application of reinforcement ","/papers/ssrn/3355706/","2025-10-24",18],["p","Risk Factor Validation","RePEc · Asset Pricing & Factors · The research disputes the Fama and French three factor model","/papers/repec/spr-jecfin-v-43-y-2019-i-1-d-10-1007-s12197-018-9438-x/","2025-10-24",6],["p","Cost Estimation with ML","RePEc · ML & AI Methods · The article introduces a machine learning method for predict","/papers/repec/pkp-rocere-2019-p-64-75/","2025-10-24",8],["p","HighFrequency Trading Impact","RePEc · Trading, Microstructure & Execution · The paper discusses the effects of high-frequency trading on","/papers/repec/kap-fmktpm-v-33-y-2019-i-2-d-10-1007-s11408-019-00331-6/","2025-10-24",18],["p","Nowcasting NZ GDP with ML","RePEc · Macro-Finance & Rates · The paper reveals that machine learning algorithms are more ","/papers/repec/een-camaaa-2018-47/","2025-10-24",35],["p","Predicting Vehicle Wait Times at Borders","RePEc · Econometrics & Forecasting · The study explores new data sources and machine learning tec","/papers/repec/eee-retrec-v-89-y-2021-i-c-s0739885921000068/","2025-10-24",5],["p","Brazilian ML Portfolios","RePEc · Portfolio & Allocation · The research investigates the use of machine learning to pre","/papers/repec/eee-ememar-v-51-y-2022-i-pb-s1566014122000085/","2025-10-24",3],["p","Bank Failure Prediction","RePEc · Risk, Credit & Banking · The study uses machine learning survival models to predict U","/papers/repec/bba-j00001-v-3-y-2024-i-1-p-129-144-d-169/","2025-10-24",3],["p","Bayesian Portfolio Optimization by Predictive Synthesis","arXiv · Portfolio & Allocation · The article discusses a portfolio optimization technique usi","/papers/arxiv/2510.07180/","2025-10-09",2],["p","Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios","arXiv · Portfolio & Allocation · The research introduces a framework called DARL that combine","/papers/arxiv/2510.07099/","2025-10-09",3],["p","Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach","arXiv · Crypto & DeFi · The research combines structural theory with real-world vali","/papers/arxiv/2510.07006/","2025-10-09",0],["p","Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty","arXiv · Portfolio & Allocation · The research introduces an inverse portfolio optimization fr","/papers/arxiv/2510.06986/","2025-10-09",0],["p","Nonparametric Estimation of Self- and Cross-Impact","arXiv · Other · A new estimator for concave multi-asset propagator models is","/papers/arxiv/2510.06879/","2025-10-09",1],["p","A Microstructure Analysis of Coupling in CFMMs","arXiv · Trading, Microstructure & Execution · The article investigates the impact of smart contract protoc","/papers/arxiv/2510.06095/","2025-10-09",1],["p","Coherent estimation of risk measures","arXiv · Other · A new statistical framework is developed for risk estimation","/papers/arxiv/2510.05809/","2025-10-09",3],["p","Mechanism design and equilibrium analysis of smart contract mediated resource allocation","arXiv · Crypto & DeFi · The research introduces a design framework for smart contrac","/papers/arxiv/2510.05504/","2025-10-09",0],["p","Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model","arXiv · Crypto & DeFi · The paper presents an optimization framework that merges dyn","/papers/arxiv/2510.05487/","2025-10-09",1],["p","From Classical Rationality to Contextual Reasoning: Quantum Logic as a New Frontier for Human-Centric AI in Finance","arXiv · LLMs & Text · The potential of quantum logic in advancing artificial intel","/papers/arxiv/2510.05475/","2025-10-09",2],["p","Robust Pricing and Hedging of American Options in Continuous Time","arXiv · Derivatives & Volatility · The paper explores the pricing and hedging of American optio","/papers/arxiv/2510.05463/","2025-10-09",0],["p","Signed network models for portfolio optimization","arXiv · Portfolio & Allocation · The study shows that using negative edges in weighted signed","/papers/arxiv/2510.05377/","2025-10-09",5],["p","Hidden Actions and Hidden Information in Peer Review: A Dynamic Solution","arXiv · Other · The article proposes a model for the scientific peer review ","/papers/arxiv/2510.04906/","2025-10-09",0],["p","Predictive economics: Rethinking economic methodology with machine learning","arXiv · ML & AI Methods · The article introduces predictive economics, a unique analyt","/papers/arxiv/2510.04726/","2025-10-09",0],["p","Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing","arXiv · Risk, Credit & Banking · The research explores concept drift in non-life insurance pr","/papers/arxiv/2510.04556/","2025-10-09",1],["p","Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF-QP Safety Layer in Arbitrage-Free Markets","arXiv · Derivatives & Volatility · The research presents Tail-Safe, a derivative hedging framew","/papers/arxiv/2510.04555/","2025-10-09",0],["p","REMIND-PyPSA-Eur: integrating power system flexibility into sector-coupled energy transition pathways","arXiv · Other · The study suggests that a nearly 100% renewable electricity ","/papers/arxiv/2510.04388/","2025-10-09",6],["p","From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere","arXiv · LLMs & Text · The research suggests the CSHT, a new architecture for finan","/papers/arxiv/2510.04357/","2025-10-09",4],["p","Short-rate models with stochastic discontinuities: A PDE approach","arXiv · Derivatives & Volatility · The paper explores the transition from interbank offered rat","/papers/arxiv/2510.04289/","2025-10-09",2],["p","Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients","arXiv · Macro-Finance & Rates · The economic growth in Central and Eastern European countrie","/papers/arxiv/2510.04211/","2025-10-09",1],["p","Gas supply shocks, uncertainty and price setting: evidence from Italian firms","arXiv · Corporate Finance · The study shows that Italian firms' pricing and inflation ex","/papers/arxiv/2510.03792/","2025-10-09",0],["p","Labor Market Reforms, Flexibility, and Employment Transitions Across Formal and Informal Sectors","arXiv · Other · Research reveals that Benin's 2017 labor market reform, whic","/papers/arxiv/2510.03668/","2025-10-09",0],["p","Who benefits the most? Direct and indirect effects of a free cesarean section policy in Benin","arXiv · Other · Research indicates that Benin's free cesarean section policy","/papers/arxiv/2510.03658/","2025-10-09",0],["p","FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management","arXiv · Portfolio & Allocation · FR-LUX is a new reinforcement learning framework that learns","/papers/arxiv/2510.02986/","2025-10-09",0],["p","Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns","arXiv · LLMs & Text · The research explores the predictive power of textual featur","/papers/doi/10-1145-3768292-3770344/","2025-10-03",2],["p","Labour unions under neoliberal authoritarianism in the Global South: the cases of Turkey and Egypt","arXiv · Other · The article discusses the negative effects of neoliberalism ","/papers/doi/10-1080-02255189-2022-2119945/","2025-10-03",11],["p","Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model","arXiv · Trading, Microstructure & Execution · The Santa Fe model, used for analyzing the dynamics of the l","/papers/arxiv/2510.01814/","2025-10-03",0],["p","Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques","arXiv · Crypto & DeFi · The study uses SMOTE and advanced ensemble learning models l","/papers/arxiv/2510.00836/","2025-10-03",1],["p","A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification","arXiv · Risk, Credit & Banking · The paper introduces a theoretical framework for detecting a","/papers/arxiv/2510.00754/","2025-10-03",0],["p","Neural Network Convergence for Variational Inequalities","arXiv · ML & AI Methods · A novel approach to using neural networks on linear paraboli","/papers/arxiv/2509.26535/","2025-10-03",1],["p","“Rich-get-richer”? Platform attention and earnings inequality using Patreon earnings data","arXiv · Other · The study reveals a 'rich-get-richer' trend in earnings of c","/papers/arxiv/2509.26523/","2025-10-03",0],["p","The AI Productivity Index (APEX)","arXiv · ML & AI Methods · The AI Productivity Index (APEX) is a new benchmark for eval","/papers/arxiv/2509.25721/","2025-10-03",11],["p","A Practitioner's Guide to AI+ML in Portfolio Investing","arXiv · Portfolio & Allocation · The review offers practical advice on using machine learning","/papers/arxiv/2509.25456/","2025-10-03",1],["p","Cognitive and non-cognitive efficiency gaps between private and public schools and their determinants in the Latin America region–a hybrid data envelopment analysis and interpretable machine learning approach based on PISA 2022","arXiv · ML & AI Methods · A study reveals a performance gap favoring private schools i","/papers/arxiv/2509.25353/","2025-10-03",0],["p","Eigenvector overlaps of sample covariance matrices with intersecting time periods","arXiv · Other · The article uses advanced mathematical methods to measure th","/papers/arxiv/2509.25076/","2025-10-03",1],["p","AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration","arXiv · Portfolio & Allocation · Alpha Mining: AlphaSAGE, a new framework for automated alpha","/papers/arxiv/2509.25055/","2025-10-03",21],["p","Academic resilience in the Latin America region post COVID-19 pandemic -- an explainable machine learning analysis of its determinants and heterogeneity using alternative definitions","arXiv · ML & AI Methods · The research highlights household resources, gender, homewor","/papers/arxiv/2509.24830/","2025-10-03",0],["p","Meyer risk measures","arXiv · Macro-Finance & Rates · The study delves into Meyer risk measures, their structure, ","/papers/arxiv/2509.24747/","2025-10-03",0],["p","Identifying the post-pandemic determinants of low performing students in Latin America through interpretable Machine Learning methods","arXiv · ML & AI Methods · A paper uses PISA 2022 data and machine learning to identify","/papers/arxiv/2509.24508/","2025-10-03",1],["p","STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades","arXiv · Portfolio & Allocation · STRAPSim, a new method for assessing portfolio similarity, s","/papers/arxiv/2509.24151/","2025-10-03",1],["p","From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions","arXiv · Portfolio & Allocation · A new deep learning framework for portfolio optimization, wh","/papers/arxiv/2509.24144/","2025-10-03",0],["p","A note on subadditivity of value at risks (VaRs): A new connection to comonotonicity","arXiv · Risk, Credit & Banking · The research reveals a new characteristic of value at risk (","/papers/doi/10-1017-jpr-2025-31/","2025-09-22",5],["p","Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation","arXiv · ML & AI Methods · The research indicates that adding timing data to machine le","/papers/arxiv/2509.16137/","2025-09-22",1],["p","How Exclusive are Ethereum Transactions? Evidence from non-winning blocks","arXiv · Crypto & DeFi · Dominant Source of Builder Revenues: The study shows that ex","/papers/arxiv/2509.16052/","2025-09-22",5],["p","The (Short-Term) Effects of Large Language Models on Unemployment and Earnings","arXiv · LLMs & Text · Large Language Models like ChatGPT have boosted earnings for","/papers/arxiv/2509.15510/","2025-09-22",2],["p","Poverty and Perceptions of Electoral Integrity in the U.S","arXiv · Other · The research suggests a U-shaped relationship between electo","/papers/arxiv/2509.15343/","2025-09-22",0],["p","AI and jobs. A review of theory, estimates, and evidence","arXiv · ML & AI Methods · The article examines the impact of Generative AI on employme","/papers/arxiv/2509.15265/","2025-09-22",9],["p","Paradoxes of the public sector productivity measurement","arXiv · Other · The article critically reviews the traditional method of mea","/papers/arxiv/2509.14795/","2025-09-22",0],["p","Leveraging Artificial Intelligence as a Strategic Growth Catalyst for Small and Medium-sized Enterprises","arXiv · ML & AI Methods · The report emphasizes the significant benefits of AI for SME","/papers/arxiv/2509.14532/","2025-09-22",1],["p","Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models","arXiv · Other · The paper highlights the limitations of rough path theory in","/papers/arxiv/2509.14529/","2025-09-22",0],["p","Adaptive and Regime-Aware RL for Portfolio Optimization","arXiv · Portfolio & Allocation · The study presents a new reinforcement learning framework fo","/papers/arxiv/2509.14385/","2025-09-22",2],["p","The safe harbor paradox: when combining human and AI skills creates or destroys value","arXiv · ML & AI Methods · A Monte Carlo simulation study suggests that combining human","/papers/arxiv/2509.14057/","2025-09-22",0],["p","Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus","arXiv · Other · The research reveals that the optimal train-test split ratio","/papers/arxiv/2509.13923/","2025-09-22",1],["p","Deep Learning in the Sequence Space","arXiv · ML & AI Methods · The paper presents a deep learning algorithm designed to est","/papers/arxiv/2509.13623/","2025-09-22",3],["p","In-between Transatlantic (Monetary) Disturbances","arXiv · Macro-Finance & Rates · Research shows that European Central Bank interest rate hike","/papers/arxiv/2509.13578/","2025-09-22",0],["p","Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics","arXiv · Derivatives & Volatility · The paper proposes a new model for pricing exotic options an","/papers/arxiv/2509.13374/","2025-09-22",0],["p","Encouraging offensive play: A hidden benefit of incomplete round-robin tournaments","arXiv · Other · A simulation of the 2024/25 UEFA Champions League reform sho","/papers/arxiv/2509.13141/","2025-09-22",7],["p","Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force","arXiv · Other · The paper discusses the best time to convert retirement savi","/papers/arxiv/2509.13091/","2025-09-22",3],["p","Income disaster, role of income support, and optimal retirement","arXiv · Other · The study shows that the level of government income support ","/papers/arxiv/2509.12874/","2025-09-22",0],["p","Myopic Optimality: why reinforcement learning portfolio management strategies lose money","arXiv · Portfolio & Allocation · Myopic Optimization (MO) outperforms Reinforcement Learning ","/papers/arxiv/2509.12764/","2025-09-22",1],["p","DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization","arXiv · Derivatives & Volatility · Options Optimization: DeltaHedge, an AI-based framework that","/papers/arxiv/2509.12753/","2025-09-22",5],["p","Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News","arXiv · LLMs & Text · The study suggests using large language models to process fi","/papers/arxiv/2509.12519/","2025-09-22",2],["p","Human or Robot? Evidence from Last-Mile Delivery Service","arXiv · Other · The article examines consumer preference between human and r","/papers/arxiv/2509.11562/","2025-09-22",1],["p","The Price of Disaster: Estimating the Impact of Hurricane Harvey on the Texas Construction Labor Market","arXiv · Other · The research measures the effect of Hurricane Harvey on Texa","/papers/arxiv/2509.11501/","2025-09-22",0],["p","Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning","arXiv · LLMs & Text · The article presents Trading-R1, a finance-focused AI model ","/papers/arxiv/2509.11420/","2025-09-22",18],["p","Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction","arXiv · Risk, Credit & Banking · The study introduces EMDLOT, a new framework for predicting ","/papers/arxiv/2509.10802/","2025-09-22",0],["p","Optimal Investment and Consumption in a Stochastic Factor Model","arXiv · Asset Pricing & Factors · The article discusses optimal investment and consumption in ","/papers/arxiv/2509.09452/","2025-09-13",4],["p","FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model","arXiv · Econometrics & Forecasting · Multi-modal Forecasting: FinZero, a pre-trained model fine-t","/papers/arxiv/2509.08742/","2025-09-13",5],["p","An Interpretable Deep Learning Model for General Insurance Pricing","arXiv · Risk, Credit & Banking · The paper presents the Actuarial Neural Additive Model, a tr","/papers/arxiv/2509.08467/","2025-09-13",1],["p","Environmental Performance, Financial Constraints, and Tax Avoidance Practices: Insights from FTSE All-Share Companies","arXiv · Corporate Finance · Research shows that firms with better environmental performa","/papers/arxiv/2509.08450/","2025-09-13",10],["p","Decarbonizing Basic Chemicals Production in North America, Europe, Middle East, and China: a Scenario Modeling Study.","arXiv · Other · A study on decarbonizing the chemicals industry indicates th","/papers/arxiv/2509.08279/","2025-09-13",0],["p","Chaotic Bayesian Inference: Strange Attractors as Risk Models for Black Swan Events","arXiv · Econometrics & Forecasting · The paper presents a risk model that combines heavy-tailed p","/papers/arxiv/2509.08183/","2025-09-13",0],["p","A Linear Pricing Mechanism for Load Management in Day-Ahead Retail Energy Markets","arXiv · Other · The paper presents a new linear pricing mechanism for retail","/papers/arxiv/2509.08166/","2025-09-13",1],["p","Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation","arXiv · ML & AI Methods · The paper suggests a new framework for promoting fairness in","/papers/arxiv/2509.08163/","2025-09-13",2],["p","Joint calibration of the volatility surface and variance term structure","arXiv · Derivatives & Volatility · The article suggests a calibration framework for complex opt","/papers/arxiv/2509.08096/","2025-09-13",0],["p","Individual Utilities of Life Satisfaction Reveal Inequality Aversion Unrelated to Political Alignment","arXiv · Other · A UK study suggests societal well-being policies should focu","/papers/arxiv/2509.07793/","2025-09-13",1],["p","Hedging options on asset portfolios against just one underlying asset in the presence of transaction costs","arXiv · Derivatives & Volatility · The research examines the viability of hedging options with ","/papers/arxiv/2509.07718/","2025-09-13",0],["p","Market-driven equilibria for distributed photovoltaic panel investment","arXiv · Other · The study finds that a differentiated market encourages opti","/papers/arxiv/2509.07203/","2025-09-13",0],["p","Are international happiness rankings reliable?","arXiv · Other · The validity of international wellbeing rankings like the Wo","/papers/arxiv/2509.06867/","2025-09-13",2],["p","Nested Optimal Transport Distances","arXiv · ML & AI Methods · The article introduces a new, faster, and more efficient alg","/papers/arxiv/2509.06702/","2025-09-13",0],["p","Optimal Exit Time for Liquidity Providers in Automated Market Makers","arXiv · Trading, Microstructure & Execution · The study investigates the best way for a liquidity provider","/papers/arxiv/2509.06510/","2025-09-13",3],["p","Using Financial and Sustainability Ratios to Map Sectors. An Approach With Compositional Data","arXiv · Other · The article visualizes the performance of Spanish fish and m","/papers/arxiv/2509.06468/","2025-09-13",2],["p","The Probability of Food Security: A new longitudinal data set using the Panel Study of Income Dynamics","arXiv · Macro-Finance & Rates · A study analyzing 40 years of US data on household-level foo","/papers/arxiv/2509.06144/","2025-09-13",1],["p","DETERring more than Deforestation: Environmental Enforcement Reduces Violence in the Amazon","arXiv · Other · The Real-Time Deforestation Detection System (DETER) in the ","/papers/arxiv/2509.06076/","2025-09-13",2],["p","From Digital Distrust to Codified Honesty: Experimental Evidence on Generative AI in Credence Goods Markets","arXiv · ML & AI Methods · Large language models (LLMs) in expert services have pros an","/papers/arxiv/2509.06069/","2025-09-13",3],["p","Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation","arXiv · Econometrics & Forecasting · The research uses machine learning to identify that the vola","/papers/arxiv/2509.05922/","2025-09-13",0],["p","Deep Learning Option Pricing with Market Implied Volatility Surfaces","arXiv · Derivatives & Volatility · The study introduces a deep learning framework for pricing o","/papers/arxiv/2509.05911/","2025-09-13",4],["p","Rethinking Beta: A Causal Take on CAPM","arXiv · Asset Pricing & Factors · A study suggests the Capital Asset Pricing Model should be v","/papers/arxiv/2509.05760/","2025-09-13",0],["p","Characterizing Optimality in Dynamic Settings: A Monotonicity-based Approach","arXiv · Other · A new method for studying optimal paths in dynamic optimizat","/papers/arxiv/2509.05354/","2025-09-13",0],["p","Painting the market: generative diffusion models for financial limit order book simulation and forecasting","arXiv · Trading, Microstructure & Execution · A new method for simulating financial market data transforms","/papers/arxiv/2509.05107/","2025-09-13",4],["p","Working with AI: Measuring the Applicability of Generative AI to Occupations","arXiv · ML & AI Methods · AI is primarily used in work activities for information gath","/papers/arxiv/2507.07935/","2025-09-13",29],["p","ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility","arXiv · Derivatives & Volatility · The study combines Adversarial Reinforcement Learning, Hawke","/papers/doi/10-1145-3677052-3698695/","2025-08-29",3],["p","The Coherent Multiplex: Scalable Real-Time Wavelet Coherence Architecture","arXiv · Econometrics & Forecasting · Wavelet Coherence Architecture: The Coherent Multiplex syste","/papers/arxiv/2508.19994/","2025-08-29",0],["p","The Walras-Bowley Lecture: Fragmentation of Matching Markets and How Economics Can Help Integrate Them","arXiv · Other · A Japanese study suggests that partial integration of fragme","/papers/arxiv/2508.19628/","2025-08-29",0],["p","FinCast: A Foundation Model for Financial Time-Series Forecasting","arXiv · Econometrics & Forecasting · Time-Series Forecasting Model: FinCast, a new model for fina","/papers/arxiv/2508.19609/","2025-08-29",22],["p","From Coverage to Consequences: BMI, Health Behaviors, and Self-rated Health After Medicaid Contraction","arXiv · Risk, Credit & Banking · A study on Tennessee's 2005 Medicaid contraction found that ","/papers/arxiv/2508.19155/","2025-08-29",0],["p","Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models","arXiv · Asset Pricing & Factors · The study finds that pretrained RNN attention models can eff","/papers/arxiv/2508.19006/","2025-08-29",0],["p","Do More Suspicious Transaction Reports Lead to More Convictions for Money Laundering?","arXiv · Other · A study suggests that an increase in suspicious transaction ","/papers/arxiv/2508.18932/","2025-08-29",0],["p","Forecasting Probability Distributions of Financial Returns with Deep Neural Networks","arXiv · Econometrics & Forecasting · The research shows that deep neural networks can accurately ","/papers/arxiv/2508.18921/","2025-08-29",0],["p","Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure","arXiv · Corporate Finance · The research introduces a Hierarchical Variable Selection al","/papers/arxiv/2508.18679/","2025-08-29",0],["p","Bias-Adjusted LLM Agents for Human-Like Decision-Making via Behavioral Economics","arXiv · LLMs & Text · A persona-based approach using individual-level data from be","/papers/arxiv/2508.18600/","2025-08-29",3],["p","Combined machine learning for stock selection strategy based on dynamic weighting methods","arXiv · ML & AI Methods · The research proposes a stock selection strategy using combi","/papers/arxiv/2508.18592/","2025-08-29",0],["p","FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs","arXiv · LLMs & Text · Financial Knowledge Graph Construction: The paper introduces","/papers/arxiv/2508.17906/","2025-08-29",23],["p","Bimodal dynamics of the artificial limit order book stock exchange with autonomous traders","arXiv · Trading, Microstructure & Execution · The paper uncovers the inherent bistability and complex dyna","/papers/arxiv/2508.17837/","2025-08-29",1],["p","Revisiting H\\\"otte (2025): A Companion Analysis with Extended Evidence from UK Inter-Industry Payment Data, 2017-2024","arXiv · Other · The UK Office for National Statistics has released a new dat","/papers/arxiv/2508.17695/","2025-08-29",0],["p","Carbon Disclosure Effect, Corporate Fundamentals, and Net-zero Emission Target: Evidence from China","arXiv · Corporate Finance · A study using AI tools reveals that comprehensive carbon emi","/papers/arxiv/2508.17423/","2025-08-29",3],["p","General Social Agents","arXiv · ML & AI Methods · Modern AI agents can be used to apply social science theorie","/papers/arxiv/2508.17407/","2025-08-29",16],["p","Integrative Experiments Identify How Punishment Impacts Welfare in Public Goods Games","arXiv · Other · An experiment shows that the success of punishment in foster","/papers/arxiv/2508.17151/","2025-08-29",2],["p","Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning","arXiv · Trading, Microstructure & Execution · The study suggests a learning framework to enhance the detec","/papers/arxiv/2508.17086/","2025-08-29",2],["p","Risk-neutral Pricing of Random-expiry Options using Trinomial Trees","arXiv · Derivatives & Volatility · The study presents a new methodology for pricing random-expi","/papers/arxiv/2508.17014/","2025-08-29",0],["p","THEME: Enhancing Thematic Investing with Semantic Stock Representations and Temporal Dynamics","arXiv · Portfolio & Allocation · Enhancing Thematic Investing: The study presents THEME, a hi","/papers/arxiv/2508.16936/","2025-08-29",2],["p","Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall","arXiv · Risk, Credit & Banking · The article discusses various methods for predicting Value-a","/papers/arxiv/2508.16919/","2025-08-29",0],["p","Population change, age structure, and socio-economic performance","arXiv · Other · Research indicates that countries with low or negative popul","/papers/arxiv/2508.16872/","2025-08-29",1],["p","Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes","arXiv · Derivatives & Volatility · The article proposes a bivariate Quadratic Hawkes process to","/papers/arxiv/2508.16566/","2025-08-29",0],["p","Option pricing under non-Markovian stochastic volatility models: A deep signature approach","arXiv · Derivatives & Volatility · The paper introduces a deep signature approach to asset pric","/papers/arxiv/2508.15237/","2025-08-29",1],["p","Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs","arXiv · ML & AI Methods · The research demonstrates how generative equilibrium operato","/papers/arxiv/2508.14995/","2025-08-29",7],["p","Interpreting the Interpreter: Can We Model post-ECB Conferences Volatility with LLM Agents?","arXiv · LLMs & Text · A new method using a Large Language Model can predict financ","/papers/arxiv/2508.13635/","2025-08-20",1],["p","Where Do the Returns to Schooling Come From? Educational Transitions and Labor Market Payoffs","arXiv · Other · A new framework for studying educational effects on earnings","/papers/arxiv/2508.13366/","2025-08-20",0],["p","Deciphering the global production network from cross-border firm transactions","arXiv · Corporate Finance · A study shows that products are grouped into textiles, chemi","/papers/arxiv/2508.12315/","2025-08-20",1],["p","Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review","arXiv · Crypto & DeFi · The research offers a comparative analysis of systemic risks","/papers/arxiv/2508.12007/","2025-08-20",4],["p","Conformity: Resolving the Trade-Off Between Performance and Synchrony in Multi-Unit Organizations","arXiv · Other · Research indicates that decentralization, knowledge-sharing ","/papers/arxiv/2508.11807/","2025-08-20",0],["p","The European Union deforestation regulation: The impact on Argentina","arXiv · Macro-Finance & Rates · The European Union Deforestation Regulation could lower Arge","/papers/arxiv/2508.11796/","2025-08-20",2],["p","A Multi-Task Evaluation of LLMs' Processing of Academic Text Input","arXiv · LLMs & Text · Large language models like Google's Gemini struggle with pro","/papers/arxiv/2508.11779/","2025-08-20",6],["p","Incorporating an economic approach to production in a health system model","arXiv · Other · The Thanzi la Onse model in Malawi uses economic principles ","/papers/arxiv/2508.11730/","2025-08-20",0],["p","Banking 2.0: The Stablecoin Banking Revolution - How Digital Assets Are Reshaping Global Finance","arXiv · Crypto & DeFi · Stablecoins, combining cryptocurrency and traditional financ","/papers/arxiv/2508.11395/","2025-08-20",2],["p","Stealing accuracy: Predicting day-ahead electricity prices with temporal hierarchy forecasting (THieF)","arXiv · Econometrics & Forecasting · The research introduces temporal hierarchy forecasting in pr","/papers/arxiv/2508.11372/","2025-08-20",5],["p","AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions","arXiv · LLMs & Text · The article investigates the application and effectiveness o","/papers/arxiv/2508.11152/","2025-08-20",25],["p","Note on Selection Bias in Observational Estimates of Algorithmic Progress","arXiv · LLMs & Text · Criticisms have been raised about Ho et. al's 2024 study on ","/papers/arxiv/2508.11033/","2025-08-20",3],["p","Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach","arXiv · Derivatives & Volatility · The study suggests dynamic skewness stochastic volatility mo","/papers/arxiv/2508.10778/","2025-08-20",0],["p","Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach","arXiv · Portfolio & Allocation · The paper introduces a decision-focused learning approach fo","/papers/arxiv/2508.10776/","2025-08-20",4],["p","On data-driven robust distortion risk measures for non-negative risks with partial information","arXiv · Other · The paper introduces two new types of distributional uncerta","/papers/arxiv/2508.10682/","2025-08-20",0],["p","Higher-order Gini indices: An axiomatic approach","arXiv · Other · The study introduces a method to measure joint dispersion in","/papers/arxiv/2508.10663/","2025-08-20",0],["p","Racial bias, colorism, and overcorrection","arXiv · Other · A study on racial bias in the WNBA found that increased awar","/papers/arxiv/2508.10585/","2025-08-20",0],["p","A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments","arXiv · Portfolio & Allocation · The 4% rule for retirement withdrawals is based on a model t","/papers/arxiv/2508.10273/","2025-08-20",0],["p","CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market","arXiv · Macro-Finance & Rates · Geometric Deep Learning for CAT Bond Spread: The research in","/papers/arxiv/2508.10208/","2025-08-20",1],["p","Prompt-Response Semantic Divergence Metrics for Faithfulness Hallucination and Misalignment Detection in Large Language Models","arXiv · LLMs & Text · The paper presents Semantic Divergence Metrics (SDM), a new ","/papers/arxiv/2508.10192/","2025-08-20",4],["p","Exploring the Shape of Economics: A Multilayer Network Analysis of Social Communities and Intellectual Similarity Among Journals Before and After the 2008 Financial Crisis","arXiv · Other · The study shows that while the global financial crisis has i","/papers/arxiv/2508.09079/","2025-08-20",2],["p","Federal Reserve Communication and the COVID-19 Pandemic","arXiv · Derivatives & Volatility · A study reveals that the Federal Reserve's response to the C","/papers/doi/10-1111-manc-12520/","2025-08-12",15],["p","The impact of brand equity on vertical integration in franchise systems","arXiv · Other · Research indicates that franchises with higher brand equity ","/papers/doi/10-1016-j-jretai-2025-01-007/","2025-08-12",4],["p","Fiscal Spillovers through Informal Financial Channels","arXiv · Macro-Finance & Rates · A paper using detailed cryptocurrency data finds a temporary","/papers/doi/10-1016-j-jimonfin-2025-103378/","2025-08-12",0],["p","Optimal Fees for Liquidity Provision in Automated Market Makers","arXiv · Trading, Microstructure & Execution · The research investigates the earnings of passive liquidity ","/papers/arxiv/2508.08152/","2025-08-12",8],["p","Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading","arXiv · LLMs & Text · The study shows how large language models can be used in fin","/papers/arxiv/2508.07408/","2025-08-12",2],["p","Deformation of semicircle law for correlated time series and Phase transition","arXiv · Econometrics & Forecasting · The study investigates the eigenvalue of the Wigner random m","/papers/arxiv/2508.07192/","2025-08-12",1],["p","Free Lunches with Vanishing Risks Most Likely Exist","arXiv · Other · The article disputes the belief that risk-free profit opport","/papers/arxiv/2508.07108/","2025-08-12",2],["p","Strategy method effects in centipede games: An optimal design approach","arXiv · Other · A study comparing behavior in six optimally designed centipe","/papers/arxiv/2508.06425/","2025-08-12",1],["p","To Each Their Own: Heterogeneity in Worker Preferences for and Responses to Peer Information","arXiv · Other · A study identified four types of workers based on their info","/papers/arxiv/2508.06162/","2025-08-12",0],["p","Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings","arXiv · Derivatives & Volatility · A new financial model has been developed for an online app t","/papers/arxiv/2508.06010/","2025-08-12",0],["p","Deconstructing the Crystal Ball: From Ad-Hoc Prediction to Principled Startup Evaluation with the SAISE Framework","arXiv · ML & AI Methods · The article proposes a comprehensive Systematic AI-driven St","/papers/arxiv/2508.05491/","2025-08-12",0],["p","Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach","arXiv · ML & AI Methods · A novel framework is introduced for evaluating pension funds","/papers/arxiv/2508.05241/","2025-08-12",0],["p","Finding core balanced modules in statistically validated stock networks","arXiv · Other · The research introduces a refined structure for stock networ","/papers/arxiv/2508.04970/","2025-08-12",0],["p","Assessing dynamic connectedness in global supply chain infrastructure portfolios: The impact of risk factors and extreme events","arXiv · Portfolio & Allocation · A study on global supply chain infrastructure investment ris","/papers/arxiv/2508.04858/","2025-08-12",3],["p","Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks","arXiv · Crypto & DeFi · A study of 44 million Ethereum transactions reveals distinct","/papers/arxiv/2508.04671/","2025-08-12",2],["p","Testing for spillovers in resource conservation: Evidence from a natural field experiment","arXiv · Other · A large-scale experiment showed that behavioral intervention","/papers/arxiv/2508.04371/","2025-08-12",0],["p","EEA Professional Climate Survey Report","arXiv · Other · A 2023 survey by the European Economic Association found sig","/papers/arxiv/2508.04302/","2025-08-12",0],["p","The Empirical Welfare Content of International Price and Income Comparisons","arXiv · Other · A paper discusses the bias in multilateral index numbers use","/papers/arxiv/2504.16654/","2025-08-12",0],["p","Taking a Big Step: Large Learning Rates in Denoising Score Matching Prevent Memorization","Machine learning · ML & AI Methods · The study explores memorization in denoising score matching,","/papers/arxiv/2502.03435/","2025-08-12",18],["p","Performative Market Making","arXiv · Trading, Microstructure & Execution · The research shows how financial models can shape market pro","/papers/arxiv/2508.04344/","2025-08-07",1],["p","The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering","arXiv · Crypto & DeFi · Two MEV builders, capable of manipulating transaction orders","/papers/arxiv/2508.04003/","2025-08-07",1],["p","Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets","arXiv · Trading, Microstructure & Execution · Polymarket, a prediction market platform, has shown instance","/papers/arxiv/2508.03474/","2025-08-07",13],["p","Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options","arXiv · Derivatives & Volatility · The study introduces a mathematical model that views a CFAMM","/papers/arxiv/2508.02971/","2025-08-07",3],["p","Language Model Guided Reinforcement Learning in Quantitative Trading","arXiv · LLMs & Text · A proposed hybrid system uses large language models to creat","/papers/arxiv/2508.02366/","2025-08-07",8],["p","Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship","arXiv · Portfolio & Allocation · The paper examines the maximum principle and dynamic program","/papers/arxiv/2508.01138/","2025-08-07",1],["p","Generative AI in Higher Education: Evidence from an Elite College","arXiv · ML & AI Methods · Evidence from Elite College: More than 80% of students at a ","/papers/arxiv/2508.00717/","2025-08-07",21],["p","ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism","arXiv · Trading, Microstructure & Execution · The article introduces a new multi-agent system for financia","/papers/arxiv/2508.00554/","2025-08-07",9],["p","Information geometry of Lévy processes and financial models","arXiv · Other · The paper investigates the information geometry of Lévy proc","/papers/arxiv/2507.23646/","2025-08-07",1],["p","Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions","arXiv · Derivatives & Volatility · The research compares Malliavin calculus and rough path theo","/papers/arxiv/2507.23392/","2025-08-07",1],["p","AI-Driven Spatial Distribution Dynamics: A Comprehensive Theoretical and Empirical Framework for Analyzing Productivity Agglomeration Effects in Japan's Aging Society","arXiv · ML & AI Methods · The study uses Tokyo to analyze the impact of AI on urban di","/papers/arxiv/2507.19911/","2025-08-07",0],["p","An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization","Machine learning · Other · A new gradient descent algorithm with adaptive randomness is","/papers/doi/10-4310-cms-250607105334/","2025-07-25",6],["p","FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs","arXiv · LLMs & Text · FinDPO, a finance-specific large language model, outperforms","/papers/arxiv/2507.18417/","2025-07-25",8],["p","Information-minimizing stationary financial market dynamics","arXiv · Other · The article introduces a mathematical model that views the f","/papers/arxiv/2507.18395/","2025-07-25",1],["p","Pathwise analysis of log-optimal portfolios","arXiv · Portfolio & Allocation · The research applies the càdlàg rough paths theory to examin","/papers/arxiv/2507.18232/","2025-07-25",1],["p","Explainable Graph Neural Networks via Structural Externalities","arXiv · ML & AI Methods · GraphEXT, a new explainability framework for Graph Neural Ne","/papers/arxiv/2507.17848/","2025-07-25",4],["p","Homeownership as a Life Cycle Goldmine: Evidence from Macrohistory","arXiv · Other · Owning a home in developed countries can increase wealth by ","/papers/arxiv/2507.17624/","2025-07-25",0],["p","Time Deep Gradient Flow Method for pricing American options","arXiv · Derivatives & Volatility · The study uses neural network methods, Time Deep Gradient Fl","/papers/arxiv/2507.17606/","2025-07-25",0],["p","Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models","arXiv · LLMs & Text · The paper presents Evolutionary Factor Search (EFS), a new m","/papers/arxiv/2507.17211/","2025-07-25",1],["p","Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility","arXiv · Derivatives & Volatility · The research tackles dynamic portfolio optimization, conside","/papers/arxiv/2507.17162/","2025-07-25",0],["p","Weather-Aware AI Systems versus Route-Optimization AI: A Comprehensive Analysis of AI Applications in Transportation Productivity","arXiv · ML & AI Methods · AI technology combining weather prediction and route optimiz","/papers/arxiv/2507.17099/","2025-07-25",0],["p","Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach","arXiv · Derivatives & Volatility · The article introduces a machine learning extension of the b","/papers/arxiv/2507.16701/","2025-07-25",0],["p","Alternative Loss Function in Evaluation of Transformer Models","arXiv · ML & AI Methods · The study uses Mean Absolute Directional Loss function to ev","/papers/arxiv/2507.16548/","2025-07-25",0],["p","Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket","arXiv · Other · The research questions the traditional belief of diversifica","/papers/arxiv/2507.16265/","2025-07-25",5],["p","Left Leaning Models: How AI Evaluates Economic Policy?","arXiv · ML & AI Methods · Large language models used in economics are found to be more","/papers/arxiv/2507.15771/","2025-07-25",0],["p","Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility","arXiv · Derivatives & Volatility · A new method for predicting future changes in linear fractio","/papers/arxiv/2507.15437/","2025-07-25",2],["p","iQRA for Electricity Markets","arXiv · Econometrics & Forecasting · A new method, Isotonic Quantile Regression Averaging (iQRA),","/papers/arxiv/2507.15079/","2025-07-25",1],["p","Equity, Emissions and the Inflation Reduction Act","arXiv · Macro-Finance & Rates · The 2022 Inflation Reduction Act's incentives for buying pre","/papers/arxiv/2507.15054/","2025-07-25",0],["p","Mitigating Financial Frictions in Agriculture: A Framework for Stablecoin Adoption","arXiv · Crypto & DeFi · Stablecoins Solution: Fiat-collateralized stablecoins, a typ","/papers/arxiv/2507.14970/","2025-07-25",0],["p","A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books","arXiv · Crypto & DeFi · Research comparing statistical methods and machine learning ","/papers/arxiv/2507.14960/","2025-07-25",4],["p","Optimal Decisions for Liquid Staking: Allocation and Exit Timing","arXiv · Portfolio & Allocation · The study examines optimal entry and exit decisions for inve","/papers/arxiv/2507.14810/","2025-07-25",3],["p","When Experimental Economics Meets Large Language Models: Evidence-based Tactics","arXiv · LLMs & Text · The research offers guidelines for creating economic experim","/papers/arxiv/2505.21371/","2025-07-25",1],["p","Deep Linear Network Training Dynamics from Random Initialization: Data, Width, Depth, and Hyperparameter Transfer","Machine learning · Other · The paper explores the dynamics of gradient descent in deep ","/papers/arxiv/2502.02531/","2025-07-25",18],["p","Propagation of carbon price shocks through the value chain: the mean-field game of defaults","arXiv · Risk, Credit & Banking · The study introduces a new framework to analyze the impact o","/papers/arxiv/2507.11353/","2025-07-17",1],["p","Artificial Finance: How AI Thinks About Money","arXiv · ML & AI Methods · The study finds that large language models (LLMs) show a ris","/papers/arxiv/2507.10933/","2025-07-17",0],["p","Kernel Learning for Mean-Variance Trading Strategies","arXiv · Trading, Microstructure & Execution · A kernel-based framework for creating dynamic trading strate","/papers/arxiv/2507.10701/","2025-07-17",3],["p","Forecasting NYC Yellow Taxi Ridership Decline: A Time Series Analysis of Daily Passenger Counts (2017-2019)","arXiv · Econometrics & Forecasting · A study predicting daily passenger counts for New York City'","/papers/arxiv/2507.10588/","2025-07-17",0],["p","A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges","arXiv · Trading, Microstructure & Execution · The article presents a mathematical model for efficiently id","/papers/arxiv/2507.10149/","2025-07-17",2],["p","Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach","arXiv · Other · Research shows that investment herding impacts household con","/papers/arxiv/2507.10052/","2025-07-17",0],["p","An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework","arXiv · Macro-Finance & Rates · The paper investigates the estimation and asymptotic behavio","/papers/arxiv/2507.10041/","2025-07-17",0],["p","A New Incentive Model For Content Trust","arXiv · Crypto & DeFi · The paper proposes a decentralized, incentive-based method f","/papers/arxiv/2507.09972/","2025-07-17",2],["p","Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model","arXiv · Portfolio & Allocation · A model-free approach using generative diffusion models and ","/papers/arxiv/2507.09916/","2025-07-17",5],["p","What Matters Most? A Quantitative Meta-Analysis of AI-Based Predictors for Startup Success","arXiv · ML & AI Methods · AI startup success is influenced by firm characteristics, in","/papers/arxiv/2507.09675/","2025-07-17",1],["p","NMIXX: Domain-Adapted Neural Embeddings for Cross-Lingual eXploration of Finance","arXiv · ML & AI Methods · A Meta-Analysis: The NMIXX model, fine-tuned with high-confi","/papers/arxiv/2507.09601/","2025-07-17",1],["p","Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks","arXiv · Derivatives & Volatility · A framework combining Transfer Entropy and the N-dimensional","/papers/arxiv/2507.09554/","2025-07-17",1],["p","Generalized Orlicz premia","arXiv · Other · A generalized version of Orlicz premia, based on potentially","/papers/arxiv/2507.09181/","2025-07-17",0],["p","Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling","arXiv · Crypto & DeFi · The paper introduces a modular simulation framework for anal","/papers/arxiv/2507.08915/","2025-07-17",0],["p","Pricing and Hedging Prepayment Option","arXiv · Derivatives & Volatility · The prepayment risk in fixed-rate mortgages is modeled as an","/papers/arxiv/2507.08641/","2025-07-17",2],["p","To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions","arXiv · LLMs & Text · A system using large language models can enhance market risk","/papers/arxiv/2507.08584/","2025-07-17",4],["p","From Revolution to Ruin: An Empirical Analysis Yemen's State Collapse","arXiv · Corporate Finance · Economic and Institutional Impact: The 2011 revolution and c","/papers/arxiv/2507.08512/","2025-07-17",0],["p","Tensor train representations of Greeks for Fourier-based pricing of multi-asset options","arXiv · Derivatives & Volatility · A new method using tensor train learning and numerical diffe","/papers/arxiv/2507.08482/","2025-07-17",3],["p","Arbitrage on Decentralized Exchanges","arXiv · Trading, Microstructure & Execution · A study on a gas-fee competition game in decentralized excha","/papers/arxiv/2507.08302/","2025-07-17",5],["p","Advancing AI Capabilities and Evolving Labor Outcomes","arXiv · ML & AI Methods · The research indicates that increased AI usage leads to high","/papers/arxiv/2507.08244/","2025-07-17",7],["p","Do Temporary Workers Face Higher Wage Markdowns? Evidence from India's Automotive Sector","arXiv · Other · A study shows that from 2000-2020, temporary workers in Indi","/papers/arxiv/2507.08222/","2025-07-17",0],["p","Signal or Noise? Evaluating Large Language Models in Resume Screening Across Contextual Variations and Human Expert Benchmarks","arXiv · LLMs & Text · Large language models used for matching resumes with job des","/papers/arxiv/2507.08019/","2025-07-17",2],["p","Modelling reliability under deep decarbonisation of the European electricity grid","arXiv · Other · A new model shows that adding a small amount of low-cost, fl","/papers/arxiv/2503.23604/","2025-07-17",0],["p","The Feasibility of MBSs as Decentralized Autonomous Organizations","arXiv · Crypto & DeFi · The article investigates the use of modern fintech tools suc","/papers/ssrn/4761692/","2025-07-10",2],["p","Sowing Division: The Unintended Consequences of Geographic Tagging on Social Media","arXiv · Other · A study found that a location disclosure policy on Sina Weib","/papers/ssrn/4560720/","2025-07-10",1],["p","Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier–Stokes Equations","arXiv · Trading, Microstructure & Execution · A new mathematical model based on the Navier-Stokes equation","/papers/doi/10-61093-sec-9-2-92-113-2025/","2025-07-10",5],["p","Reinforcement learning for trade execution with market and limit orders","arXiv · Trading, Microstructure & Execution · The paper presents a reinforcement learning framework for op","/papers/arxiv/2507.06345/","2025-07-10",6],["p","Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence","arXiv · Portfolio & Allocation · The paper introduces a new learning algorithm for online por","/papers/arxiv/2507.05994/","2025-07-10",0],["p","A job-based assessment of economic complexity: from hidden to revealed","arXiv · Other · The research introduces a job-based measure of economic comp","/papers/arxiv/2507.05846/","2025-07-10",0],["p","Event-Time Anchor Selection for Multi-Contract Quoting","arXiv · Trading, Microstructure & Execution · The study introduces a method for choosing reference instrum","/papers/arxiv/2507.05749/","2025-07-10",0],["p","Strategic Alignment Patterns in National AI Policies","arXiv · ML & AI Methods · A new visual mapping method has been introduced for evaluati","/papers/arxiv/2507.05400/","2025-07-10",2],["p","The connection of the stability of the binary choice model with its discriminatory power","arXiv · Other · The article highlights the significance of the population st","/papers/arxiv/2507.04866/","2025-07-10",0],["p","F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50","arXiv · Derivatives & Volatility · Research shows that Systematic Investment Plans in India's N","/papers/arxiv/2507.04859/","2025-07-10",0],["p","Measuring Social Media Network Effects","arXiv · Other · Research on social media users shows that 20-34% of a platfo","/papers/arxiv/2507.04545/","2025-07-10",0],["p","Does Overnight News Explain Overnight Returns?","arXiv · LLMs & Text · The study finds that most gains in the U.S. stock market ove","/papers/arxiv/2507.04481/","2025-07-10",0],["p","Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails","arXiv · Portfolio & Allocation · The article discusses a framework that combines behavioral d","/papers/arxiv/2507.04208/","2025-07-10",0],["p","skfolio: Portfolio Optimization in Python","arXiv · Portfolio & Allocation · The skfolio, a new open-source Python library, has been laun","/papers/arxiv/2507.04176/","2025-07-10",0],["p","Dynamic Asset Pricing with {\\alpha}-MEU Model","arXiv · Asset Pricing & Factors · The study investigates a dynamic asset pricing problem, show","/papers/arxiv/2507.04093/","2025-07-10",0],["p","Efficiency through Evolution, A Darwinian Approach to Agent-Based Economic Forecast Modeling","arXiv · Econometrics & Forecasting · The article presents a new Darwinian Agent-Based Modeling me","/papers/arxiv/2507.04074/","2025-07-10",0],["p","Quantum stochastic walks for portfolio optimization: theory and implementation on financial networks","arXiv · Portfolio & Allocation · A study suggests a quantum stochastic walk optimizer for fin","/papers/arxiv/2507.03963/","2025-07-10",1],["p","Heterogeneous Participation and Allocation Skews: When is Choice \"Worth it\"?","arXiv · Portfolio & Allocation · The article investigates the effects of varied participation","/papers/arxiv/2507.03600/","2025-07-10",3],["p","Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations","arXiv · Derivatives & Volatility · The article proposes a solution for optimal stopping problem","/papers/arxiv/2507.03470/","2025-07-10",0],["p","Economic Policy Taxonomy","arXiv · Other · The paper introduces a tree taxonomy framework for categoriz","/papers/arxiv/2507.03233/","2025-07-10",0],["p","Resolving CAP Through Automata-Theoretic Economic Design: A Unified Mathematical Framework for Real-Time Partition-Tolerant Systems","arXiv · Other · The article introduces a new framework that reinterprets the","/papers/arxiv/2507.02464/","2025-07-10",0],["p","Epistemic Scarcity: The Economics of Unresolvable Unknowns","arXiv · ML & AI Methods · The article argues that AI systems are incapable of performi","/papers/arxiv/2507.01483/","2025-07-10",2],["p","Returns to Scale in Fund Management","SSRN · Other · Fund managers can mitigate the adverse effects of competitio","/papers/ssrn/5246703/","2025-07-03",5],["p","Unraveling Global Threads: Pandemic, Geopolitical Conflict, and Resilience in Fashion and Textile Supply Chain","arXiv · Other · The COVID-19 pandemic and geopolitical conflicts have disrup","/papers/doi/10-7596-jebm-1636662/","2025-07-03",1],["p","Factors Influencing Change Orders in Horizontal Construction Projects: A Comparative Analysis of Unit Price and Lump Sum Contracts","arXiv · Other · In Florida, the size, duration, and work type of Design-Bid-","/papers/doi/10-32474-tceia-2023-04-000192/","2025-07-03",1],["p","Decentralised Multi-Manager Fund Framework","arXiv · Portfolio & Allocation · A new decentralized framework for capital allocation combine","/papers/arxiv/2507.00978/","2025-07-03",0],["p","Pathwise Roughness of Bitcoin Realized Volatility: Stability Across Time, Sampling, and Volatility Measures","arXiv · Crypto & DeFi · Rough volatility models are found to be misaligned with Bitc","/papers/arxiv/2507.00575/","2025-07-03",0],["p","Satellite and Mobile Phone Data Reveal How Violence Affects Seasonal Migration in Afghanistan","arXiv · Other · Research using satellite imagery and phone records shows tha","/papers/arxiv/2507.00279/","2025-07-03",0],["p","Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps","arXiv · Derivatives & Volatility · A study on derivative securities pricing in markets modeled ","/papers/arxiv/2506.24111/","2025-07-03",0],["p","Autonomy by Design: Preserving Human Autonomy in AI Decision-Support","arXiv · ML & AI Methods · The article explores the effects of AI on specialized fields","/papers/arxiv/2506.23952/","2025-07-03",33],["p","Explicit local volatility formula for Cheyette-type interest rate models","arXiv · Derivatives & Volatility · An analytical approximation for the local volatility functio","/papers/arxiv/2506.23876/","2025-07-03",1],["p","Overparametrized models with posterior drift","arXiv · Asset Pricing & Factors · The research warns about the sensitivity of large linear mac","/papers/arxiv/2506.23619/","2025-07-03",0],["p","The Network Effects of the EU Carbon Border Adjustment Mechanism with a Quantitative Trade Model","arXiv · Other · The European Carbon Border Adjustment Mechanism slightly inc","/papers/arxiv/2506.23341/","2025-07-03",0],["p","Digital Transformation and the Restructuring of Employment: Evidence from Chinese Listed Firms","arXiv · Corporate Finance · Chinese companies' digital transformation is changing job st","/papers/arxiv/2506.23230/","2025-07-03",0],["p","Tracking the affordability of least-cost healthy diets helps guide intervention for food security and improved nutrition","arXiv · Other · Two Food Policy articles promote the use of least-cost bench","/papers/arxiv/2506.22965/","2025-07-03",4],["p","SABR-informed multitask Gaussian process: A synthetic-to-real framework for implied volatility surface construction","arXiv · Derivatives & Volatility · The SABR-MTGP method, which views the creation of the Implie","/papers/arxiv/2506.22888/","2025-07-03",0],["p","Temperature Sensitivity of Residential Energy Demand on the Global Scale: A Bayesian Partial Pooling Model","arXiv · Econometrics & Forecasting · A study found that global residential energy demand rises at","/papers/arxiv/2506.22768/","2025-07-03",0],["p","Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting","arXiv · Macro-Finance & Rates · The study reveals that combining structured data with unstru","/papers/arxiv/2506.22763/","2025-07-03",0],["p","Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation","arXiv · Risk, Credit & Banking · The research presents a framework that uses Open Banking dat","/papers/arxiv/2506.22711/","2025-07-03",0],["p","FairMarket-RL: LLM-Guided Fairness Shaping for Multi-Agent Reinforcement Learning in Peer-to-Peer Markets","arXiv · LLMs & Text · Fairness Shaping: FairMarket-RL, a hybrid model combining La","/papers/arxiv/2506.22708/","2025-07-03",1],["p","Beyond Code: The Multidimensional Impacts of Large Language Models in Software Development","arXiv · LLMs & Text · Large language models like ChatGPT can boost productivity an","/papers/arxiv/2506.22704/","2025-07-03",2],["p","Deep Hedging to Manage Tail Risk","arXiv · Derivatives & Volatility · The study uses deep neural networks to enhance portfolio ris","/papers/arxiv/2506.22611/","2025-07-03",0],["p","From Means to Medians: Optimal Benchmark Design","arXiv · Crypto & DeFi · A study using a model inspired by blockchain smart contracts","/papers/arxiv/2506.22142/","2025-07-03",0],["p","On the hidden costs of passive investing","arXiv · Trading, Microstructure & Execution · Passive investing can lead to higher costs than strategies t","/papers/arxiv/2506.21775/","2025-07-03",0],["p","Suspense and surprise in European football","arXiv · Other · The suspense and surprise of sports matches could be used as","/papers/arxiv/2506.21253/","2025-07-03",0],["p","Empirical estimator of diversification quotient","arXiv · Portfolio & Allocation · The Diversification Quotient (DQ) is a robust measure of por","/papers/arxiv/2506.20385/","2025-07-03",0],["p","Narrative Shift Detection: A Hybrid Approach of Dynamic Topic Models and Large Language Models","arXiv · LLMs & Text · Large Language Models combined with topic models can model n","/papers/arxiv/2506.20269/","2025-07-03",5],["p","RobustiPy: An efficient next-generation multiversal library with model selection, averaging, resampling, and explainable AI","arXiv · ML & AI Methods · RobustiPy is a new Python tool for analyzing model uncertain","/papers/arxiv/2506.19958/","2025-07-03",0],["p","Mosaic3D: Foundation Dataset and Model for Open-Vocabulary 3D Segmentation","Machine learning · Other · Mosaic3D, a new data generation and training framework, has ","/papers/arxiv/2502.02548/","2025-07-03",26],["p","AI in Day Trading","SSRN · Trading, Microstructure & Execution · A new intraday trading strategy for the USTEC CFD, using a l","/papers/ssrn/5246516/","2025-06-25",12],["p","Ambiguity Preference in Credit","SSRN · Risk, Credit & Banking · Ambiguity preference variables can forecast credit asset com","/papers/ssrn/5246313/","2025-06-25",8],["p","Unified Econometrics Discipline","SSRN · Econometrics & Forecasting · The article discusses the rapid growth and transformation of","/papers/ssrn/5245790/","2025-06-25",4],["p","IRS Officials' Trades","SSRN · Corporate Finance · IRS officials' personal stock trades yield positive abnormal","/papers/ssrn/5245652/","2025-06-25",132],["p","WPI Students' Financial Knowledge","SSRN · ML & AI Methods · Despite a strong interest in learning about financial prepar","/papers/ssrn/5245648/","2025-06-25",8],["p","Digital Asset Regulation in the U.S.","SSRN · Macro-Finance & Rates · The U.S.'s individual approach to digital asset regulation c","/papers/ssrn/5245602/","2025-06-25",12],["p","NLP Axioms in Tamil Dialects","SSRN · LLMs & Text · The article investigates the challenges and opportunities in","/papers/ssrn/5245598/","2025-06-25",2],["p","Fiscal Financing and Investment Reversibility","SSRN · Macro-Finance & Rates · The research shows that dividend tax hikes initially cause i","/papers/ssrn/5245203/","2025-06-25",6],["p","Stock Returns in Supply Chain Pressure","SSRN · Other · The study shows that global supply chain pressures significa","/papers/ssrn/5245195/","2025-06-25",4],["p","Options on Drugs: Industry Exposure and Option Anomalies","SSRN · Derivatives & Volatility · Pharmaceutical stocks offer higher returns when writing opti","/papers/ssrn/5245162/","2025-06-25",0],["p","Beware of Large Shocks! A Non-Parametric Structural Inflation Model","SSRN · Macro-Finance & Rates · The study introduces a Bayesian machine learning model for i","/papers/ssrn/5244264/","2025-06-25",4],["p","The Bond Agio","SSRN · Macro-Finance & Rates · Bonds issued in varying interest rate environments have diff","/papers/ssrn/5243376/","2025-06-25",11],["p","Common Task Framework","SSRN · Asset Pricing & Factors · The Common Task Framework (CTF) can enhance innovation, effo","/papers/ssrn/5242901/","2025-06-25",49],["p","AI in Tourism: Kerala Study","SSRN · ML & AI Methods · Kerala Study: The study introduces the SMART AI-Driven Touri","/papers/ssrn/5242805/","2025-06-25",2],["p","Volatility Forecasting Models Comparison","SSRN · Derivatives & Volatility · The paper finds that volatility models are most accurate whe","/papers/ssrn/5241995/","2025-06-25",8],["p","Inflation Risk and Production Costs","SSRN · Macro-Finance & Rates · Companies with high fixed costs show negative exposure to in","/papers/ssrn/5241864/","2025-06-25",7],["p","The FMA indicator: An index based exclusively on dividends","SSRN · Corporate Finance · The article introduces a technical analysis approach that us","/papers/ssrn/5241825/","2025-06-25",0],["p","Artificial Intelligence and Relationship Lending","SSRN · ML & AI Methods · The research explores the impact of AI adoption in credit sc","/papers/ssrn/5241807/","2025-06-25",3],["p","Simulation Study for Port Flows","SSRN · ML & AI Methods · The research uses machine learning and a simulation model to","/papers/ssrn/5239631/","2025-06-25",5],["p","Tax Losses and Capped Call Spreads","SSRN · Derivatives & Volatility · Capital-loss carryforwards can be assessed using an option-p","/papers/ssrn/5238942/","2025-06-25",13],["p","FOMC Announcement Premiums","SSRN · Asset Pricing & Factors · Currency risk premiums fluctuate on U.S. FOMC announcement d","/papers/ssrn/5237922/","2025-06-25",42],["p","Cloud-Native AI Framework","SSRN · ML & AI Methods · The article emphasizes the necessity for Big Tech firms to r","/papers/ssrn/5237913/","2025-06-25",1],["p","Racial Challenges of AI in Economics","SSRN · ML & AI Methods · The article claims that creating fair and racially-just mach","/papers/ssrn/5237156/","2025-06-25",3],["p","Resilient Supply Chain Design","SSRN · Other · The research proposes a framework for enhancing supply chain","/papers/ssrn/5235268/","2025-06-25",8],["p","Operational Flexibility Impact on Firm Risk","SSRN · Corporate Finance · The paper shows that operational flexibility reduces implied","/papers/ssrn/5234344/","2025-06-25",6],["p","Neural Functionally Generated Portfolios","arXiv · Portfolio & Allocation · The paper proposes a new neural-network-based method for lea","/papers/arxiv/2506.19715/","2025-06-25",0],["p","Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims","arXiv · Risk, Credit & Banking · The research investigates the pricing and hedging of nonrepl","/papers/arxiv/2506.19494/","2025-06-25",3],["p","The Autonomy of the Lightning Network: A Mathematical and Economic Proof of Structural Decoupling from BTC","arXiv · Crypto & DeFi · Synthetic Financial System: The study reveals that the Light","/papers/arxiv/2506.19333/","2025-06-25",0],["p","International Trade and Intellectual Property","arXiv · Other · Stronger intellectual property rights can shape cross-border","/papers/arxiv/2506.18929/","2025-06-25",0],["p","Wealth Thermalization Hypothesis and Social Networks","arXiv · Other · The article presents the wealth thermalization hypothesis, a","/papers/arxiv/2506.17720/","2025-06-25",4],["p","Predicting Stock Market Crash with Bayesian Generalised Pareto Regression","arXiv · Econometrics & Forecasting · The study uses a Bayesian Generalised Pareto Regression mode","/papers/arxiv/2506.17549/","2025-06-25",0],["p","Empirical Models of the Time Evolution of SPX Option Prices","arXiv · Derivatives & Volatility · The article presents a model for pricing SPX options using s","/papers/arxiv/2506.17511/","2025-06-25",0],["p","Social Group Bias in AI Finance","arXiv · ML & AI Methods · The study reveals racial bias in large language models used ","/papers/arxiv/2506.17490/","2025-06-25",2],["p","AI is the Strategy: From Agentic AI to Autonomous Business Models onto Strategy in the Age of AI","arXiv · LLMs & Text · The article explores Autonomous Business Models (ABMs), wher","/papers/arxiv/2506.17339/","2025-06-25",3],["p","A New Equilibrium: COVID-19 Lockdowns and WFH Persistence","arXiv · Other · Due to COVID-19 lockdowns, remote work has increased signifi","/papers/arxiv/2506.16671/","2025-06-25",3],["p","Optimal regulation and investment incentives in financial networks","arXiv · Risk, Credit & Banking · The research suggests financial regulation should be based o","/papers/arxiv/2506.16648/","2025-06-25",0],["p","Social Media Can Reduce Misinformation When Public Scrutiny is High","arXiv · Macro-Finance & Rates · The study finds that while Chinese local governments have ex","/papers/arxiv/2506.16355/","2025-06-25",1],["p","Artificial Intelligence, Lean Startup Method, and Product Innovations","arXiv · ML & AI Methods · The Lean Startup Method enhances AI's impact on product inno","/papers/arxiv/2506.16334/","2025-06-25",0],["p","Pricing under the Benchmark Approach","arXiv · Derivatives & Volatility · The research applies benchmark-neutral pricing to the pricin","/papers/arxiv/2506.16264/","2025-06-25",0],["p","EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals","arXiv · Risk, Credit & Banking · The study uses extreme value theory to create a Distribution","/papers/arxiv/2506.16230/","2025-06-25",0],["p","Two Margins of Climate Cooperation: Emissions and Coalition Membership under Tipping","arXiv · Other · A game-theoretic model suggests that technology-sharing can ","/papers/arxiv/2506.16162/","2025-06-25",4],["p","Identifying economic narratives in large text corpora - An integrated approach using Large Language Models","arXiv · LLMs & Text · A study finds that Large Language Models like GPT-4o can int","/papers/arxiv/2506.15041/","2025-06-25",3],["p","Inequality's Economic and Social Roots: The Role of Social Networks and Homophily","arXiv · Other · The article explores how social networks contribute to econo","/papers/arxiv/2506.13016/","2025-06-25",59],["p","Social Group Bias in AI Finance","SSRN · ML & AI Methods · The article examines racial bias in financial decision-makin","/papers/ssrn/5287153/","2025-06-18",0],["p","ChatGPT for Student Engagement","SSRN · LLMs & Text · The paper highlights the use of ChatGPT to increase student ","/papers/ssrn/5287045/","2025-06-18",0],["p","Fourier Feature Physics-Informed NN","SSRN · Other · The study introduces a tuning-free framework that accurately","/papers/ssrn/5286781/","2025-06-18",0],["p","Electricity Price Volatility & Financial Stress","SSRN · Derivatives & Volatility · The research explores the link between electricity price cha","/papers/ssrn/5286268/","2025-06-18",0],["p","Optimal Lotteries in Non-Convex Economies","SSRN · Other · A new method has been developed for solving optimal lotterie","/papers/ssrn/5233164/","2025-06-18",7],["p","An advanced reliability reserve incentivizes flexibility investments while safeguarding the electricity market","arXiv · Other · Research examines the impact of a centralized capacity marke","/papers/arxiv/2506.14664/","2025-06-18",0],["p","PRICING OPTIONS ON THE CRYPTOCURRENCY FUTURES CONTRACTS","arXiv · Crypto & DeFi · Research indicates that Kou and Bates models, which include ","/papers/arxiv/2506.14614/","2025-06-18",3],["p","On Quantum Bsde Solver for High-Dimensional Parabolic Pdes","arXiv · ML & AI Methods · The research introduces a quantum machine learning method fo","/papers/arxiv/2506.14612/","2025-06-18",3],["p","Robust Hedging of American Options via Aggregated Snell Envelopes","arXiv · Derivatives & Volatility · The article discusses the creation of an aggregator for Snel","/papers/arxiv/2506.14553/","2025-06-18",0],["p","The Bones and Shapes of the Phillips Curve","arXiv · Macro-Finance & Rates · A study using MSA-level panel data investigates if the U.S. ","/papers/arxiv/2506.14030/","2025-06-18",0],["p","High Socioeconomic Status is Associated with Diverse Consumption across Brands and Price Levels","arXiv · Other · The article presents empirical data showing a strong correla","/papers/arxiv/2506.13840/","2025-06-18",2],["p","Towards an Approach for Evaluating the Impact of AI Standards The use case of entity resolution","arXiv · ML & AI Methods · The concept paper introduces an analytical method to assess ","/papers/arxiv/2506.13839/","2025-06-18",1],["p","Choquet rating criteria, risk measures, and risk consistency","arXiv · Other · The study explores the concept of risk consistency in Choque","/papers/arxiv/2506.13435/","2025-06-18",0],["p","Large Language Models as 'Hidden Persuaders': Fake Product Reviews are Indistinguishable to Humans and Machines","arXiv · LLMs & Text · The research shows that both humans and Large Language Model","/papers/arxiv/2506.13313/","2025-06-18",8],["p","Dynamic Reinsurance Treaty Bidding via Multi-Agent Reinforcement Learning","arXiv · Risk, Credit & Banking · The paper introduces a multi-agent reinforcement learning fr","/papers/arxiv/2506.13113/","2025-06-18",2],["p","Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound","arXiv · Crypto & DeFi · The latest versions (v3) of Aave and Compound lending protoc","/papers/arxiv/2506.12855/","2025-06-18",3],["p","Prosocial Design in Trust and Safety","arXiv · Other · The chapter promotes Prosocial Design, a platform design met","/papers/arxiv/2506.12792/","2025-06-18",3],["p","Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees","arXiv · Derivatives & Volatility · The paper outlines a two-stage method for pricing credit ris","/papers/arxiv/2506.12694/","2025-06-18",0],["p","Dynamic allocation: extremes, tail dependence, and regime Shifts","arXiv · Portfolio & Allocation · The article introduces a complex model for forecasting the p","/papers/arxiv/2506.12587/","2025-06-18",1],["p","Small Volatility Approximation and Multi-Factor HJM Models","arXiv · Derivatives & Volatility · The paper showcases the use of Small Volatility Approximatio","/papers/arxiv/2506.12584/","2025-06-18",0],["p","Credit risk for large portfolios of green and brown loans: Extending the ASRF model","arXiv · Portfolio & Allocation · The study presents a credit risk model for portfolios of gre","/papers/arxiv/2506.12510/","2025-06-18",0],["p","EconGym: A Scalable AI Testbed with Diverse Economic Tasks","arXiv · ML & AI Methods · The article presents EconGym, a scalable testbed that integr","/papers/arxiv/2506.12110/","2025-06-18",10],["p","Intelligent Automation for FDI Facilitation: Optimizing Tariff Exemption Processes with OCR And Large Language Models","arXiv · LLMs & Text · The article suggests an AI system that uses OCR and Large La","/papers/arxiv/2506.12093/","2025-06-18",0],["p","Optimal Execution under Liquidity Uncertainty","arXiv · Trading, Microstructure & Execution · The research investigates the best strategy for buying a lar","/papers/arxiv/2506.11813/","2025-06-18",1],["p","Experimenting with Networks","arXiv · Other · The article explores different techniques for conducting exp","/papers/arxiv/2506.11313/","2025-06-18",0],["p","Asymmetric price adjustment over the business cycle","arXiv · Corporate Finance · Research indicates that small price changes asymmetry varies","/papers/arxiv/2506.10640/","2025-06-18",5],["p","An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia","arXiv · Macro-Finance & Rates · A study shows machine learning algorithms, particularly the ","/papers/arxiv/2506.10369/","2025-06-18",4],["p","Measuring Communication Quality of Interest Rate Announcements","arXiv · Macro-Finance & Rates · The study uses noncooperative game theory to characterize zo","/papers/arxiv/2506.09868/","2025-06-18",14],["p","Recession Detection Using Classifiers on the Anticipation-Precision Frontier","arXiv · Macro-Finance & Rates · The article introduces a novel method for real-time detectio","/papers/arxiv/2506.09664/","2025-06-18",3],["p","TrendFolios: A Portfolio Construction Framework for Utilizing Momentum and Trend-Following In a Multi-Asset Portfolio","arXiv · Portfolio & Allocation · The study presents a portfolio construction framework using ","/papers/arxiv/2506.09330/","2025-06-18",0],["p","Time Series Stationarity Testing","SSRN · Econometrics & Forecasting · The article emphasizes the importance of the DickeyFuller Te","/papers/ssrn/5287311/","2025-06-11",0],["p","Export Repatriation and Exchange Rates","SSRN · Macro-Finance & Rates · Mandatory export proceeds repatriation doesn't significantly","/papers/ssrn/5287255/","2025-06-11",0],["p","Impact of Anti-ESG Policies on Bonds","SSRN · Macro-Finance & Rates · Anti-ESG policies in Texas and Oklahoma have not significant","/papers/ssrn/5287090/","2025-06-11",0],["p","Liquidity Flows Bank-Affiliated Broker Dealers","SSRN · Trading, Microstructure & Execution · The paper studies the function of repo lending within the sa","/papers/ssrn/5287025/","2025-06-11",0],["p","Commodity Futures Investment Process","SSRN · Portfolio & Allocation · Hilary Till discusses the commodity investment universe, cov","/papers/ssrn/5286928/","2025-06-11",0],["p","Firm Linkages","SSRN · Corporate Finance · The new Characteristic Vector Linkages (CVLs) method estimat","/papers/ssrn/5286827/","2025-06-11",0],["p","Financial Optimization Strategies","SSRN · Other · The paper suggests a new approach to handle model uncertaint","/papers/ssrn/5286592/","2025-06-11",0],["p","Market Power Abuse Electricity Markets","SSRN · Derivatives & Volatility · The study examines the relationship between hedging and pote","/papers/ssrn/5286366/","2025-06-11",0],["p","Bayesian VAR Count Data Forecasting","SSRN · Econometrics & Forecasting · The article introduces a new method for predicting and model","/papers/ssrn/5285954/","2025-06-11",1],["p","Fraud Detection Diffusion Model","SSRN · ML & AI Methods · The paper presents a class-balanced diffusion model to enhan","/papers/ssrn/5285870/","2025-06-11",0],["p","Safety in a Global World","SSRN · Portfolio & Allocation · A proposed portfolio theory framework models safety as a var","/papers/ssrn/5285858/","2025-06-11",0],["p","FAIR Framework for Financial Systems","SSRN · LLMs & Text · The FAIR framework is expanded to tackle temporal challenges","/papers/ssrn/5285784/","2025-06-11",0],["p","Artificial Intelligence in Tax Administration: Enhancing Compliance, Transparency, and Ethical Governance","SSRN · ML & AI Methods · The article discusses the potential of AI, particularly NLP,","/papers/ssrn/5285760/","2025-06-11",5],["p","Dynamic Currency Mispricing","SSRN · Macro-Finance & Rates · A study reveals that mispricing in currency markets is commo","/papers/ssrn/5285379/","2025-06-11",0],["p","Gamma Scalping American Option Valuation","SSRN · Derivatives & Volatility · The paper reassesses the strategy and value of American-styl","/papers/ssrn/5285239/","2025-06-11",0],["p","AI Casino Regulation in Macao","SSRN · ML & AI Methods · The article announces the advent of the AI Casino era.","/papers/ssrn/5285013/","2025-06-11",0],["p","Patent Descriptions","SSRN · LLMs & Text · A new dataset has been developed using natural language proc","/papers/ssrn/5284940/","2025-06-11",1],["p","Business Cycles and Information Networks","SSRN · Macro-Finance & Rates · Network informativeness, or the ease of information flow acr","/papers/ssrn/5284645/","2025-06-11",0],["p","Mathematical Causal Graphs","SSRN · Econometrics & Forecasting · The paper presents a mathematical framework for studying Cau","/papers/ssrn/5284544/","2025-06-11",0],["p","The Effect of BNPL on Consumer Debt and the Ability to Repay Non-BNPL Debt Obligations","SSRN · Other · The paper uses a unique dataset to measure the effect of fir","/papers/ssrn/5284530/","2025-06-11",0],["p","Portfolio Skewness with Semidefinite Relaxation","SSRN · Portfolio & Allocation · A method to estimate higher portfolio moments like skewness ","/papers/ssrn/5284483/","2025-06-11",0],["p","Customer Behavior Prediction in E-Commerce","SSRN · ML & AI Methods · The article explores the application of data analytics and m","/papers/ssrn/5284346/","2025-06-11",0],["p","SP 500 Index Option Returns Market Reversals","SSRN · Derivatives & Volatility · The article presents new evidence supporting demand-based op","/papers/ssrn/5284206/","2025-06-11",0],["p","Climate Normals Estimation","SSRN · Econometrics & Forecasting · The article highlights the need to quantify the interannual ","/papers/ssrn/5284152/","2025-06-11",0],["p","Deep IV Factor Models","SSRN · Asset Pricing & Factors · The Deep Implied Volatility Factor Model, combining neural n","/papers/ssrn/5283770/","2025-06-11",0],["p","Vision-Language Model Evaluation","SSRN · LLMs & Text · The study introduces a surrogate model to assess the resilie","/papers/ssrn/5283704/","2025-06-11",0],["p","Algorithmic Bias Anti-Discrimination Law","SSRN · ML & AI Methods · The article explores the legal consequences of predictive un","/papers/ssrn/5283387/","2025-06-11",0],["p","Climate Metrics for Investments","SSRN · Portfolio & Allocation · The integration of climate metrics into investment portfolio","/papers/ssrn/5283074/","2025-06-11",0],["p","Structuring a Finance Fund","SSRN · Other · The paper outlines a framework for blended finance funds, hi","/papers/ssrn/5283031/","2025-06-11",0],["p","Quantum Machine Learning for Trading","SSRN · Trading, Microstructure & Execution · The study investigates the use of quantum machine learning t","/papers/ssrn/5282586/","2025-06-11",0],["p","How reinforcement learning can drive personalized financial wellness","SSRN · ML & AI Methods · The study suggests a new approach combining reinforcement le","/papers/ssrn/5276883/","2025-06-11",0],["p","The Influence of Tourist Experience on Revisit Decisions with the Mediation of Tourist Satisfaction","arXiv · Other · Research on Nusliko Park Ecotourism in North Maluku shows th","/papers/doi/10-56472-25835238-irjems-v4i5p136/","2025-06-11",11],["p","Applying Informer for Option Pricing: A Transformer-Based Approach","arXiv · Derivatives & Volatility · The research uses the Informer neural network for option pri","/papers/doi/10-5220-0013320900003890/","2025-06-11",8],["p","Optimal hedging of an informed broker facing many traders","arXiv · Derivatives & Volatility · A theoretical framework is developed for optimal hedging str","/papers/arxiv/2506.08992/","2025-06-11",1],["p","EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements","arXiv · LLMs & Text · EDINET-Bench, a new open-source Japanese financial benchmark","/papers/arxiv/2506.08762/","2025-06-11",9],["p","Price Discovery in Cryptocurrency Markets","arXiv · Crypto & DeFi · Centralized markets typically lead in Ethereum price discove","/papers/arxiv/2506.08718/","2025-06-11",29],["p","Industrial Flexibility Investment Under Uncertainty: A Multi-Stage Stochastic Framework Considering Energy and Reserve Market Participation","arXiv · Other · A paper introduces a multi-stage optimization framework to s","/papers/arxiv/2506.08638/","2025-06-11",1],["p","Designing funding rates for perpetual futures in cryptocurrency markets","arXiv · Crypto & DeFi · By designing suitable funding rates, the perpetual future pr","/papers/arxiv/2506.08573/","2025-06-11",2],["p","Smile asymptotics for Bachelier implied volatility","arXiv · Derivatives & Volatility · The study explores the asymptotic behaviour of Implied Volat","/papers/arxiv/2506.08067/","2025-06-11",4],["p","Stochastic portfolio theory with price impact","arXiv · Trading, Microstructure & Execution · The research establishes a framework for stochastic portfoli","/papers/arxiv/2506.07993/","2025-06-11",3],["p","Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?","arXiv · Derivatives & Volatility · The article investigates the predictability of individual eq","/papers/arxiv/2506.07928/","2025-06-11",0],["p","The subtle interplay between square-root impact, order imbalance & volatility: a unifying framework","arXiv · Derivatives & Volatility · The study proposes a new theory to explain conflicting obser","/papers/arxiv/2506.07711/","2025-06-11",5],["p","The impact of extracurricular education on socioeconomic mobility in Japan: an application of causal machine learning","arXiv · Econometrics & Forecasting · A machine learning study found that private tutoring in Japa","/papers/arxiv/2506.07421/","2025-06-11",1],["p","Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling","arXiv · Other · The paper tackles model uncertainty in quantitative finance ","/papers/arxiv/2506.07299/","2025-06-11",1],["p","From Axioms to Algorithms: Mechanized Proofs of the vNM Utility Theorem","arXiv · ML & AI Methods · The von Neumann-Morgenstern expected utility theorem has bee","/papers/arxiv/2506.07066/","2025-06-11",0],["p","Do conditional cash transfers in childhood increase economic resilience in adulthood? Evidence from the COVID-19 pandemic shock in Ecuador","arXiv · Other · Research shows that the Human Development Grant in Ecuador h","/papers/arxiv/2506.06903/","2025-06-11",1],["p","(In)stability in the dynamics of the cross-country distribution of income per capita","arXiv · Other · A study of per capita output in 102 countries from 1970-2019","/papers/arxiv/2506.06755/","2025-06-11",1],["p","Delphos: A reinforcement learning framework for assisting discrete choice model specification","arXiv · ML & AI Methods · A new framework based on deep reinforcement learning has bee","/papers/arxiv/2506.06410/","2025-06-11",3],["p","Failing Banks","arXiv · Risk, Credit & Banking · A study reveals that US bank failures from 1863 to 2024 are ","/papers/arxiv/2506.06082/","2025-06-11",19],["p","Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer","arXiv · Crypto & DeFi · Simpler models with data preprocessing and hyperparameter tu","/papers/arxiv/2506.05764/","2025-06-11",1],["p","FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts","arXiv · Derivatives & Volatility · The article introduces flowOE, a new imitation learning fram","/papers/arxiv/2506.05755/","2025-06-11",2],["p","Neural Jumps for Option Pricing","arXiv · Derivatives & Volatility · A neural jump stochastic differential equation model is prop","/papers/arxiv/2506.05137/","2025-06-11",1],["p","Becoming Immutable: How Ethereum is Made","arXiv · Crypto & DeFi · Ethereum blockchain data shows 85% of transaction fees are f","/papers/arxiv/2506.04940/","2025-06-11",2],["p","Can Artificial Intelligence Trade the Stock Market?","arXiv · ML & AI Methods · Deep Reinforcement Learning algorithms, specifically DDQN an","/papers/arxiv/2506.04658/","2025-06-11",1],["p","The Determinants of Net Interest Margin in the Turkish Banking Sector: Does Bank Ownership Matter?","arXiv · Risk, Credit & Banking · A study on the Turkish banking sector identifies operation d","/papers/arxiv/2506.04384/","2025-06-11",15],["p","Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy","arXiv · LLMs & Text · A review of Large Language Models in credit risk estimation ","/papers/arxiv/2506.04290/","2025-06-11",19],["p","Risk and Reward of Transitioning from a National to a Zonal Electricity Market in Great Britain","arXiv · Other · Research using a unique open-source electricity market model","/papers/arxiv/2506.04107/","2025-06-11",0],["p","Market power abuse in wholesale electricity markets","arXiv · Other · Research shows wholesale electricity markets are manipulated","/papers/arxiv/2506.03808/","2025-06-11",2],["p","High-Dimensional Learning in Finance","arXiv · ML & AI Methods · A study provides theoretical and empirical evidence for unde","/papers/arxiv/2506.03780/","2025-06-11",3],["p","My Advisor, Her AI and Me: Evidence from a Field Experiment on Human-AI Collaboration and Investment Decisions","arXiv · ML & AI Methods · A study with a European bank reveals customers are more like","/papers/arxiv/2506.03707/","2025-06-11",9],["p","Unanswerability Evaluation for Retrieval Augmented Generation","Machine learning · LLMs & Text · The article introduces UAEval4RAG, a framework for evaluatin","/papers/arxiv/2412.12300/","2025-06-11",12],["p","Towards Generalizable AI-Assisted Misinformation Inoculation: Protecting Confidence Against False Election Narratives","arXiv · ML & AI Methods · A new AI framework has been created to quickly produce prebu","/papers/arxiv/2410.19202/","2025-06-11",4],["p","High-D Learning in Finance","SSRN · ML & AI Methods · The article investigates the role of machine learning in fin","/papers/ssrn/5281959/","2025-06-04",1],["p","Kelly Betting with Constraints","SSRN · Derivatives & Volatility · A revised Kelly optimization is proposed that includes a pro","/papers/ssrn/5281529/","2025-06-04",1],["p","Intangible Intensity & Performance","SSRN · Corporate Finance · The study examines the link between intangible asset intensi","/papers/ssrn/5281429/","2025-06-04",0],["p","Relationship & Housing Choices","SSRN · Other · The research uses a life cycle model to study how market con","/papers/ssrn/5280132/","2025-06-04",0],["p","Predicting S&P 500 Trajectories","SSRN · Corporate Finance · The 3MR Reactive Valuation Model is introduced as a dynamic,","/papers/ssrn/5279690/","2025-06-04",0],["p","Imbalanced Node Classification Exploration","SSRN · ML & AI Methods · The authors introduce a new method, Topological Node Explora","/papers/ssrn/5279529/","2025-06-04",0],["p","Machine Learning Rare Earth Alloys","SSRN · ML & AI Methods · The authors have created advanced machine learning models to","/papers/ssrn/5279446/","2025-06-04",0],["p","Reinforcement Learning for Life Insurance Hedging","SSRN · Derivatives & Volatility · A new framework using deep reinforcement learning is suggest","/papers/ssrn/5279418/","2025-06-04",1],["p","Market News Attention Hype Index","SSRN · LLMs & Text · The Hype Index is presented as a measure to quantify media a","/papers/ssrn/5279231/","2025-06-04",0],["p","Time Preference and Premium","SSRN · Macro-Finance & Rates · The research studies the time variations of forward premiums","/papers/ssrn/5278998/","2025-06-04",0],["p","Equity Market Response to Shocks","SSRN · Macro-Finance & Rates · The note reexamines the impact of monetary policy on equity ","/papers/ssrn/5278755/","2025-06-04",0],["p","HighDimensional Data Privacy","SSRN · Other · The article explores a new data analysis and protection meth","/papers/ssrn/5278724/","2025-06-04",0],["p","Optimising Large Language Models","SSRN · LLMs & Text · The article categorises and reviews the optimisation strateg","/papers/ssrn/5278456/","2025-06-04",3],["p","The Role Of Machine Learning In Predicting Market Crashes And Preventing Flash Crashes 2024","SSRN · ML & AI Methods · The research discusses the role of Machine Learning in predi","/papers/ssrn/5278265/","2025-06-04",0],["p","ESG Mania and Trading","SSRN · Trading, Microstructure & Execution · The study explores the motivations and economic outcomes of ","/papers/ssrn/5278151/","2025-06-04",0],["p","Economists' Criticisms of Crypto","SSRN · Crypto & DeFi · The article assesses criticisms of cryptocurrencies by top e","/papers/ssrn/5277960/","2025-06-04",0],["p","Shifted Wishart Processes Portfolio Optimization","SSRN · Portfolio & Allocation · The Markov-Modulated Shifted Wishart (MMSW) process is utili","/papers/ssrn/5277926/","2025-06-04",0],["p","AI Asset Pricing Impacts","SSRN · Asset Pricing & Factors · The article presents a model that examines the impact of AI ","/papers/ssrn/5277572/","2025-06-04",0],["p","A Presentation on Inferring Energy Fundamentals through Price-Relationship Data","SSRN · Trading, Microstructure & Execution · Hilary Till spoke at the 7th Annual International Trading Co","/papers/ssrn/5277217/","2025-06-04",0],["p","A FOMO-based Capital Asset Pricing Model","SSRN · Asset Pricing & Factors · The paper presents a Fear of Missing Out (FOMO) Capital Asse","/papers/ssrn/5276817/","2025-06-04",0],["p","Anomaly Persistence","SSRN · Asset Pricing & Factors · The article introduces a method for testing asset pricing an","/papers/ssrn/5276723/","2025-06-04",0],["p","Commodities Returns and Alternatives","SSRN · Derivatives & Volatility · Hilary Till spoke at the Women Investment Professionals orga","/papers/ssrn/5276594/","2025-06-04",0],["p","Fracture Characterization Hybrid HMA","SSRN · ML & AI Methods · The study uses AI and machine learning to detect and measure","/papers/ssrn/5276534/","2025-06-04",0],["p","Sovereign Debt Post Downgrades","SSRN · Macro-Finance & Rates · The research explores how governments adjust their funding s","/papers/ssrn/5276268/","2025-06-04",0],["p","Public Pension Funds and Risk","SSRN · Other · A study reveals that U.S. public pension funds take on more ","/papers/ssrn/5276222/","2025-06-04",0],["p","Portfolio Optimization with RL","SSRN · Portfolio & Allocation · The authors suggest a new approach to portfolio optimization","/papers/ssrn/5276183/","2025-06-04",0],["p","RealTime IV Surface Forecasting","SSRN · Econometrics & Forecasting · A novel two-step real-time sequential forecasting framework ","/papers/ssrn/5275880/","2025-06-04",0],["p","Big Data Analytics in Finance","SSRN · Risk, Credit & Banking · The piece highlights the benefits of using Big Data Analytic","/papers/ssrn/5275567/","2025-06-04",0],["p","Enterprise Risk Management Mergers & Acquisitions","SSRN · Risk, Credit & Banking · The article discusses the discrepancy between the theoretica","/papers/ssrn/5275009/","2025-06-04",0],["p","Co-Jump Asymmetry in Equity Markets","SSRN · Trading, Microstructure & Execution · Stocks with higher cojump asymmetry, indicating more left-sk","/papers/ssrn/5268226/","2025-06-04",0],["p","Generative AI for Synthetic Data Creation","SSRN · ML & AI Methods · The paper discusses the use of Generative AI models for synt","/papers/ssrn/5268010/","2025-06-04",0],["p","Evaluating Green Investment Awareness among Salaried Women: A Case Study of Ludhiana","SSRN · Other · A study in Ludhiana, India, shows women are generally open t","/papers/ssrn/5267749/","2025-06-04",0],["p","Crime Prediction with Data Mining","SSRN · ML & AI Methods · The paper employs machine learning and deep learning models ","/papers/ssrn/5266531/","2025-06-04",0],["p","Online Gambling Forums","SSRN · Other · The research explores the use of a Reddit gambling forum as ","/papers/ssrn/5266388/","2025-06-04",0],["p","Multiverse Asset Pricing Model","SSRN · Asset Pricing & Factors · The study critiques the Capital Asset Pricing Model for its ","/papers/ssrn/5265948/","2025-06-04",0],["p","Distributional Consequences of Political Freedom","arXiv · Other · Event-Level Dataset of Capital Controls: The study finds tha","/papers/doi/10-1525-cpcs-2025-2470160/","2025-06-04",0],["p","Optimal Dynamic Fees in Automated Market Makers","arXiv · Trading, Microstructure & Execution · The research investigates the best dynamic fees in Automated","/papers/arxiv/2506.02869/","2025-06-04",14],["p","Deep Learning Enhanced Multivariate GARCH","arXiv · Econometrics & Forecasting · A new volatility modeling framework, LSTM-BEKK, is introduce","/papers/arxiv/2506.02796/","2025-06-04",1],["p","Central Bank Communication with Public: Bank of England and Twitter (X)","arXiv · Risk, Credit & Banking · Research on 3.13 million tweets related to the Bank of Engla","/papers/arxiv/2506.02559/","2025-06-04",0],["p","FinRobot: Generative Business Process AI Agents for Enterprise Resource Planning in Finance","arXiv · ML & AI Methods · The article discusses an AI-based framework for ERP systems ","/papers/arxiv/2506.01423/","2025-06-04",13],["p","Gradient-based Stochastic Optimization of Utility-based Shortfall Risk","arXiv · Other · The paper focuses on the estimation and optimization of two ","/papers/arxiv/2506.01101/","2025-06-04",0],["p","Drawdowns, drawups, and occupation times under general Markov models","arXiv · Other · A unified framework for computing five key drawdown quantiti","/papers/arxiv/2506.00552/","2025-06-04",0],["p","Balancing Profit and Fairness in Risk-Based Pricing Markets","arXiv · Risk, Credit & Banking · The study introduces a new tax schedule and an open-source s","/papers/arxiv/2506.00140/","2025-06-04",1],["p","Environmental impacts and monetary costs of healthy diets worldwide","arXiv · Macro-Finance & Rates · Research shows that the cheapest healthy diet worldwide woul","/papers/arxiv/2505.24457/","2025-06-04",2],["p","Path-dependent option pricing with two-dimensional PDE using MPDATA","arXiv · Derivatives & Volatility · A method for evaluating path-dependent Asian-style options u","/papers/arxiv/2505.24435/","2025-06-04",0],["p","Transaction Proximity: A Graph-Based Approach to Blockchain Fraud Prevention","arXiv · Crypto & DeFi · Transaction Proximity Approach: The article suggests a fraud","/papers/arxiv/2505.24284/","2025-06-04",1],["p","Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios","arXiv · Portfolio & Allocation · The study introduces a new momentum framework that adjusts t","/papers/arxiv/2505.24250/","2025-06-04",0],["p","A Causation-Based Framework for Pricing and Cost Allocation of Energy, Reserves, and Transmission in Modern Power Systems","arXiv · Portfolio & Allocation · The article introduces a new pricing model for electricity m","/papers/arxiv/2505.24159/","2025-06-04",1],["p","Critical Dynamics of Random Surfaces and Multifractal Scaling","arXiv · Other · The study explores the behavior of conformal field theories ","/papers/arxiv/2505.23928/","2025-06-04",1],["p","Fair Document Valuation in LLM Summaries via Shapley Values","arXiv · LLMs & Text · The paper suggests using Shapley values to assess the worth ","/papers/arxiv/2505.23842/","2025-06-04",9],["p","An Analysis of Pseudo-Goodwin Cycles in a Wage-Led Minsky Model","arXiv · Other · The notes argue that pseudo goodwin cycles in wage-led model","/papers/arxiv/2505.23513/","2025-06-04",2],["p","Trends and reversion in financial markets on time scales from minutes to decades","arXiv · Other · The research finds that financial market trends fluctuate ov","/papers/arxiv/2501.16772/","2025-06-04",4],["p","Venture Capitalists","SSRN · Other · Personal investments by Venture Capital partners can negativ","/papers/ssrn/5274809/","2025-05-30",1],["p","Sequence-Space Jacobians","SSRN · Other · A new algorithm simplifies the calculation of sequence-space","/papers/ssrn/5274675/","2025-05-30",0],["p","Neural Network Logarithm Entropy Estimator","SSRN · ML & AI Methods · A new LogDet estimator has been proposed to address the chal","/papers/ssrn/5274641/","2025-05-30",0],["p","LP Net Profitability Analysis","SSRN · Trading, Microstructure & Execution · The study suggests a new AMM protocol to eliminate liquidity","/papers/ssrn/5274557/","2025-05-30",0],["p","Quantum Estimation of Volatility Models","SSRN · Derivatives & Volatility · The paper introduces two new methods for estimating stochast","/papers/ssrn/5274549/","2025-05-30",0],["p","Fine-Tuning Large Language Models for Financial Markets via Ontological Reasoning","SSRN · LLMs & Text · Large Language Models struggle with accuracy in specialized ","/papers/ssrn/5274196/","2025-05-30",1],["p","Modeling Volatility Spillovers Between Petroleum and Stocks","SSRN · Derivatives & Volatility · The study analyzes the relationship between petroleum prices","/papers/ssrn/5273787/","2025-05-30",0],["p","Stochastic Malliavin Calculus","SSRN · Other · A comprehensive framework for Malliavin calculus has been de","/papers/ssrn/5273649/","2025-05-30",0],["p","Aircraft Accident Detection with Computer Vision","SSRN · Other · A systematic review of the literature on the use of computer","/papers/ssrn/5273380/","2025-05-30",0],["p","Linear Regression Residual Decomposition","SSRN · Other · A new method for decomposing residuals in linear regression ","/papers/ssrn/5273170/","2025-05-30",0],["p","Quantum Credit Default Prediction","SSRN · Risk, Credit & Banking · A new model combining quantum and classical machine learning","/papers/ssrn/5273166/","2025-05-30",0],["p","Resisting Populism through Financial Market Exposure: Experimental Evidence from Brexit","SSRN · Other · Brexit Study: The paper indicates that exposure to financial","/papers/ssrn/5273113/","2025-05-30",0],["p","Risk and Loss Aversion in Financial Decision Making","SSRN · Portfolio & Allocation · The research integrates risk and loss aversion into a model ","/papers/ssrn/5273091/","2025-05-30",0],["p","Optimal Learning Schedules","SSRN · ML & AI Methods · A link between stochastic approximation and Kalman filtering","/papers/ssrn/5272363/","2025-05-30",0],["p","Covered Interest Parity Drivers","SSRN · Other · The paper identifies foreign investors' supply forces and do","/papers/ssrn/5271538/","2025-05-30",0],["p","Temperature Exposure and Firms' Green Revenues","SSRN · Corporate Finance · The research investigates the impact of temperature anomalie","/papers/ssrn/5271517/","2025-05-30",0],["p","Relationships, Inventories, and the Value of Private Information in a Decentralized Market","SSRN · Other · The research finds that dealers do not exploit private infor","/papers/ssrn/5271444/","2025-05-30",0],["p","The Fundamental Role of the Repo Market and Central Clearing","SSRN · Macro-Finance & Rates · The paper examines the economic functions of repo contracts ","/papers/ssrn/5271022/","2025-05-30",4],["p","Environmental Data Scores","SSRN · Other · The paper proposes a new classification system for environme","/papers/ssrn/5270713/","2025-05-30",0],["p","How important are ESG factors for banks' cost of debt? An empirical investigation","SSRN · Risk, Credit & Banking · The paper explores the link between banks' ESG scores and th","/papers/ssrn/5270535/","2025-05-30",7],["p","The Bank of Italy’s Statistical Model for the Credit Assessment of Non-Financial Firms","SSRN · Risk, Credit & Banking · The Bank of Italy uses a combination of statistical models a","/papers/ssrn/5270521/","2025-05-30",1],["p","Global Implications of AI in Investment Advisory","SSRN · ML & AI Methods · The article discusses the transformative effects of AI on th","/papers/ssrn/5270350/","2025-05-30",0],["p","Safe Asset Emergence in Global Housing Returns","SSRN · Econometrics & Forecasting · New data and time series on global real estate returns over ","/papers/ssrn/5269749/","2025-05-30",0],["p","Macroeconomic Stability Quantum Model","SSRN · Macro-Finance & Rates · A novel theoretical framework uses quantum mechanics princip","/papers/ssrn/5269697/","2025-05-30",0],["p","Local Preference in Mutual Fund Portfolios in India During Covid-19 – A Study","SSRN · Portfolio & Allocation · The study finds that during the Covid-19 period, Indian equi","/papers/ssrn/5269304/","2025-05-30",0],["p","Asset Pricing with Reference-dependent Preferences","SSRN · Asset Pricing & Factors · The study suggests that asset prices can be influenced by se","/papers/ssrn/5269148/","2025-05-30",0],["p","AI Financial Advisory","SSRN · ML & AI Methods · AI-powered roboadvisors are transforming wealth management b","/papers/ssrn/5268858/","2025-05-30",0],["p","Hybrid Models for Forecasting","SSRN · Econometrics & Forecasting · The research uses traditional econometric models, machine le","/papers/ssrn/5268691/","2025-05-30",0],["p","Corporate Finance Monte Carlo Simulation","SSRN · Corporate Finance · Monte Carlo Simulation is used to predict a company's financ","/papers/ssrn/5268498/","2025-05-30",0],["p","Comparative Analysis of Financial Data Techniques","SSRN · Econometrics & Forecasting · The study contrasts the traditional method of calculating lo","/papers/ssrn/5268353/","2025-05-30",0],["p","Ukrainian Banks in Bond Market","SSRN · Risk, Credit & Banking · The article explores the paradox of Ukrainian banks' excessi","/papers/ssrn/5268333/","2025-05-30",0],["p","Historical Outcomes of 401(k) Investing","SSRN · Other · The article concludes that only a few could have succeeded i","/papers/ssrn/5267778/","2025-05-30",0],["p","Hedge Fund Strategies with AI","SSRN · Derivatives & Volatility · A study compares the role of AI and Machine Learning in hedg","/papers/ssrn/5267626/","2025-05-30",0],["p","Case Studies and Risk Management in Commodity Derivatives Trading: A Presentation","SSRN · Derivatives & Volatility · Hilary Till discussed various risk management aspects at a m","/papers/ssrn/5267622/","2025-05-30",0],["p","Analytics-Literate Auditors, Consulting Business Opportunities, and Audit Quality","SSRN · Other · The impact of data analytics on audit quality depends on cli","/papers/ssrn/5267522/","2025-05-30",0],["p","Hybrid Machine Learning for Malicious Mobile Apps","SSRN · ML & AI Methods · The research presents a new method for detecting Android mal","/papers/ssrn/5267367/","2025-05-30",0],["p","Youth Investment Trends","SSRN · Portfolio & Allocation · Young people are increasingly investing in mutual funds and ","/papers/ssrn/5267326/","2025-05-30",0],["p","Minimizing Payout Volatility in Longevity Risk-Sharing","SSRN · Derivatives & Volatility · The paper discusses the use of longevity risk-sharing pools ","/papers/ssrn/5266306/","2025-05-30",0],["p","Equity Funds in China","SSRN · Other · The study reveals that personal and professional traits of C","/papers/ssrn/5265363/","2025-05-30",0],["p","The asset pricing implications of dynamic asset supply in endowment economies","SSRN · Asset Pricing & Factors · The research shows that allowing the supply of financial ass","/papers/ssrn/5265205/","2025-05-30",0],["p","Farah Financial Model","SSRN · Derivatives & Volatility · The Farah Model is a new method for predicting price changes","/papers/ssrn/5265196/","2025-05-30",1],["p","Bayesian Hydraulic Model Calibration","SSRN · Econometrics & Forecasting · A Bayesian calibration framework uses convolutional neural n","/papers/ssrn/5265012/","2025-05-30",1],["p","Crypto Portfolio Risk and Reward","SSRN · Crypto & DeFi · The study finds that the Minimum Variance Portfolio performs","/papers/ssrn/5264628/","2025-05-30",0],["p","Public Disclosures and Capital","SSRN · Corporate Finance · The research analyzes firms' disclosure decisions and invest","/papers/ssrn/5264116/","2025-05-30",0],["p","Data Governance for Global Banks","SSRN · Risk, Credit & Banking · The paper highlights the importance of robust data governanc","/papers/ssrn/5263917/","2025-05-30",0],["p","Elastic Structures Machine Learning","SSRN · ML & AI Methods · A new approach for linear elasticity problems combines machi","/papers/ssrn/5263512/","2025-05-30",0],["p","Cross Trading Corporate Bonds","SSRN · Trading, Microstructure & Execution · The study finds that mutual funds often cross-trade in corpo","/papers/ssrn/5263491/","2025-05-30",0],["p","Statistical Arbitrage within Crypto Markets using PCA","SSRN · Crypto & DeFi · The study investigates the effectiveness of principal compon","/papers/ssrn/5263475/","2025-05-30",0],["p","Machine Learning for Corporate Fraud Detection","SSRN · ML & AI Methods · The study assesses the use of machine learning in detecting ","/papers/ssrn/5263459/","2025-05-30",0],["p","A Mathematical Framework for AI-Human Integration in Work","arXiv · ML & AI Methods · The paper presents a mathematical framework modeling the rol","/papers/arxiv/2505.23432/","2025-05-30",2],["p","Learning to Regulate: A New Event-Level Dataset of Capital Control Measures","arXiv · ML & AI Methods · The research uses large language models to create a dataset ","/papers/arxiv/2505.23025/","2025-05-30",0],["p","Fast Derivative Valuation from Volatility Surfaces using Machine Learning","arXiv · Derivatives & Volatility · The paper presents a Machine Learning framework for pricing ","/papers/arxiv/2505.22957/","2025-05-30",1],["p","Model-Free Deep Hedging with Transaction Costs and Light Data Requirements","arXiv · Derivatives & Volatility · The research shows that a neural network trained with just 2","/papers/arxiv/2505.22836/","2025-05-30",1],["p","Multiperiod Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization","arXiv · Portfolio & Allocation · The research investigates the effectiveness of buffered Prob","/papers/arxiv/2505.22121/","2025-05-30",5],["p","Classifying and clustering trading agents","arXiv · Trading, Microstructure & Execution · The research suggests using an agent-based model to create s","/papers/arxiv/2505.21662/","2025-05-30",2],["p","The Families that Stay Together: A Network Analysis of Dynastic Power in Philippine Politics","arXiv · Other · The study uses graph theory to show that political dynasties","/papers/arxiv/2505.21280/","2025-05-30",2],["p","Prestige in Numbers: How Test Scores and Choices Reveal School Rankings","arXiv · Other · The article introduces a new method for ranking educational ","/papers/arxiv/2505.21063/","2025-05-30",0],["p","Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market","arXiv · Other · The study replicates previous research on reference-dependen","/papers/arxiv/2505.20608/","2025-05-30",1],["p","Manufacturing Revolutions: Industrial Policy and Industrialization in South Korea","arXiv · Other · The study analyzes the effects of South Korea's heavy and ch","/papers/arxiv/2505.20566/","2025-05-30",118],["p","Academic Research Output Derivatives: Structuring Futures and Options on Research Output Index","arXiv · Derivatives & Volatility · The paper proposes Academic Research Output Futures and Opti","/papers/arxiv/2505.20492/","2025-05-30",0],["p","Private MEV Protection RPCs: Benchmark Stud","arXiv · Crypto & DeFi · OFA Implications: The Ethereum DeFi sector has seen a shift ","/papers/arxiv/2505.19708/","2025-05-30",4],["p","Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models","arXiv · Econometrics & Forecasting · ARIMA with SVM/LSTM: A study using econometric models, machi","/papers/arxiv/2505.19617/","2025-05-30",21],["p","A General Theory of Risk Sharing","arXiv · Portfolio & Allocation · The paper presents a new risk-sharing model that allows for ","/papers/arxiv/2505.19276/","2025-05-30",1],["p","Comparative analysis of financial data differentiation techniques using LSTM neural network","arXiv · ML & AI Methods · The study finds that using fractional differentiation in dat","/papers/arxiv/2505.19243/","2025-05-30",3],["p","Recalibrating binary probabilistic classifiers","arXiv · Risk, Credit & Banking · The article discusses recalibrating binary probabilistic cla","/papers/arxiv/2505.19068/","2025-05-30",1],["p","Distributionally Robust Deep Q-Learning","arXiv · ML & AI Methods · The paper presents a new robust Q-learning algorithm for con","/papers/arxiv/2505.19058/","2025-05-30",3],["p","A General Theory of Growth, Employment, and Technological Change: Experiential Matrix Theory and the Transition from GDP to Humanist Experiential Growth in the Age of Artificial Intelligence","arXiv · Macro-Finance & Rates · The paper introduces Experiential Matrix Theory, a new theor","/papers/arxiv/2505.19045/","2025-05-30",0],["p","Faithful Group Shapley Value","arXiv · Other · The study introduces the Faithful Group Shapley Value (FGSV)","/papers/arxiv/2505.19013/","2025-05-30",4],["p","Marginal Fairness: Fair Decision-Making under Risk Measures","arXiv · Risk, Credit & Banking · The article introduces a concept of marginal fairness for un","/papers/arxiv/2505.18895/","2025-05-30",2],["p","When Do AI Gains Become Broadly Shareable? A Policy Threshold for AI-Driven Automation","arXiv · ML & AI Methods · The study suggests that AI systems need to be 5-6 times more","/papers/arxiv/2505.18687/","2025-05-30",1],["p","Down to the Last Strike: The Effect of the Jury Lottery on Criminal Convictions","arXiv · Other · The research shows that defendants with unfavorable juries, ","/papers/arxiv/2505.18431/","2025-05-30",0],["p","Farm size matters: A spatially explicit ecological-economic framework for biodiversity and pest management.","arXiv · Derivatives & Volatility · Research shows that the success of eco-restoration strategie","/papers/arxiv/2505.17687/","2025-05-30",3],["p","Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study","arXiv · LLMs & Text · A new machine learning model uses global news sentiment to p","/papers/arxiv/2505.16136/","2025-05-30",2],["p","Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles","arXiv · Asset Pricing & Factors · A new penalized quantile regression model for predicting equ","/papers/arxiv/2505.16019/","2025-05-30",0],["p","The AI Penalty: People Reduce Compensation for Workers Who Use AI","arXiv · ML & AI Methods · A study finds that people tend to lower compensation for wor","/papers/arxiv/2501.13228/","2025-05-30",2],["p","Biomass Futures for Aquaculture","SSRN · Derivatives & Volatility · The article introduces a model using machine learning to hel","/papers/ssrn/5263189/","2025-05-21",0],["p","Business Strategy Dynamics","SSRN · Trading, Microstructure & Execution · Corporate diversification strategies greatly influence finan","/papers/ssrn/5263159/","2025-05-21",0],["p","πDelocalization in Hydrazines","SSRN · Derivatives & Volatility · The research examines and compares four substituted carbazol","/papers/ssrn/5263039/","2025-05-21",0],["p","Arbitrage in Perpetual Contracts","SSRN · Trading, Microstructure & Execution · The study finds that price differences in cryptocurrency mar","/papers/ssrn/5262857/","2025-05-21",0],["p","Product Reliability from Customer Reviews","SSRN · Other · The article suggests using customer feedback from online rev","/papers/ssrn/5262702/","2025-05-21",0],["p","RealTime Earthquake Intensity ML","SSRN · ML & AI Methods · The research suggests a machine learning model for quick ear","/papers/ssrn/5262668/","2025-05-21",0],["p","Challenges of Data Encryption in Emerging Economies","SSRN · Other · The paper explores the difficulties and potential solutions ","/papers/ssrn/5262460/","2025-05-21",0],["p","Borrowing for Impact: Leveraging Foundation Endowments with Debt","SSRN · Macro-Finance & Rates · The Ford Foundation and others plan to increase charity dona","/papers/ssrn/5262400/","2025-05-21",0],["p","Factor Investing Lecture 8: A Forward Looking View of Factor Investing (Presentation Slides)","SSRN · Asset Pricing & Factors · The lecture notes discuss the challenges and opportunities o","/papers/ssrn/5261822/","2025-05-21",0],["p","AI Shrinkage for Portfolios","SSRN · Portfolio & Allocation · The article introduces a new AI-based tool that enhances the","/papers/ssrn/5261738/","2025-05-21",0],["p","Financing Costs","SSRN · Risk, Credit & Banking · Family-owned firms' financing costs and credit ratings are m","/papers/ssrn/5261698/","2025-05-21",0],["p","Hybrid Framework for Dam Breach Prediction","SSRN · ML & AI Methods · The research introduces a hybrid framework that combines the","/papers/ssrn/5261596/","2025-05-21",0],["p","Optimizing UHTC Oxidation Resistance","SSRN · ML & AI Methods · The study introduces an intelligent optimization framework u","/papers/ssrn/5261508/","2025-05-21",0],["p","Asset Prices and Wage Inertia","SSRN · Asset Pricing & Factors · The study finds that considering fluctuations in unemploymen","/papers/ssrn/5261246/","2025-05-21",0],["p","Discount Factors Spillovers","SSRN · Asset Pricing & Factors · The article presents a framework for estimating the stochast","/papers/ssrn/5261076/","2025-05-21",0],["p","Biodiversity Risk","SSRN · Corporate Finance · Current methods of measuring a firm's impact on biodiversity","/papers/ssrn/5260811/","2025-05-21",0],["p","Trading Choices","SSRN · Trading, Microstructure & Execution · A model predicts that changes in inventory and transaction c","/papers/ssrn/5260428/","2025-05-21",0],["p","Multivariate Affine GARCH","SSRN · Econometrics & Forecasting · A specific financial model can capture time-varying volatili","/papers/ssrn/5260415/","2025-05-21",0],["p","Liquidity Risk in Bank Failures","SSRN · Trading, Microstructure & Execution · The article examines the failures of Silicon Valley Bank and","/papers/ssrn/5260010/","2025-05-21",0],["p","CBDC AND FINANCIAL STABILITY IN DUAL-CURRENCY SAVINGS ECONOMIES","SSRN · Crypto & DeFi · The summary introduces a framework for evaluating the financ","/papers/ssrn/5260008/","2025-05-21",0],["p","RLDAUNCE: Reinforcement Learning for Data","SSRN · ML & AI Methods · Reinforcement Learning for Data: The article presents RLDAUN","/papers/ssrn/5259995/","2025-05-21",0],["p","Predicting Work Accidents with ML","SSRN · ML & AI Methods · The study assesses the effectiveness of dimensionality reduc","/papers/ssrn/5259984/","2025-05-21",0],["p","AI Agent for SME Loan Origination","SSRN · ML & AI Methods · The study presents a hybrid multiagent architecture that use","/papers/ssrn/5259658/","2025-05-21",0],["p","Validation Network","SSRN · Crypto & DeFi · The article suggests transforming money into a 3D computatio","/papers/ssrn/5259479/","2025-05-21",2],["p","Risks of Passive Investing","SSRN · Portfolio & Allocation · The article suggests that the popularity of passive capitali","/papers/ssrn/5259427/","2025-05-21",0],["p","Undetected Accounting Fraud: Implications for Theory and Machine Learning Predictive Models","SSRN · ML & AI Methods · The study uses machine learning to identify non-fraud instan","/papers/ssrn/5259405/","2025-05-21",0],["p","Mutual Fund Naming and Investor Behavior","SSRN · Portfolio & Allocation · Despite regulations, mutual funds whose names don't reflect ","/papers/ssrn/5259351/","2025-05-21",0],["p","Tether's Influence on Yields","SSRN · Other · The paper finds that an increase in Tether's market share of","/papers/ssrn/5259211/","2025-05-21",0],["p","LowRank Matrix Completion","SSRN · ML & AI Methods · A new Gradient Descent-based solution for low-rank matrix co","/papers/ssrn/5259117/","2025-05-21",0],["p","Investing in Commodities: A Presentation","SSRN · Portfolio & Allocation · Hilary Till's presentation at a conference covered the case ","/papers/ssrn/5259018/","2025-05-21",0],["p","Machine Learning IV Estimators","SSRN · ML & AI Methods · The paper highlights the challenges of nonparametric instrum","/papers/ssrn/5258814/","2025-05-21",0],["p","Global Economic Uncertainty & Oil Market","SSRN · Derivatives & Volatility · The research shows a predictable two-way relationship betwee","/papers/ssrn/5258748/","2025-05-21",0],["p","The Consequences of Index Investing on Managerial Incentives","SSRN · Other · The paper discusses the impact of index investing on executi","/papers/ssrn/5258647/","2025-05-21",0],["p","Behavioral Portfolios","SSRN · Portfolio & Allocation · The study reveals that ignoring downside asymmetries in port","/papers/ssrn/5258128/","2025-05-21",0],["p","Portable Alpha Implementation","SSRN · ML & AI Methods · The article explores the use of a convolutional neural netwo","/papers/ssrn/5257786/","2025-05-21",0],["p","Predicting Supply Chain Disruptions","SSRN · ML & AI Methods · Machine learning can predict disruptions and optimize recove","/papers/ssrn/5257242/","2025-05-21",0],["p","Active Management Value","SSRN · Macro-Finance & Rates · Only a small percentage of active US equity and bond funds, ","/papers/ssrn/5256515/","2025-05-21",9],["p","Public Information Costs","SSRN · Trading, Microstructure & Execution · An AI analyst can generate significant trading gains using p","/papers/ssrn/5256379/","2025-05-21",1],["p","ANALISIS PERBANDINGAN KINERJA REKSADANA SAHAM YANG DIKELOLA PERUSAHAAN INVESTASI LOKAL DAN ASING DI INDONESIA","SSRN · Portfolio & Allocation · There was no significant difference in the performance of st","/papers/ssrn/5255813/","2025-05-21",0],["p","The Value of Manufacturing Cost Disclosure: Lessons from Japan for FASB's Expense Disaggregation Mandate","SSRN · Other · The paper finds that detailed manufacturing cost information","/papers/ssrn/5255697/","2025-05-21",0],["p","Portfolio Gyrations","SSRN · Portfolio & Allocation · Portfolio adjustments in equity mutual funds are influenced ","/papers/ssrn/5255217/","2025-05-21",0],["p","Advancements in Credit Score Analytics using Deep Learning and Predictive Modeling Techniques","SSRN · Risk, Credit & Banking · The article discusses the application of machine learning te","/papers/ssrn/5255128/","2025-05-21",0],["p","Feature Engineering in ML","SSRN · ML & AI Methods · Real-time machine learning strategies based on fundamental s","/papers/ssrn/5248179/","2025-05-21",0],["p","Hybrid Trading Framework","SSRN · Trading, Microstructure & Execution · The article presents a hybrid trading framework that merges ","/papers/ssrn/5245961/","2025-05-21",0],["p","Entre choix et contraintes : décryptage de l’empouvoirement financier chez les femmes entrepreneures en France","arXiv · Other · The research identifies factors such as founder status, spou","/papers/doi/10-7202-1117705ar/","2025-05-21",1],["p","Managerial Insights on Investment Strategy in Cybersecurity: Findings from Multi-Country Research","arXiv · Other · A survey of over 1,000 managers in Europe, UK, and US shows ","/papers/doi/10-6084-m9-figshare-28881818-v1/","2025-05-21",0],["p","Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy - Bitcoin Interactions","arXiv · Crypto & DeFi · The relationship between cryptocurrency and equity markets i","/papers/arxiv/2505.14655/","2025-05-21",2],["p","Algorithmic Hiring and Diversity: Reducing Human-Algorithm Similarity for Better Outcomes","arXiv · Other · A study reveals that algorithms designed to ensure gender-ba","/papers/arxiv/2505.14388/","2025-05-21",4],["p","CATS: Clustering-Aggregated and Time Series for Business Customer Purchase Intention Prediction","arXiv · Econometrics & Forecasting · A new model, Clustering and Attention mechanism GRU (CAGRU),","/papers/arxiv/2505.13558/","2025-05-21",3],["p","Filtering in a hazard rate change-point model with financial and life-insurance applications","arXiv · Risk, Credit & Banking · The paper presents a new framework for estimating a hazard r","/papers/arxiv/2505.13185/","2025-05-21",0],["p","Geometric Formalization of First-Order Stochastic Dominance in N Dimensions: A Tractable Path to Multi-Dimensional Economic Decision Analysis","arXiv · Other · A new geometric framework for first-order stochastic dominan","/papers/arxiv/2505.12840/","2025-05-21",0],["p","Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)","arXiv · Econometrics & Forecasting · A new method for fitting acyclic vector autoregressive proce","/papers/arxiv/2505.12806/","2025-05-21",0],["p","On long-duration storage, weather uncertainty and limited foresight","arXiv · Other · The study creates a model for fully decarbonized energy syst","/papers/arxiv/2505.12538/","2025-05-21",4],["p","The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields","arXiv · Crypto & DeFi · Tether, the biggest stablecoin, holds a large portion of U.S","/papers/arxiv/2505.12413/","2025-05-21",1],["p","Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation","arXiv · Derivatives & Volatility · The paper introduces a model that tracks changing volatility","/papers/arxiv/2505.12198/","2025-05-21",0],["p","Deciphering the AI Economy: A Mathematical Model Perspective","arXiv · ML & AI Methods · The research shows a positive link between artificial intell","/papers/arxiv/2505.11991/","2025-05-21",2],["p","Optimizing Energy Consumption in Stochastic Production Systems: Using a Simulation-Based Approach for Stopping Policy","arXiv · Other · The study proposes a Simulation-Based Approach (SBA) for ene","/papers/arxiv/2505.11536/","2025-05-21",1],["p","Beyond Time: Unveiling the Invisible Burden of Mental Load","arXiv · Other · Research from the TIMES Observatory in Italy shows that wome","/papers/arxiv/2505.11426/","2025-05-21",12],["p","A Set-Sequence Model for Time Series","arXiv · Econometrics & Forecasting · The article presents a Set-Sequence model for financial pred","/papers/arxiv/2505.11243/","2025-05-21",1],["p","Foundation Time-Series AI Model for Realized Volatility Forecasting","arXiv · Derivatives & Volatility · The study finds that the TimesFM model, with incremental fin","/papers/arxiv/2505.11163/","2025-05-21",6],["p","Humans expect rationality and cooperation from LLM opponents in strategic games","arXiv · LLMs & Text · A study found that humans tend to choose lower numbers when ","/papers/arxiv/2505.11011/","2025-05-21",4],["p","Stablecoins and the Emerging Hybrid Monetary Ecosystems","arXiv · Crypto & DeFi · Stablecoins, valued over USD 200 billion by 2025, are crucia","/papers/arxiv/2505.10997/","2025-05-21",3],["p","Cosmos 1.0: a multidimensional map of the emerging technology frontier","arXiv · Other · Emerging Technologies Mapping: The paper introduces a unique","/papers/arxiv/2505.10591/","2025-05-21",3],["p","A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection","arXiv · Portfolio & Allocation · The article introduces a quick and scalable gradient-based m","/papers/arxiv/2505.10099/","2025-05-21",3],["p","The Impact of Economic Policies on Housing Prices: Approximations and Predictions in the UK, the US, France, and Switzerland from the 1980s to Today","arXiv · ML & AI Methods · The article discusses a machine learning model that accurate","/papers/arxiv/2505.09620/","2025-05-21",4],["p","DualRisk Valuation Framework","SSRN · Other · The research proposes a dual-risk valuation model that separ","/papers/ssrn/5254172/","2025-05-14",0],["p","Offshore Wind Power Prediction","SSRN · Econometrics & Forecasting · The Informer, a new deep learning algorithm, is used for ult","/papers/ssrn/5254054/","2025-05-14",0],["p","Topological Data Analysis in Computer Vision","SSRN · Other · The article explores the use of topological data analysis in","/papers/ssrn/5253718/","2025-05-14",1],["p","Quantum and DNA Computing for School Cyberattacks","SSRN · Econometrics & Forecasting · The paper discusses the potential of quantum computing and D","/papers/ssrn/5253362/","2025-05-14",0],["p","Quantum and DNA Computing in School Hacks","SSRN · Other · The article examines the potential impact of emerging comput","/papers/ssrn/5253358/","2025-05-14",0],["p","Global Uncertainty and Oil Prices","SSRN · Other · The study examines the relationship between the Global Econo","/papers/ssrn/5253321/","2025-05-14",0],["p","Internal Carbon Price and Firm Performance","SSRN · Corporate Finance · The adoption of internal carbon pricing (ICP) decreases futu","/papers/ssrn/5252987/","2025-05-14",2],["p","New Perspective on DCF Valuation","SSRN · Other · The paper introduces a dual-risk framework that divides syst","/papers/ssrn/5252774/","2025-05-14",0],["p","Corporate Environmental Governance: A Global Study of Internal Carbon Pricing","SSRN · Corporate Finance · The paper investigates the factors influencing the adoption ","/papers/ssrn/5252571/","2025-05-14",1],["p","NEXUS Token: Finance Mechanism","SSRN · Crypto & DeFi · Finance Mechanism: The thesis presents NEXUS3, a cryptocurre","/papers/ssrn/5251839/","2025-05-14",0],["p","ERM and Forex Derivatives","SSRN · Derivatives & Volatility · The research shows that firms with advanced enterprise risk ","/papers/ssrn/5251713/","2025-05-14",0],["p","Interest Rates vs Stock Returns","SSRN · Macro-Finance & Rates · A study reveals a strong negative correlation between expect","/papers/ssrn/5251618/","2025-05-14",0],["p","Machine Learning for GDP Forecasting","SSRN · Macro-Finance & Rates · The study finds that machine learning models can effectively","/papers/ssrn/5251604/","2025-05-14",0],["p","Multimodal AI for Disability Inclusion: Breaking Barriers in Assistive Technologies","SSRN · ML & AI Methods · The paper discusses the use of multimodal AI in assistive de","/papers/ssrn/5251186/","2025-05-14",0],["p","Inflation Uncertainty Amplification","SSRN · Macro-Finance & Rates · The study suggests that aggressive policy responses can mana","/papers/ssrn/5250963/","2025-05-14",0],["p","Optimal Risk Sharing","SSRN · Other · A new model for optimal risk sharing introduces a new endoge","/papers/ssrn/5250824/","2025-05-14",0],["p","REIT Return Analysis","SSRN · Asset Pricing & Factors · The paper presents and analyzes six REIT return factors, dem","/papers/ssrn/5250691/","2025-05-14",0],["p","Multi-Market Coupling Model","SSRN · Other · The paper presents a model that predicts day-ahead electrici","/papers/ssrn/5250225/","2025-05-14",0],["p","Ambiguity in Insurance","SSRN · Risk, Credit & Banking · Price movements in catastrophe bonds can be predicted by amb","/papers/ssrn/5250219/","2025-05-14",0],["p","Incremental Category Discovery","SSRN · Other · A Decoupled Likelihood Modeling framework is proposed to add","/papers/ssrn/5249738/","2025-05-14",0],["p","IronBased Fenton Catalysts Prep","SSRN · ML & AI Methods · A study suggests using iron-based catalysts prepared by pyro","/papers/ssrn/5249395/","2025-05-14",0],["p","Customer Review Sentiment Tool","SSRN · LLMs & Text · A new web-based tool uses transformer-based models to analyz","/papers/ssrn/5249094/","2025-05-14",0],["p","ML in Wealth Management","SSRN · ML & AI Methods · The study discusses the transformation of the wealth managem","/papers/ssrn/5249044/","2025-05-14",0],["p","ESIPT Mechanisms in TFAQ","SSRN · Derivatives & Volatility · A study on ESIPT regulation in trifluoroanthraquinone deriva","/papers/ssrn/5248870/","2025-05-14",0],["p","Municipal Bond Auctions and Trading","SSRN · Trading, Microstructure & Execution · In municipal bond auctions, dealers bid higher when expectin","/papers/ssrn/5248851/","2025-05-14",0],["p","Venue Participation in China Bonds Market","SSRN · Macro-Finance & Rates · The article explores bond trading activity and transaction c","/papers/ssrn/5248810/","2025-05-14",0],["p","Digital Signatures in BIMs","SSRN · Other · A research paper suggests using digital signatures for objec","/papers/ssrn/5248778/","2025-05-14",0],["p","Exploration of Central Limit Theorem","SSRN · Other · The document explores the Central Limit Theorem, detailing i","/papers/ssrn/5248728/","2025-05-14",0],["p","Curricular Renewal: A Faculty and Student Guide to Maximizing Educational Investment","SSRN · ML & AI Methods · The paper highlights the gap between academic training and p","/papers/ssrn/5248333/","2025-05-14",0],["p","The use of Derivatives on CO2-Emission Allowances in Italy","SSRN · Derivatives & Volatility · A study on the Italian CO2-emission allowances derivatives m","/papers/ssrn/5247995/","2025-05-14",0],["p","Risk Sharing with Recursive Utility","SSRN · Other · A proposed model allows optimal risk sharing in dynamic sett","/papers/ssrn/5247951/","2025-05-14",0],["p","Hierarchical Risk Clustering vs Portfolios","SSRN · Portfolio & Allocation · The paper warns that hierarchical risk clustering strategies","/papers/ssrn/5247627/","2025-05-14",0],["p","A SWOT Analysis of Artificial Intelligence in Economic Forecasting","SSRN · Econometrics & Forecasting · The SWOT analysis of AI in economic forecasting shows its ab","/papers/ssrn/5247014/","2025-05-14",0],["p","Mutual Fund Model","SSRN · Portfolio & Allocation · A new model for assessing global mutual funds' financial per","/papers/ssrn/5246088/","2025-05-14",0],["p","Beyond the Bottom Line: How ESG Engagement Reshapes Pension Fund Strategy","SSRN · Portfolio & Allocation · The research suggests pension funds can promote ESG goals wi","/papers/ssrn/5241943/","2025-05-14",0],["p","RealTime PV Power Forecasting","SSRN · Econometrics & Forecasting · The XGBoost model, using historical weather and PV output da","/papers/ssrn/5241274/","2025-05-14",0],["p","TESSGAIA: Exoplanet Transit Detection","SSRN · Other · Exoplanet Transit Detection: TESSGAIA is a new system that c","/papers/ssrn/5239979/","2025-05-14",0],["p","AI for Specialty Insurance Analytics","SSRN · Risk, Credit & Banking · The creation of AI solutions for specific insurance predicti","/papers/ssrn/5238912/","2025-05-14",0],["p","Economic Crises Prediction with ML","SSRN · ML & AI Methods · The research uses machine learning to predict national finan","/papers/ssrn/5237256/","2025-05-14",1],["p","Global Skyscraper Determinants","SSRN · Corporate Finance · Autocratic governance and inter-city competition significant","/papers/ssrn/5236250/","2025-05-14",1],["p","Big Data and the Computational Social Science of Entrepreneurship and Innovation","arXiv · ML & AI Methods · The chapter highlights the potential of using large-scale da","/papers/doi/10-1515-9783111085722-019/","2025-05-14",0],["p","Impact of Tariff Wars on Global Economy","arXiv · Macro-Finance & Rates · The paper introduces an algorithm for creating fair trade re","/papers/doi/10-11648-j-ajmse-20251001-12/","2025-05-14",0],["p","Revealing economic facts: LLMs know more than they say","arXiv · LLMs & Text · The research investigates the use of hidden states in large ","/papers/arxiv/2505.08662/","2025-05-14",3],["p","Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise","arXiv · Trading, Microstructure & Execution · The article introduces a new method for estimating the lever","/papers/arxiv/2505.08654/","2025-05-14",0],["p","Rough Bergomi turns grey","arXiv · Derivatives & Volatility · The rough Bergomi model is extended by replacing the fractio","/papers/arxiv/2505.08623/","2025-05-14",0],["p","DeFi Liquidation Risk Modeling Using Geometric Brownian Motion","arXiv · Crypto & DeFi · The article introduces an analytical method for calculating ","/papers/arxiv/2505.08100/","2025-05-14",0],["p","Revisiting the excess volatility puzzle through the lens of the Chiarella model","arXiv · Derivatives & Volatility · The Chiarella model is expanded to handle long-term value dr","/papers/arxiv/2505.07820/","2025-05-14",2],["p","Transfer Learning Across Fixed-Income Product Classes","arXiv · ML & AI Methods · The paper proposes a framework for transferring learning of ","/papers/arxiv/2505.07676/","2025-05-14",1],["p","The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning","arXiv · Portfolio & Allocation · The use of the soft actor-critic (SAC) algorithm in multi-as","/papers/arxiv/2505.07537/","2025-05-14",0],["p","Can Generative AI agents behave like humans? Evidence from laboratory market experiments","arXiv · ML & AI Methods · Large Language Models (LLMs) have potential in mimicking hum","/papers/arxiv/2505.07457/","2025-05-14",20],["p","Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?","arXiv · LLMs & Text · FINSABER, a backtesting framework, shows that Large Language","/papers/arxiv/2505.07078/","2025-05-14",29],["p","NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks","arXiv · LLMs & Text · Discount Factor Estimation: NewsNet-SDF, a deep learning fra","/papers/arxiv/2505.06864/","2025-05-14",3],["p","The bias of IID resampled backtests for rolling window mean-variance portfolios","arXiv · Trading, Microstructure & Execution · A study finds that resampling techniques in backtests can ca","/papers/arxiv/2505.06383/","2025-05-14",1],["p","Identifying Optimal Market Choices to Increase the Profitability of Coffee Farmers in Sultan Kudarat through Modeling and Scenario Analysis","arXiv · Other · A study on Sultan Kudarat's coffee farmers' profits shows po","/papers/arxiv/2505.06323/","2025-05-14",0],["p","Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations","arXiv · Crypto & DeFi · The research applies a unified asymptotic theory to high-fre","/papers/arxiv/2505.06190/","2025-05-14",1],["p","Assessing the Dynamics of the Coffee Value Chain in Davao del Sur: An Agent-Based Modeling Approach","arXiv · Other · Research on Davao del Sur's coffee value chain dynamics reve","/papers/arxiv/2505.05797/","2025-05-14",0],["p","FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions","arXiv · Trading, Microstructure & Execution · High-Frequency Trading: FlowHFT, a new imitation learning fr","/papers/arxiv/2505.05784/","2025-05-14",4],["p","Who's at Risk? Effects of Inflation on Unemployment Risk","arXiv · Macro-Finance & Rates · Inflation driven by supply increases unemployment risks for ","/papers/arxiv/2505.05757/","2025-05-14",1],["p","Multi-level Governance, Smart Meter Adoption, and Utilities' Energy Efficiency Savings in the U.S","arXiv · Corporate Finance · A study on smart meter adoption in the US shows that federal","/papers/arxiv/2505.05596/","2025-05-14",0],["p","GenAI in Entrepreneurship: a systematic review of generative artificial intelligence in entrepreneurship research: current issues and future directions","arXiv · ML & AI Methods · A literature review identifies five key themes in the impact","/papers/arxiv/2505.05523/","2025-05-14",22],["p","Signature Decomposition Method Applying to Pair Trading","arXiv · Trading, Microstructure & Execution · A new pairs trading strategy using path signature techniques","/papers/arxiv/2505.05332/","2025-05-14",4],["p","Error Analysis of Deep PDE Solvers for Option Pricing","arXiv · Derivatives & Volatility · The study compares the effectiveness of two deep learning al","/papers/arxiv/2505.05121/","2025-05-14",0],["p","Loss-Versus-Rebalancing under Deterministic and Generalized block-times","arXiv · Portfolio & Allocation · A study reveals that constant block intervals in blockchain ","/papers/arxiv/2505.05113/","2025-05-14",15],["p","Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions","arXiv · ML & AI Methods · The article presents a reinforcement learning framework for ","/papers/arxiv/2505.04553/","2025-05-14",3],["p","Optimal Non-swing Trading","SSRN · Trading, Microstructure & Execution · The article presents a model to analyze the optimal non-swin","/papers/ssrn/5244137/","2025-05-07",0],["p","Expected Returns and Stock Performance","SSRN · Asset Pricing & Factors · A few stocks significantly influence the performance of cros","/papers/ssrn/5244033/","2025-05-07",0],["p","Short-Term Rental Price Forecasting","SSRN · Econometrics & Forecasting · The study introduces a forecasting model for short-term rent","/papers/ssrn/5243654/","2025-05-07",0],["p","AI in Financial Risk Management","SSRN · Risk, Credit & Banking · The paper explores the use of artificial intelligence in imp","/papers/ssrn/5243241/","2025-05-07",0],["p","LPFG Temperature Sensing Demodulation","SSRN · Other · The research introduces a new optical data augmentation tech","/papers/ssrn/5243161/","2025-05-07",0],["p","No Smiles -Volatility Patterns when Trading is Continuous","SSRN · Derivatives & Volatility · Cryptocurrencies show a flat volatility pattern, unlike the ","/papers/ssrn/5243102/","2025-05-07",0],["p","Efficient Sampling of Spanning Arborescences","SSRN · Other · The paper introduces a new sampling method for directed grap","/papers/ssrn/5242978/","2025-05-07",0],["p","ARXNAVIS: Blockchain Mobility","SSRN · Crypto & DeFi · Blockchain Mobility: ARXNAVIS combines six smart-contract pr","/papers/ssrn/5242267/","2025-05-07",0],["p","AGNOSTIC for Quantitative Finance","SSRN · ML & AI Methods · The AGNOSTIC tool, using online learning and convex optimiza","/papers/ssrn/5242085/","2025-05-07",0],["p","The Systematic Risks Network of Cryptos: Shock Diffusion, Echo, and Persistence","SSRN · Crypto & DeFi · The paper examines the relationship between the cryptomarket","/papers/ssrn/5242071/","2025-05-07",0],["p","Model complexity and the performance of global versus regional models","SSRN · Asset Pricing & Factors · Complex algorithms in global models outperform regional mode","/papers/ssrn/5241880/","2025-05-07",1],["p","Model Validation: Out-of-sample vs. Out-of-time","SSRN · Econometrics & Forecasting · Out-of-sample vs. Out-of-time: The research suggests that ou","/papers/ssrn/5241694/","2025-05-07",0],["p","Machine Learning for Option Exercise Prediction","SSRN · Derivatives & Volatility · Machine learning methods have been found to be more effectiv","/papers/ssrn/5241260/","2025-05-07",12],["p","Stablecoins as NQA Money","SSRN · Crypto & DeFi · Stablecoins, acting as no-questions-asked (NQA) money, saw i","/papers/ssrn/5241236/","2025-05-07",0],["p","Trump's Bitcoin Impact","SSRN · Crypto & DeFi · The Trump family's support for cryptocurrency significantly ","/papers/ssrn/5241126/","2025-05-07",0],["p","Data Preprocessing in Machine Learning for Intrusion Detection","SSRN · ML & AI Methods · The study emphasizes the importance of data preprocessing in","/papers/ssrn/5241031/","2025-05-07",0],["p","Share Repurchase Legalization Impact","SSRN · Portfolio & Allocation · Legalizing stock-repurchase boosts investment by improving e","/papers/ssrn/5240973/","2025-05-07",0],["p","Forecasting Technology Adoption","SSRN · Econometrics & Forecasting · The research proposes a method to predict the adoption of in","/papers/ssrn/5240826/","2025-05-07",0],["p","Predicting Laser Fabrication","SSRN · ML & AI Methods · The study uses machine learning to predict the properties of","/papers/ssrn/5240746/","2025-05-07",0],["p","Competitive Strategies in Differential Game Theory","SSRN · Other · The paper reevaluates the use of signed and unsigned distanc","/papers/ssrn/5240552/","2025-05-07",0],["p","Network Basket Loan","SSRN · Other · The article introduces the Network Basket Loan, a financial ","/papers/ssrn/5240418/","2025-05-07",0],["p","SSR under Quadratic Rough Heston","SSRN · Derivatives & Volatility · The research uses the finite difference method to calculate ","/papers/ssrn/5239929/","2025-05-07",0],["p","Human Capital in VC","SSRN · Corporate Finance · Venture capital partners with diverse backgrounds are more l","/papers/ssrn/5239857/","2025-05-07",0],["p","Option Liquidity Measurement with EAS","SSRN · Derivatives & Volatility · The Elasticity-Adjusted Spread (EAS) is a new measure of opt","/papers/ssrn/5239635/","2025-05-07",0],["p","Study on Negative Treasury Haircuts","SSRN · Risk, Credit & Banking · The research investigates the supply of leverage in the Trea","/papers/ssrn/5239611/","2025-05-07",0],["p","The Allocation of Public Guaranteed Loans to Firms During Covid-19: Credit Risk and Relationship Lending","SSRN · Portfolio & Allocation · The research shows that government-guaranteed loans are more","/papers/ssrn/5239382/","2025-05-07",1],["p","Geographic Shareholder Dispersion and Mutual Fund Flow Risk","SSRN · Portfolio & Allocation · The study reveals that euro-area mutual funds with a wider g","/papers/ssrn/5239359/","2025-05-07",0],["p","Numerical Methods for Finance","SSRN · Other · The paper analyzes advanced numerical techniques in finance,","/papers/ssrn/5239141/","2025-05-07",0],["p","Adverse Selection and Market Failure in Solana Token Markets: An Empirical and Behavioral Analysis","SSRN · Other · The study highlights a 25% loss in Solana token market capit","/papers/ssrn/5239105/","2025-05-07",0],["p","Order Flows Impact Stock Prices","SSRN · Asset Pricing & Factors · External order flows can affect stock prices, with significa","/papers/ssrn/5238514/","2025-05-07",0],["p","Reassessing Unit Roots in Macro Variables: Evidence from Over 200 Years of Data across G7 Countries","SSRN · Macro-Finance & Rates · A 200-year study of 40 macroeconomic variables across G7 eco","/papers/ssrn/5238504/","2025-05-07",0],["p","AI and ML for Educational Reform","SSRN · ML & AI Methods · The literature review discusses how artificial intelligence ","/papers/ssrn/5238469/","2025-05-07",0],["p","Love at First Trade","SSRN · Portfolio & Allocation · Chinese investors tend to favor the first stock they bought,","/papers/ssrn/5238032/","2025-05-07",0],["p","Neural Network Asset Return Prediction","SSRN · ML & AI Methods · Applying Fourier series expansion to the average asset retur","/papers/ssrn/5237873/","2025-05-07",0],["p","Reverse Classification Challenge","SSRN · ML & AI Methods · The article suggests a new method for experimental research,","/papers/ssrn/5237861/","2025-05-07",0],["p","A Survey on Prevention of Cyber-Attacks in Cloud Environment Using Machine Learning Techniques","SSRN · ML & AI Methods · The study assesses the use of machine learning in improving ","/papers/ssrn/5237733/","2025-05-07",0],["p","A QUICK TAKE ON THE NEW POLISH GOVERNMENT AND ITS FOREIGN POLICY","SSRN · Other · The analysis examines the impact of Poland's new government ","/papers/ssrn/5232611/","2025-05-07",0],["p","Legal Authority for AI Development","SSRN · ML & AI Methods · The paper introduces a risk-based AI governance framework fr","/papers/ssrn/5231319/","2025-05-07",1],["p","Asset Manager Commonality","SSRN · Portfolio & Allocation · Asset managers of life insurers impact financial markets, wi","/papers/ssrn/5231258/","2025-05-07",0],["p","UIP Violations in FX Markets","SSRN · Trading, Microstructure & Execution · The research indicates that uncovered interest parity (UIP) ","/papers/ssrn/5230768/","2025-05-07",0],["p","Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks","arXiv · Asset Pricing & Factors · The research uses MLP models for asset pricing, finding them","/papers/doi/10-5281-zenodo-15333718/","2025-05-07",0],["p","Asset Pricing in Pre-trained Transformer","arXiv · Asset Pricing & Factors · The paper introduces SERT, a new Transformer model for US la","/papers/doi/10-5281-zenodo-15327831/","2025-05-07",0],["p","Game Theory and Multi-Agent Reinforcement Learning for Zonal Ancillary Markets","arXiv · ML & AI Methods · The study uses game theory to analyze market coupling, findi","/papers/arxiv/2505.03288/","2025-05-07",0],["p","Deep Learning in Renewable Energy Forecasting: A Cross-Dataset Evaluation of Temporal and Spatial Models","arXiv · Econometrics & Forecasting · The research compares seven Deep Learning models for use in ","/papers/arxiv/2505.03109/","2025-05-07",6],["p","Examining Gender and Cultural Influences on Customer Emotions","arXiv · Other · A study finds significant gender and cultural differences in","/papers/arxiv/2505.02852/","2025-05-07",8],["p","The Precautionary Principle and the Innovation Principle: Incompatible Guides for AI Innovation Governance?","arXiv · ML & AI Methods · The article proposes a 'wait-and-monitor' strategy, using re","/papers/arxiv/2505.02846/","2025-05-07",1],["p","A nested factor model for equity markets: reconciling multifractal stock returns and rough index volatilities","arXiv · Derivatives & Volatility · The Nested factor model is used to represent stock correlati","/papers/arxiv/2505.02678/","2025-05-07",0],["p","Systemic Risk in the European Insurance Sector","arXiv · Risk, Credit & Banking · The study investigates the relationship between the European","/papers/arxiv/2505.02635/","2025-05-07",2],["p","Latent Variable Estimation in Bayesian Black-Litterman Models","arXiv · Econometrics & Forecasting · The research modifies the Bayesian Black-Litterman portfolio","/papers/arxiv/2505.02185/","2025-05-07",0],["p","Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics","arXiv · Trading, Microstructure & Execution · A study creates a model to analyze trader reactions to shock","/papers/arxiv/2505.01962/","2025-05-07",0],["p","Integrating earth observation data into the tri-environmental evaluation of the economic cost of natural disasters: a case study of 2025 LA wildfire","arXiv · Other · The research evaluates the economic impact of the 2025 Los A","/papers/arxiv/2505.01721/","2025-05-07",6],["p","Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index","arXiv · LLMs & Text · The study uses the Financial Chaos Index to assess stock mar","/papers/arxiv/2505.01543/","2025-05-07",1],["p","DebtStreamness: an ecological approach to credit flows in interfirm networks","arXiv · Risk, Credit & Banking · Ecological Credit Flows: The research introduces DebtStreamn","/papers/arxiv/2505.01326/","2025-05-07",0],["p","A stochastic Gordon–Loeb model for optimal cybersecurity investment under clustered attacks","arXiv · Risk, Credit & Banking · A model is developed for optimal cybersecurity investment, s","/papers/arxiv/2505.01221/","2025-05-07",5],["p","Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial","arXiv · Risk, Credit & Banking · The study examines Cox-models in loan default estimates, sug","/papers/arxiv/2505.01044/","2025-05-07",0],["p","Mapping the Intersection of Research and Policy in Centers for Medicare National Coverage Decision Memos","arXiv · Other · The research uses national coverage determination process da","/papers/arxiv/2505.00854/","2025-05-07",0],["p","Nonparametric estimation of matching efficiency and elasticity in a marriage agency platform: 2014–2025","arXiv · Other · Research using data from Japan's largest matchmaking platfor","/papers/arxiv/2505.00607/","2025-05-07",4],["p","Approximation and regularity results for the Heston model and related processes","arXiv · Derivatives & Volatility · A Ph.D. thesis investigates approximations and regularity fo","/papers/arxiv/2504.21658/","2025-05-07",0],["p","Who Gets the Callback? Generative AI and Gender Bias","arXiv · ML & AI Methods · Research shows that generative AI used in hiring processes t","/papers/arxiv/2504.21400/","2025-05-07",9],["p","A Hamiltonian Higher-Order Elasticity Framework for Dynamic Diagnostics(2HOED)","arXiv · Crypto & DeFi · The 2HOED framework merges machine learning, blockchain, and","/papers/arxiv/2504.21062/","2025-05-07",0],["p","AI and ML in Future SOA Trends","SSRN · ML & AI Methods · The article explores the future of Service-Oriented Architec","/papers/ssrn/5236155/","2025-04-30",0],["p","Carney vs. Trump on Digital Asset Governance","SSRN · Corporate Finance · The article contrasts the approaches of Canadian Prime Minis","/papers/ssrn/5235358/","2025-04-30",0],["p","Commercial Real Estate Market Indicators in Germany","SSRN · Other · The paper introduces a statistical-methodological framework ","/papers/ssrn/5235346/","2025-04-30",0],["p","High-Accuracy Stock Market Prediction Using Machine Learning Techniques","SSRN · ML & AI Methods · The paper investigates advanced machine learning techniques ","/papers/ssrn/5235296/","2025-04-30",1],["p","Luxury Watches in Portfolios","SSRN · Portfolio & Allocation · Luxury watches from brands like Rolex, Patek Philippe, and A","/papers/ssrn/5235200/","2025-04-30",0],["p","Smart Hiring Strategies in the Digital Age","SSRN · Corporate Finance · The article highlights innovative, cost-effective talent acq","/papers/ssrn/5234699/","2025-04-30",1],["p","An Integrated Machine Learning Model for Predicting Customer Churn in a Telecommunications Application","SSRN · ML & AI Methods · The research introduces a combined machine-learning model to","/papers/ssrn/5234665/","2025-04-30",0],["p","An Automated Hyperparameter Tuning Approach For Optimizing Machine Learning Model Performance","SSRN · ML & AI Methods · The study suggests a new automated method for fine-tuning ma","/papers/ssrn/5234657/","2025-04-30",0],["p","Machine Learning: Theory and Practice","SSRN · ML & AI Methods · Theory and Practice: Machine Learning From Theory to Practic","/papers/ssrn/5234601/","2025-04-30",0],["p","Market Return and Volatility Connections","SSRN · Derivatives & Volatility · The study explores the connection between return and volatil","/papers/ssrn/5234445/","2025-04-30",0],["p","Enhancing Trading Strategies","SSRN · Trading, Microstructure & Execution · The article introduces ClusterLOB, a method for categorizing","/papers/ssrn/5234435/","2025-04-30",0],["p","Credit Risk in Supply Chain Finance of Chinese Enterprises","SSRN · Risk, Credit & Banking · The research uses machine learning to predict credit risk in","/papers/ssrn/5234377/","2025-04-30",0],["p","Stock Movement Prediction and Portfolio Optimization","SSRN · Portfolio & Allocation · The study introduces a deep learning framework, MR2TNet, to ","/papers/ssrn/5234375/","2025-04-30",0],["p","Joint Dynamics for Asset Volatility","SSRN · Derivatives & Volatility · A joint model of implied volatility surface and its underlyi","/papers/ssrn/5234202/","2025-04-30",0],["p","Federal Reserve's Stock Market Effect","SSRN · Other · The paper reviews the Federal Reserve's influence on the sto","/papers/ssrn/5233918/","2025-04-30",0],["p","Monetary Policy Sentiment and Risk Dynamics","SSRN · LLMs & Text · A model showing the interaction of monetary policy signals a","/papers/ssrn/5233873/","2025-04-30",1],["p","AI Development and Job Market","SSRN · ML & AI Methods · The research explores the effect of artificial intelligence ","/papers/ssrn/5233820/","2025-04-30",0],["p","Forecasting Realized Volatility","SSRN · Derivatives & Volatility · The paper highlights the improved forecast performance of a ","/papers/ssrn/5233349/","2025-04-30",0],["p","ML Phishing Detection","SSRN · ML & AI Methods · The paper discusses the use and effectiveness of machine lea","/papers/ssrn/5233231/","2025-04-30",0],["p","Macroeconomic Announcement Premia","SSRN · Macro-Finance & Rates · Stock returns are exceptionally high on days of scheduled ma","/papers/ssrn/5232941/","2025-04-30",0],["p","Certification Model for NATO Defense","SSRN · Other · A new methodology combining operational data and advanced mo","/papers/ssrn/5232664/","2025-04-30",1],["p","Startup Financing Effects","SSRN · Other · The research indicates that family equity investments in sta","/papers/ssrn/5232591/","2025-04-30",0],["p","Commodities Futures Equilibrium Model","SSRN · Other · The paper presents a model that explores the interaction bet","/papers/ssrn/5232495/","2025-04-30",0],["p","Financial Market Prediction Model","SSRN · Macro-Finance & Rates · The study presents a new financial market prediction model t","/papers/ssrn/5232399/","2025-04-30",0],["p","Asset Pricing Models: Classical vs Demand","SSRN · Asset Pricing & Factors · Classical vs Demand: Both classical and demand system asset ","/papers/ssrn/5232345/","2025-04-30",0],["p","US Tariff Policy: Chaos Order","SSRN · Asset Pricing & Factors · Chaos Order: The unpredictability of U.S. tariff policy unde","/papers/ssrn/5232092/","2025-04-30",0],["p","Assessing Volatility in Green Markets","SSRN · Derivatives & Volatility · The article studies the EU Emissions Trading System and Chin","/papers/ssrn/5231841/","2025-04-30",0],["p","Crypto Asset Markets: Returns","SSRN · Crypto & DeFi · Returns: The crypto market has evolved into a mature financi","/papers/ssrn/5231776/","2025-04-30",0],["p","Geometry Agnostic VAE Integration","SSRN · Other · GAVI, a new technique for reducing large state spaces, is in","/papers/ssrn/5231737/","2025-04-30",1],["p","Consumer Response to Travel Time and Crime","SSRN · Other · Research shows travel time and crime rates affect consumer v","/papers/ssrn/5231629/","2025-04-30",1],["p","Debt Revenue in General Equilibrium","SSRN · Macro-Finance & Rates · The author proposes an infinite rollover scheme in an econom","/papers/ssrn/5231455/","2025-04-30",0],["p","Quants and Price Efficiency","SSRN · Trading, Microstructure & Execution · The study analyzes the influence of quantitative trading str","/papers/ssrn/5231379/","2025-04-30",0],["p","Local vs. Stochastic Volatility Testing","SSRN · Derivatives & Volatility · The study finds that the local volatility model's restrictio","/papers/ssrn/5231307/","2025-04-30",0],["p","Investor Attention and Cryptocurrency Volatility","SSRN · Crypto & DeFi · The study reveals that investor attention, particularly from","/papers/ssrn/5230632/","2025-04-30",0],["p","FC Barcelona's 2025 UEFA Champions League Probability","SSRN · Other · The document uses statistical methods to estimate FC Barcelo","/papers/ssrn/5230361/","2025-04-30",1],["p","NLP Models and Simulations","SSRN · LLMs & Text · The article discusses how Natural Language Processing can he","/papers/ssrn/5230258/","2025-04-30",1],["p","Brexit Impact on Corporate Bonds","SSRN · Macro-Finance & Rates · Brexit has caused a 49% increase in bond listings in the EEA","/papers/ssrn/5230141/","2025-04-30",1],["p","Investors as Bond Market Backstop","SSRN · Macro-Finance & Rates · Investors serve as a liquidity safety net in the corporate b","/papers/ssrn/5229934/","2025-04-30",0],["p","Universal Test for Model Fit","SSRN · ML & AI Methods · The article offers an alternative to cross-validation in mac","/papers/ssrn/5229414/","2025-04-30",0],["p","Quantitative Techniques for Financial Economics","SSRN · Derivatives & Volatility · The study reveals lower stock volatility in Mainland China's","/papers/ssrn/5229400/","2025-04-30",0],["p","Amazon Last Mile Routing Data Set","SSRN · Other · The 2021 Amazon Last Mile Routing Research Challenge, backed","/papers/ssrn/5229321/","2025-04-30",1],["p","Mutual Fund Managers and Prospect Theory","SSRN · Portfolio & Allocation · Research indicates mutual fund managers hold high prospect t","/papers/ssrn/5229254/","2025-04-30",0],["p","Passive Investing with DAX","SSRN · Trading, Microstructure & Execution · The article highlights the growing popularity of Exchange Tr","/papers/ssrn/5228822/","2025-04-30",0],["p","Machine Learning Algorithms For Accurate Stock Market Forecasting: Case Studies 2012","SSRN · Econometrics & Forecasting · The article explores the use of machine learning in predicti","/papers/ssrn/5228711/","2025-04-30",1],["p","MACHINE LEARNING-BASED PREDICTIVE FINANCE MANAGEMENT IN SAP ERP","SSRN · ML & AI Methods · The study discusses the use of machine learning in SAP ERP s","/papers/ssrn/5228499/","2025-04-30",1],["p","Yield Curve Forecasting with Deep Learning","SSRN · Macro-Finance & Rates · The study investigates if adding macroeconomic information t","/papers/ssrn/5228495/","2025-04-30",1],["p","Tourism diversification paths in ski mid-mountain territories: any transformations?","arXiv · Other · Research in two French mid-mountain regions suggests that di","/papers/doi/10-1080-13683500-2023-2276788/","2025-04-30",12],["p","GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest","arXiv · Macro-Finance & Rates · The study uses Random Forest machine learning and econometri","/papers/arxiv/2504.20993/","2025-04-30",2],["p","Scaling and shape of financial returns distributions modeled as conditionally independent random variables","arXiv · Crypto & DeFi · The distribution of returns can be explained by the sum of c","/papers/arxiv/2504.20488/","2025-04-30",0],["p","Can Nash inform capital requirements? Allocating systemic risk measures","arXiv · Risk, Credit & Banking · The study introduces a Nash allocation rule, based on game t","/papers/arxiv/2504.20413/","2025-04-30",0],["p","ClusterLOB: enhancing trading strategies by clustering orders in limit order books","arXiv · Trading, Microstructure & Execution · ClusterLOB is a new method for grouping individual market ev","/papers/arxiv/2504.20349/","2025-04-30",3],["p","Financial Data Analysis with Robust Federated Logistic Regression","arXiv · Other · The research introduces a robust federated logistic regressi","/papers/arxiv/2504.20250/","2025-04-30",0],["p","Exploring AI-powered Digital Innovations from A Transnational Governance Perspective: Implications for Market Acceptance and Digital Accountability Accountability","arXiv · ML & AI Methods · The study explores the use of the Technology Acceptance Mode","/papers/arxiv/2504.20215/","2025-04-30",2],["p","Compounding Effects in Leveraged ETFs: Beyond the Volatility Drag Paradigm","arXiv · Derivatives & Volatility · The performance of leveraged ETFs is shown to depend on retu","/papers/arxiv/2504.20116/","2025-04-30",1],["p","Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks","arXiv · Derivatives & Volatility · A deep learning model outperforms the Black-Scholes model in","/papers/arxiv/2504.20088/","2025-04-30",0],["p","Some PDE results in Heston model with applications","arXiv · Derivatives & Volatility · The article reveals results for the PDE related to the logHe","/papers/arxiv/2504.19859/","2025-04-30",0],["p","Assignment at the Frontier: Identifying the Frontier Structural Function and Bounding Mean Deviations","arXiv · Other · The study introduces a model that determines the frontier fu","/papers/arxiv/2504.19832/","2025-04-30",0],["p","Multi-Horizon Echo State Network Prediction of Intraday Stock Returns","arXiv · Econometrics & Forecasting · The research introduces a return prediction framework for in","/papers/arxiv/2504.19623/","2025-04-30",0],["p","Monitoring North African regional tourism by web data","arXiv · Other · A study using Booking.com data provides an in-depth analysis","/papers/arxiv/2504.19539/","2025-04-30",0],["p","Bridging Short- and Long-Term Dependencies: A CNN-Transformer Hybrid for Financial Time Series Forecasting","arXiv · Econometrics & Forecasting · The paper suggests a hybrid architecture combining Convoluti","/papers/arxiv/2504.19309/","2025-04-30",7],["p","Physical Climate Risk in Asset Management","arXiv · Portfolio & Allocation · The paper suggests a framework considering the impact of cli","/papers/arxiv/2504.19307/","2025-04-30",4],["p","Optimal dividends for a NatCat insurer in the presence of a climate tipping point","arXiv · Corporate Finance · The research investigates the best dividend strategies for a","/papers/arxiv/2504.19151/","2025-04-30",3],["p","AI Recommendations and Non-instrumental Image Concerns","arXiv · ML & AI Methods · The paper reveals that non-instrumental image concerns cause","/papers/arxiv/2504.19047/","2025-04-30",1],["p","On Bitcoin Price Prediction","arXiv · Crypto & DeFi · The Bitcoin market generally follows the efficient market hy","/papers/arxiv/2504.18982/","2025-04-30",0],["p","Impact of the COVID-19 Pandemic on the Financial Market Efficiency of Price Returns, Absolute Returns, and Volatility Increment: Evidence from Stock and Cryptocurrency Markets","arXiv · Crypto & DeFi · The COVID-19 pandemic's impact on market efficiency varies a","/papers/arxiv/2504.18960/","2025-04-30",8],["p","Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index","arXiv · Derivatives & Volatility · The research uses the Financial Chaos Index to study stock m","/papers/arxiv/2504.18958/","2025-04-30",2],["p","QuantBench: benchmarking AI methods for quantitative investment from a full pipeline perspective","arXiv · ML & AI Methods · The article introduces QuantBench, a benchmark platform for ","/papers/arxiv/2504.18600/","2025-04-30",2],["p","Energy Security and Resilience: Reviewing Concepts and Advancing Planning Perspectives for Transforming Integrated Energy Systems","arXiv · Other · The article emphasizes the importance of energy security and","/papers/arxiv/2504.18396/","2025-04-30",47],["p","How much does context affect the accuracy of AI health advice?","arXiv · ML & AI Methods · Research shows that the effectiveness of large language mode","/papers/arxiv/2504.18310/","2025-04-30",1],["p","Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform","arXiv · Other · The article discusses the evolution and implementation of ta","/papers/arxiv/2504.17713/","2025-04-30",1],["p","Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction","arXiv · Econometrics & Forecasting · The Patched Channel Integration Encoder (PCIE) model, a new ","/papers/arxiv/2504.17313/","2025-04-30",1],["p","The Effects of Trade Openness on CO2 Emission in Vietnam","arXiv · Other · The research finds a link between trade openness and CO2 emi","/papers/arxiv/2504.17260/","2025-04-30",1],["p","Visualizing Public Opinion on X: A Real-Time Sentiment Dashboard Using VADER and DistilBERT","arXiv · LLMs & Text · A sentiment analysis system, using Natural Language Processi","/papers/arxiv/2504.15448/","2025-04-30",1],["p","Adapt-Pruner: Adaptive Structural Pruning for Efficient Small Language Model Training","Machine learning · LLMs & Text · The research explores ways to speed up small language models","/papers/arxiv/2502.03460/","2025-04-30",11],["p","SKI Models: Skeleton Induced Vision-Language Embeddings for Understanding Activities of Daily Living","Machine learning · LLMs & Text · The study presents SKI models, which incorporate 3D skeleton","/papers/arxiv/2502.03459/","2025-04-30",6],["p","Kineto-Dynamical Planning and Accurate Execution of Minimum-Time Maneuvers on Three-Dimensional Circuits","Machine learning · Trading, Microstructure & Execution · The article introduces an artificial race driver (ARD) that ","/papers/arxiv/2502.03454/","2025-04-30",9],["p","Schema-Guided Scene-Graph Reasoning Based on Multi-Agent Large Language Model System","Machine learning · LLMs & Text · The paper introduces SG-RwR, a new framework for reasoning a","/papers/arxiv/2502.03450/","2025-04-30",6],["p","Provenance Tracking for ML Systems","SSRN · ML & AI Methods · The paper introduces yProv4ML, a framework designed to stand","/papers/ssrn/5226904/","2025-04-23",0],["p","Black-Litterman Model Extension","SSRN · Portfolio & Allocation · The Black-Litterman asset allocation model is improved to be","/papers/ssrn/5226679/","2025-04-23",1],["p","Generative AI in Capital Markets","SSRN · ML & AI Methods · AI use in financial analysis on Seeking Alpha platform boost","/papers/ssrn/5226562/","2025-04-23",1],["p","Hate Speech Detection in Social Media","SSRN · ML & AI Methods · The paper introduces a machine learning technique for automa","/papers/ssrn/5226378/","2025-04-23",0],["p","Power Consumption Model for Data Centers","SSRN · Other · The article emphasizes the need for quick and accurate power","/papers/ssrn/5226214/","2025-04-23",0],["p","Banks and Insurers Response to Rate Hikes","SSRN · Risk, Credit & Banking · Interest rate hikes by central banks due to COVID19 and Ukra","/papers/ssrn/5226193/","2025-04-23",0],["p","Financial Machine Learning Dynamics","SSRN · ML & AI Methods · Advanced machine learning models are more effective in predi","/papers/ssrn/5226168/","2025-04-23",1],["p","DualRisk Valuation","SSRN · Other · A new valuation theory introduces a second risk dimension, e","/papers/ssrn/5226017/","2025-04-23",0],["p","Index Sampling Turnover","SSRN · Portfolio & Allocation · The research uses algorithms to create replication portfolio","/papers/ssrn/5225927/","2025-04-23",0],["p","Quantitative Alpha in Crypto","SSRN · Crypto & DeFi · Systematic cryptocurrency investment strategies are statisti","/papers/ssrn/5225612/","2025-04-23",0],["p","OptionMC Monte Carlo Pricing","SSRN · Derivatives & Volatility · The article introduces OptionMC, a Python package for Europe","/papers/ssrn/5224853/","2025-04-23",0],["p","Entangled Markets Theory","SSRN · Asset Pricing & Factors · The Efficient Markets Hypothesis fails to consider the effec","/papers/ssrn/5224847/","2025-04-23",0],["p","Market Power in Defi","SSRN · Crypto & DeFi · The need for transaction privacy in decentralized finance (D","/papers/ssrn/5224672/","2025-04-23",2],["p","How Stock Market Participants Use Generative Artificial Intelligence: Evidence from User-Platform Interaction Data","SSRN · ML & AI Methods · Chinese stock market participants use Generative AI to proce","/papers/ssrn/5224596/","2025-04-23",3],["p","Attribute Reduction for Heterogeneous Data","SSRN · Other · The paper introduces a semisupervised method for reducing at","/papers/ssrn/5224480/","2025-04-23",0],["p","Geopolitical Risk in Indian Stocks","SSRN · Other · Indian stock market indices are significantly affected by gl","/papers/ssrn/5224456/","2025-04-23",0],["p","The Musk Effect on Tesla","SSRN · LLMs & Text · Investor sentiment, driven by social media and news, can cau","/papers/ssrn/5224386/","2025-04-23",0],["p","Risk Assessment through Certainty Equivalent","SSRN · Other · The paper examines the link between risk aversion, utility, ","/papers/ssrn/5224290/","2025-04-23",1],["p","Do Machine Learning Models Need to Be Sector Experts?","SSRN · ML & AI Methods · A Hybrid model incorporating industry membership outperforms","/papers/ssrn/5224253/","2025-04-23",2],["p","Asset Pricing Covid-19 Deposit Glut","SSRN · Asset Pricing & Factors · The paper uses Liquidity Preference Theory to analyze the im","/papers/ssrn/5224174/","2025-04-23",0],["p","AI Impact on Investments","SSRN · ML & AI Methods · AI technology adoption by mutual fund managers leads to supe","/papers/ssrn/5224162/","2025-04-23",0],["p","Determinants of Intellectual Capital Reporting in the Nigeria","SSRN · Corporate Finance · The study explores the factors that affect how Nigerian firm","/papers/ssrn/5224030/","2025-04-23",4],["p","Loss Optimization for Machine Learning","SSRN · ML & AI Methods · The paper suggests new methods for predicting losses and opt","/papers/ssrn/5223862/","2025-04-23",0],["p","Trading Inter-firm Links","SSRN · Trading, Microstructure & Execution · The study explores how hedge funds use public information ab","/papers/ssrn/5223653/","2025-04-23",0],["p","The Relationship between Board Power and Corporate Diversification in the Nigerian Capital Market","SSRN · Corporate Finance · The study explores the impact of board characteristics on co","/papers/ssrn/5223469/","2025-04-23",0],["p","Tapping the Value of Future Data: A Practitioner's Perspective","SSRN · Other · The presentation emphasizes the importance of futures price ","/papers/ssrn/5223416/","2025-04-23",0],["p","Materials Discovery Interpretation","SSRN · ML & AI Methods · The article highlights the importance of integrating scienti","/papers/ssrn/5223411/","2025-04-23",0],["p","Firm Uncertainty Spending","SSRN · Corporate Finance · Firm-specific uncertainty leads to reduced future spending a","/papers/ssrn/5223261/","2025-04-23",0],["p","Genetic Asset Management","SSRN · Portfolio & Allocation · The article explores the use of genetic algorithms in portfo","/papers/ssrn/5223243/","2025-04-23",0],["p","Intraday Jumps and Options","SSRN · Derivatives & Volatility · The study investigates the effect of intraday jumps on ultra","/papers/ssrn/5223127/","2025-04-23",0],["p","Making Work Meaningful","SSRN · Econometrics & Forecasting · The research identifies social impact as the key factor in m","/papers/ssrn/5223106/","2025-04-23",1],["p","Quantifying State Collapse Risk","SSRN · ML & AI Methods · The study presents a machine learning-based FivePillar Frame","/papers/ssrn/5222366/","2025-04-23",1],["p","Jet Noise Modeling for Military Aircraft","SSRN · ML & AI Methods · The study develops a machine learning-based framework to pre","/papers/ssrn/5222220/","2025-04-23",0],["p","Chinese Real Estate Firms Behavior","SSRN · Corporate Finance · The research investigates how banks owning equity stakes in ","/papers/ssrn/5221821/","2025-04-23",0],["p","Recovery Time from 1929 Crash","SSRN · Macro-Finance & Rates · The recovery time for investments in the Dow Jones Industria","/papers/ssrn/5221568/","2025-04-23",0],["p","Liquidity Adjustment in Volatility","SSRN · Derivatives & Volatility · A new liquidity-sensitive multivariate volatility framework ","/papers/ssrn/5221441/","2025-04-23",0],["p","Tastes, Productivities, and Macroeconomic Volatility","SSRN · Derivatives & Volatility · The paper uses a general equilibrium model to examine how di","/papers/ssrn/5220954/","2025-04-23",0],["p","International Reserves and Output Volatility","SSRN · Derivatives & Volatility · The study questions the traditional methods of managing inte","/papers/ssrn/5220819/","2025-04-23",0],["p","Export Proceeds Repatriation","SSRN · Derivatives & Volatility · The research examines the effect of repatriated export proce","/papers/ssrn/5219853/","2025-04-23",0],["p","DisasterScope: A Multi-Disaster Prediction and Emergency Response Platform","SSRN · ML & AI Methods · DisasterScope is an AI system that predicts disasters in rea","/papers/ssrn/5219629/","2025-04-23",0],["p","Trade-In Acquisition Modeling for Automotive Retail with AI","SSRN · ML & AI Methods · Novosteer Technologies has created an AI model to improve le","/papers/ssrn/5211849/","2025-04-23",1],["p","Symmetry classification and invariant solutions of the classical geometric mean reversion process","arXiv · Macro-Finance & Rates · The Lie symmetry method is applied to a Feynman-Kac formula ","/papers/doi/10-3934-dcdss-2024202/","2025-04-23",0],["p","The realized local volatility surface","arXiv · Derivatives & Volatility · The article introduces the realized local volatility surface","/papers/doi/10-21314-jois-2023-003/","2025-04-23",0],["p","The Formation of Production Networks: How Supply Chains Arise from Simple Learning with Minimal Information","arXiv · ML & AI Methods · A new model allows firms to determine their selling price, p","/papers/arxiv/2504.16010/","2025-04-23",0],["p","Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks","arXiv · Trading, Microstructure & Execution · The article discusses a new real-time detection model for sp","/papers/arxiv/2504.15908/","2025-04-23",3],["p","A Line Graph-Based Framework for Identifying Optimal Routing Paths in Decentralized Exchanges","arXiv · Trading, Microstructure & Execution · The research presents a new algorithm for finding the best t","/papers/arxiv/2504.15809/","2025-04-23",5],["p","Causal Discovery via Simultaneous DAG Recovery Using the Angles Space of Directional Dependence Measures","arXiv · Econometrics & Forecasting · The paper presents a new method, Nonparametric Angles-based ","/papers/arxiv/2504.15268/","2025-04-23",0],["p","Evidence of Donor Bias in Chicago Police Stops","arXiv · Other · A study indicates that private donations to police departmen","/papers/arxiv/2504.15140/","2025-04-23",1],["p","The Memorization Problem: Can We Trust LLMs'Economic Forecasts?","arXiv · LLMs & Text · The study shows that large language models can remember exac","/papers/arxiv/2504.14765/","2025-04-23",40],["p","LLM-Enhanced Black-Litterman Portfolio Optimization","arXiv · LLMs & Text · The research investigates the use of large language models f","/papers/arxiv/2504.14345/","2025-04-23",9],["p","Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model","arXiv · Derivatives & Volatility · The article presents a Monte Carlo method for simulating the","/papers/arxiv/2504.14343/","2025-04-23",2],["p","AI Safety Should Prioritize the Future of Work","arXiv · ML & AI Methods · The paper emphasizes the often ignored impact of AI on futur","/papers/arxiv/2504.13959/","2025-04-23",17],["p","Divergent LLM Adoption and Heterogeneous Convergence Paths in Research Writing","arXiv · LLMs & Text · The research examines the effects of AI-assisted revisions o","/papers/arxiv/2504.13629/","2025-04-23",7],["p","Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling","arXiv · Portfolio & Allocation · A new Bayesian optimization framework has been developed to ","/papers/arxiv/2504.13529/","2025-04-23",0],["p","Cross-Modal Temporal Fusion for Financial Market Forecasting","arXiv · Econometrics & Forecasting · The article presents Cross-Modal Temporal Fusion (CMTF), a n","/papers/arxiv/2504.13522/","2025-04-23",10],["p","Target Search Optimization by Threshold Resetting.","arXiv · Other · A new optimization method driven by threshold resetting is i","/papers/arxiv/2504.13501/","2025-04-23",21],["p","Balancing Engagement and Polarization: Multi-Objective Alignment of News Content Using LLMs","arXiv · LLMs & Text · Researchers have created a language model that produces enga","/papers/arxiv/2504.13444/","2025-04-23",3],["p","Trust, but Verify","arXiv · LLMs & Text · The article explores the identification of nodes operating u","/papers/arxiv/2504.13443/","2025-04-23",0],["p","The heterogeneous causal effects of the EU's Cohesion Fund","arXiv · Econometrics & Forecasting · A study measures the impact of the EU's Cohesion Fund on reg","/papers/arxiv/2504.13223/","2025-04-23",9],["p","Systemic risk mitigation in supply chains through network rewiring","arXiv · Risk, Credit & Banking · Research shows that strategically rearranging supplier-custo","/papers/arxiv/2504.12955/","2025-04-23",5],["p","Quantifying walkable accessibility to urban services: An application to Florence, Italy","arXiv · Other · A new method for assessing urban accessibility to services w","/papers/arxiv/2504.12934/","2025-04-23",2],["p","Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation","arXiv · Risk, Credit & Banking · The study modifies Leland's dynamic capital structure model ","/papers/arxiv/2504.12851/","2025-04-23",0],["p","Classification-Based Analysis of Price Pattern Differences between Cryptocurrencies and Stocks","arXiv · Crypto & DeFi · Crypto vs. Stocks: The study uses machine learning to compar","/papers/arxiv/2504.12771/","2025-04-23",0],["p","The Paradox of Professional Input: How Expert Collaboration with AI Systems Shapes Their Future Value","arXiv · ML & AI Methods · The paper discusses the paradox of professional expertise an","/papers/arxiv/2504.12654/","2025-04-23",1],["p","Universal portfolios in continuous time: an approach in pathwise It\\^o calculus","arXiv · Portfolio & Allocation · The article explores a simplified approach to continuous-tim","/papers/arxiv/2504.11881/","2025-04-23",0],["p","Computational Basis of LLM's Decision Making in Social Simulation","arXiv · LLMs & Text · The study investigates the influence of character and contex","/papers/arxiv/2504.11671/","2025-04-23",2],["p","Are Language Models Up to Sequential Optimization Problems? From Evaluation to a Hegelian-Inspired Enhancement","Machine learning · LLMs & Text · The paper investigates the ability of Large Language Models ","/papers/arxiv/2502.02573/","2025-04-23",1],["p","AAD-DCE: An Aggregated Multimodal Attention Mechanism for Early and Late Dynamic Contrast Enhanced Prostate MRI Synthesis","Machine learning · ML & AI Methods · Multimodal Attention for MRI Synthesis: The study proposes A","/papers/arxiv/2502.02555/","2025-04-23",2],["p","Audit Trails for Stability","SSRN · Other · The article highlights the crucial role of audit trails in d","/papers/ssrn/5219471/","2025-04-16",0],["p","Mutual Funds and Pollution Events","SSRN · Portfolio & Allocation · Research indicates that fund managers in areas affected by c","/papers/ssrn/5219194/","2025-04-16",0],["p","Impact of Open Government Data on Default in China","SSRN · Risk, Credit & Banking · Open Government Data (OGD) has helped decrease personal defa","/papers/ssrn/5218902/","2025-04-16",1],["p","Private Linear Equation Solving in Federated Learning","SSRN · ML & AI Methods · The paper suggests a method to disguise input data in federa","/papers/ssrn/5218783/","2025-04-16",0],["p","Predictive Maintenance in QAD ERP","SSRN · ML & AI Methods · The research focuses on the use of machine learning for pred","/papers/ssrn/5218658/","2025-04-16",0],["p","Strategic Undervaluation","SSRN · Other · The paper proposes a theory, Strategic Undervaluation, expla","/papers/ssrn/5218377/","2025-04-16",0],["p","Next-Generation Deep Learning Techniques for Enhanced Handwritten Recognition: A Study","SSRN · ML & AI Methods · Despite progress in deep learning, challenges remain in Hand","/papers/ssrn/5218364/","2025-04-16",1],["p","Ethical Sentiment in Drug Pricing","SSRN · LLMs & Text · The article explores the influence of public sentiment on co","/papers/ssrn/5218044/","2025-04-16",0],["p","Kolmogorov-Arnold Networks for Time Series Analysis","SSRN · Econometrics & Forecasting · Kolmogorov-Arnold Networks (KANs) are a strong alternative t","/papers/ssrn/5217399/","2025-04-16",0],["p","Estimating Equity Risk Premium in India: A Multi-Method Analysis of Historical, Implied, and Cross-Sectional Approaches","SSRN · Asset Pricing & Factors · A paper reveals a 6-10% variation in India's Equity Risk Pre","/papers/ssrn/5217024/","2025-04-16",0],["p","Intraday Volatility Forecasting","SSRN · Derivatives & Volatility · The paper presents a new model for predicting high-frequency","/papers/ssrn/5216864/","2025-04-16",0],["p","Corporate Tax Avoidance and Wealth Concentration","SSRN · Corporate Finance · Corporate tax avoidance increases corporate inequality and p","/papers/ssrn/5216569/","2025-04-16",0],["p","Portfolio Choice Mental Framing Effects","SSRN · Portfolio & Allocation · The study reveals systematic decision errors in dynamic port","/papers/ssrn/5216342/","2025-04-16",0],["p","Stock Investment: p-index Approach","SSRN · Derivatives & Volatility · P-index Approach: A study using European put options to meas","/papers/ssrn/5216067/","2025-04-16",0],["p","RESEARCH PAPER ON JET GENIE","SSRN · ML & AI Methods · JetGenie, an AI-based conversational system, is designed to ","/papers/ssrn/5216042/","2025-04-16",0],["p","Data Privacy Risk at Firms","SSRN · Corporate Finance · A study finds that companies with higher data privacy risks ","/papers/ssrn/5216040/","2025-04-16",1],["p","Media Bias in Stocks","SSRN · LLMs & Text · The study reveals that national stock market indices perform","/papers/ssrn/5216036/","2025-04-16",0],["p","Ultra Short-Dated Spreads","SSRN · Derivatives & Volatility · The research shows that ultra short-dated option spreads, sp","/papers/ssrn/5215849/","2025-04-16",0],["p","Machine Learning for Finance Risk Assessment","SSRN · ML & AI Methods · The article discusses the use of machine learning for risk a","/papers/ssrn/5215754/","2025-04-16",0],["p","Cloud-Based Data Integration & Machine Learning in Biopharma Supply Chain Optimization","SSRN · ML & AI Methods · The study compares the effectiveness of five machine learnin","/papers/ssrn/5215742/","2025-04-16",0],["p","Global FOMO in Financial Markets","SSRN · Derivatives & Volatility · The Global Fear of Missing Out (FOMO) Index, using Google Tr","/papers/ssrn/5214893/","2025-04-16",0],["p","Capital Controls","SSRN · Trading, Microstructure & Execution · The study suggests that controlling residents' capital outfl","/papers/ssrn/5214691/","2025-04-16",0],["p","Predicting Random Risk-Taking Behavior","SSRN · Other · A model with varied probability weighting parameters can pre","/papers/ssrn/5214675/","2025-04-16",0],["p","Multiscale Price Discovery in Indian Markets","SSRN · Derivatives & Volatility · The study shows that about 90% of information exchange betwe","/papers/ssrn/5214406/","2025-04-16",0],["p","Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects (Forthcoming JBES)","SSRN · Derivatives & Volatility · The study analyzes the link between implied equity volatilit","/papers/ssrn/5213881/","2025-04-16",0],["p","USChina Tensions Impact on Gold and Oil","SSRN · Derivatives & Volatility · The study analyzes the effect of US-China tensions on the vo","/papers/ssrn/5213775/","2025-04-16",0],["p","AI Algebra for Quantitative Finance","SSRN · ML & AI Methods · The research presents a tensor-based framework that expands ","/papers/ssrn/5212863/","2025-04-16",0],["p","Financial Data Repository and Python Code for ML","SSRN · Other · The authors offer raw financial report data and Python code ","/papers/ssrn/5212626/","2025-04-16",0],["p","Machine Learning in Empirical Asset Pricing","SSRN · Asset Pricing & Factors · The paper suggests a regime switching model to estimate beta","/papers/ssrn/5212620/","2025-04-16",0],["p","Impact of Short Selling Constraints on Investment","SSRN · Corporate Finance · Firm value can be increased by short selling constraints, bu","/papers/ssrn/5211818/","2025-04-16",0],["p","Cybersecurity Incidents & Stock Market Valuation: Japan vs Korea","SSRN · LLMs & Text · Japan vs Korea: The study finds that Korea's stock market is","/papers/ssrn/5202602/","2025-04-16",1],["p","Rationally Turbulent Expectations Chapter 7: Risk Premia","SSRN · Asset Pricing & Factors · The book introduces a unified paradigm that views the capita","/papers/ssrn/5202486/","2025-04-16",0],["p","Rationally Turbulent Expectations Chapter 6: Heterogeneity","SSRN · Derivatives & Volatility · The book introduces a new paradigm that views the capital ma","/papers/ssrn/5202482/","2025-04-16",0],["p","Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice","arXiv · Portfolio & Allocation · The article introduces the Pontryagin-Guided Direct Policy O","/papers/arxiv/2504.11116/","2025-04-16",4],["p","Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations","arXiv · LLMs & Text · The article presents an open-source framework for a simulate","/papers/arxiv/2504.10789/","2025-04-16",29],["p","Who is More Bayesian: Humans or ChatGPT?","arXiv · LLMs & Text · A study reveals that the latest versions of AI outperform hu","/papers/arxiv/2504.10636/","2025-04-16",2],["p","Predicting Children's Travel Modes for School Journeys in Switzerland: A Machine Learning Approach Using National Census Data","arXiv · ML & AI Methods · A machine learning study identifies distance as the key fact","/papers/arxiv/2504.09947/","2025-04-16",0],["p","EthosGPT: Mapping Human Value Diversity to Advance Sustainable Development Goals (SDGs)","arXiv · LLMs & Text · EthosGPT is an open-source framework that uses large languag","/papers/arxiv/2504.09861/","2025-04-16",0],["p","Do determinants of EV purchase intent vary across the spectrum? Evidence from Bayesian analysis of US survey data","arXiv · Econometrics & Forecasting · A study finds that consumers knowledgeable about electric ve","/papers/arxiv/2504.09854/","2025-04-16",0],["p","Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting","arXiv · Derivatives & Volatility · The paper proposes a new GARCH-GRU model for financial volat","/papers/arxiv/2504.09380/","2025-04-16",3],["p","On the Rate of Convergence of Estimating the Hurst Parameter of Rough Stochastic Volatility Models","arXiv · Derivatives & Volatility · The research extends the convergence result of a scale-invar","/papers/arxiv/2504.09276/","2025-04-16",5],["p","Structural robustness of the international food supply network under external shocks and its determinants","arXiv · Risk, Credit & Banking · Research on the global food supply network shows its increas","/papers/arxiv/2504.08857/","2025-04-16",2],["p","International Financial Markets Through 150 Years: Evaluating Stylized Facts","arXiv · Crypto & DeFi · The article examines eleven financial market patterns across","/papers/arxiv/2504.08611/","2025-04-16",6],["p","SME Gender-Related Innovation: A Non-Numerical Trend Analysis Using Positive, Zero, and Negative Quantities","arXiv · Other · A proposed trend-based modelling framework can analyze gende","/papers/arxiv/2504.08493/","2025-04-16",0],["p","The Influence of Culture on Migration Patterns","arXiv · Other · A study using UN migration data shows that cultural proximit","/papers/arxiv/2504.08443/","2025-04-16",0],["p","Optimal Investment in Equity and Credit Default Swaps in the Presence of Default","arXiv · Risk, Credit & Banking · The study investigates the use of credit default swaps (CDS)","/papers/arxiv/2504.08085/","2025-04-16",0],["p","Market-Based Portfolio Variance","arXiv · Portfolio & Allocation · A new market-based portfolio variance has been derived, acco","/papers/arxiv/2504.07929/","2025-04-16",0],["p","Trading Graph Neural Network","arXiv · Trading, Microstructure & Execution · The paper presents a new algorithm, Trading Graph Neural Net","/papers/arxiv/2504.07923/","2025-04-16",1],["p","DeepGreen: Effective LLM-Driven Green-washing Monitoring System Designed for Empirical Testing - Evidence from China","arXiv · LLMs & Text · DeepGreen is a system that uses large language models to ide","/papers/arxiv/2504.07733/","2025-04-16",7],["p","Inequality at risk of automation? Gender differences in routine tasks intensity in developing country labor markets","arXiv · Other · The chapter discusses the risk of automation in developing c","/papers/arxiv/2504.07689/","2025-04-16",1],["p","High-frequency intraday trading for battery storages","arXiv · Trading, Microstructure & Execution · The paper presents an automated trading strategy for battery","/papers/arxiv/2504.06932/","2025-04-16",9],["p","Climate Risks on Bond Markets","SSRN · Macro-Finance & Rates · Research reveals that physical climate risks, inflation rate","/papers/ssrn/5210836/","2025-04-09",0],["p","Short Selling Liquidity Commonality","SSRN · Trading, Microstructure & Execution · Research suggests that short selling can decrease systematic","/papers/ssrn/5210160/","2025-04-09",0],["p","AI-Driven Dynamic Collateralization in DeFi Lending: A Machine Learning Approach to Mitigating Liquidation Risks","SSRN · Crypto & DeFi · The article suggests a machine learning system to adjust col","/papers/ssrn/5209879/","2025-04-09",0],["p","Video Game Attributes as Investments","SSRN · Other · A study shows that investing in videogame attributes, like C","/papers/ssrn/5209656/","2025-04-09",1],["p","Textile Defect Detection with Data Mining","SSRN · Other · The study shows that automated data mining is more effective","/papers/ssrn/5209364/","2025-04-09",0],["p","Bitcoin as Reserve Asset","SSRN · Crypto & DeFi · A paper questions the suitability of Bitcoin as a reserve as","/papers/ssrn/5208070/","2025-04-09",0],["p","Value-Growth Stock Classify","SSRN · Other · A new method combining KMeans clustering and Mahalanobis Dis","/papers/ssrn/5207834/","2025-04-09",0],["p","ID Algorithm for Machine Learning Decision Making","SSRN · ML & AI Methods · The study shows that the ID3 algorithm combined with decisio","/papers/ssrn/5207811/","2025-04-09",0],["p","Strategic Behavior in Reverse Auctions","SSRN · Other · The study uses game theory to analyze how bidders' utility f","/papers/ssrn/5207538/","2025-04-09",0],["p","Mutual Fund Skill Compare","SSRN · Portfolio & Allocation · Global equity mutual fund and MSCI indices managers show poo","/papers/ssrn/5207420/","2025-04-09",0],["p","Auctions & Abnormal Returns","SSRN · LLMs & Text · Foreign exchange returns increase when U.S. macroeconomic ne","/papers/ssrn/5207418/","2025-04-09",0],["p","Machine Learning Antenna for 5G","SSRN · ML & AI Methods · The study introduces a machine learning-based antenna for 5G","/papers/ssrn/5206710/","2025-04-09",0],["p","The Economics of Big Data Acquisition and Management","SSRN · Corporate Finance · The study highlights the economic aspects of managing large ","/papers/ssrn/5206708/","2025-04-09",0],["p","Debiasing Recency in Sales","SSRN · Other · Individual investors are more likely to sell stocks held for","/papers/ssrn/5206706/","2025-04-09",0],["p","European Funds","SSRN · Portfolio & Allocation · Research analyzes the efficiency of management in European m","/papers/ssrn/5206700/","2025-04-09",0],["p","Total Return Swap Shareholder Wealth Impact","SSRN · Risk, Credit & Banking · Research indicates that total return swaps used for corporat","/papers/ssrn/5206488/","2025-04-09",1],["p","Tariffs and Inflation Effects","SSRN · Macro-Finance & Rates · A study investigates the macroeconomic effects of President ","/papers/ssrn/5206224/","2025-04-09",0],["p","Analysis of Turkish Audit Firms' Transparency Reports","SSRN · Corporate Finance · The study uses computer-based techniques to analyze transpar","/papers/ssrn/5205754/","2025-04-09",0],["p","Investment Preferences of Financially Free Firms","SSRN · Corporate Finance · The study finds that financially free corporations in China ","/papers/ssrn/5205471/","2025-04-09",0],["p","Capital Flows Visualization in Terminal","SSRN · Other · The essay suggests a new framework for visualizing global ca","/papers/ssrn/5205278/","2025-04-09",0],["p","Manager Characteristics & Fund Performance","SSRN · Portfolio & Allocation · Female mutual fund managers perform equally to male counterp","/papers/ssrn/5205143/","2025-04-09",0],["p","Weighted Sparse Regression for Feature Selection","SSRN · ML & AI Methods · The paper suggests a Weighted Sparse Regression with Mutual ","/papers/ssrn/5204899/","2025-04-09",0],["p","Comparative Credit Risk Model Analysis","SSRN · Risk, Credit & Banking · The analysis reveals that gradient boosting models, specific","/papers/ssrn/5204562/","2025-04-09",0],["p","Quantitative Investing in Market Instability","SSRN · Trading, Microstructure & Execution · The research reveals that quantitative fund fire sales cause","/papers/ssrn/5204384/","2025-04-09",0],["p","Optimizing Netcdf Data Queries","SSRN · ML & AI Methods · NetCDFaster, a web-based platform with a lightweight machine","/papers/ssrn/5203998/","2025-04-09",0],["p","Physics-Informed Neural Network for Building Control","SSRN · ML & AI Methods · The research introduces a Physics-Informed Modularized Neura","/papers/ssrn/5203315/","2025-04-09",0],["p","Community Bank Impact","SSRN · Risk, Credit & Banking · The Community Bank Leverage Ratio (CBLR) increases risk-taki","/papers/ssrn/5202564/","2025-04-09",0],["p","Liquidity Regulation in Mutual Funds","SSRN · Trading, Microstructure & Execution · A model study found that liquidity requirements enhance syst","/papers/ssrn/5199366/","2025-04-09",0],["p","Human Capital and Firm Leverage in China's Gig Economy","SSRN · Corporate Finance · The rise of the gig economy in China has led to a significan","/papers/ssrn/5197737/","2025-04-09",0],["p","Visketch-Gpt: Multi-Scale Sketch Recognition","SSRN · LLMs & Text · Multi-Scale Sketch Recognition: ViSketchGPT, a new algorithm","/papers/ssrn/5192605/","2025-04-09",0],["p","Deep Hedging with Options Using the Implied Volatility Surface","arXiv · Derivatives & Volatility · A new deep hedging framework for index option portfolios, wh","/papers/arxiv/2504.06208/","2025-04-09",9],["p","Deploying Chatbots in Customer Service: Adoption Hurdles and Simple Remedies","arXiv · Other · The research identifies transparency about chatbot capabilit","/papers/arxiv/2504.06145/","2025-04-09",4],["p","The hybrid dilemma -- do hybrid technologies play a transitionary or stationary role in transitions processes?","arXiv · Other · Hybrid Technologies: Hybrid technologies aid in the developm","/papers/arxiv/2504.06018/","2025-04-09",0],["p","Are Generative AI Agents Effective Personalized Financial Advisors?","arXiv · ML & AI Methods · Large AI language models can match human financial advisors ","/papers/arxiv/2504.05862/","2025-04-09",36],["p","Unraveling Human-AI Teaming: A Review and Outlook","arXiv · ML & AI Methods · The study examines the transition of AI agents from passive ","/papers/arxiv/2504.05755/","2025-04-09",24],["p","Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions","arXiv · Portfolio & Allocation · The article introduces a new risk management framework that ","/papers/arxiv/2504.05743/","2025-04-09",8],["p","DBOT: Artificial Intelligence for Systematic Long-Term Investing","arXiv · ML & AI Methods · The paper introduces DBOT, an AI system that can value any p","/papers/arxiv/2504.05639/","2025-04-09",0],["p","Deep Reinforcement Learning Algorithms for Option Hedging","arXiv · Derivatives & Volatility · A comparison of eight Deep Reinforcement Learning algorithms","/papers/arxiv/2504.05521/","2025-04-09",7],["p","Underreporting of Intimate Partner Violence in Brazil","arXiv · Other · In Brazil, older white women and those intolerant of domesti","/papers/arxiv/2504.05102/","2025-04-09",0],["p","Optimal macroprudential policy with preemptive bailouts","arXiv · Risk, Credit & Banking · Optimal financial sector regulation can improve stability by","/papers/arxiv/2504.04636/","2025-04-09",0],["p","Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement","arXiv · ML & AI Methods · The paper presents a computational framework that uses deep ","/papers/arxiv/2504.04300/","2025-04-09",0],["p","Sustainable Aviation Fuels: Opportunities, Alternatives and Challenges for Decarbonizing the Aviation Industry and Foster the Renewable Chemicals","arXiv · Other · Sustainable Aviation Fuels can cut carbon emissions by up to","/papers/arxiv/2504.03880/","2025-04-09",4],["p","Using digital traces to analyze software work: skills, careers and programming languages","arXiv · Other · Analysis of global software industry data shows Python users","/papers/arxiv/2504.03581/","2025-04-09",1],["p","A Stochastic Volatility Approximation for a Tick-by-Tick Price Model with Mean-Field Interaction","arXiv · Derivatives & Volatility · A tick-by-tick model of price formation, which models buy an","/papers/arxiv/2504.03445/","2025-04-09",0],["p","Information Leakages in the Green Bond Market","arXiv · Macro-Finance & Rates · Anonymous leaks on the Bloomberg Terminal about upcoming gre","/papers/arxiv/2504.03311/","2025-04-09",1],["p","A Systematic Review on Women's Participation in Agricultural Work and Nutritional Outcomes","arXiv · Other · Studies show women's increased participation in agriculture ","/papers/arxiv/2504.03202/","2025-04-09",7],["p","Mathematical Modeling of Option Pricing with an Extended Black-Scholes Framework","arXiv · Derivatives & Volatility · The research compares an extended Black-Scholes model with a","/papers/arxiv/2504.03175/","2025-04-09",0],["p","Model Combination in Risk Sharing under Ambiguity","arXiv · Portfolio & Allocation · The research explores optimal risk sharing contracts and wea","/papers/arxiv/2504.02987/","2025-04-09",0],["p","Brewing Discontent: How U.S. Reciprocal Tariffs on Coffee Could Echo the Boston Tea Party","arXiv · Other · A study suggests that the proposed U.S. Discounted Reciproca","/papers/arxiv/2504.02915/","2025-04-09",0],["p","Meat-Free Day Reduces Greenhouse Gas Emissions but Poses Challenges for Customer Retention and Adherence to Dietary Guidelines","arXiv · Other · The implementation of Meat-Free Day in universities reduced ","/papers/arxiv/2504.02899/","2025-04-09",7],["p","Convergence of Markovian Iteration for $Z$-Coupled FBSDEs via Gaussian Smoothing","arXiv · Other · The paper presents a new method for solving complex stochast","/papers/arxiv/2504.02814/","2025-04-09",1],["p","How Election Shocks Impact Markets: Evidence from Sectoral Stock Prices","arXiv · Asset Pricing & Factors · Research indicates U.S. presidential election cycles impact ","/papers/arxiv/2504.02731/","2025-04-09",2],["p","Impact of a Blockchain-based Universal Basic Income Pilot: The case of Circles UBI currency","arXiv · Crypto & DeFi · Results and Insights: The article discusses a study on Circl","/papers/arxiv/2504.02714/","2025-04-09",0],["p","Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting","arXiv · Econometrics & Forecasting · The study introduces a faster, more accurate online model fo","/papers/arxiv/2504.02518/","2025-04-09",5],["p","GPT Adoption and the Impact of Disclosure Policies","arXiv · LLMs & Text · The study finds that while revealing the use of AI tools lik","/papers/arxiv/2504.01566/","2025-04-09",0],["p","A robot-assisted pipeline to rapidly scan 1.7 million historical aerial photographs","arXiv · Other · The article presents a new robot-assisted process that great","/papers/arxiv/2503.24063/","2025-04-09",0],["p","Seeing World Dynamics in a Nutshell","Machine learning · Other · Representing Monocular Videos Efficiently: The paper unveils","/papers/arxiv/2502.03465/","2025-04-09",8],["p","Do Large Language Model Benchmarks Test Reliability?","Machine learning · LLMs & Text · The article highlights the need for reliable large language ","/papers/arxiv/2502.03461/","2025-04-09",56],["p","Dress-1-to-3: Single Image to Simulation-Ready 3D Outfit with Diffusion Prior and Differentiable Physics","Machine learning · Other · Simulation-Ready 3D Outfit Generation: Dress-1-to-3 is a pip","/papers/arxiv/2502.03449/","2025-04-09",29],["p","Masked Autoencoders Are Effective Tokenizers for Diffusion Models","Machine learning · ML & AI Methods · Tokenizers for Diffusion Models: The study presents MAETok, ","/papers/arxiv/2502.03444/","2025-04-09",102],["p","BFS-Prover: Scalable Best-First Tree Search for LLM-based Automatic Theorem Proving","Machine learning · LLMs & Text · Scalable Best-First Tree Search: BFS-Prover is a scalable fr","/papers/arxiv/2502.03438/","2025-04-09",94],["p","Brief analysis of DeepSeek R1 and its implications for Generative AI","Machine learning · ML & AI Methods · Generative AI Implications: The report covers the launch of ","/papers/arxiv/2502.02523/","2025-04-09",44],["p","Rankify: A Comprehensive Python Toolkit for Retrieval, Re-Ranking, and Retrieval-Augmented Generation","Machine learning · LLMs & Text · Python Toolkit for Retrieval and Generation: Rankify is an o","/papers/arxiv/2502.02464/","2025-04-09",13],["p","ToddlerBot: Open-Source ML-Compatible Humanoid Platform for Loco-Manipulation","Machine learning · ML & AI Methods · Open-Source Humanoid Platform for Loco-Manipulation: Toddler","/papers/arxiv/2502.00893/","2025-04-09",23],["p","NNetNav: Unsupervised Learning of Browser Agents Through Environment Interaction in the Wild","Machine learning · ML & AI Methods · Unsupervised Learning of Browser Agents: NNetNav is a method","/papers/arxiv/2410.02907/","2025-04-09",61],["p","An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization","Machine learning · Other · The authors introduce a novel gradient descent algorithm wit","/papers/arxiv/2204.05923/","2025-04-09",6],["p","Modeling WTI Crude Oil Volatility","SSRN · Derivatives & Volatility · A new version of the heterogeneous autoregressive model is p","/papers/ssrn/5201931/","2025-04-02",0],["p","Competition Policy in GenAI & Copyright","SSRN · ML & AI Methods · The article discusses the conflict between copyright protect","/papers/ssrn/5201510/","2025-04-02",1],["p","General Counsel and Investment Distortion","SSRN · Derivatives & Volatility · The inclusion of a General Counsel in top management signifi","/papers/ssrn/5201347/","2025-04-02",0],["p","Debt Tax, and Systematic Risk","SSRN · Corporate Finance · The research finds that a rise in a company's debt share in ","/papers/ssrn/5200576/","2025-04-02",0],["p","Machine Learning for Na-Ion Battery Electrodes","SSRN · ML & AI Methods · The research uses the Materials Genome Initiative and machin","/papers/ssrn/5200529/","2025-04-02",0],["p","Benign Granularity in Asset Markets","SSRN · Derivatives & Volatility · The model reveals that higher asset concentration among a fe","/papers/ssrn/5200216/","2025-04-02",0],["p","Does Speculation Increase Volatility in Grain Futures Markets? Evidence from the Interwar Chicago Board of Trade","SSRN · Derivatives & Volatility · The paper uses new data to investigate if speculators caused","/papers/ssrn/5200192/","2025-04-02",4],["p","Options Trading Impact","SSRN · Derivatives & Volatility · The 1936 US ban on commodity options trading caused a tempor","/papers/ssrn/5200152/","2025-04-02",1],["p","Listed Real Estate Portfolios","SSRN · Portfolio & Allocation · The research reassesses the role of listed real estate as a ","/papers/ssrn/5199935/","2025-04-02",1],["p","Extreme Risk in Markets","SSRN · Derivatives & Volatility · The research distinguishes between two types of extreme fina","/papers/ssrn/5199540/","2025-04-02",0],["p","The Anti-Woke Investor","SSRN · Other · The discussion examines the gap between traditional investme","/papers/ssrn/5199454/","2025-04-02",0],["p","Machine Learning in Asset Pricing","SSRN · Asset Pricing & Factors · The paper investigates the use of machine learning for predi","/papers/ssrn/5199395/","2025-04-02",0],["p","AI for Forecasting and Trading","SSRN · Trading, Microstructure & Execution · The project uses advanced techniques like Autoencoders, CNNs","/papers/ssrn/5199252/","2025-04-02",0],["p","Cloud-Based ML in Biopharmaceutical SC","SSRN · ML & AI Methods · Cloud-based data integration and machine learning are improv","/papers/ssrn/5199156/","2025-04-02",0],["p","AIPowered Replication of PE Funds","SSRN · ML & AI Methods · A new framework is introduced for replicating private equity","/papers/ssrn/5199100/","2025-04-02",0],["p","Retaliative Trade Wars: Theory & Evidence","SSRN · Other · Theory & Evidence: The study examines the effects of persist","/papers/ssrn/5199034/","2025-04-02",0],["p","Geopolitical Risk in Banks","SSRN · Risk, Credit & Banking · The Russia-Ukraine conflict has increased geopolitical risk ","/papers/ssrn/5198995/","2025-04-02",0],["p","Biodiversity Financing","SSRN · Other · Startups linked to biodiversity attract a diverse range of i","/papers/ssrn/5198920/","2025-04-02",0],["p","The News in Earnings Announcement Disclosures: Capturing Word Context Using LLM Methods","SSRN · LLMs & Text · The paper reveals that textual disclosures in companies' ear","/papers/ssrn/5198675/","2025-04-02",41],["p","Information Leakages in Bond Market","SSRN · Macro-Finance & Rates · Leaked information about upcoming green bond issues on the B","/papers/ssrn/5198657/","2025-04-02",0],["p","Arithmetic Average RFR Cap and Floor Valuation With the SABR Model","SSRN · Derivatives & Volatility · A model-independent formula for the valuation of a discrete ","/papers/ssrn/5198570/","2025-04-02",0],["p","Optimizing Hybrid Quantum-Classical Algorithms","SSRN · ML & AI Methods · Hybrid algorithms that merge Quantum Machine Learning with c","/papers/ssrn/5198544/","2025-04-02",0],["p","Asset Pricing with Liabilities","SSRN · Asset Pricing & Factors · The article reviews the development of asset pricing theorie","/papers/ssrn/5198446/","2025-04-02",0],["p","Mutual Fund Performance","SSRN · Portfolio & Allocation · The research examines the consistency of equity mutual funds","/papers/ssrn/5198430/","2025-04-02",0],["p","Natural Gas Pricing","SSRN · Derivatives & Volatility · The study suggests a no-arbitrage model that combines a seas","/papers/ssrn/5198298/","2025-04-02",0],["p","Survey-Based Recession Indicators","SSRN · Macro-Finance & Rates · Research shows updated macroeconomic beliefs can forecast re","/papers/ssrn/5198217/","2025-04-02",0],["p","Forward-Looking Variance Index","SSRN · Asset Pricing & Factors · The paper suggests a forward-looking index to measure market","/papers/ssrn/5197800/","2025-04-02",0],["p","Mobile Phone Data for Mobility","SSRN · Other · The study uses mobile phone data to predict travel demand fo","/papers/ssrn/5197715/","2025-04-02",0],["p","Learning about Discount Rates","SSRN · ML & AI Methods · Company managers learn about risk and compensation from targ","/papers/ssrn/5197518/","2025-04-02",1],["p","Regulation Accounting Careers","SSRN · ML & AI Methods · The Sarbanes-Oxley Act inadvertently limited accountants' on","/papers/ssrn/5197320/","2025-04-02",0],["p","Equilibrium Reward in AMM LPs","SSRN · Trading, Microstructure & Execution · The study proposes a model for automated market makers to in","/papers/ssrn/5197060/","2025-04-02",1],["p","Fake Social Media Accounts","SSRN · Trading, Microstructure & Execution · The study reveals that fake social media accounts or bots in","/papers/ssrn/5196159/","2025-04-02",0],["p","Rationally Turbulent Expectations Chapter 4: Cumulant Hierarchy","SSRN · Econometrics & Forecasting · The book portrays the capital market as a rational learning ","/papers/ssrn/5196021/","2025-04-02",0],["p","Optimizing Workflows with Neural Networks","SSRN · ML & AI Methods · The article discusses a hybrid approach to optimizing work p","/papers/ssrn/5195894/","2025-04-02",0],["p","New Sentiment Analysis for JP Stock Market","SSRN · LLMs & Text · A new sentiment analysis method for investment decisions in ","/papers/ssrn/5195681/","2025-04-02",0],["p","Customer Review Sentiment Analysis with Hybrid Models","SSRN · LLMs & Text · The paper suggests a hybrid sentiment analysis framework for","/papers/ssrn/5195674/","2025-04-02",0],["p","CAPM for Strategic Asset Allocation","SSRN · Portfolio & Allocation · The paper challenges the standard 50/50 equities and bonds a","/papers/ssrn/5195661/","2025-04-02",0],["p","Stock Returns Hedged with ML","SSRN · Derivatives & Volatility · The research uses absolute variations to create models with ","/papers/ssrn/5194959/","2025-04-02",0],["p","Asset Allocation Evolution","SSRN · Portfolio & Allocation · The paper traces the development of asset allocation methods","/papers/ssrn/5194749/","2025-04-02",0],["p","The effect of latency on optimal order execution policy","arXiv · Trading, Microstructure & Execution · The study explores a risk-averse trader's attempt to maximiz","/papers/arxiv/2504.00846/","2025-04-02",0],["p","Robust no-arbitrage under projective determinacy","arXiv · Trading, Microstructure & Execution · The article investigates the no-arbitrage principle in multi","/papers/arxiv/2504.00158/","2025-04-02",4],["p","Investigating Technological Solutions for Addressing Water Scarcity in Agricultural Production","arXiv · Other · The paper explores the link between water scarcity and agric","/papers/arxiv/2504.00056/","2025-04-02",2],["p","Mathematical foundations of information economics","arXiv · Corporate Finance · The article calls for a new economic theory that considers t","/papers/arxiv/2503.24257/","2025-04-02",0],["p","Enhancing Trust in Inter-Organisational Data Sharing: Levels of Assurance for Data Trustworthiness","arXiv · Other · The research proposes a new artifact to improve trustworthin","/papers/arxiv/2503.24149/","2025-04-02",0],["p","A cost of capital approach to determining the LGD discount rate","arXiv · Risk, Credit & Banking · The paper introduces a new method for estimating banking los","/papers/arxiv/2503.23992/","2025-04-02",2],["p","Where the trees fall: Macroeconomic forecasts for forest-reliant states","arXiv · Macro-Finance & Rates · A study predicts a decline in employment and businesses in f","/papers/arxiv/2503.23569/","2025-04-02",1],["p","Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets","arXiv · Other · The article suggests using a specific stochastic process to ","/papers/arxiv/2503.23221/","2025-04-02",0],["p","Mean-field theory for heterogeneous random growth with redistribution.","arXiv · Other · The study finds that while temporal fluctuations can lessen ","/papers/arxiv/2503.23189/","2025-04-02",11],["p","Pareto-Nash Allocations under Incomplete Information: A Model of Stable Optima","arXiv · Portfolio & Allocation · A theoretical article examines the social dilemma of conglom","/papers/arxiv/2503.22825/","2025-04-02",0],["p","Randomization to Reduce Terror Threats at Large Venues","arXiv · Other · The study indicates that random security measures can be mor","/papers/arxiv/2503.22763/","2025-04-02",0],["p","InfoBid: A Simulation Framework for Studying Information Disclosure in Auctions with Large Language Model-based Agents","arXiv · LLMs & Text · Auction Simulation with LLM Agents: The article presents Inf","/papers/arxiv/2503.22726/","2025-04-02",5],["p","Equilibrium Reward for Liquidity Providers in Automated Market Makers","arXiv · Trading, Microstructure & Execution · The study introduces a model to determine the optimal contra","/papers/arxiv/2503.22502/","2025-04-02",7],["p","Gene-environment interplay and public policies","arXiv · Other · The paper suggests a policy classification for gene-environm","/papers/arxiv/2503.22441/","2025-04-02",0],["p","Efficient low-carbon development in green hydrogen and ammonia economy: a case of Ukraine","arXiv · Other · The research investigates the potential of Ukraine's green h","/papers/arxiv/2503.22326/","2025-04-02",2],["p","Short-Time Behavior of the At-the-Money Implied Volatility for the Jump-Diffusion Stochastic Volatility Bachelier Model","arXiv · Derivatives & Volatility · The research uses advanced calculus techniques to analyze sh","/papers/arxiv/2503.22282/","2025-04-02",2],["p","An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model","arXiv · ML & AI Methods · The research introduces a combined deep learning framework f","/papers/arxiv/2503.22192/","2025-04-02",4],["p","The Quantum Reserve Token: A Decentralized Digital Currency Backed by Quantum Computational Capacity as a Candidate for Global Reserve Status","arXiv · Macro-Finance & Rates · Digital Currency: The Quantum Reserve Token (QRT), a decentr","/papers/arxiv/2503.22056/","2025-04-02",0],["p","The Limits of AI in Financial Services","arXiv · ML & AI Methods · The EPOCH framework suggests that AI will not replace jobs b","/papers/arxiv/2503.22035/","2025-04-02",1],["p","From Deep Learning to LLMs: A survey of AI in Quantitative Investment","arXiv · LLMs & Text · The article explores how artificial intelligence, particular","/papers/arxiv/2503.21422/","2025-04-02",26],["p","The evolving boundary of green technology","arXiv · Other · The article discusses how biases and delays in classificatio","/papers/arxiv/2503.21310/","2025-04-02",1],["p","Dynamic Asset Pricing Theory for Life Contingent Risks","arXiv · Asset Pricing & Factors · The paper applies the Fundamental Theorem of Asset Pricing t","/papers/arxiv/2503.21256/","2025-04-02",0],["p","Articulate AnyMesh: Open-Vocabulary 3D Articulated Objects Modeling","Machine learning · Corporate Finance · 3D Object Modeling: Articulate Anymesh is a framework that t","/papers/arxiv/2502.02590/","2025-04-02",57],["p","COCONut-PanCap: Joint Panoptic Segmentation and Grounded Captions for Fine-Grained Understanding and Generation","Machine learning · Other · Panoptic Segmentation and Grounded Captions: The article int","/papers/arxiv/2502.02589/","2025-04-02",14],["p","Calibrated Multi-Preference Optimization for Aligning Diffusion Models","Machine learning · ML & AI Methods · The article presents Calibrated Preference Optimization (CaP","/papers/arxiv/2502.02588/","2025-04-02",45],["p","QLASS: Boosting Language Agent Inference via Q-Guided Stepwise Search","Machine learning · ML & AI Methods · Language Agents Search: QLASS system enhances the efficiency","/papers/arxiv/2502.02584/","2025-04-02",19],["p","Learning the RoPEs: Better 2D and 3D Position Encodings with STRING","Machine learning · ML & AI Methods · The article introduces STRING, an extension of Rotary Positi","/papers/arxiv/2502.02562/","2025-04-02",21],["p","Decision Theoretic Foundations for Conformal Prediction: Optimal Uncertainty Quantification for Risk-Averse Agents","Machine learning · Other · The RAC algorithm improves decision-making in risk-sensitive","/papers/arxiv/2502.02561/","2025-04-02",49],["p","Particle trajectory representation learning with masked point modeling","Machine learning · ML & AI Methods · PoLAr-MAE is a self-supervised learning framework for 3D par","/papers/arxiv/2502.02558/","2025-04-02",9],["p","Hierarchical sparse Bayesian multitask learning for disease prediction in pooled microbiome studies","Machine learning · Econometrics & Forecasting · The article discusses a hierarchical Bayesian multitask lear","/papers/arxiv/2502.02552/","2025-04-02",1],["p","LoRA-X: Bridging Foundation Models with Training-Free Cross-Model Adaptation","Machine learning · Other · Model Adaptation: LoRA-X enables the transfer of fine-tuning","/papers/arxiv/2501.16559/","2025-04-02",11],["p","SeedVR: Seeding Infinity in Diffusion Transformer Towards Generic Video Restoration","Machine learning · ML & AI Methods · Video Restoration with Diffusion Transformer: The article in","/papers/arxiv/2501.01320/","2025-04-02",75],["p","Feds SMCCF Analysis","SSRN · Risk, Credit & Banking · The effectiveness of the Secondary Market Corporate Credit F","/papers/ssrn/5194501/","2025-03-26",0],["p","Dynamic Spending Internal Soft Habit","SSRN · Portfolio & Allocation · In consumption-habit ratio models, optimal behavior involves","/papers/ssrn/5194260/","2025-03-26",0],["p","Machine Learning Asset Pricing","SSRN · Asset Pricing & Factors · The article forecasts the prices of financial innovation-the","/papers/ssrn/5193994/","2025-03-26",0],["p","Alaali-ICR Framework Debt","SSRN · Derivatives & Volatility · The article introduces the Alaali Interest Coverage Ratio, a","/papers/ssrn/5193923/","2025-03-26",0],["p","PreMarket Info and Circuit Breakers in Turkish IPOs","SSRN · Corporate Finance · Premarket notifications significantly increase the chances o","/papers/ssrn/5193537/","2025-03-26",1],["p","Russian Banks Efficiency","SSRN · Risk, Credit & Banking · The research assesses the efficiency of Russian banks from 2","/papers/ssrn/5193312/","2025-03-26",0],["p","Corporate Bond ETFs Risk Profile","SSRN · Portfolio & Allocation · The article reveals that corporate bond ETFs have lower liqu","/papers/ssrn/5193084/","2025-03-26",0],["p","Wireless Networks with ML","SSRN · ML & AI Methods · The machine learning system uses the BAT computational appro","/papers/ssrn/5193014/","2025-03-26",0],["p","Decoding Derivative Use in Exchange-traded Funds","SSRN · Derivatives & Volatility · Around 60% of ETFs use derivatives, with different segments ","/papers/ssrn/5192922/","2025-03-26",0],["p","Risk Factors in Conventional Islamic Stocks","SSRN · Other · Research reveals differences in long-term risk factors betwe","/papers/ssrn/5192644/","2025-03-26",0],["p","Asset Pricing in Options Markets","SSRN · Derivatives & Volatility · The research demonstrates that the frequency of rebalancing ","/papers/ssrn/5192589/","2025-03-26",0],["p","Tax Losses Options","SSRN · Derivatives & Volatility · The paper presents a new framework that models carryforward ","/papers/ssrn/5192149/","2025-03-26",0],["p","Syndicated Loan Market Activity","SSRN · Trading, Microstructure & Execution · The research examines the secondary market for syndicated te","/papers/ssrn/5191165/","2025-03-26",0],["p","DeFi Potential Risks","SSRN · Crypto & DeFi · The article discusses the opportunities and risks of financi","/papers/ssrn/5191051/","2025-03-26",0],["p","Rate Hikes vs. QT","SSRN · Macro-Finance & Rates · The paper equates interest rate hikes and quantitative tight","/papers/ssrn/5191037/","2025-03-26",0],["p","ESG Investment Considerations","SSRN · Corporate Finance · The article discusses considerations for investment managers","/papers/ssrn/5191017/","2025-03-26",0],["p","Nonlinear Taxation","SSRN · Trading, Microstructure & Execution · The research characterizes arbitrage in securities markets w","/papers/ssrn/5190990/","2025-03-26",0],["p","Modelling Human Cognition and Polarization using Reinforcement Learning","SSRN · ML & AI Methods · The study investigates how confirmation bias leads to polari","/papers/ssrn/5190844/","2025-03-26",0],["p","GoldAdjusted GDP","SSRN · Macro-Finance & Rates · The research uses AI to study nominal GDP per capita in fift","/papers/ssrn/5190705/","2025-03-26",1],["p","Textbased Data Analysis","SSRN · Trading, Microstructure & Execution · The paper presents a method to increase the frequency of eco","/papers/ssrn/5190255/","2025-03-26",0],["p","Data Automation using ML","SSRN · ML & AI Methods · ElectroDrawManager uses machine learning to streamline elect","/papers/ssrn/5190229/","2025-03-26",0],["p","Dealing with Toxic Flow Strategy","SSRN · Trading, Microstructure & Execution · A new trading model optimizes the balance between maximizing","/papers/ssrn/5190189/","2025-03-26",1],["p","ESG Controversies in Strategies","SSRN · Macro-Finance & Rates · The research incorporates ESG controversy data into equity a","/papers/ssrn/5189713/","2025-03-26",0],["p","Linking Recursive Utility, Accounting Information, and Equity Valuation","SSRN · Other · The article presents a new model that uses recursive utility","/papers/ssrn/5189225/","2025-03-26",0],["p","Tube Heat Transfer Prediction","SSRN · ML & AI Methods · The paper compares models for predicting the heat transfer c","/papers/ssrn/5189205/","2025-03-26",0],["p","Dual Trading Fee Competition","SSRN · Trading, Microstructure & Execution · The research explores the influence of dual traders on price","/papers/ssrn/5189065/","2025-03-26",0],["p","Persimmon Export in Azerbaijan","SSRN · Other · The study reveals that Azerbaijan's increased persimmon expo","/papers/ssrn/5189059/","2025-03-26",0],["p","Investor-Induced Contagion","SSRN · Crypto & DeFi · The study investigates the contagion mechanism from cryptocu","/papers/ssrn/5188945/","2025-03-26",0],["p","Ethical Data Governance: Strategies for Reducing Bias in Enterprise Systems","SSRN · Corporate Finance · The article discusses the ethical concerns of data governanc","/papers/ssrn/5188642/","2025-03-26",2],["p","Building Fair Enterprise Systems: Data Governance Strategies for Bias Reduction","SSRN · Corporate Finance · A study emphasizes the need for fairness-aware algorithms, r","/papers/ssrn/5188582/","2025-03-26",0],["p","Framework for Bias Mitigation in Data Governance","SSRN · Corporate Finance · The article explores the ethical considerations of data gove","/papers/ssrn/5188568/","2025-03-26",0],["p","Emerging Markets Debt","SSRN · Macro-Finance & Rates · The paper analyzes the traits, returns, and risks of differe","/papers/ssrn/5188171/","2025-03-26",0],["p","Predictive Consumer Demands","SSRN · Other · The review explores the use of predictive analytics in antic","/papers/ssrn/5187829/","2025-03-26",0],["p","Pricing Fixed Income with Liquidity Model","SSRN · Trading, Microstructure & Execution · The 'liquid Merton' model improves bond pricing accuracy and","/papers/ssrn/5187354/","2025-03-26",0],["p","Social Media Sentiment Signals","SSRN · LLMs & Text · The study creates daily market sentiment and attention index","/papers/ssrn/5187350/","2025-03-26",0],["p","Labor Income Inequality in the U.S.","SSRN · Portfolio & Allocation · The study finds that increased labor income inequality leads","/papers/ssrn/5186545/","2025-03-26",0],["p","International Dimension Repo Markets","SSRN · Other · The international aspect of repo markets, particularly the s","/papers/ssrn/5185049/","2025-03-26",0],["p","Attentive Market Timing","SSRN · Other · Managers exploit stock mispricing due to investors' inattent","/papers/ssrn/5184533/","2025-03-26",0],["p","Data Networked Asset","SSRN · Other · A study suggests that interfirm data sharing influences oper","/papers/ssrn/5183829/","2025-03-26",0],["p","Statistical Robustness of High-IQ Test","SSRN · Derivatives & Volatility · The study analyzes the reliability of high percentile IQ tes","/papers/ssrn/5182449/","2025-03-26",1],["p","Quantum Ising Financial Market","SSRN · Other · The paper uses the quantum two-dimensional Ising model to co","/papers/ssrn/5182007/","2025-03-26",0],["p","Investment in Cannabis","SSRN · Crypto & DeFi · The paper finds that investing in the cannabis industry offe","/papers/ssrn/5181857/","2025-03-26",0],["p","Market Risk Premium Variance","SSRN · Asset Pricing & Factors · A study shows that during recessions, both market risk premi","/papers/ssrn/5181851/","2025-03-26",0],["p","FamaMacBeth Regression with Higher-Order Factors","SSRN · Asset Pricing & Factors · The research suggests a forward selection method for estimat","/papers/ssrn/5181447/","2025-03-26",0],["p","AI in Capital Markets: Cases and Risks","SSRN · ML & AI Methods · Cases and Risks: AI has revolutionized capital markets but a","/papers/ssrn/5179985/","2025-03-26",0],["p","Cursed Job Market Signaling","arXiv · Other · A study on 'cursedness' in economics reveals that as individ","/papers/arxiv/2503.19089/","2025-03-26",1],["p","Corporate Finance in the Age of Fintech: Scenarios and Challenges","arXiv · Corporate Finance · Despite its potential to transform financial markets and cor","/papers/arxiv/2503.18675/","2025-03-26",0],["p","Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement","arXiv · Portfolio & Allocation · The research introduces a two-step method for choosing and w","/papers/arxiv/2503.18609/","2025-03-26",0],["p","A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing","arXiv · Crypto & DeFi · Adaptive supply models in decentralized finance lending, lik","/papers/arxiv/2503.18237/","2025-03-26",2],["p","Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data","arXiv · Crypto & DeFi · The article discusses the effectiveness of Informer architec","/papers/arxiv/2503.18096/","2025-03-26",4],["p","Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts","arXiv · Risk, Credit & Banking · The study shows that using AI language model, ChatGPT, in le","/papers/arxiv/2503.18029/","2025-03-26",19],["p","A Simple Strategy to Deal with Toxic Flow","arXiv · Trading, Microstructure & Execution · The study presents an optimal dealing strategy for brokers, ","/papers/arxiv/2503.18005/","2025-03-26",3],["p","Financial Wind Tunnel: A Retrieval-Augmented Market Simulator","arXiv · LLMs & Text · Market Simulator: The article introduces a new market simula","/papers/arxiv/2503.17909/","2025-03-26",2],["p","Clearing Sections of Lattice Liability Networks","arXiv · Portfolio & Allocation · A novel mathematical framework has been created to improve c","/papers/arxiv/2503.17836/","2025-03-26",1],["p","Bayesian Optimization for CVaR-based portfolio optimization","arXiv · Portfolio & Allocation · The paper presents new Bayesian Optimization algorithms for ","/papers/arxiv/2503.17737/","2025-03-26",3],["p","How to Promote Autonomous Driving with Evolving Technology: Business Strategy and Pricing Decision","arXiv · Other · A game-theoretical model advises autonomous driving manufact","/papers/arxiv/2503.17174/","2025-03-26",1],["p","Martingale property and moment explosions in signature volatility models","arXiv · Derivatives & Volatility · The research explores the properties of a signature volatili","/papers/arxiv/2503.17103/","2025-03-26",5],["p","Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks","arXiv · LLMs & Text · The study shows Large Language Models are consistent and rep","/papers/arxiv/2503.16974/","2025-03-26",42],["p","Darwinian spreading and quality thinning in even-aged boreal forest stands","arXiv · Other · A new model suggests that large trees are vital for producti","/papers/arxiv/2503.16906/","2025-03-26",0],["p","The Impact Of Industrial Production On Economic Growth: New Empirical Evidence For Turkiye In A Material Development Framework","arXiv · Macro-Finance & Rates · The study analyzes the influence of the Heavy Industry Initi","/papers/arxiv/2503.16301/","2025-03-26",0],["p","Income Inequality, Food Aid, and 'Zero Hunger': Evaluating Effectiveness During Lula's Administration","arXiv · Other · Brazil's Zero Hunger Program has significantly reduced incom","/papers/arxiv/2503.16126/","2025-03-26",1],["p","The Striking Impact of Natural Hazard Risk on Global Green Hydrogen Cost","arXiv · Other · A novel method has been created to include natural disaster ","/papers/arxiv/2503.16009/","2025-03-26",1],["p","Bridging Quasi-Experimental and Structural Approaches for Robust Evaluation of US Airline Mergers","arXiv · Corporate Finance · Research on three major U.S. airline mergers indicates a con","/papers/arxiv/2503.15785/","2025-03-26",2],["p","Bitcoin and Stock Portfolio Dynamics","SSRN · Crypto & DeFi · Research indicates a long-term link between Bitcoin prices a","/papers/ssrn/5186948/","2025-03-20",1],["p","Robust Image Recognition Network","SSRN · Other · ViTSGMM, an image recognition network, is presented in a pap","/papers/ssrn/5186712/","2025-03-20",1],["p","Information imperfections in CRE pricing","SSRN · Asset Pricing & Factors · The paper examines methods for estimating the discount rate ","/papers/ssrn/5186511/","2025-03-20",0],["p","CAPM Review","SSRN · Asset Pricing & Factors · The Capital Asset Pricing Model (CAPM) is being challenged, ","/papers/ssrn/5185853/","2025-03-20",0],["p","Diversifying Stock with CRUTs","SSRN · Other · The study suggests that combining charitable remainder unitr","/papers/ssrn/5185645/","2025-03-20",0],["p","Timevarying predictability in EU bond market","SSRN · Macro-Finance & Rates · The LASSO method effectively predicts European sovereign bon","/papers/ssrn/5185475/","2025-03-20",0],["p","Dynamic Asset Allocation using RL","SSRN · Portfolio & Allocation · A reinforcement learning model for asset allocation surpasse","/papers/ssrn/5185432/","2025-03-20",0],["p","Tactical Asset Allocation with Regime Detection","SSRN · Portfolio & Allocation · A machine learning model is introduced in a paper that enhan","/papers/ssrn/5183762/","2025-03-20",0],["p","Violent conflict and lending across borders","SSRN · Other · Violent conflicts reduce cross-border lending but increase f","/papers/ssrn/5183576/","2025-03-20",0],["p","Household Energy Bill Prediction Using Various Machine Learning Techniques","SSRN · ML & AI Methods · The research develops predictive solutions using machine lea","/papers/ssrn/5183320/","2025-03-20",2],["p","Financial Intermediary Risk and the Cross-section of Hedge-fund Returns","SSRN · Derivatives & Volatility · Hedge fund returns are strongly influenced by the covariatio","/papers/ssrn/5182451/","2025-03-20",0],["p","Hopfield Hamiltonian Solutions","SSRN · Other · The research uses transformations to create a new set of eig","/papers/ssrn/5181899/","2025-03-20",0],["p","Index Effect in Corporate Bonds","SSRN · Macro-Finance & Rates · Investment funds' rise in the corporate bond market has led ","/papers/ssrn/5181327/","2025-03-20",0],["p","hour trading systems and challenges","SSRN · Trading, Microstructure & Execution · The paper explores the challenges and potential solutions fo","/papers/ssrn/5181265/","2025-03-20",0],["p","Cross-Asset Trend Factor for Bonds","SSRN · Macro-Finance & Rates · XTREND, a proposed cross-asset trend factor, uses machine le","/papers/ssrn/5181153/","2025-03-20",0],["p","Enhanced Financial Sentiment Analysis","SSRN · LLMs & Text · A new methodology for financial sentiment analysis using lar","/papers/ssrn/5181105/","2025-03-20",0],["p","Liquidity-Inventory Decelerator for Policy","SSRN · Trading, Microstructure & Execution · A study reveals that liquidity constraints and inventory dyn","/papers/ssrn/5180451/","2025-03-20",0],["p","Wealth Attraction","SSRN · Corporate Finance · The Wealth Attraction Law posits that wealth acquisition is ","/papers/ssrn/5180370/","2025-03-20",0],["p","Gas Options Pricing in Blockchain","SSRN · Crypto & DeFi · A data-driven method for pricing blockchain transaction fee ","/papers/ssrn/5180204/","2025-03-20",0],["p","Cricket Data Analytics: Building the Best XI Players from T20 World Cup","SSRN · ML & AI Methods · The study uses a data analytics framework and machine learni","/papers/ssrn/5180123/","2025-03-20",3],["p","Quantum Machine Learning for Forecasting","SSRN · Econometrics & Forecasting · Research shows that Quantum Machine Learning provides better","/papers/ssrn/5180119/","2025-03-20",0],["p","Airline Crew Recovery","SSRN · ML & AI Methods · The article proposes a solution that uses optimization and m","/papers/ssrn/5180044/","2025-03-20",0],["p","Dynamic Building Properties","SSRN · ML & AI Methods · The research shows that building height affects the natural ","/papers/ssrn/5179872/","2025-03-20",0],["p","Gold prices and electricity rates","SSRN · Macro-Finance & Rates · Inflation and exchange rate fluctuations significantly affec","/papers/ssrn/5179817/","2025-03-20",0],["p","AWACC for Capital-Intensive Industries","SSRN · Derivatives & Volatility · The Alaali WACC model refines the traditional Weighted Avera","/papers/ssrn/5179813/","2025-03-20",0],["p","Alaali Cost of Capital Model","SSRN · Asset Pricing & Factors · The ACCM offers a dynamic, multifactor approach to estimatin","/papers/ssrn/5179477/","2025-03-20",0],["p","Alumni Networks and Financial Leverage","SSRN · Corporate Finance · The paper reveals that the chairman’s alumni network can inc","/papers/ssrn/5179138/","2025-03-20",0],["p","Capital Gain Integration in Valuation","SSRN · Econometrics & Forecasting · The gain of capital concept, accounting for biases in foreca","/papers/ssrn/5178507/","2025-03-20",0],["p","Big data in relationship banking","SSRN · Risk, Credit & Banking · A credit market competition model suggests that Big Data scr","/papers/ssrn/5178356/","2025-03-20",0],["p","Biased Signals? Rethinking Stock Market Indices as Leading Economic Indicators","SSRN · Other · Stock indices with maximal sample selection provide more acc","/papers/ssrn/5178309/","2025-03-20",0],["p","Intra-industry Information Transfers","SSRN · Derivatives & Volatility · The study finds that investor uncertainty overreaction is mo","/papers/ssrn/5178189/","2025-03-20",0],["p","Stock Returns Prediction with Technical Indicators","SSRN · Econometrics & Forecasting · The paper presents a method that combines semiparametric par","/papers/ssrn/5173702/","2025-03-20",5],["p","European Knock-In Barrier Options Bid-Ask Prices","SSRN · Derivatives & Volatility · The article introduces a new method to calculate bid-ask pri","/papers/ssrn/5156258/","2025-03-20",3],["p","Fake Reviews Detection on Amazon","SSRN · ML & AI Methods · A new study suggests using a Graph Neural Network model to d","/papers/ssrn/5156231/","2025-03-20",8],["p","Stablecoin Bill","SSRN · Crypto & DeFi · A proposed bill might permit stablecoins to be offered witho","/papers/ssrn/5156227/","2025-03-20",36],["p","Trade Rhetoric & Insider Sales","SSRN · Other · Companies using anti-short selling language in their filings","/papers/ssrn/5156207/","2025-03-20",21],["p","Bybit Crypto Security Evaluation","SSRN · Crypto & DeFi · The 2025 Bybit hack highlights the need for better security ","/papers/ssrn/5156185/","2025-03-20",9],["p","Risk Management Mistakes with Correlation","SSRN · Risk, Credit & Banking · The article points out common errors in using Pearson's corr","/papers/ssrn/5155665/","2025-03-20",16],["p","Deforestation Risk Pricing","SSRN · Corporate Finance · The new Corporate Deforestation Exposure metric shows that c","/papers/ssrn/5155518/","2025-03-20",12],["p","USIndia Tariffs Trade Impact","SSRN · Other · President Trump's reciprocal tariffs policy could disrupt In","/papers/ssrn/5155287/","2025-03-20",10],["p","Trade Credit Default *","SSRN · Risk, Credit & Banking · The study investigates the role of trade-credit default in t","/papers/ssrn/5153753/","2025-03-20",0],["p","Corruption and Innovation Analysis","SSRN · ML & AI Methods · A study using machine learning reveals that corruption great","/papers/ssrn/5153635/","2025-03-20",2],["p","Governance Risks in WLF","SSRN · Corporate Finance · The 2025 Bybit hack has led to increased scrutiny of cryptoc","/papers/ssrn/5153571/","2025-03-20",5],["p","AI and Human Skills Demand","SSRN · ML & AI Methods · AI roles demand more complementary skills like resilience, a","/papers/ssrn/5153230/","2025-03-20",19],["p","PBubbles, Q-Bubbles, and Risk Premia","SSRN · Asset Pricing & Factors · A new model links two types of bubbles to an equity's risk p","/papers/ssrn/5152455/","2025-03-20",5],["p","Uniswap v4","SSRN · Trading, Microstructure & Execution · Uniswap v4 protocol's new feature, a hook, allows for more c","/papers/ssrn/5152215/","2025-03-20",18],["p","FAULT-TOLERANT LOAD BALANCING IN CLOUD-BASED FINANCIAL ANALYTICS: A REINFORCEMENT LEARNING APPROACH","SSRN · ML & AI Methods · Traditional load balancing methods have limitations in adjus","/papers/ssrn/5152209/","2025-03-20",0],["p","Limit Order Book Simulation with Neural Hawkes Process","SSRN · Trading, Microstructure & Execution · The paper suggests an event-driven Limit Order Book model us","/papers/ssrn/5152207/","2025-03-20",5],["p","Seemingly Redundant Factors","SSRN · Asset Pricing & Factors · Spanned factors, previously considered redundant, are found ","/papers/ssrn/5152029/","2025-03-20",0],["p","Disciplining Factor Models: The Role of Conditional Risk","SSRN · Asset Pricing & Factors · A new evaluation method shows that many factor models fail t","/papers/ssrn/5152019/","2025-03-20",0],["p","Forecasting GDP Growth Rates: A Large Panel Micro Data Approach","SSRN · Macro-Finance & Rates · Using individual accounting earnings from corporate financia","/papers/ssrn/5151633/","2025-03-20",1],["p","Inflation Data for Gold and Treasury Investments","SSRN · Macro-Finance & Rates · The piece examines the intricate relationship between inflat","/papers/ssrn/5151557/","2025-03-20",11],["p","Hedge Fund Risk Management","SSRN · Derivatives & Volatility · Banks demand lower haircuts from hedge funds with more barga","/papers/ssrn/5151327/","2025-03-20",3],["p","Index Concentration Implications for Active Investors","SSRN · Other · The article discusses how the growth of large tech stocks ca","/papers/ssrn/5150910/","2025-03-20",45],["p","Unfair Meme Coin System","SSRN · Trading, Microstructure & Execution · The emergence of meme coins poses risks such as market manip","/papers/ssrn/5149323/","2025-03-20",3],["p","International Information Flow Impact","SSRN · Trading, Microstructure & Execution · Interruptions in international information flow can harm dom","/papers/ssrn/5148781/","2025-03-20",2],["p","Multifrequency Data Fusion Model for Carbon Price Prediction","RePEc · Trading, Microstructure & Execution · The newly introduced MFF-CPPM model in China has demonstrate","/papers/repec/wly-jforec-v-44-y-2025-i-2-p-436-458/","2025-03-20",2],["p","Rolling Forward: Enhancing LightGCN with Causal Graph Convolution for Credit Bond Recommendation","arXiv · Risk, Credit & Banking · The study presents an improved version of the Light Graph Co","/papers/doi/10-1145-3677052-3698683/","2025-03-20",2],["p","A Study on the Impact of Environmental Liability Insurance on Industrial Carbon Emissions","arXiv · Risk, Credit & Banking · Research shows environmental liability insurance can lower i","/papers/arxiv/2503.15445/","2025-03-20",0],["p","HQNN-FSP: A hybrid classical-quantum neural network for regression-based financial stock market prediction","arXiv · ML & AI Methods · The research investigates the use of hybrid quantum-classica","/papers/arxiv/2503.15403/","2025-03-20",35],["p","The fundamental representation of pricing adjustments","arXiv · Derivatives & Volatility · The article offers a detailed overview of derivative pricing","/papers/arxiv/2503.14997/","2025-03-20",1],["p","Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach","arXiv · Derivatives & Volatility · The SVSDU, a new financial model, is introduced to track win","/papers/arxiv/2503.14829/","2025-03-20",0],["p","Towards a Formal Framework of the Ethereum Staking Market","arXiv · Crypto & DeFi · Solo Ethereum stakers are more affected by changes in stakin","/papers/arxiv/2503.14385/","2025-03-20",5],["p","Techno-Feudalism and the Rise of AGI: A Future Without Economic Rights?","arXiv · Other · The emergence of Artificial General Intelligence (AGI) could","/papers/arxiv/2503.14283/","2025-03-20",1],["p","Climate Risk and Corporate Value: Evidence from Temperature Bins and Panel Regression","arXiv · Corporate Finance · The study reveals that extreme temperatures significantly de","/papers/arxiv/2503.14233/","2025-03-20",1],["p","Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX","arXiv · Derivatives & Volatility · The study presents the two-factor Quintic Ornstein-Uhlenbeck","/papers/arxiv/2503.14158/","2025-03-20",0],["p","On weak notions of no-arbitrage in a 1D general diffusion market with interest rates","arXiv · Trading, Microstructure & Execution · The article explores conditions for no-arbitrage in one-dime","/papers/arxiv/2503.14078/","2025-03-20",2],["p","A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors","arXiv · Other · The research finds that the GLS estimator remains reliable i","/papers/arxiv/2503.13950/","2025-03-20",2],["p","Is Crime Displacement Inevitable? Evidence from Police Crackdowns in Fortaleza, Brazil","arXiv · Other · Brazilian study reveals police blitzes lead to a 35% drop in","/papers/arxiv/2503.13571/","2025-03-20",2],["p","The impact of artificial intelligence technology on cross-border trade in Southeast Asia: A meta-analytic approach","arXiv · ML & AI Methods · Adoption of artificial intelligence boosts trade volumes in ","/papers/arxiv/2503.13529/","2025-03-20",2],["p","Model-independent upper bounds for the prices of Bermudan options with convex payoffs","arXiv · Derivatives & Volatility · The research simplifies the dual problem in the symmetric ca","/papers/arxiv/2503.13328/","2025-03-20",0],["p","The Deep Multi-FBSDE Method: A Robust Deep Learning Method for Coupled FBSDEs","arXiv · ML & AI Methods · The paper introduces a new method for approximating complex ","/papers/arxiv/2503.13193/","2025-03-20",7],["p","Deep Hedging of Green PPAs in Electricity Markets","arXiv · Derivatives & Volatility · The paper introduces a 'deep hedging' approach using machine","/papers/arxiv/2503.13056/","2025-03-20",1],["p","Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning","arXiv · Derivatives & Volatility · The article presents a new method for predicting financial a","/papers/arxiv/2503.12648/","2025-03-20",0],["p","Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach","arXiv · Portfolio & Allocation · A new method for portfolio optimization is presented, utiliz","/papers/arxiv/2503.12328/","2025-03-20",0],["p","Vote Delegation in DeFi Governance","arXiv · Crypto & DeFi · Research on vote delegation in Decentralized Autonomous Orga","/papers/arxiv/2503.11940/","2025-03-20",5],["p","Tactical asset allocation with macroeconomic regime detection","arXiv · Portfolio & Allocation · The study introduces a new model that applies machine learni","/papers/arxiv/2503.11499/","2025-03-20",3],["p","Exploring Competitive and Collusive Behaviors in Algorithmic Pricing with Deep Reinforcement Learning","arXiv · ML & AI Methods · The study finds that Deep Reinforcement Learning algorithms ","/papers/arxiv/2503.11270/","2025-03-20",6],["p","Public Support for Environmental Regulation: When Ideology Trumps Knowledge","arXiv · Other · Research on Germany's 2023 Heating Law found that providing ","/papers/arxiv/2503.10821/","2025-03-20",1],["p","Label Unbalance in High-frequency Trading","arXiv · Trading, Microstructure & Execution · A deep learning framework with methods for adjusting label i","/papers/arxiv/2503.09988/","2025-03-20",0],["p","Why do financial prices exhibit Brownian motion despite predictable order flow?","arXiv · Derivatives & Volatility · A new econophysics model unifies several empirical laws, inc","/papers/arxiv/2502.17906/","2025-03-20",3],["p","XVA modelling: validation, performance and model risk management","arXiv · Risk, Credit & Banking · The article explores the impact of XVA on derivatives pricin","/papers/doi/10-1007-s10479-023-05323-4/","2025-03-12",4],["p","Liquidity Competition Between Brokers and an Informed Trader","arXiv · Trading, Microstructure & Execution · A study shows that brokers in a multi-agent setting can spec","/papers/arxiv/2503.08287/","2025-03-12",4],["p","Dynamically Optimal Portfolios for Monotone Mean-Variance Preferences","arXiv · Portfolio & Allocation · The paper describes the optimal dynamic portfolio choice for","/papers/arxiv/2503.08272/","2025-03-12",1],["p","Incentive-Compatible Recovery from Manipulated Signals, with Applications to Decentralized Physical Infrastructure","arXiv · Other · The paper presents a model for obtaining unverifiable inform","/papers/arxiv/2503.07558/","2025-03-12",4],["p","Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach","arXiv · Portfolio & Allocation · The study improves portfolio allocation methods by using uti","/papers/arxiv/2503.07498/","2025-03-12",0],["p","Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method","arXiv · Derivatives & Volatility · A new deep learning model using a Gaussian mixture distribut","/papers/arxiv/2503.06929/","2025-03-12",0],["p","FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models","arXiv · Econometrics & Forecasting · Financial Prediction Evaluation Suite: The research links ti","/papers/arxiv/2503.06928/","2025-03-12",3],["p","No Fear of Discounting - How to Manage the Transition from EONIA to €STR","arXiv · Other · The study examines the transition from EONIA to ESTR's effec","/papers/arxiv/2503.06806/","2025-03-12",4],["p","Entropy-Assisted Quality Pattern Identification in Finance","arXiv · Trading, Microstructure & Execution · The article suggests a new framework that uses entropy to id","/papers/arxiv/2503.06251/","2025-03-12",1],["p","Maine's Forestry and Logging Industry: Building a Model for Forecasting","arXiv · Econometrics & Forecasting · Research predicts that Maine's forestry and logging industry","/papers/arxiv/2503.06087/","2025-03-12",1],["p","Maximum Hallucination Standards for Domain-Specific Large Language Models","arXiv · LLMs & Text · A study on large language models (LLMs) suggests that net we","/papers/arxiv/2503.05481/","2025-03-12",2],["p","Skill and spatial mismatches for sustainable development in Brazil","arXiv · Other · A study combining labour market simulation with green transi","/papers/arxiv/2503.05310/","2025-03-12",3],["p","Modeling metaorder impact with a Non-Markovian Zero Intelligence model","arXiv · Trading, Microstructure & Execution · The research presents a new model for small tick assets, pre","/papers/arxiv/2503.05254/","2025-03-12",0],["p","Unveiling Biases in AI: ChatGPT's Political Economy Perspectives and Human Comparisons","arXiv · LLMs & Text · Research indicates that ChatGPT, an AI system, shows a left-","/papers/arxiv/2503.05234/","2025-03-12",4],["p","Towards Temporal-Aware Multi-Modal Retrieval Augemented Generation in Finance","arXiv · LLMs & Text · FinTMMBench is a new benchmark for assessing multi-modal Ret","/papers/arxiv/2503.05185/","2025-03-12",6],["p","GATE: An Integrated Assessment Model for AI Automation","arXiv · ML & AI Methods · AI Automation Impacts: The GATE model is presented, a dynami","/papers/arxiv/2503.04941/","2025-03-12",15],["p","Are Large Language Models Good In-context Learners for Financial Sentiment Analysis?","arXiv · LLMs & Text · The article investigates the use of large language models in","/papers/arxiv/2503.04873/","2025-03-12",8],["p","Aggregation Model and Market Mechanism for Virtual Power Plant Participation in Inertia and Primary Frequency Response","arXiv · Other · A proposed model aims to combine distributed energy resource","/papers/arxiv/2503.04854/","2025-03-12",46],["p","Welfare Effects of Self-Preferencing by a Platform: Empirical Evidence from Airbnb","arXiv · Other · Research shows Airbnb's pricing algorithm, which favors over","/papers/arxiv/2503.04489/","2025-03-12",0],["p","CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation","arXiv · Econometrics & Forecasting · CoFinDiff, a new synthetic financial data generation model, ","/papers/arxiv/2503.04164/","2025-03-12",22],["p","Option Pricing with Time-Varying Volatility Risk Aversion","arXiv · Derivatives & Volatility · The paper presents a pricing kernel with fluctuating volatil","/papers/arxiv/2204.06943/","2025-03-12",4],["p","Empirical Asset Pricing: Econometrics ML","SSRN · Asset Pricing & Factors · Econometrics ML: The paper reviews the shift from econometri","/papers/ssrn/5150205/","2025-03-05",2],["p","Visual Saliency in Decisions","SSRN · Other · Highlighting fees on online investment platforms diverts att","/papers/ssrn/5149911/","2025-03-05",10],["p","Govt. Spending & Industry Stars","SSRN · Corporate Finance · The article reveals that firms with large, persistent govern","/papers/ssrn/5148873/","2025-03-05",46],["p","Mutual Fund Fragility Impact on Market Pricing","SSRN · Portfolio & Allocation · Investor flow shocks in prime money market funds can greatly","/papers/ssrn/5148627/","2025-03-05",6],["p","Sentiment Beta in China","SSRN · LLMs & Text · In China, positive sentiment beta significantly predicts sto","/papers/ssrn/5147942/","2025-03-05",4],["p","Robust & Sparse Portfolio Selection","SSRN · Portfolio & Allocation · A new portfolio selection model minimizes estimation errors ","/papers/ssrn/5147690/","2025-03-05",3],["p","Multi-Layer Deep xVA Credit Models","SSRN · Risk, Credit & Banking · The authors suggest a structural default model for portfolio","/papers/ssrn/5147413/","2025-03-05",15],["p","South African Fine Wine Investment","SSRN · Portfolio & Allocation · The Top10 South African Fine Wine Index can improve portfoli","/papers/ssrn/5147349/","2025-03-05",2],["p","Automated Market Making Small Stocks","SSRN · Trading, Microstructure & Execution · The authors suggest a modified version of the Constant Produ","/papers/ssrn/5147234/","2025-03-05",11],["p","The Effect of Financial Risks on the Financial Performance of Banks listed on Bahrain Bourse: An Empirical Stud","SSRN · Risk, Credit & Banking · Capital risks significantly impact the financial performance","/papers/ssrn/5147102/","2025-03-05",1],["p","DEEP LEARNING FOR FINANCIAL STRESS TESTING: A DATA-DRIVEN APPROACH TO RISK MANAGEMENT","SSRN · Risk, Credit & Banking · A new deep learning-based framework for financial stress tes","/papers/ssrn/5146509/","2025-03-05",15],["p","NetZero Alignment for Portfolios","SSRN · Portfolio & Allocation · The net-zero alignment strength (NZAS) metric, based on corp","/papers/ssrn/5146298/","2025-03-05",3],["p","Convergence Risk Statistical Arbitrage","SSRN · Trading, Microstructure & Execution · The authors suggest a modified generalized smooth-transition","/papers/ssrn/5146270/","2025-03-05",4],["p","Asset Price Volatility and Recessions","SSRN · Derivatives & Volatility · The paper introduces a method for analyzing the relationship","/papers/ssrn/5146210/","2025-03-05",5],["p","Financial Market Sentiment Analysis","SSRN · LLMs & Text · Research using FinBERT language models in a RAG pipeline sho","/papers/ssrn/5145647/","2025-03-05",6],["p","New Class Anomalies: ADE Portfolio","SSRN · Portfolio & Allocation · ADE Portfolio: The article introduces a new framework to exp","/papers/ssrn/5145529/","2025-03-05",11],["p","Investor Structure and Credit Spreads","SSRN · Risk, Credit & Banking · The article provides new insights into the factors affecting","/papers/ssrn/5145282/","2025-03-05",2],["p","Manager Networks & Hedge Fund Performance","SSRN · Derivatives & Volatility · Hedge funds perform better when their managers have a wider ","/papers/ssrn/5145281/","2025-03-05",4],["p","Financial Accounting Focus for Journalists","SSRN · LLMs & Text · Financial accounting-focused news articles result in higher ","/papers/ssrn/5145051/","2025-03-05",10],["p","Currency Hedging Impact on Exchange Rates","SSRN · Derivatives & Volatility · Nonbank financial institutions tend to sell domestic currenc","/papers/ssrn/5143899/","2025-03-05",9],["p","Hyperparameter Tuning in Physics-Informed NN Architecture","SSRN · ML & AI Methods · Improvements to the Physics-Informed Neural Networks (PINN) ","/papers/ssrn/5141458/","2025-03-05",3],["p","Large Language Models in Token Space","SSRN · LLMs & Text · The paper presents a framework that treats large language mo","/papers/ssrn/5140817/","2025-03-05",16],["p","Optimizing ML Workflows","SSRN · ML & AI Methods · SnowflakeDB's new framework enhances machine learning pipeli","/papers/ssrn/5140155/","2025-03-05",1],["p","Gaming Bonds and Hedge Funds","SSRN · Derivatives & Volatility · The article discusses gaming bonds and specialized hedge fun","/papers/ssrn/5139515/","2025-03-05",3],["p","Hedging Turbulence Risk","SSRN · Derivatives & Volatility · A Chinese Financial Turbulence Index (FTI) developed using t","/papers/ssrn/5139437/","2025-03-05",3],["p","Short Selling Impact in Korea","SSRN · Derivatives & Volatility · Aggressive short selling by market makers in Korea's single-","/papers/ssrn/5138432/","2025-03-05",7],["p","Bitcoin ETFs Performance","SSRN · Crypto & DeFi · The study analyzes the performance of spot bitcoin ETFs in t","/papers/ssrn/5138230/","2025-03-05",6],["p","FinTech and Consumption Resilience","SSRN · Other · Research using Alipay data shows that digital wealth managem","/papers/ssrn/5138010/","2025-03-05",4],["p","Young Informal Workers","RePEc · Other · The study profiles young informal workers in the EU27, aimin","/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/","2025-03-05",0],["p","Improved xG Model for Football","RePEc · ML & AI Methods · The study enhances the prediction performance of the expecte","/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-1-13/","2025-03-05",2],["p","AI Capability Firm Performance","RePEc · ML & AI Methods · The research indicates that AI capability directly affects f","/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/","2025-03-05",1],["p","Oil Price Forecasting: Machine Learning vs Deep Learning","RePEc · Econometrics & Forecasting · Machine Learning vs Deep Learning: The study reveals that de","/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/","2025-03-05",6],["p","Adaptive Market Hypothesis & Sharpe Ratio Strategies","RePEc · Trading, Microstructure & Execution · The research finds that trading strategies based on the Shar","/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/","2025-03-05",3],["p","Dark Patterns in Retail","RePEc · ML & AI Methods · The article discusses the problem of dark patterns in retail","/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/","2025-03-05",0],["p","Novel Window Analysis for HFT","RePEc · Corporate Finance · The study introduces a new window analysis method for assess","/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/","2025-03-05",2],["p","Tail Risk Management","RePEc · Risk, Credit & Banking · Two new deep learning frameworks have been proposed for esti","/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/","2025-03-05",5],["p","Housing Market Connectedness","RePEc · Macro-Finance & Rates · The research uses machine learning and quantile connectednes","/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/","2025-03-05",2],["p","Machine Learning for M&A","RePEc · ML & AI Methods · Machine learning models are more effective than traditional ","/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/","2025-03-05",5],["p","Estimating Convex Production Technologies","RePEc · ML & AI Methods · The research adapts Stochastic Gradient Boosting for Data En","/papers/repec/eee-ejores-v-323-y-2025-i-1-p-224-240/","2025-03-05",3],["p","News Sentiment and Investment Risk","RePEc · LLMs & Text · The research reassesses the effect of news sentiment on stoc","/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/","2025-03-05",3],["p","Monetary Policy Frictions and Nonperforming Loans","RePEc · Macro-Finance & Rates · The study uses machine learning to analyze the impact of a m","/papers/repec/eee-ecofin-v-76-y-2025-i-c-s106294082400278x/","2025-03-05",2],["p","WNSS in Gig Work","RePEc · Other · The study investigates the relevance of the Work Need Satisf","/papers/repec/cta-jcppxx-4241/","2025-03-05",0],["p","Monitoring Poverty in Data-Deprived Lebanon","RePEc · Other · The paper uses a new data augmentation technique to study po","/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/","2025-03-05",2],["p","Determinants of Bank Performance","RePEc · Risk, Credit & Banking · The paper suggests new research areas in understanding banks","/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/","2025-03-05",0],["p","Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market","arXiv · Econometrics & Forecasting · A new method for predicting long-term electricity prices, wh","/papers/doi/10-1016-j-jcomm-2024-100449/","2025-03-05",12],["p","Seeded Poisson Factorization: Leveraging domain knowledge to fit topic models","arXiv · Other · The article introduces Seeded Poisson Factorization (SPF), a","/papers/arxiv/2503.02741/","2025-03-05",3],["p","VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach","arXiv · Trading, Microstructure & Execution · A new method for Volume Weighted Average Price (VWAP) execut","/papers/arxiv/2503.02680/","2025-03-05",1],["p","To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management","arXiv · Derivatives & Volatility · The paper proposes using reinforcement learning methods to m","/papers/arxiv/2503.02496/","2025-03-05",2],["p","Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications","arXiv · LLMs & Text · The paper compares the effectiveness of deep learning method","/papers/arxiv/2503.01886/","2025-03-05",2],["p","The Volterra Stein-Stein model with stochastic interest rates","arXiv · Macro-Finance & Rates · The Volterra Stein-Stein model with stochastic interest rate","/papers/arxiv/2503.01716/","2025-03-05",3],["p","Perseus: Tracing the Masterminds Behind Cryptocurrency Pump-and-Dump Schemes","arXiv · Crypto & DeFi · Cryptocurrency Masterminds: Perseus, a new detection system,","/papers/arxiv/2503.01686/","2025-03-05",5],["p","The Role of Deep Learning in Financial Asset Management: A Systematic Review","arXiv · Portfolio & Allocation · A review of deep learning in financial asset management iden","/papers/arxiv/2503.01591/","2025-03-05",3],["p","Using firm-level supply chain networks to measure the speed of the energy transition","arXiv · Corporate Finance · Research indicates Hungary's transition to low-carbon electr","/papers/arxiv/2503.01572/","2025-03-05",3],["p","Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets","arXiv · Portfolio & Allocation · The study shows that AI ETFs and clean energy transmit risk,","/papers/arxiv/2503.01148/","2025-03-05",0],["p","Dynamic Factor Correlation Model","arXiv · Asset Pricing & Factors · A new model with a unique variation-free parameterization of","/papers/arxiv/2503.01080/","2025-03-05",1],["p","Privacy vs. Profit: The Impact of Google's Manifest Version 3 (MV3) Update on Ad Blocker Effectiveness","arXiv · Other · The article explores the impact of Google's update from mani","/papers/arxiv/2503.01000/","2025-03-05",1],["p","Forecasting realized volatility in the stock market: a path-dependent perspective","arXiv · Derivatives & Volatility · A new volatility forecasting model, combining the heterogene","/papers/arxiv/2503.00851/","2025-03-05",1],["p","Policy Design in Long-Run Welfare Dynamics","arXiv · Other · The research disputes the common belief that Rawlsian polici","/papers/arxiv/2503.00632/","2025-03-05",3],["p","Understanding the Commodity Futures Term Structure Through Signatures","arXiv · Macro-Finance & Rates · The article introduces signature perturbations as a way to e","/papers/arxiv/2503.00603/","2025-03-05",0],["p","The effect of remote work on urban transportation emissions: Evidence from 141 cities","arXiv · Other · A study found that a 1% rise in working from home during the","/papers/arxiv/2503.00422/","2025-03-05",4],["p","Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study","arXiv · LLMs & Text · The TRIBE model simulates human-like decision-making in trad","/papers/arxiv/2503.00320/","2025-03-05",2],["p","The Impact of Employee Education and Health on Firm-Level TFP in China","arXiv · Corporate Finance · A study on Chinese companies shows that employee health and ","/papers/arxiv/2503.00085/","2025-03-05",2],["p","Solar prosumage under different pricing regimes: Interactions with the transmission grid","arXiv · ML & AI Methods · Research shows that zonal pricing boosts solar energy invest","/papers/arxiv/2502.21306/","2025-03-05",2],["p","Short-Rate Derivatives in a Higher-for-Longer Environment","arXiv · Derivatives & Volatility · A new class of short-rate models exhibiting a higher for lon","/papers/arxiv/2502.21252/","2025-03-05",0],["p","Tracks to Modernity: Railroads, Growth, and Social Movements in Denmark","arXiv · ML & AI Methods · A study on 19th-century Denmark reveals that railway expansi","/papers/arxiv/2502.21141/","2025-03-05",0],["p","The amplifier effect of artificial agents in social contagion","arXiv · LLMs & Text · The study shows that artificial agents, powered by large lan","/papers/arxiv/2502.21037/","2025-03-05",2],["p","Using quantile time series and historical simulation to forecast financial risk multiple steps ahead","arXiv · Econometrics & Forecasting · A new method for estimating Value-at-Risk (VaR) and Expected","/papers/arxiv/2502.20978/","2025-03-05",0],["p","Retrieval Augmented Generation for Topic Modeling in Organizational Research: An Introduction with Empirical Demonstration","arXiv · LLMs & Text · The article presents Agentic RAG, a new method for topic mod","/papers/arxiv/2502.20963/","2025-03-05",6],["p","Natural Asset Beta","arXiv · Portfolio & Allocation · A new theoretical model introduces an asset beta concept for","/papers/arxiv/2502.20706/","2025-03-05",0],["p","Auto-Balancer: Harnessing idle network resources for enhanced market stability","arXiv · Crypto & DeFi · The Supra blockchain network introduces a mechanism that boo","/papers/arxiv/2502.20670/","2025-03-05",1],["p","Never‐Ending Search for Innovation","arXiv · Other · The article discusses a model of investment in innovation, p","/papers/arxiv/2412.03227/","2025-03-05",0],["p","Cryptocurrency in State Portfolios","SSRN · Crypto & DeFi · The financial and operational implications of US state gover","/papers/ssrn/5143128/","2025-02-26",6],["p","Hedging Counterparty Credit Risk","SSRN · Derivatives & Volatility · The article explores how to price and hedge counterparty cre","/papers/ssrn/5142912/","2025-02-26",21],["p","Assessing Price Elasticity in US Residential Electricity Consumption: A Comparison of Monthly and Annual Data with Recession Implications","SSRN · Macro-Finance & Rates · The study analyzes state-level data since 2001 to understand","/papers/ssrn/5141364/","2025-02-26",11],["p","Sparse Synthetic Control Trading","SSRN · Trading, Microstructure & Execution · The paper introduces a new framework that combines sparse sy","/papers/ssrn/5141328/","2025-02-26",24],["p","Time Series Analysis","SSRN · Econometrics & Forecasting · The paper discusses common time series models used in financ","/papers/ssrn/5140015/","2025-02-26",2],["p","Credit Risk Classification using ML","SSRN · Risk, Credit & Banking · The paper uses a machine learning approach to estimate credi","/papers/ssrn/5138444/","2025-02-26",4],["p","Data Governance and Ethics","SSRN · Corporate Finance · The study highlights the importance of data governance pract","/papers/ssrn/5138212/","2025-02-26",8],["p","Enterprise Data Governance Ethics","SSRN · Corporate Finance · The study emphasizes the need to address bias in data proces","/papers/ssrn/5138197/","2025-02-26",7],["p","Behavioral Finance in Factor Investing","SSRN · Asset Pricing & Factors · The paper discusses how cognitive biases lead to systematic ","/papers/ssrn/5137986/","2025-02-26",4],["p","Estimating Stock Return Variances","SSRN · Other · The paper suggests using daily data to measure the variances","/papers/ssrn/5136563/","2025-02-26",4],["p","Portfolio Optimization with Normalizing Flows","SSRN · Portfolio & Allocation · The combination of normalizing flows and traditional portfol","/papers/ssrn/5134557/","2025-02-26",10],["p","Corporate Financial Asset Allocation Impact","SSRN · Portfolio & Allocation · The research reveals a U-shaped relationship between corpora","/papers/ssrn/5134335/","2025-02-26",5],["p","Inter-trade Durations in Dynamics","SSRN · Asset Pricing & Factors · The research explores the impact of intertrade duration on s","/papers/ssrn/5133531/","2025-02-26",18],["p","Tech and Policy Data Rivalry","SSRN · Other · The research suggests treating data as a rival good due to p","/papers/ssrn/5133453/","2025-02-26",2],["p","EGovernance and Citizen Participation: A Review","RePEc · Corporate Finance · A Review: The review explores the link between e-governance ","/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/","2025-02-26",0],["p","BRM for Predictions with Missing Patterns","RePEc · Other · The blockwise reduced modeling (BRM) method is introduced to","/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/","2025-02-26",4],["p","Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making","arXiv · Trading, Microstructure & Execution · An event-driven Limit Order Book model using a Neural Hawkes","/papers/arxiv/2502.17417/","2025-02-26",2],["p","Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis","arXiv · Risk, Credit & Banking · A study using advanced clustering techniques emphasizes the ","/papers/arxiv/2502.17072/","2025-02-26",1],["p","Marrying Up or Matching Even? Socioeconomic Drivers of Spousal Age Gaps in India","arXiv · Other · A study reveals the spousal age gap in India fluctuates base","/papers/arxiv/2502.17059/","2025-02-26",0],["p","A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk","arXiv · Risk, Credit & Banking · The research investigates how systemic risk in production ne","/papers/arxiv/2502.17044/","2025-02-26",3],["p","Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation","arXiv · LLMs & Text · The paper introduces a new method for predicting bond yields","/papers/arxiv/2502.17011/","2025-02-26",2],["p","A Multi-LLM-Agent-Based Framework for Economic and Public Policy Analysis","arXiv · LLMs & Text · The research presents a unique method for economic and publi","/papers/arxiv/2502.16879/","2025-02-26",15],["p","AI Realtor: Towards Grounded Persuasive Language Generation for Automated Copywriting","arXiv · ML & AI Methods · The paper introduces a system that uses large language model","/papers/arxiv/2502.16810/","2025-02-26",10],["p","Bounded Foresight Equilibrium in Large Dynamic Economies with Heterogeneous Agents and Aggregate Shocks","arXiv · Other · A new concept, N-Bounded Foresight Equilibrium (N-BFE), simp","/papers/arxiv/2502.16536/","2025-02-26",0],["p","The Endurance of Identity-Based Voting: Evidence from the United States and Comparative Democracies","arXiv · Corporate Finance · A paper suggests tribalism is a fundamental aspect of democr","/papers/arxiv/2502.16524/","2025-02-26",2],["p","De facto Openness to Immigration","arXiv · Other · A global study finds most countries are resistant to immigra","/papers/arxiv/2502.16407/","2025-02-26",0],["p","The ‘double’ square-root law: evidence for the mechanical origin of market impact using Tokyo stock exchange data","arXiv · Other · Research on the Japanese stock exchange indicates that trade","/papers/arxiv/2502.16246/","2025-02-26",7],["p","Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework","arXiv · Econometrics & Forecasting · The ContraSim algorithm is introduced as a tool to understan","/papers/arxiv/2502.16023/","2025-02-26",2],["p","Financial Fraud Detection System Based on Improved Random Forest and Gradient Boosting Machine (GBM)","arXiv · ML & AI Methods · The paper suggests a financial fraud detection system that u","/papers/arxiv/2502.15822/","2025-02-26",5],["p","Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis","arXiv · Econometrics & Forecasting · A new hybrid model combining long-short-term memory networks","/papers/arxiv/2502.15813/","2025-02-26",23],["p","Carbon financial system construction under the background of dual-carbon targets: current situation, problems and suggestions","arXiv · Other · China is developing a carbon financial system to support gre","/papers/arxiv/2502.15807/","2025-02-26",1],["p","Blockchain innovation in promoting employment","arXiv · Crypto & DeFi · The Diamond-Mortensen-Pissarides model indicates that blockc","/papers/arxiv/2502.15549/","2025-02-26",1],["p","Algorithmic Collusion under Observed Demand Shocks","arXiv · ML & AI Methods · Research indicates Q-learning agents can adjust pricing stra","/papers/arxiv/2502.15084/","2025-02-26",3],["p","Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis","arXiv · Risk, Credit & Banking · The article suggests a new model for portfolio valuation adj","/papers/arxiv/2502.14766/","2025-02-26",3],["p","Secondary materials, Pigouvian taxes, and a monopsony","arXiv · Other · A study indicates that a secondary materials market cannot r","/papers/arxiv/2502.14636/","2025-02-26",0],["p","Stories that (are) Move(d by) Markets: A Causal Exploration of Market Shocks and Semantic Shifts across Different Partisan Groups","arXiv · Econometrics & Forecasting · The study shows a two-way link between news narratives and f","/papers/arxiv/2502.14497/","2025-02-26",3],["p","Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework","arXiv · Risk, Credit & Banking · A study comparing three loan behavior modeling techniques fi","/papers/arxiv/2502.14479/","2025-02-26",4],["p","Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective","arXiv · Econometrics & Forecasting · The study analyzes the interdependence and sensitivity of US","/papers/arxiv/2502.14431/","2025-02-26",0],["p","Innovative Financing Solutions: A Transformative Driver for Financial Performance of Businesses in Morocco","arXiv · Crypto & DeFi · Moroccan companies are enhancing performance by adopting inn","/papers/arxiv/2502.14393/","2025-02-26",4],["p","SOE's ESG Performance on Financial Flexibility: The Evidence from the Hong Kong Stock Market","arXiv · Corporate Finance · Research shows that Hong Kong companies with strong environm","/papers/arxiv/2502.14261/","2025-02-26",4],["p","Community Bank Establishment and Consumption Growth: Evidence from Panel Study of Income Dynamics in USA","arXiv · Risk, Credit & Banking · Data from 1980 to 1990 shows that the creation of community ","/papers/arxiv/2502.14257/","2025-02-26",0],["p","Fiscal Policy and Household Savings in Central Europe (Poland, Croatia, and Slovak Republic) -- A Markov Switching VAR with Covid Shock","arXiv · Macro-Finance & Rates · A study on the effects of fiscal policies on household consu","/papers/arxiv/2502.14041/","2025-02-26",0],["p","Harnessing AI and ML for Seamless Cloud Migration","SSRN · ML & AI Methods · A review indicates that AI and machine learning can simplify","/papers/ssrn/5132909/","2025-02-19",0],["p","Scaling Political Actors with Embedding Representations","SSRN · LLMs & Text · A novel method using natural language processing enables a m","/papers/ssrn/5132792/","2025-02-19",1],["p","Return Connectedness Among Cryptocurrencies","SSRN · Crypto & DeFi · The research analyzes the interconnectedness in returns amon","/papers/ssrn/5131231/","2025-02-19",4],["p","Volatility Connectedness in Global Forex Markets","SSRN · Derivatives & Volatility · The study examines volatility links among top traded currenc","/papers/ssrn/5130870/","2025-02-19",5],["p","Stanfords s1 vs. DeepSeek-R1","SSRN · Other · The s1 model, trained on a compact dataset, is cost-efficien","/papers/ssrn/5130864/","2025-02-19",57],["p","Simple Climate Stress Testing","SSRN · Risk, Credit & Banking · The BKMN model is presented to help financial institutions p","/papers/ssrn/5130573/","2025-02-19",23],["p","The Cross-Section of Corporate Bond Returns","SSRN · Asset Pricing & Factors · A study of U.S. corporate bonds identifies four factors that","/papers/ssrn/5130312/","2025-02-19",3],["p","Volatility Predictions in Credit Markets","SSRN · Derivatives & Volatility · The research presents a predictive causality network among c","/papers/ssrn/5130271/","2025-02-19",45],["p","Improving Beta Strategy","SSRN · Other · The article introduces a new investment strategy called Bett","/papers/ssrn/5130179/","2025-02-19",2],["p","Credit Risk Upgrade","SSRN · Risk, Credit & Banking · The piece suggests that data from US corporate bond holdings","/papers/ssrn/5129785/","2025-02-19",8],["p","Alpha Spectral Events and Alcohol Exposure","SSRN · Other · Research shows that age decreases the duration of alpha powe","/papers/ssrn/5128556/","2025-02-19",2],["p","Cryptocurrency Liquidity","SSRN · Crypto & DeFi · The study examines the link between market volatility and li","/papers/ssrn/5128381/","2025-02-19",7],["p","Private Firm News Disclosure Effects","SSRN · LLMs & Text · The research reveals that voluntary news disclosure by priva","/papers/ssrn/5127833/","2025-02-19",17],["p","Crude Oil Market Risk Premium","SSRN · Asset Pricing & Factors · The Tail Risk Premium (TRP) in the crude oil market is a str","/papers/ssrn/5127570/","2025-02-19",16],["p","FearBased Pricing","SSRN · Asset Pricing & Factors · The article introduces a new fear-based model for returns, a","/papers/ssrn/5127501/","2025-02-19",48],["p","Portfolio Optimization","SSRN · Portfolio & Allocation · The paper presents a unified framework for portfolio optimiz","/papers/ssrn/5127391/","2025-02-19",21],["p","Presidential Economic Approval Asset Liquidity","SSRN · Trading, Microstructure & Execution · The Presidential Economic Approval Rating (PEAR) influences ","/papers/ssrn/5127062/","2025-02-19",4],["p","Corporate Hedging Debt Costs Emerging Market","SSRN · Derivatives & Volatility · Corporate hedging has varied effects on Brazilian firms' deb","/papers/ssrn/5126331/","2025-02-19",2],["p","Foreign Exchange Trading Volume Impact","SSRN · Trading, Microstructure & Execution · The paper studies the effect of foreign exchange trading vol","/papers/ssrn/5126281/","2025-02-19",2],["p","Risks of Investing in Meme Coins","SSRN · Other · The paper explores the risks of investing in meme coins, usi","/papers/ssrn/5126056/","2025-02-19",9],["p","Flaws in 4% Rule","SSRN · Other · The article critiques the 4% withdrawal rule in retirement p","/papers/ssrn/5126013/","2025-02-19",60],["p","Evolution of Portfolios","SSRN · Portfolio & Allocation · The article studies the evolution of portfolio management ov","/papers/ssrn/5124967/","2025-02-19",50],["p","Oil Production Decline Prediction","SSRN · Econometrics & Forecasting · Ensemble residual machine learning models are more effective","/papers/ssrn/5124652/","2025-02-19",2],["p","Options Trading Impact on Stock Market","SSRN · Derivatives & Volatility · The paper investigates the effect of equity options trading ","/papers/ssrn/5124454/","2025-02-19",4],["p","Intraday Returns Forecasting in Brazil","SSRN · Econometrics & Forecasting · The study compares machine learning methods for forecasting ","/papers/ssrn/5122977/","2025-02-19",6],["p","Enhanced Factor Portfolio Optimization","SSRN · Portfolio & Allocation · The paper explores the use of an Enhanced Portfolio Optimiza","/papers/ssrn/5122756/","2025-02-19",11],["p","Mutual Fund Investors and Seeking Alpha","SSRN · Portfolio & Allocation · The study shows increased sensitivity to alpha risk and expe","/papers/ssrn/5122654/","2025-02-19",3],["p","Climate Risks in Real Estate","SSRN · Risk, Credit & Banking · The study shows how physical climate risks, specifically riv","/papers/ssrn/5120353/","2025-02-19",18],["p","Value Investing: Integrating Theory and Practice","SSRN · Other · An accounting-based valuation model supports value investing","/papers/ssrn/5116787/","2025-02-19",3],["p","Material Models Measured Strain Fields","SSRN · ML & AI Methods · The Onestep SelfSim method uses machine learning to create m","/papers/ssrn/5116654/","2025-02-19",3],["p","Forecasting Corporate Bond Index Returns","SSRN · Macro-Finance & Rates · The research explores the return predictability of U.S. corp","/papers/ssrn/5116120/","2025-02-19",0],["p","FX Forecast Volatility in Risk Management","SSRN · Derivatives & Volatility · A dynamic Bayesian model using skewed distributions improves","/papers/ssrn/5114727/","2025-02-19",2],["p","Differential Returns in Germany","RePEc · Macro-Finance & Rates · The study uses machine learning to analyze rates of return o","/papers/repec/zbw-ifsowp-309421/","2025-02-19",2],["p","Bond Market Volatility Forecasting for Chinese Stocks","RePEc · Derivatives & Volatility · The study shows that the fluctuation of 10-year treasury bon","/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/","2025-02-19",4],["p","New Momentum Strategy for Equity Prediction","RePEc · Asset Pricing & Factors · The new machine learning strategy, N-MDIS, has been introduc","/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/","2025-02-19",3],["p","Stock Price Prediction in Eurozone Banks","RePEc · Risk, Credit & Banking · The paper compares the effectiveness of different models in ","/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/","2025-02-19",2],["p","Stochastic Lot Streaming and Scheduling with Machine Learning","RePEc · ML & AI Methods · The article proposes a new algorithm and machine learning mo","/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/","2025-02-19",3],["p","Multiscale Dynamics in Chinese Financial Markets","RePEc · Econometrics & Forecasting · The paper introduces a new statistical machine learning meth","/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/","2025-02-19",2],["p","Predicting VIX Trends","RePEc · Derivatives & Volatility · The study uses machine learning to predict the CBOE Volatili","/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/","2025-02-19",4],["p","Volatile KSE-30 Equities Allocation","RePEc · Derivatives & Volatility · Machine learning has been used to identify assets contributi","/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/","2025-02-19",5],["p","Enhanced Emerging Market Portfolio Performance","RePEc · Portfolio & Allocation · A second-generation Automated Adaptive Trading System could ","/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/","2025-02-19",5],["p","Mellin Transform Approach for American Options","RePEc · Derivatives & Volatility · A new method for calculating option Greeks using the Mellin ","/papers/repec/gam-jmathe-v-13-y-2025-i-3-p-479-d-1581067/","2025-02-19",2],["p","Market Competition and Zero-Leverage Policies","RePEc · Derivatives & Volatility · Research indicates that increased product market competition","/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/","2025-02-19",3],["p","AI Techniques for Cloud Resource Management","RePEc · ML & AI Methods · The paper discusses the use of AI techniques to improve reso","/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/","2025-02-19",0],["p","Lessons from Social Media for Climate Policy","RePEc · ML & AI Methods · The study uses machine learning to analyze social media disc","/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/","2025-02-19",0],["p","Portfolio Optimization with Risk Parity","RePEc · Portfolio & Allocation · A new risk parity portfolio optimization method considers fa","/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/","2025-02-19",3],["p","Strategic AI Governance in Moldova","RePEc · ML & AI Methods · The article suggests a framework for AI governance in Moldov","/papers/repec/awf-journl-y-2024-i-2-p-33-53/","2025-02-19",0],["p","Capitalizing on a crisis: a computational analysis of all five million British firms during the Covid-19 pandemic","arXiv · Corporate Finance · The Covid-19 pandemic has sparked a rise in entrepreneurship","/papers/doi/10-1007-s42001-025-00360-4/","2025-02-19",2],["p","When defaults cannot be hedged: xVA calculations via local risk-minimization","arXiv · Derivatives & Volatility · The pricing and hedging of counterparty credit risk and fund","/papers/arxiv/2502.12774/","2025-02-19",0],["p","Could AI Leapfrog the Web? Evidence from Teachers in Sierra Leone","arXiv · ML & AI Methods · Evidence from Sierra Leone Teachers: An AI chatbot used by t","/papers/arxiv/2502.12397/","2025-02-19",4],["p","Potato Potahto in the FAO-GAEZ Productivity Measures? Nonclassical Measurement Error with Multiple Proxies","arXiv · Other · The article proposes a new method to measure the impact of a","/papers/arxiv/2502.12141/","2025-02-19",1],["p","Floods do not sink prices, historical memory does: How flood risk impacts the Italian housing market","arXiv · Other · Continuous flooding, not just specific events, leads to a dr","/papers/arxiv/2502.12116/","2025-02-19",0],["p","A Deep BSDE Approach for the Simultaneous Pricing and Delta-Gamma Hedging of Large Portfolios Consisting of High-Dimensional Multi-asset Bermudan Options","arXiv · Derivatives & Volatility · A new method for pricing and hedging high-dimensional Bermud","/papers/arxiv/2502.11706/","2025-02-19",4],["p","A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization","arXiv · Portfolio & Allocation · A new asset selection method for mean-variance portfolios ha","/papers/arxiv/2502.11701/","2025-02-19",1],["p","FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading","arXiv · LLMs & Text · Fusion LLM-Agent: FLAG-Trader, a new architecture combining ","/papers/arxiv/2502.11433/","2025-02-19",37],["p","Generalized Factor Neural Network Model for High-dimensional Regression","arXiv · ML & AI Methods · A novel method combining non-parametric regression, factor m","/papers/arxiv/2502.11310/","2025-02-19",0],["p","Price manipulation schemes of new crypto-tokens in decentralized exchanges","arXiv · Crypto & DeFi · An analysis of decentralized exchanges (DEXs) shows high ris","/papers/arxiv/2502.10512/","2025-02-19",5],["p","Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate","arXiv · Derivatives & Volatility · A new method for pricing equity-indexed annuities with cliqu","/papers/arxiv/2502.10300/","2025-02-19",1],["p","ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?","arXiv · LLMs & Text · The research shows that ChatGPT, a language model, can predi","/papers/arxiv/2502.10008/","2025-02-19",18],["p","Cracking the Code: Enhancing Development finance understanding with artificial intelligence","arXiv · ML & AI Methods · Machine learning and natural language processing have been u","/papers/arxiv/2502.09495/","2025-02-19",0],["p","Assessing Generative AI value in a public sector context: evidence from a field experiment","arXiv · ML & AI Methods · The application of Generative AI in public sector tasks show","/papers/arxiv/2502.09479/","2025-02-19",1],["p","Package Bids in Combinatorial Electricity Auctions: Selection, Welfare Losses, and Alternatives","arXiv · Other · The research introduces decision support algorithms to enhan","/papers/arxiv/2502.09420/","2025-02-19",8],["p","LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data","arXiv · Trading, Microstructure & Execution · LOB-Bench, a Python benchmark tool, has been launched to ass","/papers/arxiv/2502.09172/","2025-02-19",10],["p","Blockchain-based Ecommerce It's an Evolution NOT a Revolution-Experimental Evidence from Users' Perspective","arXiv · Crypto & DeFi · A study reveals that 33% of blockchain users in e-commerce e","/papers/arxiv/2502.09095/","2025-02-19",0],["p","The Relative Entropy of Expectation and Price","arXiv · Risk, Credit & Banking · The article explores the non-linear pricing in incomplete se","/papers/arxiv/2502.08613/","2025-02-19",2],["p","Separating Advertising and Marketplace Functions of E-commerce Platforms: Is it Social Welfare Enhancing?","arXiv · Other · The article suggests that separating advertising from e-comm","/papers/arxiv/2502.08548/","2025-02-19",1],["p","Sector-Specific Substitution and the Effect of Sectoral Shocks","arXiv · Macro-Finance & Rates · The article presents a strategy to estimate the impact of a ","/papers/arxiv/2502.07896/","2025-02-19",0],["p","FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents","arXiv · LLMs & Text · The article introduces a trading agent that uses reinforceme","/papers/arxiv/2502.07393/","2025-02-19",23],["p","Mutual Funds & Cross-Market Bond Pricing","SSRN · Portfolio & Allocation · Mutual funds in the municipal bond market affect cross-marke","/papers/ssrn/5116105/","2025-02-05",4],["p","Price Momentum in Indian Equities","SSRN · Asset Pricing & Factors · A study on the Indian stock market shows that a portfolio st","/papers/ssrn/5116091/","2025-02-05",9],["p","Hedge Funds & Monetary Policy","SSRN · Derivatives & Volatility · Hedge funds that react more to monetary policy changes tend ","/papers/ssrn/5115891/","2025-02-05",10],["p","Stock Investment Framework","SSRN · Econometrics & Forecasting · A new framework for stock investment selection has been prop","/papers/ssrn/5115392/","2025-02-05",3],["p","Chinese Corn Futures","SSRN · Trading, Microstructure & Execution · The overreaction hypothesis is confirmed in the Chinese corn","/papers/ssrn/5115376/","2025-02-05",2],["p","Optical Logic Gates","SSRN · ML & AI Methods · MLFOLD, a machine learning-driven approach, is proposed for ","/papers/ssrn/5115354/","2025-02-05",3],["p","Credit Risk Modeling Optimization","SSRN · Risk, Credit & Banking · The study uses Genetic Algorithms to simplify and improve ac","/papers/ssrn/5113745/","2025-02-05",2],["p","Network Linear Covariance Models","SSRN · Derivatives & Volatility · The study uses GNAR models to forecast the realized covarian","/papers/ssrn/5113698/","2025-02-05",4],["p","Do Chinese Retail and Institutional Investors Trade on Anomalies?","SSRN · Asset Pricing & Factors · The study shows that retail investors in China trade against","/papers/ssrn/5112567/","2025-02-05",0],["p","Housing Wealth: Expectations, Institutions, Preferences","SSRN · Other · Expectations, Institutions, Preferences: Variations in homeo","/papers/ssrn/5110156/","2025-02-05",3],["p","Agent-Based Modelling of Financial Markets","SSRN · Other · The New Kind of Science Artificial Market Model is introduce","/papers/ssrn/5110020/","2025-02-05",6],["p","TRUMP Meme Coin: Revolution vs Gimmick","SSRN · Crypto & DeFi · Revolution vs Gimmick: The TRUMP meme coin, introduced in 20","/papers/ssrn/5109409/","2025-02-05",9],["p","Currency Markets: Portfolio Inertia vs Expected Returns","SSRN · Portfolio & Allocation · Portfolio Inertia vs Expected Returns: Expected excess retur","/papers/ssrn/5107382/","2025-02-05",3],["p","VIX Forecasting","SSRN · Derivatives & Volatility · An ARIMA-GARCH model is developed to forecast changes in the","/papers/ssrn/5106657/","2025-02-05",6],["p","Portfolio Construction: Low Risk High Variability","SSRN · Portfolio & Allocation · Low Risk High Variability: Research indicates that stocks wi","/papers/ssrn/5105457/","2025-02-05",36],["p","Power Exchange Options Pricing","SSRN · Derivatives & Volatility · The article introduces a pricing model for power exchange op","/papers/ssrn/5104729/","2025-02-05",2],["p","US Sector Stock Volatility and Geopolitical Risk","SSRN · Derivatives & Volatility · US sectoral stock market volatility is significantly affecte","/papers/ssrn/5104488/","2025-02-05",2],["p","Short Interest in Bonds and Stock Returns","SSRN · Macro-Finance & Rates · The study reveals that short interest in corporate bonds is ","/papers/ssrn/5099127/","2025-02-05",7],["p","Stock Liquidity and A-H Premium in China","SSRN · Trading, Microstructure & Execution · Stock liquidity greatly affects the price premiums of cross-","/papers/ssrn/5098355/","2025-02-05",2],["p","Risk Parity Optimization","SSRN · Portfolio & Allocation · The work introduces a new method for risk parity portfolio o","/papers/ssrn/5097869/","2025-02-05",22],["p","Random Forest Choice Models","RePEc · ML & AI Methods · The paper introduces the Ordered Forest, a new machine learn","/papers/repec/spr-empeco-v-68-y-2025-i-1-d-10-1007-s00181-024-02646-4/","2025-02-05",2],["p","TimeVarying Fama-French Model","RePEc · Asset Pricing & Factors · The research identifies time-variable parameters in the Five","/papers/repec/rfb-journl-v-16-y-2024-i-2-p-309-357/","2025-02-05",0],["p","Bullion as Hedge for Oil","RePEc · Derivatives & Volatility · Gold and silver served as a medium-term investment hedge for","/papers/repec/rfb-journl-v-16-y-2024-i-1-p-33-41/","2025-02-05",1],["p","China Fund Performance","RePEc · Other · The study reveals a negative link between the cost of Chines","/papers/repec/idn-journl-v-27-y-2024-i-4f-p-697-720/","2025-02-05",1],["p","South Africa's Economic Challenges","RePEc · Macro-Finance & Rates · The study uncovers a complex interplay between corruption, p","/papers/repec/ers-ijebaa-v-xii-y-2024-i-4-p-72-86/","2025-02-05",0],["p","Improved Cryptocurrency Volatility Predictions","RePEc · Crypto & DeFi · The study reveals that combining different forecasting model","/papers/repec/eee-ecmode-v-144-y-2025-i-c-s0264999324003432/","2025-02-05",3],["p","Covariance Matrix Shrinkage","RePEc · Portfolio & Allocation · The study suggests an optimal shrinkage intensity selection ","/papers/repec/eee-ecmode-v-144-y-2025-i-c-s0264999324003389/","2025-02-05",2],["p","Table Tennis Network Metrics","RePEc · ML & AI Methods · The research uses machine learning to predict table tennis g","/papers/repec/eee-chsofr-v-191-y-2025-i-c-s0960077924014450/","2025-02-05",2],["p","Machine Learning for Sales Prediction","RePEc · ML & AI Methods · Machine learning, specifically gradient boosting, can accura","/papers/repec/bjf-journl-v-9-y-2024-i-12-p-623-628/","2025-02-05",3],["p","English Translation of Thirukural","RePEc · Other · The paper compares the accuracy of Microsoft Translation and","/papers/repec/bcp-journl-v-8-y-2024-i-3s-p-5936-5949/","2025-02-05",0],["p","Selective Inflation Forecasting","RePEc · Macro-Finance & Rates · The research indicates that using machine learning in inflat","/papers/repec/aob-wpaper-62/","2025-02-05",1],["p","Trading Strategies in Markets","RePEc · Trading, Microstructure & Execution · The article examines the potential and risks of money market","/papers/repec/agh-journl-v-25-y-2024-i-2-p-117-131/","2025-02-05",1],["p","Forecasting S&P 500 Using LSTM Models","arXiv · Econometrics & Forecasting · The report finds that LSTM models are more effective than AR","/papers/doi/10-5281-zenodo-14759118/","2025-02-05",11],["p","Liquidity provision of utility indifference type in decentralized exchanges","arXiv · Trading, Microstructure & Execution · The research provides a mathematical examination of liquidit","/papers/arxiv/2502.01931/","2025-02-05",5],["p","An End-To-End LLM Enhanced Trading System","arXiv · LLMs & Text · The project presents a trading system that uses Large Langua","/papers/arxiv/2502.01574/","2025-02-05",4],["p","Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning","arXiv · Macro-Finance & Rates · The research applies quantum cognition machine learning to d","/papers/arxiv/2502.01495/","2025-02-05",4],["p","Exploratory Utility Maximization Problem with Tsallis Entropy","arXiv · ML & AI Methods · The study investigates the problem of maximizing utility in ","/papers/arxiv/2502.01269/","2025-02-05",1],["p","The Market Design for Formulary Position","arXiv · Other · The paper presents a model for determining winners in a mult","/papers/arxiv/2502.00970/","2025-02-05",0],["p","Standardized Measurement Approach (SMA) vs Advanced Measurement Approaches (AMA): A Critical Review of Approaches in Operational Risk","arXiv · Other · Risk Capital Debate: The paper argues against the Basel Comm","/papers/arxiv/2502.00962/","2025-02-05",0],["p","On noncommutative quantum mechanics and the Black-Scholes model","arXiv · Other · Two new quantum mechanical versions of the Black-Scholes mod","/papers/arxiv/2502.00938/","2025-02-05",0],["p","Can the Nexus of Scaling Laws Coupled with Constant or Variable Elasticity of Substitution Predict AI and Other Technology Adoption?","arXiv · ML & AI Methods · The price drops and adoption rates of emerging technologies ","/papers/arxiv/2502.00909/","2025-02-05",0],["p","Trade Dynamics of the Global Dry Bulk Shipping Network","arXiv · Other · The study examines the random structures of dry bulk shippin","/papers/arxiv/2502.00877/","2025-02-05",0],["p","Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization","arXiv · LLMs & Text · The paper combines Large Language Models with decision-focus","/papers/arxiv/2502.00828/","2025-02-05",20],["p","Dynamic Structures of Knowledge Production: Citation Rates in Hydrogen Technologies","arXiv · Other · A study on patent citation networks suggests that network st","/papers/arxiv/2502.00797/","2025-02-05",0],["p","Floating exercise boundaries for American options in time-inhomogeneous models","arXiv · Derivatives & Volatility · The paper discusses a semi-analytical method for pricing Ame","/papers/arxiv/2502.00740/","2025-02-05",2],["p","MarketSenseAI 2.0: Enhancing Stock Analysis Through LLM Agents","arXiv · LLMs & Text · Stock Analysis: MarketSenseAI, a stock analysis tool, uses L","/papers/arxiv/2502.00415/","2025-02-05",21],["p","Year-over-Year Developments in Financial Fraud Detection via Deep Learning: A Systematic Literature Review","arXiv · ML & AI Methods · The study examines progress in deep learning methods for det","/papers/arxiv/2502.00201/","2025-02-05",52],["p","Testing Capacity-Constrained Learning","arXiv · ML & AI Methods · The paper presents a test of capacity-constrained learning m","/papers/arxiv/2502.00195/","2025-02-05",1],["p","A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment","arXiv · ML & AI Methods · The article explores the use of deep neural networks in busi","/papers/arxiv/2502.00151/","2025-02-05",4],["p","Can AI Solve the Peer Review Crisis? A Large Scale Cross Model Experiment of LLMs' Performance and Biases in Evaluating over 1000 Economics Papers","arXiv · LLMs & Text · A study using a large language model to analyze economics pe","/papers/arxiv/2502.00070/","2025-02-05",8],["p","Scalable-Softmax Is Superior for Attention","Machine learning · LLMs & Text · The study proposes Scalable-Softmax (SSMax), a replacement f","/papers/arxiv/2501.19399/","2025-02-05",51],["p","s1: Simple test-time scaling","Machine learning · LLMs & Text · The research presents a method called budget forcing, which ","/papers/arxiv/2501.19393/","2025-02-05",1521],["p","Decoding-based Regression","Machine learning · LLMs & Text · Research indicates that language models capable of numeric p","/papers/arxiv/2501.19383/","2025-02-05",13],["p","Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)","arXiv · Other · The study tests the reproducibility of Scott Orr's method fo","/papers/arxiv/2501.19354/","2025-02-05",0],["p","What is causal about causal models and representations?","Machine learning · Econometrics & Forecasting · A study presents a new framework for interpreting actions in","/papers/arxiv/2501.19335/","2025-02-05",6],["p","Financial instability transition under heterogeneous investments and portfolio diversification","arXiv · Portfolio & Allocation · Financial investment network stability is affected by portfo","/papers/arxiv/2501.19260/","2025-02-05",0],["p","Implications of zero-growth economics analysed with an agent-based model","arXiv · Macro-Finance & Rates · Research indicates a zero-growth economy could be more stabl","/papers/arxiv/2501.19168/","2025-02-05",0],["p","Examining the Impact of Income Inequality and Gender on School Completion in Malaysia: A Machine Learning Approach Utilizing Malaysia's Public Sector Open Data","arXiv · ML & AI Methods · The study uses machine learning to analyze the link between ","/papers/arxiv/2501.18868/","2025-02-05",0],["p","On non-uniqueness in the option valuation problem","arXiv · Derivatives & Volatility · The research discusses the inconsistency in the value of a c","/papers/arxiv/2501.18721/","2025-02-05",0],["p","ReviewCoin: Paying for Real Work","arXiv · Crypto & DeFi · Peer Reviews Payment: The article suggests a solution to the","/papers/arxiv/2501.18662/","2025-02-05",0],["p","Thoughts Are All Over the Place: On the Underthinking of o1-Like LLMs","Machine learning · LLMs & Text · The research identifies underthinking in large language mode","/papers/arxiv/2501.18585/","2025-02-05",172],["p","R.I.P.: Better Models by Survival of the Fittest Prompts","Machine learning · Other · The study introduces Rejecting Instruction Preferences (RIP)","/papers/arxiv/2501.18578/","2025-02-05",12],["p","Prediction-Powered Inference with Imputed Covariates and Nonuniform Sampling","Machine learning · ML & AI Methods · A novel method has been introduced to provide valid confiden","/papers/arxiv/2501.18577/","2025-02-05",24],["p","SAM2Act: Integrating Visual Foundation Model with A Memory Architecture for Robotic Manipulation","Machine learning · Other · Visual Foundation Model for Robotic Manipulation: The new ro","/papers/arxiv/2501.18564/","2025-02-05",102],["p","o3-mini vs DeepSeek-R1: Which One is Safer?","Machine learning · ML & AI Methods · DeepSeek-R1 vs o3-mini: The AI model DeepSeek-R1 has been fo","/papers/arxiv/2501.18438/","2025-02-05",35],["p","Diverse Preference Optimization","Machine learning · LLMs & Text · The paper introduces Diverse Preference Optimization (DivPO)","/papers/arxiv/2501.18101/","2025-02-05",51],["p","What Proportion of Knowledge is Patented?","arXiv · Other · The article offers a simplified explanation of patent rights","/papers/arxiv/2501.18043/","2025-02-05",0],["p","Progress in Artificial Intelligence and its Determinants","arXiv · ML & AI Methods · The study shows exponential growth in AI through patents, pu","/papers/arxiv/2501.17894/","2025-02-05",2],["p","AI Governance through Markets","arXiv · ML & AI Methods · The article proposes combining market governance mechanisms ","/papers/arxiv/2501.17755/","2025-02-05",8],["p","Critique Fine-Tuning: Learning to Critique is More Effective than Learning to Imitate","Machine learning · ML & AI Methods · The article introduces Critique Fine-Tuning (CFT), a new met","/papers/arxiv/2501.17703/","2025-02-05",63],["p","The Hardcore Brokers: Core-Periphery Structure and Political Representation in Denmark’s Corporate Elite Network","arXiv · Corporate Finance · The research reveals a strong link between director coreness","/papers/arxiv/2501.17209/","2025-02-05",1],["p","Optimizing Large Language Model Training Using FP4 Quantization","Machine learning · LLMs & Text · The research presents the first FP4 training framework for l","/papers/arxiv/2501.17116/","2025-02-05",63],["p","TÜLU 3: Pushing Frontiers in Open Language Model Post-Training","Machine learning · LLMs & Text · Open Language Model Post-Training: The Tulu 3 model, a top-t","/papers/arxiv/2411.15124/","2025-02-05",975],["p","LLMs Are In-Context Bandit Reinforcement Learners","Machine learning · LLMs & Text · The research investigates the use of Large Language Models i","/papers/arxiv/2410.05362/","2025-02-05",29],["p","Brain-Inspired AI with Hyperbolic Geometry","Machine learning · ML & AI Methods · The paper suggests that using hyperbolic geometry in artific","/papers/arxiv/2409.12990/","2025-02-05",0],["p","SOAP: Improving and Stabilizing Shampoo using Adam","Machine learning · ML & AI Methods · A new algorithm, SOAP, enhances the computational efficiency","/papers/arxiv/2409.11321/","2025-02-05",232],["p","LLMVaR Risk Forecasting","SSRN · Econometrics & Forecasting · The research introduces new methods for forecasting financia","/papers/ssrn/5104383/","2025-01-23",5],["p","Variational Inequality Problems in Finance","SSRN · Derivatives & Volatility · The paper discusses various variational inequality models in","/papers/ssrn/5104185/","2025-01-23",0],["p","Macroeconomic Models","SSRN · Macro-Finance & Rates · The article reviews the influence of heterogeneity on macroe","/papers/ssrn/5104068/","2025-01-23",79],["p","Granular Option Info & Stock Returns","SSRN · Derivatives & Volatility · The research indicates that granular option variables can pr","/papers/ssrn/5103969/","2025-01-23",0],["p","Unholy Trinity: Regulatory Forbearance & Zombie Firms","SSRN · Corporate Finance · Regulatory Forbearance & Zombie Firms: The study shows that ","/papers/ssrn/5103941/","2025-01-23",1],["p","The Micro-Determinants of Portfolio Gyrations in Mutual Funds: Evidence From Machine Learning Models","SSRN · Portfolio & Allocation · The research explores what influences portfolio changes in e","/papers/ssrn/5103683/","2025-01-23",0],["p","A Study on Performance of Financial and Technology Sectors in Mutual Funds","SSRN · Portfolio & Allocation · The research assesses the performance of two key FinTech mut","/papers/ssrn/5103641/","2025-01-23",0],["p","A Study on Volatility in Stock Market(NSE) based on Select Sectoral Indices during Union Budget Period of India.","SSRN · Derivatives & Volatility · The paper studies the volatility performance between the Nif","/papers/ssrn/5103605/","2025-01-23",2],["p","Math of Schmidhuber Architectures","SSRN · ML & AI Methods · The article reviews key architectures by Jürgen Schmidhuber,","/papers/ssrn/5103305/","2025-01-23",4],["p","Weibull Distribution Investment","SSRN · Other · The research investigates the effectiveness of different opt","/papers/ssrn/5103119/","2025-01-23",3],["p","Bank Deposits vs. Money Market Mutual Funds","SSRN · Portfolio & Allocation · The research suggests that competition from U.S. money marke","/papers/ssrn/5102030/","2025-01-23",2],["p","Lightweight Deep Learning for Tower Asset Classification","SSRN · ML & AI Methods · The research proposes a new framework for inspecting telecom","/papers/ssrn/5101612/","2025-01-23",0],["p","Anomalies and Market Return Predictability","SSRN · Asset Pricing & Factors · A link between cross-sectional anomalies and timeseries mark","/papers/ssrn/5101577/","2025-01-23",0],["p","Financial Supervision & Risk Contagion in China","SSRN · Portfolio & Allocation · The study finds that China's new asset management regulation","/papers/ssrn/5101494/","2025-01-23",2],["p","Do Development Financial Institutions Create Impact through Venture Capital Investments?","SSRN · Other · The paper studies the investment behaviors of Development Fi","/papers/ssrn/5101408/","2025-01-23",0],["p","Hybrid Multiaxial Fatigue Life Prediction","SSRN · ML & AI Methods · A new fatigue life prediction model, combining physical cons","/papers/ssrn/5101380/","2025-01-23",0],["p","Appraisal Information and Property Valuations","SSRN · Other · Following the implementation of stricter flood standards, an","/papers/ssrn/5101362/","2025-01-23",0],["p","Seasonal SEC Disclosures and Halloween Effect","SSRN · Other · A study reveals a seasonal trend in SEC regulatory disclosur","/papers/ssrn/5100941/","2025-01-23",1],["p","Online Sales Tax Avoidance","SSRN · Trading, Microstructure & Execution · The study examines the effect of disclosing alternative data","/papers/ssrn/5100412/","2025-01-23",2],["p","Coalbed Methane Production Prediction","SSRN · ML & AI Methods · The study introduces a hybrid machine learning model for pre","/papers/ssrn/5100377/","2025-01-23",0],["p","Cyber Vulnerability in Financial Stress","SSRN · Other · The risk of a cyberattack is heightened during stressed fina","/papers/ssrn/5100103/","2025-01-23",2],["p","Geopolitical Risk Relationship","SSRN · Other · The paper finds a significant influence of increased geopoli","/papers/ssrn/5098888/","2025-01-23",3],["p","Quadratic Model for Oil Options Market","SSRN · Derivatives & Volatility · The study uses the quadratic normal model to improve oil opt","/papers/ssrn/5098853/","2025-01-23",2],["p","Financial Development Volatility","SSRN · Derivatives & Volatility · The article reveals a potential negative impact of excessive","/papers/ssrn/5098277/","2025-01-23",2],["p","TwoStage Portfolio Optimization with Ensemble Learning","SSRN · Portfolio & Allocation · The study introduces a method that merges ensemble learning ","/papers/ssrn/5098159/","2025-01-23",1],["p","Predicting Bank Distress in Europe: Using Machine Learning and a Novel Definition of Distress","SSRN · Risk, Credit & Banking · The paper presents a machine learning-based early warning sy","/papers/ssrn/5098026/","2025-01-23",1],["p","Banking Regulations and Liquidity Risk","SSRN · Trading, Microstructure & Execution · The research examines the positive effect of banking regulat","/papers/ssrn/5097938/","2025-01-23",2],["p","Portfolio Selection with Herd Behavior Index","SSRN · Portfolio & Allocation · The article introduces a method to create optimal portfolios","/papers/ssrn/5097813/","2025-01-23",2],["p","Global Solution of Nonlinear Schr\\Odinger Equations","SSRN · Other · The study investigates the low regularity Cauchy data for no","/papers/ssrn/5097252/","2025-01-23",0],["p","Corporate Diversification and Ponzi Finance","SSRN · Corporate Finance · The research finds a positive link between corporate diversi","/papers/ssrn/5096150/","2025-01-23",1],["p","Investment Preferences of \"Financially Free\" Firms: Evidence from Free Cash Flow","SSRN · Corporate Finance · The study finds that financially independent corporations in","/papers/ssrn/5095939/","2025-01-23",0],["p","FX and Bonds Risk","SSRN · Macro-Finance & Rates · The demand shifts for U.S. Treasuries impact foreign exchang","/papers/ssrn/5095671/","2025-01-23",4],["p","Equity Portfolio Diversification","SSRN · Portfolio & Allocation · Equity portfolios that are diversified based on risk and sec","/papers/ssrn/5095454/","2025-01-23",0],["p","Digital Transmission of Financial Knowledge: Evidence from Stock Market Investment *","SSRN · Other · The study reveals that digital platforms enhance financial k","/papers/ssrn/5094789/","2025-01-23",0],["p","Energy Market Calibration","SSRN · Derivatives & Volatility · The article proposes a model to align historical correlation","/papers/ssrn/5094585/","2025-01-23",46],["p","Mathematical Generative Modeling Framework","SSRN · ML & AI Methods · The article introduces a mathematical model that combines fi","/papers/ssrn/5089573/","2025-01-23",5],["p","NVIDIA's Cosmos Models","SSRN · ML & AI Methods · The paper offers a technical analysis of NVIDIA's Cosmos Wor","/papers/ssrn/5088015/","2025-01-23",9],["p","News Sentiment Analysis Limitations","SSRN · LLMs & Text · The paper explores the difficulties of using news sentiment ","/papers/ssrn/5086825/","2025-01-23",0],["p","Machine Learning Based Risk Assessment for Financial Management in Big Data IoT Credit","SSRN · Risk, Credit & Banking · The article highlights the importance of machine learning in","/papers/ssrn/5086671/","2025-01-23",27],["p","Real Estate Features and Prices in Szczecin, Poland","RePEc · Other · The study uses Partial Dependence Plots to analyze real esta","/papers/repec/vrs-remava-v-32-y-2024-i-4-p-105-116-n-1009/","2025-01-23",2],["p","Predicting Social Welfare with ML","RePEc · Other · The study finds that demographics, not income, are the key p","/papers/repec/taf-rsrsxx-v-11-y-2024-i-1-p-496-522/","2025-01-23",1],["p","Improving Location Analytics with Explainable AI","RePEc · ML & AI Methods · The paper presents the SHAP location score, a new data-based","/papers/repec/taf-rjerxx-v-46-y-2024-i-4-p-421-443/","2025-01-23",2],["p","EuroStoxx 50 Futures: Persistence","RePEc · Other · Persistence: The study suggests that EuroStoxx 50 futures pr","/papers/repec/taf-oaefxx-v-12-y-2024-i-1-p-2302639/","2025-01-23",2],["p","Safe Havens for Cryptocurrencies","RePEc · Crypto & DeFi · High-performing US tech stocks, like FAANG, can offer divers","/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-024-00686-4/","2025-01-23",3],["p","Decision Discovery for Operations","RePEc · Other · The paper introduces the Decision Discovery Framework (DDF) ","/papers/repec/spr-decisn-v-51-y-2024-i-4-d-10-1007-s40622-024-00402-2/","2025-01-23",1],["p","Asymmetric Volatility in Crypto Currency and Stock Market","RePEc · Crypto & DeFi · Research shows a cointegration between major cryptocurrencie","/papers/repec/rfb-journl-v-16-y-2024-i-1-p-7-19/","2025-01-23",3],["p","Model-Free Price Movements","RePEc · Derivatives & Volatility · The paper introduces a model-free lattice model that can des","/papers/repec/gam-jjrfmx-v-18-y-2025-i-1-p-30-d-1565621/","2025-01-23",2],["p","BRICS Stock Volatility","RePEc · Derivatives & Volatility · The study identifies factors affecting stock price volatilit","/papers/repec/gam-jijfss-v-13-y-2025-i-1-p-8-d-1564897/","2025-01-23",2],["p","Green Bonds and Russia Ukraine","RePEc · Macro-Finance & Rates · The paper finds that green inclusive bonds showed stronger r","/papers/repec/eee-riibaf-v-74-y-2025-i-c-s0275531924005270/","2025-01-23",2],["p","Volatility Spillover in Financial Systems","RePEc · Derivatives & Volatility · The research reveals that volatility spillovers in dual fina","/papers/repec/eee-riibaf-v-74-y-2025-i-c-s0275531924004938/","2025-01-23",2],["p","Factor Model for Equity Risk","RePEc · Asset Pricing & Factors · A new model using instrumented principal component analysis ","/papers/repec/eee-jbfina-v-171-y-2025-i-c-s0378426624002875/","2025-01-23",4],["p","Predicting Bond Returns","RePEc · Macro-Finance & Rates · Machine learning models show strong bond return predictabili","/papers/repec/eee-jbfina-v-171-y-2025-i-c-s0378426624002863/","2025-01-23",2],["p","Feature Importance in Financial Models","RePEc · ML & AI Methods · Machine Learning can produce misleading results in financial","/papers/repec/eee-finlet-v-71-y-2025-i-c-s1544612324014351/","2025-01-23",3],["p","Determinants of Zero-Leverage","RePEc · ML & AI Methods · The study uses machine learning to identify factors influenc","/papers/repec/eee-finlet-v-71-y-2025-i-c-s154461232401345x/","2025-01-23",4],["p","Risk Spillovers Among Markets","RePEc · Asset Pricing & Factors · The paper finds that asset price declines are more consisten","/papers/repec/eee-finlet-v-71-y-2025-i-c-s1544612324013138/","2025-01-23",2],["p","Volatility Indexes and Investments","RePEc · Derivatives & Volatility · The research reveals that the COVID-19 pandemic significantl","/papers/repec/eee-finana-v-97-y-2025-i-c-s1057521924007944/","2025-01-23",2],["p","Model Specification for Volatility Forecasting","RePEc · Derivatives & Volatility · The best model for forecasting asset price volatility should","/papers/repec/eee-finana-v-97-y-2025-i-c-s1057521924007828/","2025-01-23",3],["p","Economic Policy Uncertainty and Exchange Rate","RePEc · Macro-Finance & Rates · The study finds that the spillover effect of economic policy","/papers/repec/eee-finana-v-97-y-2025-i-c-s1057521924007567/","2025-01-23",2],["p","Bitcoin ETF Impact","RePEc · Crypto & DeFi · The study finds that ETF asset managers became the major lon","/papers/repec/eee-finana-v-97-y-2025-i-c-s1057521924007427/","2025-01-23",2],["p","Systemic Risk from Overlapping Portfolios","RePEc · Portfolio & Allocation · A portfolio optimization framework accounting for systemic a","/papers/repec/eee-finana-v-97-y-2025-i-c-s1057521924007269/","2025-01-23",2],["p","Dynamic Portfolio Choice with Risk Control","RePEc · Portfolio & Allocation · In a complete market, using Value-at-Risk (VaR) increases lo","/papers/repec/eee-ejores-v-322-y-2025-i-1-p-325-340/","2025-01-23",2],["p","DataDriven Inventory Control","RePEc · LLMs & Text · The paper suggests a Prescriptive Analytics approach for dat","/papers/repec/eee-ejores-v-322-y-2025-i-1-p-254-269/","2025-01-23",2],["p","Robust SVM Optimization","RePEc · Other · The paper introduces new optimization models for Support Vec","/papers/repec/eee-ejores-v-322-y-2025-i-1-p-237-253/","2025-01-23",2],["p","Beating Diversification Strategies","RePEc · Portfolio & Allocation · The research indicates that the $1/N$ rule is best in high-d","/papers/repec/cup-jfinqa-v-59-y-2024-i-8-p-3601-3632-3/","2025-01-23",2],["p","AIs Impact on Assets","RePEc · Portfolio & Allocation · The article explores the benefits and risks of using artific","/papers/repec/bpj-evoice-v-21-y-2024-i-2-p-363-370-n-1010/","2025-01-23",2],["p","Portfolio Optimization and ESG Risk Scores","RePEc · Portfolio & Allocation · The paper reveals that optimal portfolio structures are infl","/papers/repec/blg-msudev-v-16-y-2024-i-2-p-1-13-n-1/","2025-01-23",3],["p","Detecting Asset Price Bubbles using Deep Learning","RePEc · Asset Pricing & Factors · The article discusses a deep learning algorithm designed to ","/papers/repec/bla-mathfi-v-35-y-2025-i-1-p-74-110/","2025-01-23",3],["p","Private Assets in Portfolio Approach","RePEc · Portfolio & Allocation · The Total Portfolio Approach (TPA) enhances investment retur","/papers/repec/aza-jsoc00-y-2025-v-17-i-2-p-130-141/","2025-01-23",5],["p","Applying AHP and Fuzzy AHP Management Methods to Assess the Level of Financial and Digital Inclusion","arXiv · Other · The article highlights the role of digital financial service","/papers/doi/10-24818-18423264-55-4-21-11/","2025-01-23",11],["p","Neural Networks for Insurance Pricing with Frequency and Severity Data: A Benchmark Study from Data Preprocessing to Technical Tariff","arXiv · Risk, Credit & Banking · The article discusses the application of deep learning in in","/papers/doi/10-1080-10920277-2025-2451860/","2025-01-23",16],["p","Exploring the heterogeneous impacts of Indonesia’s conditional cash transfer scheme (PKH) on maternal health care utilisation using instrumental causal forests","arXiv · Econometrics & Forecasting · The research uses machine learning to study the effects of I","/papers/arxiv/2501.12803/","2025-01-23",6],["p","Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice","arXiv · Portfolio & Allocation · The Pontryagin-Guided Direct Policy Optimization (PG-DPO) me","/papers/arxiv/2501.12600/","2025-01-23",2],["p","Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets","arXiv · Trading, Microstructure & Execution · The research proposes an effective rebate policy in auction ","/papers/arxiv/2501.12591/","2025-01-23",3],["p","Learning Segmentation from Point Trajectories","Machine learning · ML & AI Methods · The study introduces a method for segmenting objects in vide","/papers/arxiv/2501.12392/","2025-01-23",14],["p","Physics of Skill Learning","Machine learning · ML & AI Methods · The study proposes three models - Geometry, Resource, and Do","/papers/arxiv/2501.12391/","2025-01-23",9],["p","GPS as a Control Signal for Image Generation","Machine learning · Other · The research uses GPS tags in photo metadata to train models","/papers/arxiv/2501.12390/","2025-01-23",9],["p","Continuous 3D Perception Model with Persistent State","Machine learning · Other · The paper presents CUT3R, a unified framework that uses a re","/papers/arxiv/2501.12387/","2025-01-23",621],["p","Expertise elevates AI usage: experimental evidence comparing laypeople and professional artists","Machine learning · ML & AI Methods · A study shows that while AI tools can assist in artistic cre","/papers/arxiv/2501.12374/","2025-01-23",7],["p","Efficient Algorithm for Sparse Fourier Transform of Generalized q-ary Functions","Machine learning · Other · GFast, a new algorithm, efficiently calculates the Fourier t","/papers/arxiv/2501.12365/","2025-01-23",3],["p","Dollarized Economies in Latin America. An Inflationary Analysis of Pre, During and Post Pandemic","arXiv · Macro-Finance & Rates · The paper suggests that dollarization in Latin American coun","/papers/arxiv/2501.12358/","2025-01-23",2],["p","Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring","arXiv · Risk, Credit & Banking · The new ASIG activation function improves credit scoring by ","/papers/arxiv/2501.12285/","2025-01-23",2],["p","HAC++: Towards 100X Compression of 3D Gaussian Splatting","Machine learning · Other · HAC++, a new 3D Gaussian Splatting compression technique, us","/papers/arxiv/2501.12255/","2025-01-23",75],["p","An Optimal Transport approach to arbitrage correction: application to Volatility Stress-Tests","arXiv · Derivatives & Volatility · The article presents a method that eliminates arbitrage oppo","/papers/arxiv/2501.12195/","2025-01-23",0],["p","The Underlying Stimulators of Chinese Government Spending on Pension and Welfare: A Co-Integrated Socio-Economic Model","arXiv · Corporate Finance · The study reveals that China continues to benefit from a dem","/papers/arxiv/2501.12144/","2025-01-23",0],["p","Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach","arXiv · Trading, Microstructure & Execution · The article presents a new method for improving portfolio pe","/papers/arxiv/2501.12074/","2025-01-23",1],["p","FDI Versus R&D in an Endogenous Growth Model","arXiv · Other · The article examines the impact of foreign direct investment","/papers/arxiv/2501.12010/","2025-01-23",1],["p","Asset Pricing Model in Markets of Imperfect Information and Subjective Views","arXiv · Asset Pricing & Factors · The paper presents a market equilibrium formula that combine","/papers/arxiv/2501.11983/","2025-01-23",0],["p","Open Sourcing GPTs: Economics of Open Sourcing Advanced AI Models","arXiv · LLMs & Text · The article explores the economic reasons behind for-profit ","/papers/arxiv/2501.11581/","2025-01-23",3],["p","Loss of earning capacity in Denmark – an actuarial perspective","arXiv · Risk, Credit & Banking · The article explores the challenges and opportunities in ris","/papers/arxiv/2501.11578/","2025-01-23",1],["p","Sovereign Debt Default and Climate Risk","arXiv · Risk, Credit & Banking · The paper investigates the link between sovereign debt defau","/papers/arxiv/2501.11552/","2025-01-23",1],["p","Defaultable Bond Liquidity Spread Estimation: an Option-Based Approach","arXiv · Derivatives & Volatility · The article introduces a model that uses option theory to ca","/papers/arxiv/2501.11427/","2025-01-23",0],["p","A statistical technique for cleaning option price data","arXiv · Derivatives & Volatility · The article addresses three common issues in recorded option","/papers/arxiv/2501.11164/","2025-01-23",1],["p","Building Short Value Chains for Animal Welfare-Friendly Products Adoption: Insights from a Restaurant-Based Study in Japan","arXiv · Other · The study shows that educating consumers about animal welfar","/papers/arxiv/2501.10680/","2025-01-23",4],["p","Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring","arXiv · Risk, Credit & Banking · A new framework that combines dataset distillation technique","/papers/arxiv/2501.10677/","2025-01-23",0],["p","Crossing penalised CAViaR","arXiv · Econometrics & Forecasting · A new objective function has been proposed for estimating al","/papers/arxiv/2501.10564/","2025-01-23",0],["p","Lead times in flux: Analyzing Airbnb booking dynamics during global Upheavals (2018–2022)","arXiv · Other · The paper uses a normalized L1 distance to evaluate changes ","/papers/arxiv/2501.10535/","2025-01-23",14],["p","Zero-Shot Monocular Scene Flow Estimation in the Wild","Machine learning · Other · The research proposes a method for scene flow prediction tha","/papers/arxiv/2501.10357/","2025-01-23",23],["p","DexForce: Extracting Force-Informed Actions From Kinesthetic Demonstrations for Dexterous Manipulation","Machine learning · ML & AI Methods · DexForce, a new method for capturing demonstrations of compl","/papers/arxiv/2501.10356/","2025-01-23",61],["p","GauSTAR: Gaussian Surface Tracking and Reconstruction","Machine learning · Other · GSTAR, a new method for photo-realistic rendering and 3D tra","/papers/arxiv/2501.10283/","2025-01-23",17],["p","The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data","arXiv · Econometrics & Forecasting · The study disputes the common view that wage inequality in t","/papers/arxiv/2501.09917/","2025-01-23",2],["p","Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets","arXiv · Crypto & DeFi · The study examines the impact of Bitcoin's growing integrati","/papers/arxiv/2501.09911/","2025-01-23",5],["p","Learnings from Scaling Visual Tokenizers for Reconstruction and Generation","Machine learning · ML & AI Methods · The study reveals that scaling the decoder in auto-encoders,","/papers/arxiv/2501.09755/","2025-01-23",33],["p","OmniThink: Expanding Knowledge Boundaries in Machine Writing through Thinking","Machine learning · LLMs & Text · Machine Writing Expansion: OmniThink, a machine writing fram","/papers/arxiv/2501.09751/","2025-01-23",27],["p","FAST: Efficient Action Tokenization for Vision-Language-Action Models","Machine learning · Trading, Microstructure & Execution · A new tokenization scheme, Frequency-space Action Sequence T","/papers/arxiv/2501.09747/","2025-01-23",741],["p","Suggesting Code Edits in Interactive Machine Learning Notebooks Using Large Language Models","Machine learning · LLMs & Text · A study using a dataset of over 48,000 Jupyter notebook edit","/papers/arxiv/2501.09745/","2025-01-23",3],["p","Inference-Time Scaling for Diffusion Models beyond Scaling Denoising Steps","Machine learning · ML & AI Methods · The research shows that increasing computation during infere","/papers/arxiv/2501.09732/","2025-01-23",262],["p","Towards Large Reasoning Models: A Survey of Reinforced Reasoning with Large Language Models","Machine learning · LLMs & Text · The article discusses advancements in Large Language Models ","/papers/arxiv/2501.09686/","2025-01-23",252],["p","Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation","arXiv · Trading, Microstructure & Execution · The MDQR model, an advanced Queue-Reactive model, uses neura","/papers/arxiv/2501.08822/","2025-01-23",4],["p","T2V-CompBench: A Comprehensive Benchmark for Compositional Text-to-video Generation","Machine learning · ML & AI Methods · Text-to-Video Benchmark: TV-CompBench, a new benchmark for e","/papers/arxiv/2407.14505/","2025-01-23",204],["p","Neuradicon: Operational representation learning of neuroimaging reports","Machine learning · ML & AI Methods · Learning Neuroimaging Reports: Neuradicon, a new natural lan","/papers/arxiv/2107.10021/","2025-01-23",3],["p","Predicting College Closures","SSRN · Other · Predictive models of financial distress in colleges can be d","/papers/ssrn/5094300/","2025-01-15",0],["p","Inflation's Impact on Risky Asset Prices","SSRN · Asset Pricing & Factors · A study using inflation swap prices shows that inflation sen","/papers/ssrn/5094299/","2025-01-15",1],["p","Credit Risk Modeling","SSRN · Risk, Credit & Banking · The article discusses the use of normalizing flows and inver","/papers/ssrn/5093887/","2025-01-15",5],["p","Enhancing Inflation Forecasts","SSRN · Macro-Finance & Rates · A thick modeling approach combining time and frequency-domai","/papers/ssrn/5092410/","2025-01-15",2],["p","LeadLag Relationships in Stock Futures","SSRN · Other · The study investigates the relationships between different m","/papers/ssrn/5092250/","2025-01-15",1],["p","Equity Risk Premium","SSRN · Asset Pricing & Factors · The article suggests a new method for predicting the equity ","/papers/ssrn/5091837/","2025-01-15",3],["p","Climate-Linked Bonds","SSRN · Macro-Finance & Rates · Climate-related bonds issued by governments and internationa","/papers/ssrn/5091140/","2025-01-15",3],["p","Volatility Forecast Combination","SSRN · Derivatives & Volatility · The authors introduce a forecast combination scheme with flu","/papers/ssrn/5090177/","2025-01-15",2],["p","Estimating Location Value with SHAP","SSRN · ML & AI Methods · The study uses AI to calculate the location value of Swiss a","/papers/ssrn/5089118/","2025-01-15",1],["p","Impact of Geopolitical Risk on Mutual Funds","SSRN · Portfolio & Allocation · The research shows that active funds in the U.S. lessen the ","/papers/ssrn/5087499/","2025-01-15",0],["p","Finance Research Trends from Machine Learning","RePEc · ML & AI Methods · The paper employs machine learning models to identify trends","/papers/repec/wly-intsec-v-19-y-2024-i-4-p-472-507/","2025-01-15",2],["p","ECB Press Conference Sentiment","RePEc · LLMs & Text · The research uses FinBERT to analyze sentiment in ECB presid","/papers/repec/wly-ijfiec-v-30-y-2025-i-1-p-652-664/","2025-01-15",0],["p","Foreign Portfolio Investment and Index Crash Risk","RePEc · Portfolio & Allocation · Research shows that exchange rate fluctuations and investor ","/papers/repec/taf-oaefxx-v-12-y-2024-i-1-p-2305481/","2025-01-15",4],["p","State Equations in High-Dimensional Regression","RePEc · Other · The article explores the interchangeability of various state","/papers/repec/taf-lstaxx-v-54-y-2025-i-3-p-850-863/","2025-01-15",0],["p","Impurity Functions in Trees","RePEc · Other · The research disproves the similarity between impurity and c","/papers/repec/taf-lstaxx-v-54-y-2025-i-3-p-701-719/","2025-01-15",1],["p","Group Mean-Differences","RePEc · Other · The research proposes a compensation-factor to estimate the ","/papers/repec/ibn-ijspjl-v-13-y-2025-i-1-p-1/","2025-01-15",0],["p","Dynamic Causal Relationships on Ethereum","arXiv · Crypto & DeFi · Research shows a dynamic link between Ethereum's transaction","/papers/doi/10-3390-jrfm17010019/","2025-01-15",5],["p","The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And \"Whale Alerts\" On Twitter","arXiv · Crypto & DeFi · Bitcoin's value increases with Tether minting events, partic","/papers/doi/10-1016-j-frl-2022-103096/","2025-01-15",21],["p","Anonymous Attention and Abuse","arXiv · Other · A study of the Economics Job Market Rumors (EJMR) online for","/papers/arxiv/2501.07410/","2025-01-15",0],["p","Causal Claims in Economics","arXiv · Econometrics & Forecasting · Research shows a rise in the use of causal claims in over 44","/papers/arxiv/2501.06873/","2025-01-15",10],["p","LLMs Model Non-WEIRD Populations: Experiments with Synthetic Cultural Agents","arXiv · LLMs & Text · A novel method has been introduced by researchers that uses ","/papers/arxiv/2501.06834/","2025-01-15",6],["p","VIX options in the SABR model","arXiv · Derivatives & Volatility · The pricing of VIX options in the SABR model is examined, re","/papers/arxiv/2501.06398/","2025-01-15",2],["p","Utility-inspired Reward Transformations Improve Reinforcement Learning Training of Language Models","arXiv · LLMs & Text · The paper introduces a new method for training large languag","/papers/arxiv/2501.06248/","2025-01-15",2],["p","GenMol: A Drug Discovery Generalist with Discrete Diffusion","Machine learning · ML & AI Methods · Drug Discovery Generalist: The paper presents GenMol, a mole","/papers/arxiv/2501.06158/","2025-01-15",61],["p","A Modern Paradigm for Algorithmic Trading","arXiv · Trading, Microstructure & Execution · A new framework for creating automated trading algorithms, w","/papers/arxiv/2501.06032/","2025-01-15",0],["p","Heath–Jarrow–Morton meet lifted Heston in energy markets for joint historical and implied calibration","arXiv · Derivatives & Volatility · A multiplicative multi-factor model is suggested to align hi","/papers/arxiv/2501.05975/","2025-01-15",0],["p","Russian Financial Statements Database: A firm-level collection of the universe of financial statements","arXiv · Corporate Finance · The Russian Financial Statements Database (RFSD) is an open-","/papers/arxiv/2501.05841/","2025-01-15",5],["p","An Empirical Study of Autoregressive Pre-Training from Videos","Machine learning · Other · The study presents Toto, a series of video models trained on","/papers/arxiv/2501.05453/","2025-01-15",23],["p","Decentralized Diffusion Models","Machine learning · ML & AI Methods · The paper suggests Decentralized Diffusion Models, a framewo","/papers/arxiv/2501.05450/","2025-01-15",14],["p","The GAN is dead; long live the GAN! A Modern GAN Baseline","Machine learning · ML & AI Methods · The study introduces R3GAN, a simplified GAN baseline that o","/papers/arxiv/2501.05441/","2025-01-15",113],["p","Neuro-Symbolic AI in 2024: A Systematic Review","Machine learning · ML & AI Methods · Neuro-Symbolic AI has grown since 2020, focusing on learning","/papers/arxiv/2501.05435/","2025-01-15",98],["p","RoboPanoptes: The All-seeing Robot with Whole-body Dexterity","Machine learning · Other · The All-seeing Robot: RoboPanoptes, a robot system, learns c","/papers/arxiv/2501.05420/","2025-01-15",24],["p","Grokking at the Edge of Numerical Stability","Machine learning · ML & AI Methods · The study investigates 'grokking' in deep learning, introduc","/papers/arxiv/2501.04697/","2025-01-15",43],["p","Adjoint Matching: Fine-tuning Flow and Diffusion Generative Models with Memoryless Stochastic Optimal Control","Machine learning · ML & AI Methods · The study presents Adjoint Matching, a new algorithm that en","/papers/arxiv/2409.08861/","2025-01-15",252],["p","Unity by Diversity: Improved Representation Learning in Multimodal VAEs","Machine learning · ML & AI Methods · A new mixture-of-experts prior for Variational Autoencoders ","/papers/arxiv/2403.05300/","2025-01-15",21],["p","Revisiting Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech","arXiv · LLMs & Text · The study uses an advanced language model to confirm the ris","/papers/arxiv/2206.10877/","2025-01-15",5],["p","Detection of Fake Online Review using Machine Learning","SSRN · ML & AI Methods · The article highlights the role of online reviews in custome","/papers/ssrn/5086640/","2025-01-08",2],["p","Use of AI and ML in Banking & Finance to Improve Decision-Making, Automate Processes, and Enhance Customer Experiences","SSRN · Risk, Credit & Banking · The manuscript discusses the potential of AI and ML in finan","/papers/ssrn/5086625/","2025-01-08",6],["p","Co-Movement Analysis","SSRN · Macro-Finance & Rates · A study shows a positive link between bond and equity return","/papers/ssrn/5086571/","2025-01-08",0],["p","US. Technology with Web3","SSRN · Crypto & DeFi · Web3 technologies could solve issues in the U.S. tech sector","/papers/ssrn/5086358/","2025-01-08",0],["p","Predictive Sharpe Ratios","SSRN · Trading, Microstructure & Execution · The study finds that trading strategies based on linear pred","/papers/ssrn/5086171/","2025-01-08",2],["p","Election Arbitrage","SSRN · Trading, Microstructure & Execution · The study shows that prediction markets can help understand ","/papers/ssrn/5086104/","2025-01-08",1],["p","TMT Diversity and Firm Performance in Chinese Companies","SSRN · Corporate Finance · The research explores the link between top management team d","/papers/ssrn/5085541/","2025-01-08",1],["p","Market Makers Liquidity","SSRN · Trading, Microstructure & Execution · Liquidity provision strategies can be more profitable than h","/papers/ssrn/5085051/","2025-01-08",0],["p","DualChannel Wafer Defect Segmentation Algorithm","SSRN · Other · The paper suggests a density-adaptive threshold data augment","/papers/ssrn/5084918/","2025-01-08",0],["p","Computer Vision Antenna System for 5G","SSRN · Other · The article suggests a computer vision-based antenna system ","/papers/ssrn/5084696/","2025-01-08",0],["p","Interest Rate Tightening and Financial Fragility","SSRN · Macro-Finance & Rates · The study reveals that monetary tightening worsens financial","/papers/ssrn/5084513/","2025-01-08",0],["p","Valuing Royalty Assets","SSRN · Other · The valuation of music royalty assets is based on predicting","/papers/ssrn/5084419/","2025-01-08",1],["p","Trading Pauses Quality","SSRN · Trading, Microstructure & Execution · The article finds that the Limit Up/Limit Down Amendment has","/papers/ssrn/5084288/","2025-01-08",0],["p","QLearning and HJB","SSRN · ML & AI Methods · The article explores the relationship between Q-learning and","/papers/ssrn/5083336/","2025-01-08",3],["p","RoboAdvising Education","SSRN · Other · The study reveals that financial literacy, particularly unde","/papers/ssrn/5083305/","2025-01-08",0],["p","Explainable ML for Aluminum Alloys Properties Prediction","SSRN · Econometrics & Forecasting · The study introduces a machine learning-based predictive fra","/papers/ssrn/5082633/","2025-01-08",0],["p","Multi-Task DL for Pavement Prediction","SSRN · ML & AI Methods · The study creates a multitask deep learning approach to pred","/papers/ssrn/5082558/","2025-01-08",0],["p","Geometric Data Analysis","SSRN · ML & AI Methods · The article introduces GeomTop, a neural architecture that c","/papers/ssrn/5082309/","2025-01-08",6],["p","Adaptive Portfolio Optimization","SSRN · Portfolio & Allocation · The research introduces a multidimensional investment model ","/papers/ssrn/5082206/","2025-01-08",1],["p","Private Equity Analysis","SSRN · Other · The paper discusses the evolution of private equity, its per","/papers/ssrn/5081890/","2025-01-08",1],["p","Insider Trading Outperformance","SSRN · Trading, Microstructure & Execution · A portfolio strategy using Monte Carlo simulations and insid","/papers/ssrn/5080674/","2025-01-08",0],["p","Stock Market Rebalancing","SSRN · Portfolio & Allocation · The article suggests that annual rebalancing of index funds ","/papers/ssrn/5080459/","2025-01-08",0],["p","NonMarkovian Formula","SSRN · Derivatives & Volatility · The article extends the FeynmanKac formula to nonMarkovian s","/papers/ssrn/5080431/","2025-01-08",4],["p","Risks of Holding Bitcoin","SSRN · Crypto & DeFi · Cryptocurrencies, due to their high volatility and regulator","/papers/ssrn/5080327/","2025-01-08",0],["p","Material Stress Constraints in Topology Optimization","SSRN · Other · The paper presents a method for multimaterial topology optim","/papers/ssrn/5080159/","2025-01-08",2],["p","Sustainable Antitrust Policy in the US -- Hot Water or Hot Air?","SSRN · Other · BlackRock, State Street Corporation, and Vanguard Group are ","/papers/ssrn/5078213/","2025-01-08",1],["p","Bitcoin Volatility","SSRN · Crypto & DeFi · Bitcoin's volatility shows significant clustering, especiall","/papers/ssrn/5073986/","2025-01-08",0],["p","BANKRL: Hierarchical Reinforcement Learning for Banks","SSRN · Risk, Credit & Banking · Hierarchical Reinforcement Learning for Banks: BANKRL, a new","/papers/ssrn/5071840/","2025-01-08",8],["p","Quantile Volatility in China","SSRN · Derivatives & Volatility · Understanding volatility connectedness among theme factors a","/papers/ssrn/5071830/","2025-01-08",0],["p","Stability of Deep Learning","SSRN · ML & AI Methods · The stability of deep neural nets is examined from a weak de","/papers/ssrn/5071672/","2025-01-08",0],["p","Algorithmic Investment Strategies on Bitcoin Data","RePEc · Crypto & DeFi · The thesis demonstrates that an automated Bitcoin trading st","/papers/repec/war-wpaper-2024-27/","2025-01-08",3],["p","Characteristics of Polarized Groups in Online Discourse","RePEc · Other · The second article employs social network analysis to compre","/papers/repec/spr-jcsosc-v-8-y-2025-i-1-d-10-1007-s42001-024-00350-y/","2025-01-08",0],["p","Gender Accuracy in Translation","RePEc · LLMs & Text · The study compares the gender accuracy in English-Arabic mac","/papers/repec/jfr-wjel11-v-15-y-2025-i-1-p-9/","2025-01-08",0],["p","AI in Global Higher Ed","RePEc · ML & AI Methods · Research shows China, the US, and England are leading in AI ","/papers/repec/igg-jismd0-v-16-y-2025-i-1-p-1-24/","2025-01-08",0],["p","Robust Haberman Linking vs. Invariance Alignment","RePEc · Asset Pricing & Factors · The article finds that robust Haberman linking performs bett","/papers/repec/gam-jstats-v-8-y-2025-i-1-p-3-d-1559039/","2025-01-08",0],["p","Analytical Shortcuts to Portfolio Optimization","RePEc · Portfolio & Allocation · The research expands on methods for nonnegative constraints ","/papers/repec/gam-jmathe-v-12-y-2024-i-24-p-3946-d-1544301/","2025-01-08",3],["p","Imported Sovereign Risk Spillover to China","RePEc · Macro-Finance & Rates · The paper discovers that imported sovereign risks from devel","/papers/repec/eee-finlet-v-70-y-2024-i-c-s1544612324013369/","2025-01-08",3],["p","Enflasyon Öngörüsü Türkiye'de","RePEc · Macro-Finance & Rates · A study found that XGBoost performs better in predicting inf","/papers/repec/ahs-journl-v-9-y-2025-i-4-p-877-895/","2025-01-08",0],["p","Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings","arXiv · ML & AI Methods · A new method using natural language processing (NLP) has bee","/papers/doi/10-1016-j-techfore-2024-123965/","2025-01-08",18],["p","Synthetic data for portfolios: a throw of the dice will never abolish chance","arXiv · Portfolio & Allocation · The paper highlights the shortcomings of generative models i","/papers/arxiv/2501.03993/","2025-01-08",10],["p","Multi-hypothesis prediction for portfolio optimization: A structured ensemble learning approach to risk diversification","arXiv · Portfolio & Allocation · The paper introduces a framework for portfolio allocation th","/papers/arxiv/2501.03919/","2025-01-08",2],["p","Market Making With Fads, Informed, and Uninformed Traders","arXiv · Trading, Microstructure & Execution · A study explores solutions to an optimal liquidity provision","/papers/arxiv/2501.03658/","2025-01-08",6],["p","How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck process","arXiv · Other · The article discusses a method to validate the assumptions o","/papers/arxiv/2501.03434/","2025-01-08",0],["p","BoostStep: Boosting mathematical capability of Large Language Models via improved single-step reasoning","Machine learning · LLMs & Text · The article introduces BoostStep, a method that enhances the","/papers/arxiv/2501.03226/","2025-01-08",20],["p","ProTracker: Probabilistic Integration for Robust and Accurate Point Tracking","Machine learning · Other · Point Tracking: ProTracker, a new video tracking framework, ","/papers/arxiv/2501.03220/","2025-01-08",4],["p","Detecting AI-Generated Text in Educational Content: Leveraging Machine Learning and Explainable AI for Academic Integrity","Machine learning · ML & AI Methods · The research introduces tools for detecting AI-generated con","/papers/arxiv/2501.03203/","2025-01-08",17],["p","High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads","arXiv · Trading, Microstructure & Execution · The research examines the relationships between different ma","/papers/arxiv/2501.03171/","2025-01-08",1],["p","Characterizing Measurement Error in the German Socio-Economic Panel Using Linked Survey and Administrative Data","arXiv · Other · The research finds that income is often underreported in sur","/papers/arxiv/2501.03015/","2025-01-08",0],["p","Identifying the Hidden Nexus between Benford Law Establishment in Stock Market and Market Efficiency: An Empirical Investigation","arXiv · Other · The study concludes that stock prices on the Warsaw Stock Ex","/papers/arxiv/2501.02674/","2025-01-08",0],["p","Strategic Investment to Mitigate Transition Risks","arXiv · Other · The study highlights the need for strategic investments and ","/papers/arxiv/2501.02383/","2025-01-08",2],["p","The Effect of Capital Share on Income Inequality: Identifying the Time Patterns","arXiv · Other · Research across 56 countries shows that a slight increase in","/papers/arxiv/2501.02371/","2025-01-08",1],["p","VITA-1.5: Towards GPT-4o Level Real-Time Vision and Speech Interaction","Machine learning · LLMs & Text · Vision and Speech Interaction: A proposed training methodolo","/papers/arxiv/2501.01957/","2025-01-08",234],["p","Metadata Conditioning Accelerates Language Model Pre-training","Machine learning · LLMs & Text · The MeCo method speeds up language model pre-training by usi","/papers/arxiv/2501.01956/","2025-01-08",22],["p","VideoLifter: Lifting Videos to 3D with Fast Hierarchical Stereo Alignment","Machine learning · Other · 3D Reconstruction from Videos: VideoLifter, a new framework,","/papers/arxiv/2501.01949/","2025-01-08",10],["p","Vulnerabilities and capabilities in the EU Automotive industry: Leveraging Input-Output Analysis and Economic Complexity","arXiv · Other · The paper reveals that the EU27 automotive sector is increas","/papers/arxiv/2501.01781/","2025-01-08",2],["p","On consistency of optimal portfolio choice for state-dependent exponential utilities","arXiv · Portfolio & Allocation · The study shows that in a simple, arbitrage-free market, a u","/papers/arxiv/2501.01748/","2025-01-08",1],["p","Dissertation Paths: Advisors and Students in the Economics Research Production Function","arXiv · Other · A study on economics PhD programs found that active research","/papers/arxiv/2501.01533/","2025-01-08",5],["p","Reconstruction vs. Generation: Taming Optimization Dilemma in Latent Diffusion Models","Machine learning · ML & AI Methods · The paper proposes a new model, VA-VAE, that aligns the late","/papers/arxiv/2501.01423/","2025-01-08",428],["p","R-SCoRe: Revisiting Scene Coordinate Regression for Robust Large-Scale Visual Localization","Machine learning · ML & AI Methods · The study presents a new visual localization method using a ","/papers/arxiv/2501.01421/","2025-01-08",28],["p","JOG3R: Towards 3D-Consistent Video Generators","Machine learning · Other · Video Generation and Camera Pose Estimation: Research into 3","/papers/arxiv/2501.01409/","2025-01-08",7],["p","Nested Attention: Semantic-aware Attention Values for Concept Personalization","Machine learning · Other · The study presents Nested Attention, a mechanism that inject","/papers/arxiv/2501.01407/","2025-01-08",25],["p","Inequality of opportunity under current China's license plate policy","arXiv · Portfolio & Allocation · A Chinese study suggests that technology advancements and ra","/papers/arxiv/2501.01298/","2025-01-08",0],["p","EdgeRAG: Online-Indexed RAG for Edge Devices","Machine learning · LLMs & Text · Online RAG: EdgeRAG is a system proposed for deploying Retri","/papers/arxiv/2412.21023/","2025-01-08",28],["p","MEDEC: A Benchmark for Medical Error Detection and Correction in Clinical Notes","Machine learning · LLMs & Text · The article discusses MEDEC, a benchmark for identifying and","/papers/arxiv/2412.19260/","2025-01-08",143],["p","FolAI: Synchronized Foley Sound Generation with Semantic and Temporal Alignment","Machine learning · Other · Sound Effects Tool: Stable-V2A is a two-stage model that aut","/papers/arxiv/2412.15023/","2025-01-08",5],["p","Constrained Sampling with Primal-Dual Langevin Monte Carlo","Machine learning · Econometrics & Forecasting · The study presents a PD-LMC algorithm that samples from a pr","/papers/arxiv/2411.00568/","2025-01-08",15],["p","Dynamic resource allocation with karma: An experimental study","arXiv · Portfolio & Allocation · Research shows that a karma-based credit system has signific","/papers/arxiv/2404.02687/","2025-01-08",4],["p","Accurate RNA 3D structure prediction using a language model-based deep learning approach","Machine learning · LLMs & Text · The paper introduces RhoFold+, a deep learning method that a","/papers/arxiv/2207.01586/","2025-01-08",251],["p","EMH in MEDA Markets","SSRN · Other · The efficient market hypothesis is not applicable to South-E","/papers/ssrn/5078907/","2025-01-01",0],["p","Monetary Transmission in Equity Markets","SSRN · Macro-Finance & Rates · The study suggests that contractionary monetary policy can c","/papers/ssrn/5078670/","2025-01-01",0],["p","Rapid Copper Alloy Design","SSRN · ML & AI Methods · A proposed alloy design strategy combines orthogonal experim","/papers/ssrn/5078544/","2025-01-01",0],["p","AI Big Data in Forensic Accounting","SSRN · ML & AI Methods · Forensic accounting is being revolutionized by AI and Big Da","/papers/ssrn/5078259/","2025-01-01",0],["p","LeftTail Risk Predicts Stock Volatility","SSRN · Derivatives & Volatility · The paper shows that stock crash risk can significantly pred","/papers/ssrn/5078170/","2025-01-01",0],["p","Impact of Risk Mismatch on Personal Portfolio Performance","SSRN · Portfolio & Allocation · The research warns that using a target volatility level for ","/papers/ssrn/5078142/","2025-01-01",0],["p","Decoding China's Industrial Policies","SSRN · LLMs & Text · Large Language Models are utilized to interpret China's indu","/papers/ssrn/5078043/","2025-01-01",17],["p","ML in Financial Analytics","SSRN · ML & AI Methods · The research assesses the impact of Machine Learning in fina","/papers/ssrn/5077670/","2025-01-01",6],["p","Volatility Prediction in Chinese Futures","SSRN · Derivatives & Volatility · A new deep learning method is introduced for predicting Chin","/papers/ssrn/5077241/","2025-01-01",0],["p","Dataset Distillation with Stochastic NN","SSRN · ML & AI Methods · The use of stochastic neural networks and uncertainty estima","/papers/ssrn/5077187/","2025-01-01",1],["p","Big Data & AI for Financial Fraud Detection","SSRN · ML & AI Methods · Financial fraud detection is being transformed by big data a","/papers/ssrn/5076886/","2025-01-01",0],["p","Online Semi-Supervised SVM","SSRN · ML & AI Methods · A new online algorithm, OS2ISVM, has been introduced to enha","/papers/ssrn/5076855/","2025-01-01",0],["p","Risk Premiums and Equilibrium","SSRN · Asset Pricing & Factors · The study confirms that risk premiums are directly influence","/papers/ssrn/5076505/","2025-01-01",0],["p","Distributed Architectures for Machine Learning","SSRN · ML & AI Methods · The article discusses different architectures for distribute","/papers/ssrn/5076116/","2025-01-01",0],["p","Normative General (Janus) Equilibrium","SSRN · Macro-Finance & Rates · The study presents a general equilibrium model where investo","/papers/ssrn/5076057/","2025-01-01",0],["p","Strategic Disclosure on WeChat","SSRN · Other · Chinese public companies increase their WeChat posts after e","/papers/ssrn/5076030/","2025-01-01",0],["p","AI Investment Decisions","SSRN · ML & AI Methods · AI enhances investment performance, but it benefits those wi","/papers/ssrn/5075727/","2025-01-01",0],["p","Predictive Analytics Optimization with PySpark","SSRN · ML & AI Methods · The article talks about the integration of PySpark and machi","/papers/ssrn/5075644/","2025-01-01",0],["p","Inflation Volatility Model","SSRN · Derivatives & Volatility · A new semiparametric volatility model is introduced for esti","/papers/ssrn/5075049/","2025-01-01",0],["p","Limited Risk Transfer Between Investors","SSRN · Asset Pricing & Factors · The paper reveals that risk transfer among U.S. investors is","/papers/ssrn/5074997/","2025-01-01",1],["p","Altered Monthly Asset Returns","SSRN · Econometrics & Forecasting · The termination of the CRSP tape in 2025 will alter 9.62% of","/papers/ssrn/5074864/","2025-01-01",0],["p","Math Equivalence of Decision Trees & Neural Networks","SSRN · ML & AI Methods · The article presents a mathematical proof showing the simila","/papers/ssrn/5074559/","2025-01-01",7],["p","Optimal Execution Strategies Incorporating Internal Liquidity","SSRN · Trading, Microstructure & Execution · The paper introduces a new algorithmic execution model that ","/papers/ssrn/5074405/","2025-01-01",0],["p","Factor Investing with Delays","SSRN · Asset Pricing & Factors · The study presents a new method for calculating transaction ","/papers/ssrn/5074221/","2025-01-01",0],["p","Limitations of Post-Hoc Causal Interpretations","SSRN · Econometrics & Forecasting · The study criticizes post hoc causal interpretations in soci","/papers/ssrn/5074003/","2025-01-01",1],["p","Congress and Market Declines","SSRN · Other · Stock market performance tends to drop when Congress is in s","/papers/ssrn/5073878/","2025-01-01",0],["p","Cross Asset Climate Betas","SSRN · Portfolio & Allocation · The research indicates that adding commodities to an equity-","/papers/ssrn/5073529/","2025-01-01",0],["p","Green Financial Assets Connectivity","SSRN · Crypto & DeFi · The study reveals a dynamic link between green bonds, ESG ET","/papers/ssrn/5073438/","2025-01-01",0],["p","Wake Area Prediction with DMD & ML","SSRN · ML & AI Methods · A new framework combining Machine Learning and Dynamic Mode ","/papers/ssrn/5073355/","2025-01-01",1],["p","Remote Investing in Latin America","SSRN · Other · The value of UK companies operating in Latin America in the ","/papers/ssrn/5073275/","2025-01-01",0],["p","Portfolio Selection with Borrowing Restrictions","SSRN · Portfolio & Allocation · Portfolio selection can be improved by combining risky asset","/papers/ssrn/5073247/","2025-01-01",0],["p","Asset Allocation Mandates and Price Reactions","SSRN · Portfolio & Allocation · Asset allocation mandates affect stock price reactions to ne","/papers/ssrn/5073245/","2025-01-01",0],["p","Kolmogorov-Arnold-Networks vs ANN","SSRN · ML & AI Methods · The paper mathematically compares Kolmogov-Arnold-Networks a","/papers/ssrn/5072413/","2025-01-01",16],["p","Topic-Centric Sentiment Analysis with Machine Learning","SSRN · LLMs & Text · The article discusses the use of machine learning techniques","/papers/ssrn/5072186/","2025-01-01",0],["p","Creditworthiness in Portfolios","SSRN · Portfolio & Allocation · The research presents a dynamic portfolio optimization frame","/papers/ssrn/5071205/","2025-01-01",0],["p","Bitcoin Price Dynamics: Value vs Speculation","SSRN · Crypto & DeFi · Value vs Speculation: The article presents a theoretical mod","/papers/ssrn/5071051/","2025-01-01",3],["p","Learning Strategies in Broker-Mediated Markets","SSRN · ML & AI Methods · The article reveals that brokers in a broker-mediated market","/papers/ssrn/5070540/","2025-01-01",3],["p","DeepFake and Trading Signals","SSRN · Trading, Microstructure & Execution · Advanced AI-powered deepfake technology threatens financial ","/papers/ssrn/5070125/","2025-01-01",0],["p","ETFs as a Disciplinary Device *","SSRN · Portfolio & Allocation · The study shows that active exchange-traded funds (AETFs) he","/papers/ssrn/5069499/","2025-01-01",0],["p","Monetary Policy and Hedging Costs","SSRN · Derivatives & Volatility · The cost of hedging can be greatly affected by monetary poli","/papers/ssrn/5068016/","2025-01-01",0],["p","Value Balancing in Finance","SSRN · Other · Sustainable finance needs a shift from maximizing financial ","/papers/ssrn/5067918/","2025-01-01",0],["p","AGENTS History","SSRN · Other · The paper analyzes three types of agents in computational sy","/papers/ssrn/5067907/","2025-01-01",15],["p","Mutual Fund Alpha and FOMC Meetings","SSRN · Portfolio & Allocation · The article studies the ability of mutual fund managers to g","/papers/ssrn/5067362/","2025-01-01",1],["p","ML Takeover Verification","SSRN · ML & AI Methods · The study uses machine learning models to predict the accura","/papers/ssrn/5067354/","2025-01-01",1],["p","Hedge Fund Leverage and Stock Price Risk","SSRN · Derivatives & Volatility · The article shows a positive correlation between hedge fund ","/papers/ssrn/5067345/","2025-01-01",2],["p","GLMs in Mathematics","SSRN · Other · The paper provides a detailed exploration of Generalized Lin","/papers/ssrn/5066413/","2025-01-01",31],["p","Twin Stars: Rates and Currency Risk","SSRN · Macro-Finance & Rates · Rates and Currency Risk: The currency risk premium links the","/papers/ssrn/5066288/","2025-01-01",1],["p","Crypto Market Making","SSRN · Crypto & DeFi · The paper introduces automated market-making algorithms for ","/papers/ssrn/5066176/","2025-01-01",1553],["p","Repo Intermediation vs. Central Clearing","SSRN · Other · Dealers use sponsored repo when balance sheet space is limit","/papers/ssrn/5066146/","2025-01-01",2],["p","Bank Capital and XVAs","SSRN · Risk, Credit & Banking · The study investigates the impact of valuation adjustments o","/papers/ssrn/5065834/","2025-01-01",0],["p","Multivariate Rough Volatility","SSRN · Derivatives & Volatility · The article introduces a multivariate version of the Rough F","/papers/ssrn/5065415/","2025-01-01",5],["p","RL Transformers","SSRN · ML & AI Methods · The paper analyzes the integration of Transformer architectu","/papers/ssrn/5064791/","2025-01-01",12],["p","War in Ukraine Impact on CEE","SSRN · Macro-Finance & Rates · The research explores the macroeconomic effects of the Russi","/papers/ssrn/5064007/","2025-01-01",3],["p","Foreign EPUF and US Equity","SSRN · LLMs & Text · The article reveals that foreign economic policy uncertainty","/papers/ssrn/5063859/","2025-01-01",2],["p","Tax Effects of Financial Transactions in Spain","SSRN · Derivatives & Volatility · The article analyzes the effect of the Robin Hood tax on the","/papers/ssrn/5062009/","2025-01-01",2],["p","Safe Assets Demand in Auctions","SSRN · Other · The demand for safe assets, auction bidding strategies, and ","/papers/ssrn/5061707/","2025-01-01",2],["p","AI in Finance","SSRN · ML & AI Methods · The review discusses the use of Artificial Intelligence in f","/papers/ssrn/5061691/","2025-01-01",2],["p","A Reinforcement Learning Algorithm For Option Hedging","SSRN · Derivatives & Volatility · The study introduces a Reinforcement Learning-based algorith","/papers/ssrn/5061664/","2025-01-01",0],["p","A Systematic Literature Review on Sentimental Analysis using Machine Learning for Preprocessing, Feature Extraction and Classification","SSRN · LLMs & Text · The study reviews sentiment analysis methods in Natural Lang","/papers/ssrn/5061012/","2025-01-01",2],["p","Commodity Futures Selection","RePEc · Portfolio & Allocation · The article finds that traditional sample covariance matrix ","/papers/repec/wly-jfutmk-v-45-y-2025-i-1-p-3-22/","2025-01-01",4],["p","Algorithmic Trading in Copper Futures","RePEc · Trading, Microstructure & Execution · A study on algorithmic trading strategies for Futures Copper","/papers/repec/wly-intsec-v-19-y-2024-i-4-p-589-616/","2025-01-01",4],["p","Chatbots for Political Information Verification","RePEc · LLMs & Text · The article finds that while both ChatGPT and Bing Chat can ","/papers/repec/spr-jcsosc-v-8-y-2025-i-1-d-10-1007-s42001-024-00338-8/","2025-01-01",0],["p","D Point Cloud Shape Recognition","RePEc · Other · The article reviews the progress of geometric shape recognit","/papers/repec/eee-matcom-v-228-y-2025-i-c-p-73-86/","2025-01-01",0],["p","Enhancing Consumer Satisfaction with Investment Allocation","RePEc · Portfolio & Allocation · The article suggests a new method for assessing the signific","/papers/repec/eee-joreco-v-82-y-2025-i-c-s0969698924004363/","2025-01-01",1],["p","Consumer Segmentation with Language Models","RePEc · LLMs & Text · The research shows that Large Language Models (LLMs) can imp","/papers/repec/eee-joreco-v-82-y-2025-i-c-s0969698924003746/","2025-01-01",0],["p","Multi-View Locally Weighted Regression for LGD Forecasting","RePEc · Econometrics & Forecasting · The paper presents a new method for forecasting loss given d","/papers/repec/eee-intfor-v-41-y-2025-i-1-p-290-306/","2025-01-01",0],["p","Forecasting Exchange Rate Volatility","RePEc · Derivatives & Volatility · A combined approach using financial and macroeconomic variab","/papers/repec/eee-intfin-v-97-y-2024-i-c-s1042443124001331/","2025-01-01",3],["p","Stochastic Non-Dominance Measures","RePEc · Other · The research introduces measures of stochastic non-dominance","/papers/repec/eee-ejores-v-321-y-2025-i-1-p-269-283/","2025-01-01",1],["p","Adaptive Online Portfolio Selection","RePEc · Portfolio & Allocation · The article introduces a new online portfolio selection stra","/papers/repec/eee-ejores-v-321-y-2025-i-1-p-214-230/","2025-01-01",2],["p","Matrix Norm Solution for Markov Reward Games","RePEc · Other · The study introduces a new method to solve Markov reward gam","/papers/repec/eee-apmaco-v-488-y-2025-i-c-s009630032400585x/","2025-01-01",0],["p","Insider Trading Model","RePEc · Trading, Microstructure & Execution · The article introduces a new continuous-time insider trading","/papers/repec/eee-apmaco-v-488-y-2025-i-c-s0096300324005812/","2025-01-01",3],["p","Mathematical Models for KVA","RePEc · Other · The study presents mathematical models to compute the capita","/papers/repec/eee-apmaco-v-488-y-2025-i-c-s0096300324005666/","2025-01-01",1],["p","Selecting Factors in Time Series","RePEc · Econometrics & Forecasting · The paper suggests a new eigenvalue ratio criterion to deter","/papers/repec/bla-jtsera-v-46-y-2025-i-1-p-113-136/","2025-01-01",1],["p","Pivoting B2B platform business models: From platform experimentation to multi-platform integration to ecosystem envelopment","arXiv · Other · The study outlines a three-step pivoting framework for B2B p","/papers/doi/10-1016-j-ijpe-2024-109466/","2025-01-01",31],["p","Sentiment trading with large language models","arXiv · LLMs & Text · The OPT model, a large language model, has proven superior i","/papers/doi/10-1016-j-frl-2024-105227/","2025-01-01",111],["p","Rough differential equations for volatility","arXiv · Derivatives & Volatility · The paper presents a method for jointly lifting a Brownian m","/papers/arxiv/2412.21192/","2025-01-01",6],["p","Training Software Engineering Agents and Verifiers with SWE-Gym","Machine learning · Other · The authors introduce SWE-Gym, the first training environmen","/papers/arxiv/2412.21139/","2025-01-01",357],["p","Adaptive Batch Size Schedules for Distributed Training of Language Models with Data and Model Parallelism","Machine learning · LLMs & Text · The article introduces a new adaptive batch size schedule fo","/papers/arxiv/2412.21124/","2025-01-01",6],["p","Strategic Learning and Trading in Broker-Mediated Markets","arXiv · Trading, Microstructure & Execution · The research shows brokers in a mediated market have a strat","/papers/arxiv/2412.20847/","2025-01-01",3],["p","Integration of Blockchain in Accounting and ESG Reporting: A Systematic Review from an Oracle-Based Perspective","arXiv · Crypto & DeFi · The study reveals a lack of research on the challenges oracl","/papers/arxiv/2412.20447/","2025-01-01",8],["p","Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations","arXiv · LLMs & Text · The paper discusses the application of text mining and natur","/papers/arxiv/2412.20438/","2025-01-01",1],["p","Machine and Deep Learning for Credit Scoring: A compliant approach","arXiv · Risk, Credit & Banking · The research proposes new BASEL 2 and 3 compliant techniques","/papers/arxiv/2412.20225/","2025-01-01",6],["p","The impact of China's economic growth on poverty alleviation: From absolute to relative poverty","arXiv · Other · The study reveals that China's economic growth has eradicate","/papers/arxiv/2412.20176/","2025-01-01",0],["p","TradingAgents: Multi-Agents LLM Financial Trading Framework","arXiv · LLMs & Text · TradingAgents, a new stock trading framework, employs large ","/papers/arxiv/2412.20138/","2025-01-01",234],["p","A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic","arXiv · Crypto & DeFi · The article proposes a strategy to manage cryptocurrency ris","/papers/arxiv/2412.19983/","2025-01-01",0],["p","Hidformer: Transformer-Style Neural Network in Stock Price Forecasting","arXiv · Econometrics & Forecasting · The research explores the application of the Hidformer model","/papers/arxiv/2412.19932/","2025-01-01",6],["p","Measurement of coupling development level of new infrastructure investment and digital transformation and its temporal and spatial evolution trend","arXiv · Other · The research creates an index system to assess the developme","/papers/arxiv/2412.19861/","2025-01-01",0],["p","A new approach to locally adaptive polynomial regression","Machine learning · Other · Locally Adaptive Nonparametric Regression: The paper present","/papers/arxiv/2412.19802/","2025-01-01",0],["p","InfAlign: Inference-aware language model alignment","Machine learning · LLMs & Text · The study introduces a new framework for language models tha","/papers/arxiv/2412.19792/","2025-01-01",35],["p","Can AI help with your personal finances?","arXiv · ML & AI Methods · The study assesses the accuracy of Large Language Models lik","/papers/arxiv/2412.19784/","2025-01-01",18],["p","Machine Learning for Sentiment Analysis of Imported Food in Trinidad and Tobago","Machine learning · LLMs & Text · The research shows that the VADER machine learning algorithm","/papers/arxiv/2412.19781/","2025-01-01",0],["p","Tensor Network Estimation of Distribution Algorithms","Machine learning · ML & AI Methods · The study explores the use of tensor networks in evolutionar","/papers/arxiv/2412.19780/","2025-01-01",2],["p","Symbolic approximations to Ricci-flat metrics via extrinsic symmetries of Calabi–Yau hypersurfaces","Machine learning · ML & AI Methods · The paper uses machine learning to explore flat metrics of F","/papers/arxiv/2412.19778/","2025-01-01",11],["p","Complement or substitute? How AI increases the demand for human skills","arXiv · ML & AI Methods · The paper shows that AI has increased demand for complementa","/papers/arxiv/2412.19754/","2025-01-01",29],["p","IMAGINE: An 8-to-1b 22nm FD-SOI Compute-In-Memory CNN Accelerator With an End-to-End Analog Charge-Based 0.15-8POPS/W Macro Featuring Distribution-Aware Data Reshaping","Machine learning · ML & AI Methods · The paper introduces IMAGINE, a compute-in-memory SRAM for p","/papers/arxiv/2412.19750/","2025-01-01",2],["p","Quantiles under ambiguity and risk sharing","arXiv · Risk, Credit & Banking · The study introduces Choquet Expected Shortfall, a new class","/papers/arxiv/2412.19546/","2025-01-01",2],["p","Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms","arXiv · Portfolio & Allocation · A new portfolio selection model is proposed to minimize esti","/papers/arxiv/2412.19462/","2025-01-01",0],["p","Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading","arXiv · Trading, Microstructure & Execution · The article introduces the Adaptive Learning Policy Engine, ","/papers/arxiv/2412.19372/","2025-01-01",0],["p","Sanctions and Venezuelan Migration","arXiv · Other · The article discusses how US sanctions on Venezuela could le","/papers/arxiv/2412.19301/","2025-01-01",2],["p","A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching","arXiv · Econometrics & Forecasting · A novel model is presented to address a stochastic control i","/papers/arxiv/2412.19058/","2025-01-01",5],["p","Nonparametric estimation of matching efficiency and elasticity in a spot gig work platform: 2019–2023","arXiv · Other · The study reveals that gig work platforms in Japan have expa","/papers/arxiv/2412.19024/","2025-01-01",4],["p","Travelling Waves in Finance","arXiv · Derivatives & Volatility · The paper examines the use of a second-order differential op","/papers/arxiv/2412.19020/","2025-01-01",1],["p","Long-Form Speech Generation with Spoken Language Models","Machine learning · LLMs & Text · Google introduces SpeechSSM, a speech language model for gen","/papers/arxiv/2412.18603/","2025-01-01",28],["p","Decentralized Intelligence in GameFi: Embodied AI Agents and the Convergence of DeFi and Virtual Ecosystems","Machine learning · Crypto & DeFi · A proposed GameFi ecosystem integrates advanced AI agents in","/papers/arxiv/2412.18601/","2025-01-01",3],["p","DiTCtrl: Exploring Attention Control in Multi-Modal Diffusion Transformer for Tuning-Free Multi-Prompt Longer Video Generation","Machine learning · ML & AI Methods · Attention Control in Video Generation: DiTCtrl is a new trai","/papers/arxiv/2412.18597/","2025-01-01",82],["p","Local and Mixing-Based Algorithms for Gaussian Graphical Model Selection from Glauber Dynamics","Machine learning · Other · A new algorithm for Gaussian graphical model selection is pr","/papers/arxiv/2412.18594/","2025-01-01",2],["p","The Value of AI-Generated Metadata for UGC Platforms: Evidence from a Large-scale Field Experiment","arXiv · ML & AI Methods · An experiment on an Asian short-video platform found that AI","/papers/arxiv/2412.18337/","2025-01-01",6],["p","YuLan-Mini: An Open Data-efficient Language Model","Machine learning · LLMs & Text · Efficient Language Model: YuLan-Mini, a 2.42B parameter base","/papers/arxiv/2412.17743/","2025-01-01",7],["p","Can LLMs Obfuscate Code? A Systematic Analysis of Large Language Models into Assembly Code Obfuscation","Machine learning · LLMs & Text · The MetamorphASM benchmark is designed to assess Large Langu","/papers/arxiv/2412.16135/","2025-01-01",18],["p","Mitigating optimistic bias in entropic risk estimation and optimization","Machine learning · Risk, Credit & Banking · A novel bootstrapping method is suggested to reduce bias in ","/papers/arxiv/2409.19926/","2025-01-01",2],["p","Safetywashing: Do AI Safety Benchmarks Actually Measure Safety Progress?","Machine learning · ML & AI Methods · Research suggests AI safety benchmarks often align with gene","/papers/arxiv/2407.21792/","2025-01-01",87],["p","Keypoint Aware Masked Image Modelling","Machine learning · ML & AI Methods · KAMIM is a new method that enhances vision transformers' per","/papers/arxiv/2407.13873/","2025-01-01",1],["p","Principal Component Flow Map Learning of PDEs from Incomplete, Limited, and Noisy Data","Machine learning · ML & AI Methods · A new computational technique has been introduced for modeli","/papers/arxiv/2407.10854/","2025-01-01",3],["p","Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing","arXiv · Macro-Finance & Rates · A study using the DICE model with variable discount rates sh","/papers/arxiv/2312.07614/","2025-01-01",2],["p","Adversarial Attacks on Encrypted ML","SSRN · ML & AI Methods · The article explores the susceptibility of encrypted machine","/papers/ssrn/5060492/","2024-12-18",0],["p","Monetary Policy Impact","SSRN · Macro-Finance & Rates · The study reveals that companies with access to big data adj","/papers/ssrn/5060006/","2024-12-18",1],["p","Corporate ESG Narrative Transmission","SSRN · Corporate Finance · The study uses Latent Dirichlet Allocation and the XGBoost a","/papers/ssrn/5059974/","2024-12-18",1],["p","Portfolio Variable Selection","SSRN · Portfolio & Allocation · Machine learning methods can choose predictors for optimal p","/papers/ssrn/5059973/","2024-12-18",1],["p","Liquidity Fees in Open-End Mutual Funds: Theory and Evidence","SSRN · Trading, Microstructure & Execution · A theoretical model indicates that liquidity management tool","/papers/ssrn/5059805/","2024-12-18",0],["p","Active Flow Control for Confined Square Cylinder Wake","SSRN · ML & AI Methods · The article introduces a deep learning surrogate model-based","/papers/ssrn/5059657/","2024-12-18",0],["p","Bitcoin Price Forecasting","SSRN · Crypto & DeFi · The new model predicts Bitcoin's price based on factors like","/papers/ssrn/5059523/","2024-12-18",83],["p","FX Dealer Constraints and External Imbalances","SSRN · Macro-Finance & Rates · The study examines the theory that changes in a country's ex","/papers/ssrn/5059440/","2024-12-18",0],["p","Topological Quality Using Persistence Matching Diagrams","SSRN · ML & AI Methods · The article suggests that the quality of a dataset for machi","/papers/ssrn/5059197/","2024-12-18",0],["p","Iterated Combination Method for Risk Measure Forecasts","SSRN · Econometrics & Forecasting · The study introduces an innovative technique, iterative comb","/papers/ssrn/5059002/","2024-12-18",0],["p","Data Optimization for Large-Scale Industries","SSRN · ML & AI Methods · The article explores the use of machine learning models and ","/papers/ssrn/5058737/","2024-12-18",0],["p","Quantum Computing Threats to Encrypted ML","SSRN · ML & AI Methods · The paper discusses the potential threats of quantum computi","/papers/ssrn/5058511/","2024-12-18",0],["p","Stock Lending, Retail Trading, and Liquidity","SSRN · Trading, Microstructure & Execution · The halt of the security relending service in China resulted","/papers/ssrn/5057995/","2024-12-18",0],["p","Investor Types & Asset Price Comovement","SSRN · Asset Pricing & Factors · The study suggests that asset price comovement can significa","/papers/ssrn/5057505/","2024-12-18",0],["p","Portfolio Optimization with GOPALS","SSRN · Portfolio & Allocation · The traditional method for portfolio optimization is prone t","/papers/ssrn/5057384/","2024-12-18",0],["p","Creditor Rights and Corporate Investment in India","SSRN · Risk, Credit & Banking · The introduction of the Insolvency and Bankruptcy Code in In","/papers/ssrn/5056284/","2024-12-18",0],["p","Warranty Accuracy: Machine Learning vs Human Estimates","SSRN · ML & AI Methods · Machine Learning vs Human Estimates: Machine learning models","/papers/ssrn/5056018/","2024-12-18",0],["p","Cryptocurrency Arbitrage Trading","SSRN · Crypto & DeFi · The paper offers advice on creating a high-frequency trading","/papers/ssrn/5055292/","2024-12-18",0],["p","Enhanced Hybrid IDS for Zero-Day Attacks","SSRN · ML & AI Methods · A hybrid approach combining deep learning and machine learni","/papers/ssrn/5055229/","2024-12-18",0],["p","Index Inclusion and Corporate Actions","SSRN · Corporate Finance · Inclusion in a stock index increases market attention, influ","/papers/ssrn/5054349/","2024-12-18",0],["p","Bitcoin Price Forecasting","SSRN · Crypto & DeFi · The research introduces a CNNLSTM model with various indicat","/papers/ssrn/5053931/","2024-12-18",0],["p","Generative AI in Financial Info Processing","SSRN · ML & AI Methods · The paper shows that nearly half of retail investors use gen","/papers/ssrn/5053905/","2024-12-18",0],["p","Updating Online Reviews","SSRN · Other · The study observes the review updating phenomenon where cons","/papers/ssrn/5053415/","2024-12-18",26],["p","Dynamic FX Hedging","SSRN · Derivatives & Volatility · Dynamic foreign exchange hedging strategies, considering fac","/papers/ssrn/5047797/","2024-12-18",8],["p","INTERNATIONAL JOURNAL OF ADVANCES IN ENGINEERING RESEARCH AI for Proactive Data Quality Assurance: Enhancing Data Integrity and Reliability 1","SSRN · ML & AI Methods · The study introduces an AI-based framework for proactive dat","/papers/ssrn/5047707/","2024-12-18",0],["p","ML Forecasting for Investments","SSRN · Econometrics & Forecasting · The MLAGRUPPO model, combining machine learning and attentio","/papers/ssrn/5045793/","2024-12-18",2],["p","Closing models, opening debates: theoretical uncertainty and the low-carbon transition","SSRN · Other · The research questions traditional assumptions in Energy-Eco","/papers/ssrn/5045204/","2024-12-18",0],["p","Legal Challenges in AI","SSRN · ML & AI Methods · The rise of AI-generated content online may corrupt data set","/papers/ssrn/5045155/","2024-12-18",8],["p","Capital Structure and Financial Performance in Nigeria's Oil and Gas Sector","SSRN · Corporate Finance · The study investigates the link between capital structure an","/papers/ssrn/5043826/","2024-12-18",1],["p","DCCS Model Dynamics","SSRN · Corporate Finance · The Dynamic Covenant Capital Structure model integrates Debt","/papers/ssrn/5029708/","2024-12-18",0],["p","Analyzing Fundamental and Non-Fundamental Volatility in GCC Stock Markets: A Decomposition Approach","SSRN · Derivatives & Volatility · The study analyzes the factors influencing stock price fluct","/papers/ssrn/5029371/","2024-12-18",0],["p","Overconfidence and Trading Volume","SSRN · Trading, Microstructure & Execution · A study finds a strong positive correlation between investor","/papers/ssrn/5028494/","2024-12-18",0],["p","Frugal Machine Learning: Efficiency and Accessibility","SSRN · ML & AI Methods · Efficiency and Accessibility: The paper provides an overview","/papers/ssrn/5012869/","2024-12-18",0],["p","Stock Price Reaction to Managerial Soft Info","RePEc · ML & AI Methods · A study uses unsupervised machine learning to analyze the ef","/papers/repec/taf-hbhfxx-v-25-y-2024-i-4-p-481-495/","2024-12-18",1],["p","Wealth Bias in Sin Stocks","RePEc · Other · The research reveals a correlation between the wealth of Eur","/papers/repec/pal-assmgt-v-25-y-2024-i-7-d-10-1057-s41260-024-00360-5/","2024-12-18",3],["p","Predicting Stock Market Crises","RePEc · Macro-Finance & Rates · Extreme gradient boosting (XGBoost) is the best machine lear","/papers/repec/gam-jjrfmx-v-17-y-2024-i-12-p-554-d-1540423/","2024-12-18",4],["p","Digital Platform Capabilities in Data Value Unlocking","RePEc · Other · The research identifies data integration, data analytics, an","/papers/repec/eee-proeco-v-278-y-2024-i-c-s0925527324002913/","2024-12-18",2],["p","Corporate Governance in Financial Distress in China","RePEc · Corporate Finance · The research uses the LightGBM machine learning method to st","/papers/repec/eee-pacfin-v-88-y-2024-i-c-s0927538x24003019/","2024-12-18",2],["p","Predicting Salmon Prices with Deep Learning and Sentiment Analysis","RePEc · LLMs & Text · The article discusses a study that uses deep learning models","/papers/repec/eee-jocoma-v-36-y-2024-i-c-s2405851324000576/","2024-12-18",3],["p","Hybrid Machine Learning for Stock Volatility Prediction","RePEc · Derivatives & Volatility · A study uses machine learning to analyze stock market volati","/papers/repec/eee-finana-v-96-y-2024-i-pb-s1057521924006434/","2024-12-18",4],["p","Portfolio Optimization with Transfer Entropy","RePEc · Portfolio & Allocation · The study incorporates transfer entropy into portfolio optim","/papers/repec/eee-finana-v-96-y-2024-i-pa-s1057521924005763/","2024-12-18",2],["p","Early Detection of Child Violence with ML","RePEc · ML & AI Methods · A paper uses machine learning to predict child abuse in Arge","/papers/repec/eee-cysrev-v-166-y-2024-i-c-s0190740924005048/","2024-12-18",2],["p","Machine Learning in Credit Scoring","RePEc · Risk, Credit & Banking · Research in a Chinese internet company shows machine learnin","/papers/repec/eee-aosoci-v-113-y-2024-i-c-s0361368224000278/","2024-12-18",8],["p","Representing Long Volumetric Video with Temporal Gaussian Hierarchy","Machine learning · Other · The paper introduces Temporal Gaussian Hierarchy, a new 4D r","/papers/doi/10-1145-3687919/","2024-12-18",82],["p","Digital technologies and performance incentives: evidence from businesses in the Swiss economy","arXiv · Corporate Finance · The study reveals that Swiss firms that are more open to dig","/papers/arxiv/2412.12780/","2024-12-18",6],["p","Organizational culture and the usage of Industry 4.0 technologies: evidence from Swiss businesses","arXiv · Other · The paper finds a positive correlation between a progressive","/papers/arxiv/2412.12752/","2024-12-18",13],["p","An Application of the Ornstein-Uhlenbeck Process to Pairs Trading","arXiv · Trading, Microstructure & Execution · A preliminary study shows that a pairs trading strategy usin","/papers/arxiv/2412.12458/","2024-12-18",1],["p","AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics","arXiv · ML & AI Methods · The project uses a blend of technical, market, and statistic","/papers/arxiv/2412.12438/","2024-12-18",0],["p","Emergence of Power-Law and Other Wealth Distributions in Crowd of Heterogeneous Agents","arXiv · Other · The research uses a feedback loop model to explain the diffe","/papers/arxiv/2412.12393/","2024-12-18",1],["p","A multi-factor market-neutral investment strategy for New York Stock Exchange equities","arXiv · Asset Pricing & Factors · The report outlines a market-neutral investment strategy for","/papers/arxiv/2412.12350/","2024-12-18",0],["p","MaxInfoRL: Boosting exploration in reinforcement learning through information gain maximization","Machine learning · ML & AI Methods · The research introduces MaxInfoRL, a reinforcement learning ","/papers/arxiv/2412.12098/","2024-12-18",41],["p","PanSplat: 4K Panorama Synthesis with Feed-Forward Gaussian Splatting","Machine learning · Other · The paper introduces PanSplat, a feed-forward method for wid","/papers/arxiv/2412.12096/","2024-12-18",29],["p","Causal Diffusion Transformers for Generative Modeling","Machine learning · Econometrics & Forecasting · The article discusses Causal Diffusion, a framework that enh","/papers/arxiv/2412.12095/","2024-12-18",36],["p","CAP4D: Creating Animatable 4D Portrait Avatars with Morphable Multi-View Diffusion Models","Machine learning · ML & AI Methods · Portrait Avatars: CAP4D is a method that uses a unique model","/papers/arxiv/2412.12093/","2024-12-18",63],["p","Multiplexing in networks and diffusion","arXiv · ML & AI Methods · The study finds that multiplex social and economic networks ","/papers/arxiv/2412.11957/","2024-12-18",3],["p","Multivariate distributions in non-stationary complex systems I: A random matrix model and formulae for data analysis","arXiv · Other · The study introduces a statistical model to evaluate risk fo","/papers/arxiv/2412.11601/","2024-12-18",3],["p","Cost-aware Portfolios in a Large Universe of Assets","arXiv · Portfolio & Allocation · Research suggests portfolio models that include transaction ","/papers/arxiv/2412.11575/","2024-12-18",2],["p","S&P 500 Trend Prediction","arXiv · Econometrics & Forecasting · The study uses machine learning to predict S&P 500 trends, c","/papers/arxiv/2412.11462/","2024-12-18",1],["p","A Deep Learning Approach for Trading Factor Residuals","arXiv · Trading, Microstructure & Execution · A replication of the Deep Learning Statistical Arbitrage met","/papers/arxiv/2412.11432/","2024-12-18",0],["p","Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate","arXiv · ML & AI Methods · The Prediction-Enhanced Monte Carlo framework uses machine l","/papers/arxiv/2412.11257/","2024-12-18",5],["p","PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning","arXiv · Derivatives & Volatility · The use of machine learning and PolyModel feature selection ","/papers/arxiv/2412.11019/","2024-12-18",3],["p","BINARY OR NONBINARY? AN EVOLUTIONARY LEARNING APPROACH TO GENDER IDENTITY","arXiv · ML & AI Methods · The analysis suggests that nonbinary gender identity could b","/papers/arxiv/2412.10959/","2024-12-18",0],["p","FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs","arXiv · LLMs & Text · A data-driven method that includes news spread, contextual d","/papers/arxiv/2412.10823/","2024-12-18",6],["p","Strategically Acting on Information","arXiv · Other · The study creates a model to balance the use of beneficial i","/papers/arxiv/2412.10564/","2024-12-18",0],["p","Is Polarization an Inevitable Outcome of Similarity-Based Content Recommendations? - Mathematical Proofs and Computational Validation","arXiv · Other · Research indicates that digital platform recommendation syst","/papers/arxiv/2412.10524/","2024-12-18",2],["p","Re-examining the social impact of silver monetization in the Ming Dynasty from the perspective of supply and demand","arXiv · Other · The article argues that silver monetization contributed to t","/papers/arxiv/2412.10478/","2024-12-18",1],["p","Apollo: An Exploration of Video Understanding in Large Multimodal Models","Machine learning · Other · The study explores the mechanisms behind video understanding","/papers/arxiv/2412.10360/","2024-12-18",100],["p","Reciprocity in Interbank Markets","arXiv · Risk, Credit & Banking · The research explores the interdependence of banks in financ","/papers/arxiv/2412.10329/","2024-12-18",1],["p","Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems","arXiv · LLMs & Text · The combination of Convolutional Neural Networks and Gated R","/papers/arxiv/2412.10199/","2024-12-18",10],["p","GenEx: Generating an Explorable World","Machine learning · ML & AI Methods · Explorable World: GenEx is a system that plans complex world","/papers/arxiv/2412.09624/","2024-12-18",25],["p","Stereo4D: Learning How Things Move in 3D from Internet Stereo Videos","Machine learning · ML & AI Methods · Learning Motion from Videos: The authors have developed a sy","/papers/arxiv/2412.09621/","2024-12-18",96],["p","Spectral Image Tokenizer","Machine learning · ML & AI Methods · The paper suggests a novel method for tokenizing images for ","/papers/arxiv/2412.09607/","2024-12-18",15],["p","Feat2GS: Probing Visual Foundation Models with Gaussian Splatting","Machine learning · Other · Visual Foundation Models: Feat2GS is a framework that extrac","/papers/arxiv/2412.09606/","2024-12-18",30],["p","Geometric Deep Learning for Realized Covariance Matrix Forecasting","arXiv · Econometrics & Forecasting · A new method for forecasting asset return covariance matrice","/papers/arxiv/2412.09517/","2024-12-18",1],["p","Delving into Youth Perspectives on In-game Gambling-like Elements: A Proof-of-Concept Study Utilising Large Language Models for Analysing User-Generated Text Data","arXiv · LLMs & Text · The report shows that Large Language Models can effectively ","/papers/arxiv/2412.09345/","2024-12-18",1],["p","ObjectMate: A Recurrence Prior for Object Insertion and Subject-Driven Generation","Machine learning · Other · Object Insertion Recurrence: The article introduces ObjectMa","/papers/arxiv/2412.08645/","2024-12-18",21],["p","Flowedit: Inversion-Free Text-Based Editing Using Pre-Trained Flow Models","Machine learning · Other · Text-Based Editing: The study presents FlowEdit, a new text-","/papers/arxiv/2412.08629/","2024-12-18",248],["p","Concept Bottleneck Language Models For protein design","Machine learning · LLMs & Text · The paper presents Concept Bottleneck Protein Language Model","/papers/arxiv/2411.06090/","2024-12-18",24],["p","The State of Robot Motion Generation","Machine learning · Other · The paper reviews 50 years of robotics research, discussing ","/papers/arxiv/2410.12172/","2024-12-18",7],["p","VickreyFeedback: Cost-efficient Data Construction for Reinforcement Learning from Human Feedback","arXiv · ML & AI Methods · An auction mechanism is introduced to enhance cost-efficienc","/papers/arxiv/2409.18417/","2024-12-18",3],["p","Length Optimization in Conformal Prediction","Machine learning · Other · The research presents Conformal Prediction with Length-Optim","/papers/arxiv/2406.18814/","2024-12-18",49],["p","Retail Investor Response","SSRN · Derivatives & Volatility · The study shows that monetary policy shocks in open economie","/papers/ssrn/5053211/","2024-12-12",1],["p","Achievable Alpha: Evaluating Mutual-Fund Performance for Shortsale-Constrained Investors","SSRN · Portfolio & Allocation · The piece argues that the traditional mutual fund performanc","/papers/ssrn/5052445/","2024-12-12",0],["p","Volatility Demand in Market Turmoil","SSRN · Derivatives & Volatility · The study resolves the paradox of end users reducing their V","/papers/ssrn/5052438/","2024-12-12",0],["p","Baijiu Aroma Analysis with OIRD & ML","SSRN · ML & AI Methods · A new method using oblique-incidence reflectance difference ","/papers/ssrn/5051151/","2024-12-12",0],["p","Event-Driven Connectedness","SSRN · Derivatives & Volatility · The research identifies 21 significant historical events tha","/papers/ssrn/5050777/","2024-12-12",1],["p","Minimum Holding Period Analysis","SSRN · Derivatives & Volatility · The study warns that relying on short-term metrics or a sing","/papers/ssrn/5050385/","2024-12-12",1],["p","Accounting Fraud Impact","SSRN · Other · The research finds that accounting fraud significantly incre","/papers/ssrn/5049576/","2024-12-12",3],["p","Ethereum ETFs & Institutional Adoption","SSRN · Crypto & DeFi · The paper discusses the factors leading to the approval of E","/papers/ssrn/5049389/","2024-12-12",0],["p","AI Algorithms & Machine Learning for Big Data","SSRN · ML & AI Methods · AI and machine learning are revolutionizing big data process","/papers/ssrn/5048954/","2024-12-12",0],["p","SL Theory in Quant Finance","SSRN · Portfolio & Allocation · The article presents a framework for using SturmLiouville th","/papers/ssrn/5047749/","2024-12-12",0],["p","Smart Learning: AI Integration","SSRN · ML & AI Methods · AI Integration: The report details the creation of an AI-bas","/papers/ssrn/5047034/","2024-12-12",0],["p","Datvd: New Vulnerability Detection Method","SSRN · Other · New Vulnerability Detection Method: A new system, DATVD, use","/papers/ssrn/5046881/","2024-12-12",1],["p","Reinforcement Learning for Rabi Model","SSRN · ML & AI Methods · The paper introduces a control scheme using reinforcement le","/papers/ssrn/5046703/","2024-12-12",1],["p","Portfolio Optimization with Dynamic Factor Copula Model","SSRN · Portfolio & Allocation · A new model, the dynamic heterogeneous closed-form factor co","/papers/ssrn/5046687/","2024-12-12",0],["p","Disciplining Forecasts","SSRN · Econometrics & Forecasting · The research introduces a portfolio optimization framework f","/papers/ssrn/5046369/","2024-12-12",0],["p","Trade Partner Concentration in EU","SSRN · Macro-Finance & Rates · The study shows that global GDP growth increases export and ","/papers/ssrn/5046307/","2024-12-12",1],["p","Partisan Consumers","SSRN · Other · The analysis reveals a rise in politically influenced consum","/papers/ssrn/5046064/","2024-12-12",2],["p","Does Social Pension Insurance Increase the Efficiency of Household Financial Portfolios?","SSRN · Portfolio & Allocation · Research shows that social pension insurance in China enhanc","/papers/ssrn/5046037/","2024-12-12",3],["p","Charge Estimation Methods for Li-Ion Batteries","SSRN · ML & AI Methods · The study evaluates different methods of estimating the Stat","/papers/ssrn/5045879/","2024-12-12",1],["p","Global Debt Management","SSRN · Risk, Credit & Banking · The study reveals that active debt management decisions, suc","/papers/ssrn/5045732/","2024-12-12",2],["p","GDP Nowcast Model for India","SSRN · Macro-Finance & Rates · The article calls for a reassessment of Indian GDP nowcastin","/papers/ssrn/5045024/","2024-12-12",2],["p","Formula Investing","SSRN · Other · The research compares four investment strategies, finding th","/papers/ssrn/5043197/","2024-12-12",0],["p","Optimal Scaling in Serverless Computing","SSRN · ML & AI Methods · Serverless computing in cloud data centers can be optimized ","/papers/ssrn/5042760/","2024-12-12",1],["p","Optimal Portfolio Analysis with Stochastic Volatility","RePEc · Derivatives & Volatility · The article presents a method for optimizing portfolios in a","/papers/repec/wsi-ijtafx-v-27-y-2024-i-05n06-n-s0219024924500237/","2024-12-12",3],["p","Solution Uniqueness in Portfolio Optimization","RePEc · Portfolio & Allocation · Research on mean-deviation portfolio optimization indicates ","/papers/repec/wsi-ijtafx-v-27-y-2024-i-05n06-n-s0219024924500195/","2024-12-12",2],["p","Capped Volatility Swaps Pricing","RePEc · Derivatives & Volatility · The article discusses the use of machine learning in determi","/papers/repec/taf-quantf-v-24-y-2024-i-9-p-1287-1300/","2024-12-12",6],["p","Equity Premium Forecasting","RePEc · Asset Pricing & Factors · Machine learning methods, despite their strong forecasting a","/papers/repec/taf-quantf-v-24-y-2024-i-10-p-1445-1461/","2024-12-12",5],["p","Systemic Risk in FinTech and Traditional Finance","RePEc · Risk, Credit & Banking · The study uses machine learning to identify key factors affe","/papers/repec/taf-eurjfi-v-30-y-2024-i-18-p-2157-2190/","2024-12-12",2],["p","Timing Volatility in Portfolio Allocations","RePEc · Derivatives & Volatility · The research indicates that dynamic strategies based on timi","/papers/repec/spt-apfiba-v-14-y-2024-i-6-f-14-6-5/","2024-12-12",2],["p","Clustering in Financial Markets","RePEc · ML & AI Methods · The article reviews the use of machine learning clustering t","/papers/repec/ora-journl-v-33-y-2024-i-1-p-330-336/","2024-12-12",5],["p","Factors Influencing Bond Selling","RePEc · Macro-Finance & Rates · The sale of government retail bonds in the secondary market ","/papers/repec/eme-isetez-s1571-038620240000034006/","2024-12-12",4],["p","Impact of Innovation News on Illiquid Stocks","RePEc · LLMs & Text · A study using machine learning found that news about product","/papers/repec/eme-ejimpp-ejim-07-2022-0387/","2024-12-12",1],["p","Green Finance in Economic Cycles","RePEc · Econometrics & Forecasting · The deep multi-layer perceptron (DMLP) and k-nearest neighbo","/papers/repec/eee-tefoso-v-209-y-2024-i-c-s0040162524005900/","2024-12-12",3],["p","Correlation Matrix Estimation with Reinforcement Learning","RePEc · ML & AI Methods · The paper introduces a data-driven approach using reinforcem","/papers/repec/eee-finana-v-96-y-2024-i-pa-s1057521924005040/","2024-12-12",3],["p","Stock Return Variation Across Countries","RePEc · Econometrics & Forecasting · The study uses machine learning to forecast country equity r","/papers/repec/eee-finana-v-96-y-2024-i-pa-s1057521924005015/","2024-12-12",3],["p","Objectionable Web Content Filtering System","RePEc · ML & AI Methods · The research is focused on developing a machine learning sys","/papers/repec/bjf-journl-v-9-y-2024-i-11-p-51-60/","2024-12-12",4],["p","A Scoping Review of ChatGPT Research in Accounting and Finance","arXiv · LLMs & Text · The article reviews recent research on the use of Large Lang","/papers/doi/10-1016-j-accinf-2024-100715/","2024-12-12",103],["p","Efficient and Verified Continuous Double Auctions","arXiv · Other · A new implementation of continuous double auctions improves ","/papers/arxiv/2412.08624/","2024-12-12",2],["p","RAG-IT: Retrieval-Augmented Instruction Tuning for Automated Financial Analysis - A Case Study for the Semiconductor Sector","arXiv · LLMs & Text · The study introduces a new method for automating earnings re","/papers/arxiv/2412.08179/","2024-12-12",4],["p","Efficient Online Reinforcement Learning Fine-Tuning Need Not Retain Offline Data","Machine learning · ML & AI Methods · The article introduces Warm-start RL (WSRL), a new reinforce","/papers/arxiv/2412.07762/","2024-12-12",73],["p","FlashRNN: I/O-Aware Optimization of Traditional RNNs on modern hardware","Machine learning · Econometrics & Forecasting · The article introduces FlashRNN, a hardware-optimized soluti","/papers/arxiv/2412.07752/","2024-12-12",8],["p","A Joint Energy and Differentially-Private Smart Meter Data Market","arXiv · Other · A proposed joint energy and data market allows retailers to ","/papers/arxiv/2412.07688/","2024-12-12",1],["p","A hype-adjusted probability measure for NLP stock return forecasting","arXiv · LLMs & Text · The paper introduces a new Natural Language Processing metho","/papers/arxiv/2412.07587/","2024-12-12",4],["p","Passive Market Impact: A Point Process Approach","arXiv · Trading, Microstructure & Execution · The research introduces a microstructure model to examine th","/papers/arxiv/2412.07461/","2024-12-12",5],["p","Will remote work drive a new wave of suburbanisation in Poland? Analysing the relocation preferences of Polish office employees","arXiv · Other · A Polish survey indicates that age, commuting method, percei","/papers/arxiv/2412.07459/","2024-12-12",3],["p","A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm","arXiv · Derivatives & Volatility · The article presents a unique AI model for predicting future","/papers/arxiv/2412.07223/","2024-12-12",25],["p","Generative AI Impact on Labor Market: Analyzing ChatGPT's Demand in Job Advertisements","arXiv · LLMs & Text · A study reveals the growing demand for ChatGPT-related skill","/papers/arxiv/2412.07042/","2024-12-12",9],["p","[MASK] is All You Need","Machine learning · ML & AI Methods · The study suggests using discrete-state models to connect Ma","/papers/arxiv/2412.06787/","2024-12-12",10],["p","P3-PO: Prescriptive Point Priors for Visuo-Spatial Generalization of Robot Policies","Machine learning · Other · The article presents Prescriptive Point Priors for Policies ","/papers/arxiv/2412.06784/","2024-12-12",27],["p","Training Large Language Models to Reason in a Continuous Latent Space","Machine learning · LLMs & Text · The article presents Coconut, a new approach that uses the l","/papers/arxiv/2412.06769/","2024-12-12",811],["p","Systematic comparison of deep generative models applied to multivariate financial time series","arXiv · Econometrics & Forecasting · The study contrasts deep generative models (DGMs) and parame","/papers/arxiv/2412.06417/","2024-12-12",1],["p","India's residential space cooling transition: Decarbonization ambitions since the turn of millennium","arXiv · Other · A study shows a 292.4% increase in India's carbon emissions ","/papers/arxiv/2412.06360/","2024-12-12",35],["p","Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms","arXiv · ML & AI Methods · The research uses AI to study tail risk in US financial mark","/papers/arxiv/2412.06193/","2024-12-12",33],["p","Unveiling True Talent: The Soccer Factor Model for Skill Evaluation","arXiv · Asset Pricing & Factors · The Soccer Factor Model (SFM) is a new method for evaluating","/papers/arxiv/2412.05911/","2024-12-12",1],["p","Measuring consumer sensitivity to audio advertising: a long-run field experiment on Pandora internet radio","arXiv · Other · Research involving 35 million Pandora listeners indicates th","/papers/arxiv/2412.05516/","2024-12-12",7],["p","Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark","arXiv · Portfolio & Allocation · The paper investigates the potential of Leveraged Exchange T","/papers/arxiv/2412.05431/","2024-12-12",3],["p","Birth and Death of a Rose","Machine learning · ML & AI Methods · The research presents a technique for creating temporal obje","/papers/arxiv/2412.05278/","2024-12-12",7],["p","Expanding Performance Boundaries of Open-Source Multimodal Models with Model, Data, and Test-Time Scaling","Machine learning · LLMs & Text · The paper presents InternVL 2.5, a sophisticated multimodal ","/papers/arxiv/2412.05271/","2024-12-12",1802],["p","Chemist-aligned retrosynthesis by ensembling diverse inductive bias models.","Machine learning · ML & AI Methods · The paper suggests Chimera, a system for creating highly pre","/papers/arxiv/2412.05269/","2024-12-12",9],["p","Reinforcement Learning: An Overview","Machine learning · ML & AI Methods · The manuscript offers a detailed review of deep reinforcemen","/papers/arxiv/2412.05265/","2024-12-12",0],["p","Extrapolated Urban View Synthesis Benchmark","Machine learning · Other · The study introduces the first Extrapolated Urban View Synth","/papers/arxiv/2412.05256/","2024-12-12",14],["p","AI and the Law","arXiv · ML & AI Methods · The article discusses the potential impact of generative AI ","/papers/arxiv/2412.05090/","2024-12-12",1],["p","Enhancing Fourier pricing with machine learning","arXiv · ML & AI Methods · The study suggests using machine learning to fine-tune Fouri","/papers/arxiv/2412.05070/","2024-12-12",0],["p","Follow the money: A startup-based measure of AI exposure across occupations, industries, and regions","arXiv · ML & AI Methods · The AI Startup Exposure index suggests that high-skilled job","/papers/arxiv/2412.04924/","2024-12-12",4],["p","Achieving Semantic Consistency: Contextualized Word Representations for Political Text Analysis","arXiv · LLMs & Text · A comparison study found that BERT performs better than Word","/papers/arxiv/2412.04505/","2024-12-12",3],["p","NVILA: Efficient Frontier Visual Language Models","Machine learning · LLMs & Text · The article introduces NVILA, a new family of Visual Languag","/papers/arxiv/2412.04468/","2024-12-12",259],["p","MegaSaM: Accurate, Fast, and Robust Structure and Motion from Casual Dynamic Videos","Machine learning · Other · The article discusses a deep visual SLAM framework that enab","/papers/arxiv/2412.04463/","2024-12-12",261],["p","Monocular Dynamic Gaussian Splatting: Fast, Brittle, and Scene Complexity Rules","Machine learning · Other · The article provides an organized benchmark and analysis of ","/papers/arxiv/2412.04457/","2024-12-12",7],["p","Densing law of LLMs","Machine learning · LLMs & Text · The article presents 'capacity density' as a new metric for ","/papers/arxiv/2412.04315/","2024-12-12",62],["p","Quantifying Global Food Trade: A Net Caloric Content Approach to Food Trade Network Analysis","arXiv · Other · A study on global food trade using net caloric flows reveals","/papers/arxiv/2411.18856/","2024-12-12",0],["p","A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics","arXiv · ML & AI Methods · A proposed machine learning algorithm effectively solves com","/papers/arxiv/2411.08668/","2024-12-12",1],["p","Counting Clinical Trials: New Evidence on Pharmaceutical Sector Productivity","arXiv · Other · Researchers have developed a method to label unstructured te","/papers/arxiv/2405.08030/","2024-12-12",1],["p","Right on Time: Revising Time Series Models by Constraining their Explanations","Machine learning · Econometrics & Forecasting · The article introduces Right on Time (RioT), a method that h","/papers/arxiv/2402.12921/","2024-12-12",9],["p","Entrepreneurial Narratives in Small Firm Internationalisation","SSRN · Corporate Finance · The article investigates how Lebanese entrepreneurs utilize ","/papers/ssrn/5042660/","2024-12-04",0],["p","Equilibrium Pricing and Return Predictability","SSRN · Asset Pricing & Factors · The article explains how the relationship between assets can","/papers/ssrn/5042622/","2024-12-04",0],["p","Regional Banknote Forecast","RePEc · Econometrics & Forecasting · Machine learning can enhance cash demand forecasting and inv","/papers/repec/zbw-bubdps-305276/","2024-12-04",2],["p","Cross-Sectional Anomalies and Arbitrage","RePEc · Trading, Microstructure & Execution · An extended analysis of Kaplanski's work reveals that arbitr","/papers/repec/wsi-wschap-9789811290633-0004/","2024-12-04",2],["p","Turkey Financial Dollarization","RePEc · Macro-Finance & Rates · Machine learning has been used to study the effect of dollar","/papers/repec/spr-qualqt-v-58-y-2024-i-6-d-10-1007-s11135-024-01911-z/","2024-12-04",2],["p","Capital Flows in Emerging Economies","RePEc · Other · The article explores the correlation in gross capital inflow","/papers/repec/spr-jqecon-v-22-y-2024-i-4-d-10-1007-s40953-024-00409-7/","2024-12-04",2],["p","Real Estate Return and Risk Forecasting","RePEc · Econometrics & Forecasting · A forecasting model for real estate stock returns and risks ","/papers/repec/spr-gjorer-v-10-y-2024-i-1-d-10-1365-s41056-024-00070-4/","2024-12-04",2],["p","Forecasting Volatility in Crypto-Winter","RePEc · Crypto & DeFi · The research expands the use of a volatility prediction fram","/papers/repec/spr-digfin-v-6-y-2024-i-4-d-10-1007-s42521-024-00108-1/","2024-12-04",5],["p","Model Comparison","RePEc · Risk, Credit & Banking · The study finds logistic regression more efficient than deci","/papers/repec/ora-journl-v-2-y-2023-i-2-p-67-75/","2024-12-04",0],["p","Asset Pricing in Borsa Istanbul","RePEc · Asset Pricing & Factors · A study on the Turkish Stock Exchange from 2009-2020 found t","/papers/repec/eme-jespps-jes-07-2023-0357/","2024-12-04",2],["p","Stock Portfolio Construction in BIST Retail Sector","RePEc · Portfolio & Allocation · The study uses Entropy CRITIC IDDWS and PROMETHEE methods to","/papers/repec/eco-journ1-2024-06-3/","2024-12-04",2],["p","AI Impact on Society","RePEc · ML & AI Methods · The paper focuses on the influence of AI, particularly the c","/papers/repec/aes-dbjour-v-14-y-2023-i-1-p-61-75/","2024-12-04",0],["p","Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling","arXiv · Portfolio & Allocation · The study introduces a new model, PfoTGNRec, for stock recom","/papers/doi/10-1145-3677052-3698662/","2024-12-04",11],["p","Geometric insights into robust portfolio construction","arXiv · Portfolio & Allocation · The study argues that the equally weighted portfolio is infe","/papers/doi/10-1142-s0219024924500249/","2024-12-04",0],["p","Adaptive Informed Deep Neural Networks for Power Flow Analysis","Machine learning · ML & AI Methods · The study presents PINN4PF, a deep learning structure for po","/papers/arxiv/2412.02659/","2024-12-04",8],["p","Wasserstein Markets for Differentially-Private Data","arXiv · Other · The paper suggests a new method for valuing private data, im","/papers/arxiv/2412.02609/","2024-12-04",1],["p","An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences","arXiv · Portfolio & Allocation · The article suggests a comprehensive framework for time-cons","/papers/arxiv/2412.02446/","2024-12-04",3],["p","On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events","arXiv · Portfolio & Allocation · The study presents risk models for a portfolio of interconne","/papers/arxiv/2412.00607/","2024-12-04",0],["p","Sparrow: Data-Efficient Video-LLM With Text-to-Image Augmentation","Machine learning · LLMs & Text · The T2Vid method, developed by researchers, uses pre-trained","/papers/arxiv/2411.19951/","2024-12-04",0],["p","AlphaTablets: A Generic Plane Representation for 3D Planar Reconstruction from Monocular Videos","Machine learning · Other · 3D Reconstruction from Videos: AlphaTablets is a new 3D plan","/papers/arxiv/2411.19950/","2024-12-04",7],["p","Critical Tokens Matter: Token-Level Contrastive Estimation Enhances LLM's Reasoning Capability","Machine learning · LLMs & Text · Enhancing Reasoning: The cDPO method identifies and rewards ","/papers/arxiv/2411.19943/","2024-12-04",92],["p","FreeCloth: Free-form Generation Enhances Challenging Clothed Human Modeling","Machine learning · Other · A new hybrid framework has been proposed for modeling clothe","/papers/arxiv/2411.19942/","2024-12-04",3],["p","On Domain-Adaptive Post-Training for Multimodal Large Language Models","Machine learning · LLMs & Text · The paper explores domain adaptation of multimodal large lan","/papers/arxiv/2411.19930/","2024-12-04",16],["p","Another look at statistical inference with machine learning-imputed data","Machine learning · ML & AI Methods · The Chen and Chen estimator balances robustness and statisti","/papers/arxiv/2411.19908/","2024-12-04",10],["p","A Graph-Based Classical and Quantum Approach to Deterministic L-System Inference","Machine learning · Other · A method for deducing deterministic context-free L-systems f","/papers/arxiv/2411.19906/","2024-12-04",0],["p","Incremental Multi-Scene Modeling via Continual Neural Graphics Primitives","Machine learning · ML & AI Methods · Modeling Scenes: The C^3-NeRF framework can incorporate mult","/papers/arxiv/2411.19903/","2024-12-04",0],["p","LUMIA: Linear probing for Unimodal and MultiModal Membership Inference Attacks leveraging internal LLM states","Machine learning · LLMs & Text · Membership Inference Attacks: LUMIA, a new method, uses Line","/papers/arxiv/2411.19876/","2024-12-04",11],["p","Ergodic optimal liquidations in DeFi","arXiv · Crypto & DeFi · The article presents a solution to the liquidation issue in ","/papers/arxiv/2411.19637/","2024-12-04",0],["p","Self-Protection and Insurance Demand with Convex Premium Principles","arXiv · Risk, Credit & Banking · The article investigates the relationship between self-prote","/papers/arxiv/2411.19436/","2024-12-04",3],["p","A general framework for pricing and hedging under local viability","arXiv · Derivatives & Volatility · The article presents a novel approach to pricing and hedging","/papers/arxiv/2411.19206/","2024-12-04",0],["p","Textured Gaussians for Enhanced 3D Scene Appearance Modeling","Machine learning · Other · A new Gaussian appearance representation is proposed, using ","/papers/arxiv/2411.18625/","2024-12-04",51],["p","Diffusion Self-Distillation for Zero-Shot Customized Image Generation","Machine learning · Other · Diffusion Self-Distillation uses a pre-trained model to gene","/papers/arxiv/2411.18616/","2024-12-04",58],["p","Video-Guided Foley Sound Generation with Multimodal Controls","Machine learning · Other · Video-Guided Sound Generation: MultiFoley, a new model for v","/papers/arxiv/2411.17698/","2024-12-04",65],["p","The Limits of Inference Scaling Through Resampling","Machine learning · LLMs & Text · The study suggests that the accuracy of weaker language mode","/papers/arxiv/2411.17501/","2024-12-04",48],["p","InvestESG: A multi-agent reinforcement learning benchmark for studying climate investment as a social dilemma","arXiv · ML & AI Methods · InvestESG is a new benchmark using advanced learning to stud","/papers/arxiv/2411.09856/","2024-12-04",3],["p","LLM2CLIP: Powerful Language Model Unlocks Richer Cross-Modality Representation","Machine learning · LLMs & Text · Enhancing Visual Representation: Large language models are i","/papers/arxiv/2411.04997/","2024-12-04",11],["p","Note on solving one-to-one matching models with linear transferable utility","arXiv · Other · A system of fixed-point equations for equilibrium transfers ","/papers/arxiv/2409.05518/","2024-12-04",0],["p","The increasing share of low-value transactions in international trade","arXiv · Other · A study using Spanish data shows a significant rise in the p","/papers/arxiv/2407.15509/","2024-12-04",4],["p","On the consistency of hyper-parameter selection in value-based deep reinforcement learning","Machine learning · ML & AI Methods · The paper explores the reliability of hyper-parameter select","/papers/arxiv/2406.17523/","2024-12-04",23],["p","Enhancing supply chain security with automated machine learning","arXiv · ML & AI Methods · The paper introduces an automated machine learning framework","/papers/arxiv/2406.13166/","2024-12-04",11],["p","Stock movement prediction with multimodal stable fusion via gated cross-attention mechanism","arXiv · Other · A new architecture, MSGCA, has been introduced to integrate ","/papers/arxiv/2406.06594/","2024-12-04",28],["p","MoSca: Dynamic Gaussian Fusion from Casual Videos via 4D Motion Scaffolds","Machine learning · Other · The 4D Motion Scaffolds (MoSca) system uses vision models to","/papers/arxiv/2405.17421/","2024-12-04",202],["p","Spanning Multi‐Asset Payoffs With ReLUs","arXiv · Derivatives & Volatility · The article suggests a novel solution to the multi-asset pay","/papers/arxiv/2403.14231/","2024-12-04",4],["p","Two Tales of Single-Phase Contrastive Hebbian Learning","Machine learning · ML & AI Methods · The authors lay the groundwork for the dual propagation meth","/papers/arxiv/2402.08573/","2024-12-04",3],["p","Design choices, machine learning, and the cross-section of stock returns","SSRN · Asset Pricing & Factors · The performance of machine learning models in predicting sto","/papers/ssrn/5031755/","2024-11-27",5],["p","Portfolio Management with Fuzzy Measures","SSRN · Portfolio & Allocation · A new portfolio selection process based on fuzzy integral an","/papers/ssrn/5031669/","2024-11-27",0],["p","Financial Derivatives Usage and Stock Price Risk in China","SSRN · Derivatives & Volatility · The use of financial derivatives has been found to lower sto","/papers/ssrn/5031452/","2024-11-27",0],["p","Corporate Environmental Violations Impact Financing Costs","SSRN · Corporate Finance · A study reveals that US companies that violate environmental","/papers/ssrn/5030796/","2024-11-27",0],["p","HighPerformance Machine Learning in Fintech","SSRN · ML & AI Methods · A high-performance computing engine designed for machine lea","/papers/ssrn/5030509/","2024-11-27",0],["p","Model-Based Reinforcement Learning in Diffusion Environments","SSRN · ML & AI Methods · A new framework for continuous-time model-based reinforcemen","/papers/ssrn/5030271/","2024-11-27",0],["p","Global SPACs Boom and Bust","SSRN · Corporate Finance · An analysis of the rise and fall of special purpose acquisit","/papers/ssrn/5030269/","2024-11-27",1],["p","Systemic Risk Measures from 1927-2023","SSRN · Risk, Credit & Banking · Measures of systemic risk based on the comovements of US fin","/papers/ssrn/5030262/","2024-11-27",0],["p","Deep Learning in Quantitative Economics","SSRN · ML & AI Methods · Deep learning can effectively tackle the issue of dimensiona","/papers/ssrn/5030252/","2024-11-27",1],["p","Broadband Internet Impact on Digital Labor in Spain","SSRN · Other · The introduction of broadband internet in Spain has led to a","/papers/ssrn/5030230/","2024-11-27",3],["p","Hybrid Model Calibration","SSRN · Other · Calibrating cross-asset hybrid models for valuing and simula","/papers/ssrn/5030161/","2024-11-27",0],["p","Bond Defaults in China: Prediction using Machine Learning","SSRN · Risk, Credit & Banking · A machine learning model has been developed that can predict","/papers/ssrn/5030065/","2024-11-27",0],["p","Econometric Modelling of Non-Ferrous Metal Prices","SSRN · Econometrics & Forecasting · The empirical models and distributional properties of prices","/papers/ssrn/5029924/","2024-11-27",0],["p","Learning Securities Lending Dynamics","SSRN · ML & AI Methods · A new model suggests that short sellers provide negative inf","/papers/ssrn/5029772/","2024-11-27",0],["p","Regulating Financial Innovation: Thoughts about Securitization","SSRN · Crypto & DeFi · Securitization: The author suggests a regulatory framework f","/papers/ssrn/5029706/","2024-11-27",0],["p","Dual Interpretation of ML Predictions","SSRN · ML & AI Methods · The paper proposes that machine learning predictions can be ","/papers/ssrn/5029492/","2024-11-27",0],["p","CDO Exposure Regulation","SSRN · Risk, Credit & Banking · The Recourse Rule, which reduced capital requirements for to","/papers/ssrn/5029178/","2024-11-27",12],["p","Digital Assets Financial Stability Risks","SSRN · Risk, Credit & Banking · The financial stability risks posed by the rapid growth of d","/papers/ssrn/5029118/","2024-11-27",2],["p","Bitcoin ETF Market Implications","SSRN · Crypto & DeFi · The approval of spot Bitcoin ETFs and their options in 2024 ","/papers/ssrn/5029116/","2024-11-27",0],["p","Mutual Fund Impact on Stock Liquidity","SSRN · Trading, Microstructure & Execution · Research indicates that large-scale mutual fund redemptions ","/papers/ssrn/5028307/","2024-11-27",1],["p","Forecasting Volatility: An S&P 500 Case Study","SSRN · Derivatives & Volatility · An S&P 500 Case Study: The paper suggests that simple foreca","/papers/ssrn/5013407/","2024-11-27",1],["p","Data and Creativity in Marketing","RePEc · ML & AI Methods · The article discusses the profound influence of artificial i","/papers/repec/zbw-hsgmrs-306250/","2024-11-27",0],["p","China Business Cycle Forecasting","RePEc · Econometrics & Forecasting · The study uses machine learning to predict China's business ","/papers/repec/kap-compec-v-64-y-2024-i-5-d-10-1007-s10614-024-10549-w/","2024-11-27",3],["p","Algorithmic Trading Strategies","RePEc · Trading, Microstructure & Execution · Trading algorithms, both symmetric and asymmetric, are teste","/papers/repec/kap-compec-v-64-y-2024-i-5-d-10-1007-s10614-023-10532-x/","2024-11-27",6],["p","Real Estate Stock Inflation Resilience","RePEc · Macro-Finance & Rates · The Fama-French seven-factor model effectively estimates ret","/papers/repec/gam-jjrfmx-v-17-y-2024-i-12-p-530-d-1527108/","2024-11-27",2],["p","Exploring Discrete Flow Matching for 3D De Novo Molecule Generation","Machine learning · Other · The study presents FlowMol-CTMC, a model that outperforms ot","/papers/arxiv/2411.16644/","2024-11-27",15],["p","Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates","arXiv · Derivatives & Volatility · The study explores quanto options involving multiple assets ","/papers/arxiv/2411.16617/","2024-11-27",0],["p","The Illusion of Collusion","arXiv · ML & AI Methods · Research shows that machine learning algorithms can unknowin","/papers/arxiv/2411.16574/","2024-11-27",3],["p","Do Activists Align with Larger Mutual Funds?","arXiv · Portfolio & Allocation · The research indicates that hedge funds tailor their activis","/papers/arxiv/2411.16553/","2024-11-27",0],["p","Quantile deep learning models for multi-step ahead time series prediction","arXiv · Econometrics & Forecasting · The article introduces a new deep learning framework for pre","/papers/arxiv/2411.15674/","2024-11-27",8],["p","Material Anything: Generating Materials for Any 3D Object via Diffusion","Machine learning · Other · Material Anything is a new framework that creates physically","/papers/arxiv/2411.15138/","2024-11-27",41],["p","XGrammar: Flexible and Efficient Structured Generation Engine for Large Language Models","Machine learning · LLMs & Text · The article introduces XGrammar, a structure generation engi","/papers/arxiv/2411.15100/","2024-11-27",104],["p","OminiControl: Minimal and Universal Control for Diffusion Transformer","Machine learning · ML & AI Methods · OminiControl, a new framework that incorporates image condit","/papers/arxiv/2411.15098/","2024-11-27",385],["p","Markov-Functional Models with Local Drift","arXiv · Derivatives & Volatility · The paper presents a Markov-functional method to build local","/papers/arxiv/2411.15053/","2024-11-27",1],["p","Insight-V: Exploring Long-Chain Visual Reasoning with Multimodal Large Language Models","Machine learning · LLMs & Text · The paper introduces Insight-V, a system that improves the r","/papers/arxiv/2411.14432/","2024-11-27",152],["p","Stable Flow: Vital Layers for Training-Free Image Editing","Machine learning · ML & AI Methods · The research introduces a method to identify crucial layers ","/papers/arxiv/2411.14430/","2024-11-27",128],["p","Whack-a-Chip: The Futility of Hardware-Centric Export Controls","Machine learning · ML & AI Methods · The study reveals how Chinese companies like Tencent are byp","/papers/arxiv/2411.14425/","2024-11-27",3],["p","Marco-o1: Towards Open Reasoning Models for Open-Ended Solutions","Machine learning · Other · The research investigates the OpenAI o1 model's ability, enh","/papers/arxiv/2411.14405/","2024-11-27",158],["p","Multimodal Autoregressive Pre-training of Large Vision Encoders","Machine learning · Other · The article presents AIMV2, a method for training large-scal","/papers/arxiv/2411.14402/","2024-11-27",131],["p","Learning Humanoid Locomotion with Perceptive Internal Model","Machine learning · ML & AI Methods · The article introduces the Perceptive Internal Model (PIM), ","/papers/arxiv/2411.14386/","2024-11-27",118],["p","Strict Universality of the Square-Root Law in Price Impact across Stocks: A Complete Survey of the Tokyo Stock Exchange.","arXiv · Trading, Microstructure & Execution · Research using Tokyo Stock Exchange data supports the econop","/papers/arxiv/2411.13965/","2024-11-27",20],["p","The Value of Information from Sell-side Analysts","arXiv · Other · A study of sell-side analysts' reports shows that the text i","/papers/arxiv/2411.13813/","2024-11-27",3],["p","Process and policy insights from an intercomparison of open electricity system capacity expansion models","arXiv · Other · A study comparing four open-source electricity system models","/papers/arxiv/2411.13783/","2024-11-27",6],["p","Assessing Stablecoin Credit Risks","arXiv · Crypto & DeFi · The article investigates the credit risks of decentralized s","/papers/arxiv/2411.13762/","2024-11-27",0],["p","REDUCIO! Generating 1K Video Within 16 Seconds Using Extremely Compressed Motion Latents","Machine learning · Other · The article discusses Reducio-DiT, a technique that encodes ","/papers/arxiv/2411.13552/","2024-11-27",15],["p","Disentangling Memory and Reasoning Ability in Large Language Models","Machine learning · LLMs & Text · The article presents a new approach for Large Language Model","/papers/arxiv/2411.13504/","2024-11-27",58],["p","Retrieval with Learned Similarities","Machine learning · LLMs & Text · The paper introduces Mixture-of-Logits (MoL), a method that ","/papers/arxiv/2407.15462/","2024-11-27",6],["p","MaGS: Reconstructing and Simulating Dynamic 3D Objects with Mesh-Adsorbed Gaussian Splatting","Machine learning · Other · The research presents the Mesh-adsorbed Gaussian Splatting m","/papers/arxiv/2406.01593/","2024-11-27",14],["p","KTO: Model Alignment as Prospect Theoretic Optimization","Machine learning · LLMs & Text · The study presents KTO, a new method that uses a Kahneman-Tv","/papers/arxiv/2402.01306/","2024-11-27",190],["p","Basic syntax from speech: Spontaneous concatenation in unsupervised deep neural networks","Machine learning · ML & AI Methods · The paper discusses spontaneous concatenation in convolution","/papers/arxiv/2305.01626/","2024-11-27",6],["p","Data Prep for ML and AI","RePEc · ML & AI Methods · The similarities between data preparation for machine learni","/papers/repec/nwe-iitfed-y-2024-i-1-p-146-153/","2024-11-20",4],["p","Mutual Fund Characteristics in Portugal","RePEc · Portfolio & Allocation · The article analyzes the performance of Portuguese mutual fu","/papers/repec/eme-sefpps-sef-07-2023-0441/","2024-11-20",2],["p","LlaVA-CoT: Let Vision Language Models Reason Step-By-Step","Machine learning · LLMs & Text · Vision Language Model: LLaVA-o1 is a new Vision-Language Mod","/papers/arxiv/2411.10440/","2024-11-20",579],["p","On the Foundation Model for Cardiac MRI Reconstruction","Machine learning · ML & AI Methods · A new foundation model for cardiac magnetic resonance imagin","/papers/arxiv/2411.10403/","2024-11-20",3],["p","Some remarks on the effect of risk sharing and diversification for infinite mean risks","arXiv · Risk, Credit & Banking · The research explores the negative impact of risk sharing in","/papers/arxiv/2411.10139/","2024-11-20",14],["p","Deep Hedging Bermudan Swaptions","arXiv · Derivatives & Volatility · The article introduces a new method for Bermudan swaption he","/papers/arxiv/2411.10079/","2024-11-20",5],["p","MagicQuill: An Intelligent Interactive Image Editing System","Machine learning · LLMs & Text · Image Editing System: MagicQuill is an image editing system ","/papers/arxiv/2411.09703/","2024-11-20",49],["p","Probing LLM Hallucination from Within: Perturbation-Driven Approach via Internal Knowledge","Machine learning · LLMs & Text · A new task called Hallucination Reasoning is introduced to b","/papers/arxiv/2411.09689/","2024-11-20",3],["p","Squeezed Attention: Accelerating Long Context Length LLM Inference","Machine learning · LLMs & Text · LLM Inference: Squeezed Attention is a proposed method to sp","/papers/arxiv/2411.09688/","2024-11-20",66],["p","Towards a Classification of Open-Source ML Models and Datasets for Software Engineering","Machine learning · ML & AI Methods · A study classifies Pre-Trained Models and datasets on Huggin","/papers/arxiv/2411.09683/","2024-11-20",0],["p","NeuralDEM - Real-time Simulation of Industrial Particulate Flows","Machine learning · ML & AI Methods · Particulate Flow Simulation: NeuralDEM is a deep learning ap","/papers/arxiv/2411.09678/","2024-11-20",13],["p","On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market","arXiv · Crypto & DeFi · The article introduces Vulnerability Conditional risk measur","/papers/arxiv/2411.09676/","2024-11-20",1],["p","Adaptive Decoding via Latent Preference Optimization","Machine learning · LLMs & Text · Preference Optimization: Adaptive Decoding is a technique th","/papers/arxiv/2411.09661/","2024-11-20",13],["p","A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging","arXiv · Derivatives & Volatility · The paper proposes a risk-sensitive reinforcement learning a","/papers/arxiv/2411.09659/","2024-11-20",3],["p","Asymptotics of Sum of Heavy-tailed Risks with Copulas","arXiv · Other · The research examines the tail asymptotics of the sum of two","/papers/arxiv/2411.09657/","2024-11-20",0],["p","How Do Machine Learning Models Change?","Machine learning · ML & AI Methods · A large-scale study of Hugging Face models reveals patterns ","/papers/arxiv/2411.09645/","2024-11-20",9],["p","Image Matching Filtering and Refinement by Planes and Beyond","Machine learning · ML & AI Methods · A new non-deep learning method for image matching is introdu","/papers/arxiv/2411.09484/","2024-11-20",8],["p","4D Gaussian Splatting in the Wild with Uncertainty-Aware Regularization","Machine learning · Other · The authors introduce a 4D Gaussian Splatting (4DGS) algorit","/papers/arxiv/2411.08879/","2024-11-20",33],["p","Dynamic Rewarding with Prompt Optimization Enables Tuning-free Self-Alignment of Language Models","Machine learning · LLMs & Text · The paper presents a new tuning-free method called Dynamic R","/papers/arxiv/2411.08733/","2024-11-20",20],["p","A Single Transformer for Scalable Vision-Language Modeling","Machine learning · LLMs & Text · SOLO is a unified transformer for vision-language modeling, ","/papers/arxiv/2407.06438/","2024-11-20",45],["p","Vector Retrieval with Similarity and Diversity: How Hard Is It?","Machine learning · LLMs & Text · The article presents a new method for vector retrieval in La","/papers/arxiv/2407.04573/","2024-11-20",5],["p","Learning Diffusion Priors from Observations by Expectation Maximization","Machine learning · ML & AI Methods · A new method using the expectation-maximization algorithm ha","/papers/arxiv/2405.13712/","2024-11-20",80],["p","Verifiable by Design: Aligning Language Models to Quote from Pre-Training Data","Machine learning · LLMs & Text · Quote-Tuning is a new approach that prompts large language m","/papers/arxiv/2404.03862/","2024-11-20",19],["p","Large Language Model-Based Interpretable Machine Learning Control in Building Energy Systems","Machine learning · LLMs & Text · The study investigates the use of Interpretable Machine Lear","/papers/arxiv/2402.09584/","2024-11-20",84],["p","Sentiment and Price Resilience in Recycling","SSRN · LLMs & Text · Machine learning research revealed that Southeast Asian econ","/papers/ssrn/5013887/","2024-11-13",0],["p","RealTime Proppant Optimization","SSRN · Other · A new real-time optimization framework for proppant concentr","/papers/ssrn/5013854/","2024-11-13",0],["p","Generalizability of Surrogate Models","SSRN · ML & AI Methods · A study highlights the potential of deep learning models to ","/papers/ssrn/5013717/","2024-11-13",0],["p","Memory and Beliefs in Markets","SSRN · ML & AI Methods · Sell-side stock analysts' belief formation is influenced by ","/papers/ssrn/5013622/","2024-11-13",1],["p","LongRun Disaster Risk Models","SSRN · Asset Pricing & Factors · The article reviews literature on long-term risk and rare di","/papers/ssrn/5013573/","2024-11-13",0],["p","Fiscal Policy Uncertainty and Multiplier in China","SSRN · Macro-Finance & Rates · Research indicated that fiscal policy uncertainty in China r","/papers/ssrn/5013538/","2024-11-13",0],["p","Riemannian Approach for Fluctuations","SSRN · Other · The article explores the extension of classical fluctuation ","/papers/ssrn/5013283/","2024-11-13",1],["p","Peer-to-peer Risk-sharing with Losses","SSRN · Risk, Credit & Banking · A study on catastrophic loss insurance suggested that divers","/papers/ssrn/5013193/","2024-11-13",0],["p","Transfer Function Prediction with Autoencoders","SSRN · ML & AI Methods · A deep learning framework has been developed to predict tran","/papers/ssrn/5013124/","2024-11-13",1],["p","Market Beta Benchmarking","SSRN · Asset Pricing & Factors · The article introduces a new method for comparing market bet","/papers/ssrn/5013093/","2024-11-13",1],["p","Financial Impact of COVID-19 vs. Disasters","SSRN · Macro-Finance & Rates · A study showed that large pandemic-related losses during COV","/papers/ssrn/5013034/","2024-11-13",0],["p","SafeHaven Assets in COVID-19","SSRN · Macro-Finance & Rates · The COVID-19 pandemic showed that gold, Treasury Bonds, and ","/papers/ssrn/5013017/","2024-11-13",1],["p","Financial Response to COVID-19","SSRN · Asset Pricing & Factors · The piece discusses the initial reaction of financial market","/papers/ssrn/5012994/","2024-11-13",1],["p","Gold in Decision-Making","SSRN · Derivatives & Volatility · The article presents an educational framework to understand ","/papers/ssrn/5012566/","2024-11-13",0],["p","Disaster Risk, Inequality, Fiscal Sustainability","SSRN · Macro-Finance & Rates · The paper examines the impact of climate change on budget su","/papers/ssrn/5012550/","2024-11-13",0],["p","Magnetic Field Effects on Crystal Growth","SSRN · ML & AI Methods · A study using simulations and machine learning found that a ","/papers/ssrn/5012480/","2024-11-13",0],["p","DeepVol: Volatility Forecasting with Dilated Causal Convolutions","RePEc · Derivatives & Volatility · Volatility Forecasting with Dilated Causal Convolutions: The","/papers/repec/taf-quantf-v-24-y-2024-i-8-p-1105-1127/","2024-11-13",5],["p","Investors' Risk Perception","RePEc · Derivatives & Volatility · An unsupervised machine learning algorithm analyzed corporat","/papers/repec/taf-eurjfi-v-30-y-2024-i-17-p-2032-2058/","2024-11-13",3],["p","LowFrequency Trading Algorithm","RePEc · Trading, Microstructure & Execution · The study introduces an improved algorithmic trading model t","/papers/repec/gam-jjrfmx-v-17-y-2024-i-11-p-501-d-1516347/","2024-11-13",3],["p","Stock Market Index Forecasting with DLWR-LSTM Model","RePEc · Econometrics & Forecasting · The paper presents a DLWR-LSTM model for stock index forecas","/papers/repec/eee-finlet-v-68-y-2024-i-c-s1544612324008511/","2024-11-13",3],["p","Index Tracking with Shapley Explanations","RePEc · ML & AI Methods · The paper suggests using a one-dimensional Pointwise Convolu","/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004198/","2024-11-13",3],["p","Stress Testing US Banks with ML","RePEc · Risk, Credit & Banking · The article highlights the role of machine learning in impro","/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004083/","2024-11-13",3],["p","Volatility Forecasting: Linear vs. Nonlinear","RePEc · Derivatives & Volatility · Linear vs. Nonlinear: Machine learning models were found to ","/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000598/","2024-11-13",4],["p","Asset Pricing Uncertainty","RePEc · Asset Pricing & Factors · A machine learning-constructed economic uncertainty index ef","/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000367/","2024-11-13",3],["p","The relationship between general equilibrium models with infinitely-lived agents and overlapping generations models, and some applications","arXiv · Asset Pricing & Factors · The paper establishes that a two-cycle equilibrium in a mode","/papers/arxiv/2411.07674/","2024-11-13",1],["p","An Empirical Implementation of the Shadow Riskless Rate","arXiv · Other · The research introduces a computational method to calculate ","/papers/arxiv/2411.07421/","2024-11-13",1],["p","Non-equilibrium active noise enhances generative memory in diffusion models","Machine learning · ML & AI Methods · The generative performance of diffusion models can be enhanc","/papers/arxiv/2411.07233/","2024-11-13",2],["p","Add-it: Training-Free Object Insertion in Images With Pretrained Diffusion Models","Machine learning · ML & AI Methods · Object Insertion: Add-it is a training-free approach for sem","/papers/arxiv/2411.07232/","2024-11-13",49],["p","Watermark Anything with Localized Messages","Machine learning · ML & AI Methods · The Watermark Anything Model (WAM) is a deep-learning model ","/papers/arxiv/2411.07231/","2024-11-13",84],["p","Stronger Models are NOT Stronger Teachers for Instruction Tuning","Machine learning · LLMs & Text · A study introduces Compatibility-Adjusted Reward (CAR), a ne","/papers/arxiv/2411.07133/","2024-11-13",17],["p","Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation","arXiv · Portfolio & Allocation · The study presents a new model to analyze large losses from ","/papers/arxiv/2411.06640/","2024-11-13",8],["p","ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes","arXiv · Other · Python AJD Moment Package: The article presents ajdmom, a Py","/papers/arxiv/2411.06484/","2024-11-13",2],["p","Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation","arXiv · Derivatives & Volatility · The study explores enhancing the prediction of missing impli","/papers/arxiv/2411.05998/","2024-11-13",1],["p","RefreshKV: Updating Small KV Cache During Long-form Generation","Machine learning · LLMs & Text · Recycled Attention is a method for large language models tha","/papers/arxiv/2411.05787/","2024-11-13",12],["p","ReCapture: Generative Video Camera Controls for User-Provided Videos using Masked Video Fine-Tuning","Machine learning · ML & AI Methods · ReCapture is a method for creating new videos with unique ca","/papers/arxiv/2411.05003/","2024-11-13",79],["p","Dynamem: Online Dynamic Spatio-Semantic Memory for Open World Mobile Manipulation","Machine learning · Other · Mobile Manipulation: DynaMem is a new method that uses dynam","/papers/arxiv/2411.04999/","2024-11-13",68],["p","Mixture-of-Transformers: A Sparse and Scalable Architecture for Multi-Modal Foundation Models","Machine learning · ML & AI Methods · The Mixture-of-Transformers (MoT) is a sparse multi-modal tr","/papers/arxiv/2411.04996/","2024-11-13",186],["p","The Semantic Hub Hypothesis: Language Models Share Semantic Representations Across Languages and Modalities","Machine learning · LLMs & Text · Modern language models can process various languages and for","/papers/arxiv/2411.04986/","2024-11-13",87],["p","Enabling LLM Knowledge Analysis via Extensive Materialization","Machine learning · LLMs & Text · A large general-domain knowledge base (GPTKB) can be built e","/papers/arxiv/2411.04920/","2024-11-13",18],["p","Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research","arXiv · ML & AI Methods · The study suggests a multi-agent system for financial invest","/papers/arxiv/2411.04788/","2024-11-13",43],["p","Optimal Execution under Incomplete Information","arXiv · Trading, Microstructure & Execution · The research introduces a high-frequency trading model using","/papers/arxiv/2411.04616/","2024-11-13",5],["p","Robust and Fast Bass Local Volatility","arXiv · Derivatives & Volatility · The paper introduces a new method for the Bass Local Volatil","/papers/arxiv/2411.04321/","2024-11-13",2],["p","A Implies B: Circuit Analysis in LLMs for Propositional Logical Reasoning","Machine learning · LLMs & Text · A study reveals the internal mechanisms of large language mo","/papers/arxiv/2411.04105/","2024-11-13",17],["p","Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces","arXiv · Derivatives & Volatility · The article suggests an arbitrage-free framework for randomi","/papers/arxiv/2411.04041/","2024-11-13",4],["p","Age-Normalized Testosterone Peaks at Series B for Male Startup Founders","arXiv · ML & AI Methods · A study of 107 male Y Combinator founders shows a link betwe","/papers/arxiv/2411.03361/","2024-11-13",0],["p","Nteasee: Understanding Needs in AI for Health in Africa - A Mixed-Methods Study of Expert and General Population Perspectives","Machine learning · ML & AI Methods · Research highlights the potential of AI in African healthcar","/papers/arxiv/2409.12197/","2024-11-13",5],["p","No Train, all Gain: Self-Supervised Gradients Improve Deep Frozen Representations","Machine learning · LLMs & Text · The FUNGI method improves transformer encoders' features usi","/papers/arxiv/2407.10964/","2024-11-13",6],["p","Optimization without Retraction on the Random Generalized Stiefel Manifold","Machine learning · ML & AI Methods · A new method for optimization over matrices is proposed, whi","/papers/arxiv/2405.01702/","2024-11-13",15],["p","Is ChatGPT Transforming Academics' Writing Style?","Machine learning · LLMs & Text · A study of a million arXiv papers shows that large language ","/papers/arxiv/2404.08627/","2024-11-13",41],["p","Logits of API-Protected LLMs Leak Proprietary Information","Machine learning · LLMs & Text · Researchers have discovered a method to extract hidden infor","/papers/arxiv/2403.09539/","2024-11-13",53],["p","SynCode: LLM Generation with Grammar Augmentation","Machine learning · LLMs & Text · LLM Generation with Grammar Augmentation: SynCode, a new fra","/papers/arxiv/2403.01632/","2024-11-13",96],["p","Meta-models for transfer learning in source localization","Machine learning · ML & AI Methods · A Bayesian multilevel approach is used to predict model hype","/papers/arxiv/2305.08657/","2024-11-13",2],["p","TaxBased Fintech","SSRN · Other · A new Chinese program uses tax data and fintech to enhance l","/papers/ssrn/5010852/","2024-11-06",1],["p","Machine Learning in Catalysis","SSRN · ML & AI Methods · Data-driven modelling, especially through machine learning, ","/papers/ssrn/5010723/","2024-11-06",0],["p","Financial Regulations with Language Models","SSRN · LLMs & Text · Large language models (LLMs) in AI are expected to ease the ","/papers/ssrn/5010694/","2024-11-06",2],["p","Human Capital and AI Adoption","SSRN · ML & AI Methods · A study suggests that increasing the number of ICT engineers","/papers/ssrn/5010602/","2024-11-06",1],["p","Causal Machine Learning","SSRN · Econometrics & Forecasting · Causal machine learning can transform ineffective marketing ","/papers/ssrn/5010187/","2024-11-06",0],["p","Local Differential Privacy","SSRN · Other · A new method, LDPPPA, offers privacy protection for computin","/papers/ssrn/5009692/","2024-11-06",0],["p","Regulating Medical AI","SSRN · ML & AI Methods · The FDA is considering Predetermined Change Control Plans (P","/papers/ssrn/5009572/","2024-11-06",1],["p","Quantitative Easing Risk-Benefit Framework","SSRN · Other · A suggested framework indicates that US quantitative easing ","/papers/ssrn/5009335/","2024-11-06",1],["p","Investment Asset Pricing","SSRN · Asset Pricing & Factors · Research indicates that household consumption surplus and fi","/papers/ssrn/5008792/","2024-11-06",0],["p","Forecasting Returns with CNNs in Korea","SSRN · Econometrics & Forecasting · A machine learning-based study successfully predicts short-t","/papers/ssrn/5008629/","2024-11-06",0],["p","Private Game Equity Performance","SSRN · Other · Private video game companies receiving private equity invest","/papers/ssrn/5008488/","2024-11-06",0],["p","Information Flows in Trading Networks","SSRN · Trading, Microstructure & Execution · Investors with larger dealer trading networks in over-the-co","/papers/ssrn/5008453/","2024-11-06",0],["p","Climate Salience and Green Stock Demand","SSRN · Asset Pricing & Factors · Asset managers increase their demand for green stocks after ","/papers/ssrn/5008435/","2024-11-06",0],["p","Predicting Public Opinions","SSRN · LLMs & Text · A study finds that large language models like ChatGPT4o can ","/papers/ssrn/5008330/","2024-11-06",4],["p","September 2024 Update on the Data Library: Fama-French Factors, Momentum, and Low-Risk Factors for the Indian Market","SSRN · Asset Pricing & Factors · The expansion and updated classification of firms in the Ind","/papers/ssrn/5008269/","2024-11-06",0],["p","Quantum Finance","SSRN · Other · The Quantum Finance Optimization Qubit model accelerates fin","/papers/ssrn/5007468/","2024-11-06",0],["p","Decomposing the Greenium","SSRN · Risk, Credit & Banking · The greenium, or yield difference between green and conventi","/papers/ssrn/5006876/","2024-11-06",0],["p","Macroeconomic Belief Distortions","SSRN · Macro-Finance & Rates · An economic belief indicator, developed using a data-rich en","/papers/ssrn/5006789/","2024-11-06",0],["p","Intraday Systematic Risks & Information","SSRN · Trading, Microstructure & Execution · A model combining kernel methods and principal component ana","/papers/ssrn/5006587/","2024-11-06",0],["p","Biodiversity Protection Discount Analysis","SSRN · Other · US biodiversity protection land use restrictions result in a","/papers/ssrn/5006269/","2024-11-06",0],["p","Testing $\\Alpha$-Attractor Inflation","SSRN · Macro-Finance & Rates · The research explores alpha-attractor quintessential inflati","/papers/ssrn/4989939/","2024-11-06",1],["p","Machine Learning in Business Research","SSRN · ML & AI Methods · The study reveals a lack of transparency in predictive machi","/papers/ssrn/4981802/","2024-11-06",3],["p","Gender Classification","RePEc · Other · The paper introduces a new stopping criterion for gender ide","/papers/repec/spr-topjnl-v-32-y-2024-i-3-d-10-1007-s11750-024-00671-1/","2024-11-06",2],["p","SemiSupervised SVMs with MIQP Model","RePEc · Other · The paper presents a mixed-integer quadratic optimization mo","/papers/repec/spr-topjnl-v-32-y-2024-i-3-d-10-1007-s11750-024-00668-w/","2024-11-06",2],["p","Machine Learning in Banking","RePEc · Risk, Credit & Banking · Machine learning was used to predict default risk in financi","/papers/repec/kap-compec-v-64-y-2024-i-3-d-10-1007-s10614-023-10514-z/","2024-11-06",4],["p","Public Debt's Impact on Welfare","RePEc · Macro-Finance & Rates · A model was used to study the effect of public debt on macro","/papers/repec/eee-finlet-v-69-y-2024-i-pa-s1544612324011930/","2024-11-06",3],["p","Portfolio Optimization Clustering","RePEc · Portfolio & Allocation · The article suggests a new investment strategy using cluster","/papers/repec/eee-ecosta-v-32-y-2024-i-c-p-1-16/","2024-11-06",4],["p","Facebook User Engagement","RePEc · Other · The study analyzes the use of Facebook by French political p","/papers/repec/cog-meanco-v12-y-2024-a-8487/","2024-11-06",1],["p","Oblivious Defense in ML Models: Backdoor Removal without Detection","Machine learning · ML & AI Methods · The research proposes strategies to defend against undetecta","/papers/arxiv/2411.03279/","2024-11-06",7],["p","A Personal Data Value at Risk (Pd-VaR) Approach","arXiv · Risk, Credit & Banking · The second article proposes a quantitative method for risk-b","/papers/arxiv/2411.03217/","2024-11-06",0],["p","Gender Differences in Comparative Advantage Matches: Evidence from Linked Employer-Employee Data","arXiv · Corporate Finance · The paper investigates the gender wage gap in Brazil, reveal","/papers/arxiv/2411.03209/","2024-11-06",0],["p","Generative AI and Security Operations Center Productivity: Evidence from Live Operations","arXiv · ML & AI Methods · The study explores the effect of generative AI tools on secu","/papers/arxiv/2411.03116/","2024-11-06",4],["p","Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)","arXiv · LLMs & Text · The article introduces a Genetic Algorithm-generated Alpha S","/papers/arxiv/2411.03035/","2024-11-06",2],["p","Global Value Chain Linkages and Carbon Emissions embodied in trade, An Evidence from Emerging Economies: Uncovering Connections","arXiv · Other · A study found that the involvement of 16 emerging economies ","/papers/arxiv/2411.02963/","2024-11-06",1],["p","Time-Causal VAE: Robust Financial Time Series Generator","arXiv · Econometrics & Forecasting · The article discusses a time-causal variational autoencoder ","/papers/arxiv/2411.02947/","2024-11-06",13],["p","It Takes Three to Ceilidh: Pension System and Multidimensional Poverty Mitigation in China","arXiv · Risk, Credit & Banking · Research indicates that greater involvement in China's three","/papers/arxiv/2411.02807/","2024-11-06",0],["p","Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets","arXiv · Derivatives & Volatility · The article presents a new method for detecting uncertainty ","/papers/arxiv/2411.02804/","2024-11-06",3],["p","Assessing the regulatory framework of financial institutions in Canada in the context of international climate risk management practices and Canadian net zero emission targets","arXiv · Risk, Credit & Banking · An evaluation of Canada's financial regulatory frameworks fo","/papers/arxiv/2411.02668/","2024-11-06",0],["p","Short-maturity options on realized variance in local-stochastic volatility models","arXiv · Derivatives & Volatility · The first article explores the calculation of short-term pre","/papers/arxiv/2411.02520/","2024-11-06",0],["p","Attacking Vision-Language Computer Agents via Pop-ups","Machine learning · LLMs & Text · The study shows that autonomous agents using large vision an","/papers/arxiv/2411.02391/","2024-11-06",132],["p","How Far is Video Generation from World Model: A Physical Law Perspective","Machine learning · Other · A Physical Law Perspective: The paper assesses the capabilit","/papers/arxiv/2411.02385/","2024-11-06",242],["p","\"Give Me BF16 or Give Me Death\"? Accuracy-Performance Trade-Offs in LLM Quantization","Machine learning · LLMs & Text · A study shows that FP8 weight and activation quantization in","/papers/arxiv/2411.02355/","2024-11-06",49],["p","Machine learning identification of maternal inflammatory response and histologic choroamnionitis from placental membrane whole slide images","Machine learning · ML & AI Methods · The paper explores the use of machine learning to analyze Ma","/papers/arxiv/2411.02354/","2024-11-06",2],["p","URAvatar: Universal Relightable Gaussian Codec Avatars","Machine learning · Other · A novel method creates photorealistic, relightable head avat","/papers/arxiv/2410.24223/","2024-11-06",55],["p","EgoMimic: Scaling Imitation Learning via Egocentric Video","Machine learning · ML & AI Methods · EgoMimic, a new framework, improves manipulation tasks perfo","/papers/arxiv/2410.24221/","2024-11-06",282],["p","GeoSplatting: Towards Geometry Guided Gaussian Splatting for Physically-Based Inverse Rendering","Machine learning · Other · GeoSplatting, a new hybrid representation combining 3D Gauss","/papers/arxiv/2410.24204/","2024-11-06",25],["p","SelfCodeAlign: Self-Alignment for Code Generation","Machine learning · LLMs & Text · SelfCodeAlign, a new pipeline, enhances the ability of LLMs ","/papers/arxiv/2410.24198/","2024-11-06",79],["p","Towards Generative Ray Path Sampling for Faster Point-to-Point Ray Tracing","Machine learning · ML & AI Methods · The article introduces a Machine Learning-enhanced Ray Traci","/papers/arxiv/2410.23773/","2024-11-06",2],["p","HyperAgent: Generalist Software Engineering Agents to Solve Coding Tasks at Scale","Machine learning · Other · Coding Task SE Agents: HyperAgent, a multi-agent system for ","/papers/arxiv/2409.16299/","2024-11-06",70],["p","NAVSIM: Data-Driven Non-Reactive Autonomous Vehicle Simulation and Benchmarking","Machine learning · Other · Autonomous Vehicle Simulation: NAVSIM, a non-reactive simula","/papers/arxiv/2406.15349/","2024-11-06",458],["p","DuQuant: Distributing Outliers via Dual Transformation Makes Stronger Quantized LLMs","Machine learning · LLMs & Text · Outlier Management for LLMs: DuQuant, a new method for quant","/papers/arxiv/2406.01721/","2024-11-06",207],["p","Efficient Adversarial Training in LLMs with Continuous Attacks","Machine learning · LLMs & Text · CAdvUL, a new adversarial training algorithm, enhances the r","/papers/arxiv/2405.15589/","2024-11-06",153],["p","AmbigNLG: Addressing Task Ambiguity in Instruction for NLG","Machine learning · LLMs & Text · Task Ambiguity in NLG: AmbigNLG, a new task and dataset, tac","/papers/arxiv/2402.17717/","2024-11-06",18],["p","LaCour!: enabling research on argumentation in hearings of the European Court of Human Rights","Machine learning · LLMs & Text · Argumentation Research in ECHR Hearings: LaCour!, the first ","/papers/arxiv/2312.05061/","2024-11-06",2],["p","Expert-aided causal discovery of ancestral graphs","Machine learning · Econometrics & Forecasting · A novel method for causal inference uses ancestral graph sam","/papers/arxiv/2309.12032/","2024-11-06",10],["p","AI for Innovation Analysis","RePEc · ML & AI Methods · The study offers a detailed analysis of AI, machine learning","/papers/repec/wsi-ijimxx-v-28-y-2024-i-05n06-n-s1363919624500208/","2024-10-31",2],["p","DEA and Regression Tree for Price Estimation","RePEc · Other · The study uses Data Envelopment Analysis to estimate product","/papers/repec/spr-orspec-v-46-y-2024-i-4-d-10-1007-s00291-024-00774-y/","2024-10-31",1],["p","Naïve Bayes for Spam Detection","RePEc · Other · The Naive Bayes Classifier algorithm is applied to categoriz","/papers/repec/spr-aodasc-v-11-y-2024-i-6-d-10-1007-s40745-023-00479-z/","2024-10-31",3],["p","IFCISA: Financial Conditions Index for South America","RePEc · Asset Pricing & Factors · Financial Conditions Index for South America: An Internation","/papers/repec/eee-riibaf-v-72-y-2024-i-pa-s0275531924003003/","2024-10-31",2],["p","FISHNET: Financial Intelligence from Sub-querying, Harmonizing, Neural-Conditioning, Expert Swarms, and Task Planning","Machine learning · ML & AI Methods · Financial Intelligence: The paper introduces FISHNET, a new ","/papers/doi/10-1145-3677052-3698597/","2024-10-31",7],["p","Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks","Machine learning · Econometrics & Forecasting · The authors propose a Dynamic Graph Neural Network for predi","/papers/arxiv/2410.23275/","2024-10-31",0],["p","Proportional Fairness in Non-Centroid Clustering","Machine learning · Other · The research introduces a new algorithm, GreedyCohesiveClust","/papers/arxiv/2410.23273/","2024-10-31",18],["p","Understanding Synthetic Context Extension via Retrieval Heads","Machine learning · LLMs & Text · The paper finds that fine-tuning long-context language model","/papers/arxiv/2410.22316/","2024-10-31",14],["p","An Efficient Approach to Generate Safe Drivable Space by LiDAR-Camera-HDmap Fusion","Machine learning · Other · The article suggests a perception module for self-driving ca","/papers/arxiv/2410.22314/","2024-10-31",3],["p","Batch, match, and patch: low-rank approximations for score-based variational inference","Machine learning · Other · The paper introduces an extension of the batch-and-match fra","/papers/arxiv/2410.22292/","2024-10-31",10],["p","Modular Duality in Deep Learning","Machine learning · ML & AI Methods · The article presents a new theory of modular dualization for","/papers/arxiv/2410.21265/","2024-10-31",80],["p","Multi-modal AI for comprehensive breast cancer prognostication","Machine learning · ML & AI Methods · A new AI test for breast cancer patient stratification, comb","/papers/arxiv/2410.21256/","2024-10-31",14],["p","On the Benefits of Active Data Collection in Operator Learning","Machine learning · ML & AI Methods · The study shows that active data collection methods are more","/papers/arxiv/2410.19725/","2024-10-31",8],["p","Arabic Music Classification and Generation using Deep Learning","Machine learning · ML & AI Methods · The study suggests a machine learning method using a convolu","/papers/arxiv/2410.19719/","2024-10-31",1],["p","PixelGaussian: Generalizable 3D Gaussian Reconstruction from Arbitrary Views","Machine learning · Other · The authors introduce PixelGaussian, a framework that learns","/papers/arxiv/2410.18979/","2024-10-31",22],["p","Unbounded: A Generative Infinite Game of Character Life Simulation","Machine learning · ML & AI Methods · A Generative Game: The paper presents Unbounded, a generativ","/papers/arxiv/2410.18975/","2024-10-31",20],["p","Time-Series Foundation AI Model for Value-at-Risk Forecasting","arXiv · Risk, Credit & Banking · The research highlights the superior performance of a time-s","/papers/arxiv/2410.11773/","2024-10-31",8],["p","Parallel Execution Fee Mechanisms","arXiv · Trading, Microstructure & Execution · The study presents a model for transaction execution in bloc","/papers/arxiv/2410.09555/","2024-10-31",0],["p","Statistical Arbitrage in Rank Space","arXiv · Trading, Microstructure & Execution · Research indicates that ranking stocks by capitalization rat","/papers/arxiv/2410.06568/","2024-10-31",1],["p","TabReD: Analyzing Pitfalls and Filling the Gaps in Tabular Deep Learning Benchmarks","Machine learning · ML & AI Methods · The article presents TabReD, a collection of industry-grade ","/papers/arxiv/2406.19380/","2024-10-31",40],["p","Adam with model exponential moving average is effective for nonconvex optimization","Machine learning · Other · The article analyzes the optimal convergence rates of two op","/papers/arxiv/2405.18199/","2024-10-31",36],["p","DisC-GS: Discontinuity-aware Gaussian Splatting","Machine learning · Other · The paper presents a new framework that allows Gaussian Spla","/papers/arxiv/2405.15196/","2024-10-31",15],["p","Block and Detail: Scaffolding Sketch-to-Image Generation","Machine learning · Other · The paper presents a sketch-to-image tool that can generate ","/papers/arxiv/2402.18116/","2024-10-31",32],["p","Endoscapes, a critical view of safety and surgical scene segmentation dataset for laparoscopic cholecystectomy","Machine learning · Other · The report discusses Endoscapes, a dataset of annotated lapa","/papers/arxiv/2312.12429/","2024-10-31",49],["p","Emergent mechanisms for long timescales depend on training curriculum and affect performance in memory tasks","Machine learning · ML & AI Methods · The research shows that recurrent neural networks improve pe","/papers/arxiv/2309.12927/","2024-10-31",13],["p","Empirical Design in Reinforcement Learning","Machine learning · ML & AI Methods · The article highlights the importance of proper statistical ","/papers/arxiv/2304.01315/","2024-10-31",80],["p","Optimizing Predictive Maintenance with Machine Learning And Iot: A Business Strategy For Reducing Downtime And Operational Costs","SSRN · ML & AI Methods · The study presents a predictive maintenance framework that e","/papers/ssrn/4994457/","2024-10-23",7],["p","Firm Leverage","SSRN · Corporate Finance · A study finds that low-leverage firms reduce investment more","/papers/ssrn/4994384/","2024-10-23",0],["p","Intelligent Forecasts in Portfolio Optimization","SSRN · Portfolio & Allocation · The study proposes an optimization framework for the top 500","/papers/ssrn/4994190/","2024-10-23",0],["p","Unsupervised ML in Telecom Retail Optimization","SSRN · Other · The document lacks sufficient information for a summary.","/papers/ssrn/4994164/","2024-10-23",0],["p","Female Financial Portfolio Choices and Marital Laws","SSRN · Portfolio & Allocation · In Spain, married couples with separate property tend to hav","/papers/ssrn/4994123/","2024-10-23",0],["p","Leverage Corrections to Price Discovery Measures With an Application to Leveraged Exchange-Traded Funds","SSRN · Portfolio & Allocation · New measures introduced in a study show that regular ETFs do","/papers/ssrn/4993940/","2024-10-23",0],["p","FX Volatility","SSRN · Derivatives & Volatility · High foreign exchange volatility results in higher currency ","/papers/ssrn/4993938/","2024-10-23",1],["p","Asset Allocation","SSRN · Portfolio & Allocation · An article suggests that dynamic asset allocation, which adj","/papers/ssrn/4993934/","2024-10-23",0],["p","Mutual Funds & Low-Risk Anomaly","SSRN · Portfolio & Allocation · Mutual funds' demand pressure on high-beta assets following ","/papers/ssrn/4993876/","2024-10-23",0],["p","Generative AI Training","SSRN · ML & AI Methods · The article suggests that using copyrighted data to train ge","/papers/ssrn/4993782/","2024-10-23",0],["p","AIPowered Data Warehouse Solutions","SSRN · ML & AI Methods · AI integration into data warehousing boosts data processing ","/papers/ssrn/4993596/","2024-10-23",0],["p","Accounting Comparability","SSRN · Risk, Credit & Banking · The research indicates that firms with higher accounting com","/papers/ssrn/4993512/","2024-10-23",0],["p","Bayesian GEVMAR Model for Actuarial Data","SSRN · Econometrics & Forecasting · The study uses a new model to analyze nonstandard actuarial ","/papers/ssrn/4993360/","2024-10-23",0],["p","Role of Foreign Exchange Reserves in Dollarization","SSRN · Derivatives & Volatility · The research indicates that active intervention in foreign e","/papers/ssrn/4993137/","2024-10-23",1],["p","Euler Equation Testing with Stock Market Data","SSRN · Asset Pricing & Factors · A study using stock market data found a pattern of failure a","/papers/ssrn/4992945/","2024-10-23",0],["p","FX Interventions and USD/MXN Exchange Rate","SSRN · Macro-Finance & Rates · The Bank of Mexico's 2017 domestic nondeliverable forwards (","/papers/ssrn/4992672/","2024-10-23",0],["p","AI in Working Capital Management","SSRN · ML & AI Methods · AI enhances working capital management in the auto industry ","/papers/ssrn/4992621/","2024-10-23",0],["p","Technology Value Prediction","SSRN · ML & AI Methods · The study introduces a deep-learning model that predicts the","/papers/ssrn/4992440/","2024-10-23",0],["p","Retail Investor Attention and Fund Performance","SSRN · Portfolio & Allocation · A metric called Total Views, which measures retail investor ","/papers/ssrn/4992233/","2024-10-23",0],["p","EuroArea Bond Market Liquidity During COVID-19","SSRN · Trading, Microstructure & Execution · The euroarea sovereign bond market's liquidity was significa","/papers/ssrn/4991885/","2024-10-23",1],["p","Activist Investing: Credit Effects","SSRN · Risk, Credit & Banking · Credit Effects: Hedge fund activism increases firm value but","/papers/ssrn/4991711/","2024-10-23",0],["p","Bank Securities Management","SSRN · Risk, Credit & Banking · A study reveals that US banks increased their interest rate ","/papers/ssrn/4991701/","2024-10-23",1],["p","Machine Learning for Engineering Constants Prediction","SSRN · ML & AI Methods · The study uses machine learning and the finite element metho","/papers/ssrn/4991455/","2024-10-23",0],["p","Composite Laminate Design","SSRN · ML & AI Methods · The paper discusses a machine learning method for designing ","/papers/ssrn/4991453/","2024-10-23",0],["p","Reinforcement Learning in Market-Making","SSRN · ML & AI Methods · The paper presents a deep reinforcement learning framework f","/papers/ssrn/4991392/","2024-10-23",0],["p","IPO Pricing Prediction with Lasso-Neural Networks","SSRN · ML & AI Methods · A new model using Lasso neural networks has been developed t","/papers/ssrn/4990940/","2024-10-23",1],["p","Hedging Strategy with Transaction Costs","SSRN · Derivatives & Volatility · The traditional binomial model for derivative security prici","/papers/ssrn/4990913/","2024-10-23",0],["p","Investment Capital for Green Firms","SSRN · Corporate Finance · Firms that highlight environmental issues in their prospectu","/papers/ssrn/4990603/","2024-10-23",0],["p","MGARCH Model","SSRN · Econometrics & Forecasting · A new study using a multivariate GARCH model identifies shoc","/papers/ssrn/4990401/","2024-10-23",1],["p","Machine Learning for Fake News Classification","SSRN · LLMs & Text · ML algorithms combined with IoT frameworks can enhance news ","/papers/ssrn/4990295/","2024-10-23",0],["p","Fallacies in CAPM Intuition","SSRN · Asset Pricing & Factors · The article argues that firm-specific risk significantly imp","/papers/ssrn/4990174/","2024-10-23",0],["p","Fedmse: Semi-Supervised Federated Learning for IoT Detection","SSRN · ML & AI Methods · Semi-Supervised Federated Learning for IoT Detection: A new ","/papers/ssrn/4990105/","2024-10-23",1],["p","Beta Replication Challenges","SSRN · Other · The article discusses the challenges of trendfollowing inves","/papers/ssrn/4990063/","2024-10-23",41],["p","Sustainable Fund Flows Comparison","SSRN · Portfolio & Allocation · An analysis of over 23,000 equity mutual funds and ETFs reve","/papers/ssrn/4989575/","2024-10-23",4],["p","Mathematical Statistics in Engineering","SSRN · Portfolio & Allocation · The paper presents a cascaded machine learning algorithm for","/papers/ssrn/4989144/","2024-10-23",0],["p","Telecom Network Spectrum Optimization","SSRN · ML & AI Methods · The research investigates the application of Artificial Inte","/papers/ssrn/4989103/","2024-10-23",0],["p","Green Bond Cost Optimization","RePEc · Macro-Finance & Rates · The research creates a multi-stage stochastic model to predi","/papers/repec/wly-jforec-v-43-y-2024-i-7-p-2607-2634/","2024-10-23",2],["p","Metaalgorithm for Portfolio Selection","RePEc · Portfolio & Allocation · The article discusses the use of Online Gradient Update and ","/papers/repec/taf-tjorxx-v-75-y-2024-i-10-p-2032-2051/","2024-10-23",3],["p","Sustainable Investments Optimization","RePEc · Portfolio & Allocation · A new portfolio optimization approach is developed, incorpor","/papers/repec/spr-annopr-v-341-y-2024-i-2-d-10-1007-s10479-024-06189-w/","2024-10-23",3],["p","EU News Engagement on Facebook","RePEc · LLMs & Text · Study of social media engagement with EU news shows negativi","/papers/repec/cog-poango-v10-y-2022-i-1-p-121-132/","2024-10-23",0],["p","Improved NHL Draft Predictions with Scouting Reports","RePEc · LLMs & Text · Large Language Models (LLMs) are being used to enhance predi","/papers/repec/bpj-jqsprt-v-20-y-2024-i-4-p-331-349-n-1006/","2024-10-23",2],["p","Microsoft Copilot and Finance Workforce","RePEc · ML & AI Methods · The paper explores the potential impact of the AI tool, Micr","/papers/repec/bhx-ojtijf-v-9-y-2024-i-3-p-32-41-id-1918/","2024-10-23",2],["p","Collusion Regulation","RePEc · Corporate Finance · The regulation of collusion, including detection, prosecutio","/papers/repec/anr-reveco-v-15-y-2023-p-177-204/","2024-10-23",0],["p","xGen-MM-Vid (BLIP-3-Video): You Only Need 32 Tokens to Represent a Video Even in VLMs","Machine learning · LLMs & Text · XGen-MM-Vid (BLIP-3-Video) is a language model for videos th","/papers/arxiv/2410.16267/","2024-10-23",37],["p","Agent-to-Sim: Learning Interactive Behavior Models from Casual Longitudinal Videos","Machine learning · ML & AI Methods · Agent-to-Sim (ATS) is a system that learns interactive behav","/papers/arxiv/2410.16259/","2024-10-23",3],["p","Bridging the Training-Inference Gap in LLMs by Leveraging Self-Generated Tokens","Machine learning · LLMs & Text · The paper suggests two methods to address the discrepancy be","/papers/arxiv/2410.14655/","2024-10-23",9],["p","Knowledge Transfer from Simple to Complex: A Safe and Efficient Reinforcement Learning Framework for Autonomous Driving Decision-Making","Machine learning · ML & AI Methods · The Simple to Complex Collaborative Decision framework uses ","/papers/arxiv/2410.14468/","2024-10-23",26],["p","Fluid: Scaling Autoregressive Text-to-image Generative Models with Continuous Tokens","Machine learning · ML & AI Methods · The study explores text-to-image generation, finding continu","/papers/arxiv/2410.13863/","2024-10-23",161],["p","DepthSplat: Connecting Gaussian Splatting and Depth","Machine learning · Other · The study introduces DepthSplat, a model that combines Gauss","/papers/arxiv/2410.13862/","2024-10-23",334],["p","Differentiable Robot Rendering","Machine learning · LLMs & Text · The paper presents a method for differentiable robot renderi","/papers/arxiv/2410.13851/","2024-10-23",30],["p","Janus: Decoupling Visual Encoding for Unified Multimodal Understanding and Generation","Machine learning · Other · The paper presents Janus, a framework that separates visual ","/papers/arxiv/2410.13848/","2024-10-23",498],["p","LightTransfer: Your Long-Context LLM is Secretly a Hybrid Model with Effortless Adaptation","Machine learning · LLMs & Text · SimLayerKV is a technique that minimizes memory usage in lar","/papers/arxiv/2410.13846/","2024-10-23",14],["p","The Disparate Benefits of Deep Ensembles","Machine learning · ML & AI Methods · Deep Ensembles, a type of AI, can unintentionally favor cert","/papers/arxiv/2410.13831/","2024-10-23",4],["p","Competitive equilibria in trading","arXiv · Trading, Microstructure & Execution · The third paper in a series on game theory in competitive po","/papers/arxiv/2410.13583/","2024-10-23",2],["p","Assessing the techno-economic benefits of LEMs for different grid topologies and prosumer shares","arXiv · Other · The study reveals that local energy markets can enhance econ","/papers/arxiv/2410.13330/","2024-10-23",2],["p","Concentrated Superelliptical Market Maker","arXiv · Trading, Microstructure & Execution · The article discusses a new automated market maker model tha","/papers/arxiv/2410.13265/","2024-10-23",1],["p","Delegated Portfolio Management With Random Default","arXiv · Portfolio & Allocation · The paper explores the optimal portfolio delegation between ","/papers/arxiv/2410.13103/","2024-10-23",2],["p","Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach","arXiv · Derivatives & Volatility · The article discusses the use of Deep Reinforcement Learning","/papers/arxiv/2410.11789/","2024-10-23",4],["p","Can GANs Learn the Stylized Facts of Financial Time Series?","arXiv · Econometrics & Forecasting · The study examines the capability of Generative Adversarial ","/papers/arxiv/2410.09850/","2024-10-23",7],["p","Scalable Signature-Based Distribution Regression via Reference Sets","arXiv · ML & AI Methods · The paper introduces a new methodology for Distribution Regr","/papers/arxiv/2410.09196/","2024-10-23",1],["p","Cross-Currency Basis Swaps Referencing Backward-Looking Rates","arXiv · Macro-Finance & Rates · The article discusses the pricing and hedging methods for fi","/papers/arxiv/2410.08477/","2024-10-23",2],["p","First order Martingale model risk and semi-static hedging","arXiv · Derivatives & Volatility · The study expands on previous research on model risk distrib","/papers/arxiv/2410.06906/","2024-10-23",16],["p","Simulating and analyzing a sparse order book: an application to intraday electricity markets","arXiv · Trading, Microstructure & Execution · The paper presents a new model for simulating sparse limit o","/papers/arxiv/2410.06839/","2024-10-23",3],["p","EasyRec: Simple yet Effective Language Models for Recommendation","Machine learning · LLMs & Text · Recommendation Language Models: The study presents EasyRec, ","/papers/arxiv/2408.08821/","2024-10-23",22],["p","Does Futures Market Information Improve Macroeconomic Forecasting: Evidence from China","SSRN · Macro-Finance & Rates · A Chinese study reveals that commodity futures data signific","/papers/ssrn/4989500/","2024-10-17",1],["p","CSFs in Risk Management in Nigerian Banks","SSRN · Risk, Credit & Banking · The study explores key success factors in risk management wi","/papers/ssrn/4989226/","2024-10-17",1],["p","Credit Market Sentiment","SSRN · LLMs & Text · Credit spread expectation errors, seen as signs of market op","/papers/ssrn/4988908/","2024-10-17",0],["p","Evolution of AI and ML with Big Data","SSRN · ML & AI Methods · The paper highlights the rapid advancement of AI and Machine","/papers/ssrn/4988863/","2024-10-17",0],["p","Hidden Liquidity in Equity Exchanges","SSRN · Trading, Microstructure & Execution · The study investigates hidden liquidity in U.S. equity excha","/papers/ssrn/4988855/","2024-10-17",0],["p","Machine Learning for Gas-Liquid Flow","SSRN · ML & AI Methods · The article assesses various machine learning frameworks for","/papers/ssrn/4988520/","2024-10-17",1],["p","Machine Learning in Portfolios","SSRN · Portfolio & Allocation · The article explores the use of machine learning in finance,","/papers/ssrn/4988124/","2024-10-17",1],["p","Macroeconomic Predictability","SSRN · Macro-Finance & Rates · The research investigates if macroeconomic factors and polic","/papers/ssrn/4988114/","2024-10-17",1],["p","Large Language Models for Forecasting","SSRN · LLMs & Text · The article assesses the performance of Large Language Model","/papers/ssrn/4988022/","2024-10-17",4],["p","MA Outcomes Prediction","SSRN · Macro-Finance & Rates · Machine learning can predict the success of mergers and acqu","/papers/ssrn/4987268/","2024-10-17",0],["p","Volatility Dynamics in Regime-Switching Models","SSRN · Derivatives & Volatility · The study contrasts the forecasting performances of OSBetatE","/papers/ssrn/4987141/","2024-10-17",0],["p","Predicting Intraday Risk and Liquidity with News Analytics","SSRN · LLMs & Text · The research investigates the correlation between the intens","/papers/ssrn/4987091/","2024-10-17",0],["p","Optimal Hedge Fund Allocation","SSRN · Derivatives & Volatility · The research indicates that substantial investments in hedge","/papers/ssrn/4987003/","2024-10-17",1],["p","Foreign Exchange Exposure and Hedging Strategies: A Case-Based Analysis of MNCs","SSRN · Derivatives & Volatility · The article discusses how multinational companies like CocaC","/papers/ssrn/4986846/","2024-10-17",2],["p","The Statistical Limit of Arbitrage","SSRN · Trading, Microstructure & Execution · The paper examines the effect of statistical learning on arb","/papers/ssrn/4986807/","2024-10-17",0],["p","ML Prediction of Plasma-Catalytic DRM","SSRN · ML & AI Methods · A new machine learning model is created to predict and impro","/papers/ssrn/4986711/","2024-10-17",0],["p","Tracking Cement Activity via Satellites","SSRN · ML & AI Methods · The study uses infrared satellite imagery and machine learni","/papers/ssrn/4986361/","2024-10-17",0],["p","CEO Social Capital and Report Readability","SSRN · Corporate Finance · Research indicates that companies with CEOs having high soci","/papers/ssrn/4986278/","2024-10-17",0],["p","The distributional consequences of Bitcoin","SSRN · Crypto & DeFi · The paper discusses the potential negative societal impact i","/papers/ssrn/4985877/","2024-10-17",2],["p","Portfolio Optimization","SSRN · Portfolio & Allocation · The research explores portfolio optimization in a generalize","/papers/ssrn/4985873/","2024-10-17",0],["p","Delegated Portfolio Management","SSRN · Portfolio & Allocation · The research focuses on optimal portfolio delegation in a ra","/papers/ssrn/4984811/","2024-10-17",1],["p","Quality Signals and Market Performance","SSRN · Derivatives & Volatility · The article explores factors influencing post-Initial Coin O","/papers/ssrn/4984658/","2024-10-17",1],["p","ML Integration in Financial Data","SSRN · ML & AI Methods · Combining machine learning with financial data lakes improve","/papers/ssrn/4984392/","2024-10-17",0],["p","AI Sentiment Analysis","SSRN · LLMs & Text · The study shows that AI-rewritten SEC filings increase posit","/papers/ssrn/4984337/","2024-10-17",0],["p","Seismic White Noise Reduction","SSRN · ML & AI Methods · The study shows that deep learning algorithms can effectivel","/papers/ssrn/4984294/","2024-10-17",0],["p","Query Optimization","SSRN · Other · Data lakes are vital in modern data architecture for storing","/papers/ssrn/4984244/","2024-10-17",0],["p","Primary Market Conditions in India","SSRN · Other · A study using technical analysis tools to categorize India's","/papers/ssrn/4984139/","2024-10-17",0],["p","Bitcoin Price Discovery","SSRN · Crypto & DeFi · The paper points out unregulated Bitcoin exchanges, especial","/papers/ssrn/4983566/","2024-10-17",0],["p","RealTime Decision Making using Advanced Analytics","SSRN · Other · The article discusses the incorporation of advanced analytic","/papers/ssrn/4983486/","2024-10-17",0],["p","A Study On Impact Of Credit Derivatives On The Indian Financial Sector","SSRN · Derivatives & Volatility · The paper explores the impact of credit derivatives on risk ","/papers/ssrn/4983417/","2024-10-17",0],["p","Transformers for Solar Flare Forecasting","SSRN · Econometrics & Forecasting · The paper examines the use of machine learning algorithms, s","/papers/ssrn/4983283/","2024-10-17",1],["p","Big Data Analytics for Risk Management","SSRN · Risk, Credit & Banking · Big Data analytics enhances IT service delivery risk managem","/papers/ssrn/4982774/","2024-10-17",0],["p","Stock Movement Prediction","RePEc · Other · A hybrid model combining wavelet transform and multi-input L","/papers/repec/wly-jforec-v-43-y-2024-i-5-p-1199-1211/","2024-10-17",2],["p","ERM Impact on Performance","RePEc · Risk, Credit & Banking · A study finds that Turkish banking firms adopting enterprise","/papers/repec/pal-palcom-v-11-y-2024-i-1-d-10-1057-s41599-024-03871-z/","2024-10-17",2],["p","Regulatory Intensity","RePEc · ML & AI Methods · Research using administrative data and machine-learning mode","/papers/repec/oup-rfinst-v-36-y-2023-i-8-p-3311-3347/","2024-10-17",0],["p","News Text Analysis","RePEc · LLMs & Text · A study reveals that a pricing model based on news text from","/papers/repec/oup-rfinst-v-36-y-2023-i-12-p-4759-4787/","2024-10-17",1],["p","Partisanship in Financial Regulators","RePEc · ML & AI Methods · Machine learning analysis of language used in Congress and n","/papers/repec/oup-rfinst-v-36-y-2023-i-11-p-4373-4416/","2024-10-17",0],["p","Linear Factor Models in U.K. Stock Returns","RePEc · Asset Pricing & Factors · A study of U.K. stock returns found that all multifactor mod","/papers/repec/kap-rqfnac-v-63-y-2024-i-3-d-10-1007-s11156-024-01286-0/","2024-10-17",2],["p","Online Investor Sentiment and Stock Market Risk","RePEc · LLMs & Text · Machine learning techniques like extreme gradient boosting a","/papers/repec/gam-jmathe-v-12-y-2024-i-20-p-3192-d-1497063/","2024-10-17",4],["p","FourFactor Model Based on Factor Momentum","RePEc · Asset Pricing & Factors · A new four-factor model based on momentum effect in China ou","/papers/repec/eee-pacfin-v-87-y-2024-i-c-s0927538x24002634/","2024-10-17",2],["p","Simulated Electronic Market with Speculative Behavior","RePEc · Trading, Microstructure & Execution · A study of an electronic market model examines the impact of","/papers/repec/eee-finlet-v-67-y-2024-i-pa-s154461232400775x/","2024-10-17",2],["p","Importance of Hyperparameters in ML","RePEc · ML & AI Methods · A study reveals that only 20.31% of machine learning papers ","/papers/repec/cup-pscirm-v-12-y-2024-i-4-p-841-848-9/","2024-10-17",4],["p","Operational Employability Model","RePEc · Other · Croatian graduates with cultural, human, and bridging social","/papers/repec/bit-bsrysr-v-15-y-2024-i-1-p-110-130-n-1006/","2024-10-17",2],["p","Economic Growth Forecasting in Sverdlovsk Region","RePEc · Econometrics & Forecasting · Machine learning, particularly the random forest model, is m","/papers/repec/aiy-jnjaer-v-23-y-2024-i-3-p-674-695/","2024-10-17",5],["p","Long-LRM: Long-Sequence Large Reconstruction Model for Wide-Coverage Gaussian Splats","Machine learning · Other · Efficient 3D Reconstruction: The article discusses Long-LRM,","/papers/arxiv/2410.12781/","2024-10-17",119],["p","Geometry-Aware Generative Autoencoders for Warped Riemannian Metric Learning and Generative Modeling on Data Manifolds","Machine learning · ML & AI Methods · The Geometry-Aware Generative Autoencoder (GAGA) addresses c","/papers/arxiv/2410.12779/","2024-10-17",24],["p","CoTracker3: Simpler and Better Point Tracking by Pseudo-Labelling Real Videos","Machine learning · Other · Simple Tracking: The paper introduces CoTracker3, a new trac","/papers/arxiv/2410.11831/","2024-10-17",154],["p","Improving Long-Text Alignment for Text-to-Image Diffusion Models","Machine learning · ML & AI Methods · LongAlign, a new method for processing long texts, improves ","/papers/arxiv/2410.11817/","2024-10-17",21],["p","Depth Any Video with Scalable Synthetic Data","Machine learning · ML & AI Methods · The article presents Depth Any Video, a new model that uses ","/papers/arxiv/2410.10815/","2024-10-17",67],["p","Your Mixture-of-Experts LLM Is Secretly an Embedding Model For Free","Machine learning · LLMs & Text · The research shows that Mixture-of-Experts Large Language Mo","/papers/arxiv/2410.10814/","2024-10-17",43],["p","Mix Data or Merge Models? Optimizing for Diverse Multi-Task Learning","Machine learning · ML & AI Methods · The research investigates model merging in a multilingual co","/papers/arxiv/2410.10801/","2024-10-17",21],["p","Towards Foundation Models for 3D Vision: How Close are We?","Machine learning · Other · A new 3D visual understanding benchmark shows that while spe","/papers/arxiv/2410.10799/","2024-10-17",15],["p","4‐LEGS: 4D Language Embedded Gaussian Splatting","Machine learning · Other · 4D Language Embedded Gaussian Splatting: A new method uses 4","/papers/arxiv/2410.10719/","2024-10-17",16],["p","Variance reduction combining pre-experiment and in-experiment data","Machine learning · Other · A new method combining pre-experiment and in-experiment data","/papers/arxiv/2410.09027/","2024-10-17",4],["p","Scaling Laws For Diffusion Transformers","Machine learning · ML & AI Methods · Experiments have confirmed the existence of scaling laws in ","/papers/arxiv/2410.08184/","2024-10-17",43],["p","Optimal mutual insurance against systematic longevity risk","arXiv · Risk, Credit & Banking · The article discusses how two collective pension funds can m","/papers/arxiv/2410.07749/","2024-10-17",2],["p","Shielded Diffusion: Generating Novel and Diverse Images using Sparse Repellency","Machine learning · ML & AI Methods · The paper introduces SPELL, a method that enhances the diver","/papers/arxiv/2410.06025/","2024-10-17",26],["p","Evaluating Copyright Takedown Methods for Language Models","Machine learning · LLMs & Text · The article discusses CoTaEval, a new framework for evaluati","/papers/arxiv/2406.18664/","2024-10-17",52],["p","Towards Scalable Exact Machine Unlearning Using Parameter-Efficient Fine-Tuning","Machine learning · ML & AI Methods · The article presents Sequence-aware Sharded Sliced Training ","/papers/arxiv/2406.16257/","2024-10-17",37],["p","An exactly solvable model for emergence and scaling laws in the multitask sparse parity problem","Machine learning · ML & AI Methods · A new framework represents each new ability in deep learning","/papers/arxiv/2404.17563/","2024-10-17",20],["p","Reuse Your Rewards: Reward Model Transfer for Zero-Shot Cross-Lingual Alignment","Machine learning · LLMs & Text · A study has found that language models aligned with human-an","/papers/arxiv/2404.12318/","2024-10-17",33],["p","Learning Quadruped Locomotion Using Differentiable Simulation","Machine learning · ML & AI Methods · The paper proposes a new differentiable simulation framework","/papers/arxiv/2403.14864/","2024-10-17",53],["p","Stability-Aware Training of Machine Learning Force Fields with Differentiable Boltzmann Estimators","Machine learning · ML & AI Methods · The Stability-Aware Boltzmann Estimator Training has been in","/papers/arxiv/2402.13984/","2024-10-17",18],["p","cedar: Optimized and Unified Machine Learning Input Data Pipelines","Machine learning · ML & AI Methods · The study introduces cedar, a new programming framework for ","/papers/arxiv/2401.08895/","2024-10-17",18],["p","Language Model Training on Edit Sequences Enhances Code Synthesis","Machine learning · LLMs & Text · The paper presents LintSeq, a synthetic data generation algo","/papers/web/9b37a775db/","2024-10-09",1],["p","Pricing Factors","SSRN · Portfolio & Allocation · A study proposes a new method for choosing factors in portfo","/papers/ssrn/4980303/","2024-10-09",0],["p","Competition vs. Collusion in Trading","SSRN · Trading, Microstructure & Execution · The study proposes that collusion in trading may not always ","/papers/ssrn/4980072/","2024-10-09",0],["p","Geoffrey Hinton's Neural Networks Contributions","SSRN · ML & AI Methods · Geoffrey Hinton's contributions in neural networks, deep lea","/papers/ssrn/4980068/","2024-10-09",44],["p","Capital Requirements in Pillar 1 or Pillar 2: Does it Matter for Market Discipline?","SSRN · Risk, Credit & Banking · The research shows that bank Credit Default Swaps (CDS) are ","/papers/ssrn/4979554/","2024-10-09",0],["p","GIS Analysis","SSRN · Derivatives & Volatility · The study reveals that France's history with growth-continge","/papers/ssrn/4979418/","2024-10-09",0],["p","Bank Credit Lines","SSRN · Risk, Credit & Banking · The research contradicts previous theories, stating that non","/papers/ssrn/4979396/","2024-10-09",0],["p","Robust Decision-Making in ML","SSRN · ML & AI Methods · The paper proposes the fusion of machine learning and optimi","/papers/ssrn/4979319/","2024-10-09",0],["p","Equity Price Model","SSRN · Econometrics & Forecasting · The 3MR Reactive Price Model uses linear regression and yiel","/papers/ssrn/4979203/","2024-10-09",0],["p","MLBased CT Saturation Detection","SSRN · ML & AI Methods · The study introduces a machine learning method for detecting","/papers/ssrn/4979169/","2024-10-09",1],["p","Predicting Policy Funding Allocation with Machine Learning","SSRN · Portfolio & Allocation · The paper applies Machine Learning techniques to predict the","/papers/ssrn/4978681/","2024-10-09",2],["p","Index Investing","SSRN · LLMs & Text · The study suggests that index stocks have higher prices, mor","/papers/ssrn/4978330/","2024-10-09",0],["p","Women's Entrepreneur Intentions","SSRN · Other · Research in Madhesh Province shows that women's entrepreneur","/papers/ssrn/4977992/","2024-10-09",0],["p","Drivers of Credited Interest Rate on UL Insurance","SSRN · Risk, Credit & Banking · The research explores the factors influencing the credited i","/papers/ssrn/4977807/","2024-10-09",0],["p","Shades of Momentum: Alternative Momentum Metrics and their Dissipation in Indian Equities","SSRN · Asset Pricing & Factors · The study finds that in the Indian equity market, volatility","/papers/ssrn/4977717/","2024-10-09",0],["p","Cricket Team Maker","SSRN · ML & AI Methods · A fantasy cricket team generator tool has been created, usin","/papers/ssrn/4977691/","2024-10-09",0],["p","AI in Accounting Systems","SSRN · ML & AI Methods · A new course has been developed to introduce artificial inte","/papers/ssrn/4977498/","2024-10-09",0],["p","\"The Myth of Profitable Day Trading: What Separates the Winners from the Losers?\"","SSRN · Trading, Microstructure & Execution · The research indicates that less than 1% of day traders cons","/papers/ssrn/4977485/","2024-10-09",0],["p","Work Engagement in Socialization","SSRN · Other · A study reveals that social capital resources, proactive per","/papers/ssrn/4977342/","2024-10-09",0],["p","Wealth Accumulation: The Role of Others","SSRN · Other · The study reveals that factors like educated neighbors, loca","/papers/ssrn/4977031/","2024-10-09",0],["p","Leveraging Automatically Optimized Forecasters and Large Language Model for Forecasting of Vietnamese Macroeconomic Indicators","SSRN · LLMs & Text · The study proposes a framework for predicting Vietnamese mac","/papers/ssrn/4976975/","2024-10-09",0],["p","Training vs Test Splits in Data Contests","SSRN · Other · The article examines the influence of data split ratio in da","/papers/ssrn/4976827/","2024-10-09",0],["p","DataDriven Inventory Management with Financial Hedging","SSRN · Derivatives & Volatility · The study presents a data-driven approach for inventory and ","/papers/ssrn/4976702/","2024-10-09",0],["p","Black-Litterman Model for Risk Factor Views","SSRN · Portfolio & Allocation · The paper presents an extended Black-Litterman model that al","/papers/ssrn/4976695/","2024-10-09",0],["p","Designing a Valuation Analytics Course","SSRN · Corporate Finance · The article advocates for a specialized course on data scien","/papers/ssrn/4976517/","2024-10-09",0],["p","Streamer Diversification and Product Type in Live Streaming E-Commerce: An Empirical Investigation of their Effect on Short and Long-Term Product Sales on Amazon Live","SSRN · Other · The article examines the short and long-term effects of live","/papers/ssrn/4976360/","2024-10-09",0],["p","Statistical Arbitrage with Mixed Frequency Data","SSRN · Trading, Microstructure & Execution · The article discusses the use of high-frequency data to iden","/papers/ssrn/4975855/","2024-10-09",227],["p","Option Pricing Formula","SSRN · Derivatives & Volatility · The article presents a pricing formula for a ComEx option, w","/papers/ssrn/4975834/","2024-10-09",0],["p","Machine Learning for Stock Market Prediction","SSRN · ML & AI Methods · The research applies machine learning models to predict futu","/papers/ssrn/4975786/","2024-10-09",0],["p","Organizational Form and Liquidity Management","SSRN · Trading, Microstructure & Execution · The research compares the liquidity and performance of open ","/papers/ssrn/4975710/","2024-10-09",0],["p","Carbon Offset Markets","SSRN · Trading, Microstructure & Execution · The research explores the relationship between prices in Aus","/papers/ssrn/4975481/","2024-10-09",0],["p","Spatio-Temporal Machine Learning for Mortgage Credit Risk","SSRN · Risk, Credit & Banking · A new machine learning model for credit risk combines tree-b","/papers/ssrn/4975440/","2024-10-09",0],["p","Detecting Collusion in Public Procurement","RePEc · Other · A new algorithm has been developed to detect collusion in au","/papers/repec/spr-jcsosc-v-7-y-2024-i-2-d-10-1007-s42001-024-00293-4/","2024-10-09",3],["p","Firm Performance Prediction with Nonfinancial Disclosures","RePEc · Corporate Finance · A study suggests that adding nonfinancial factors like narra","/papers/repec/eme-jaeepp-jaee-07-2023-0205/","2024-10-09",3],["p","Chinese Futures Market Evolution","RePEc · Trading, Microstructure & Execution · Research shows high-frequency and algorithmic trading in Chi","/papers/repec/bla-ecopol-v-36-y-2024-i-3-p-1416-1449/","2024-10-09",3],["p","Bias-Aware Conformal Prediction for Metric-Based Imaging Pipelines","Machine learning · Other · A study on Conformal Prediction intervals shows that asymmet","/papers/arxiv/2410.05263/","2024-10-09",1],["p","TextHawk2: A Large Vision-Language Model Excels in Bilingual OCR and Grounding with 16x Fewer Tokens","Machine learning · LLMs & Text · Efficient LVLM for Bilingual OCR: The study introduces TextH","/papers/arxiv/2410.05261/","2024-10-09",34],["p","GS-VTON: Controllable 3D Virtual Try-on with Gaussian Splatting","Machine learning · Other · GS-VTON improves 3D virtual try-on by transferring knowledge","/papers/arxiv/2410.05259/","2024-10-09",15],["p","Differential Transformer","Machine learning · ML & AI Methods · The Diff Transformer is a new language model architecture th","/papers/arxiv/2410.05258/","2024-10-09",1],["p","LoTLIP: Improving Language-Image Pre-training for Long Text Understanding","Machine learning · Other · Enhancing Language-Image Pre-training: The article reveals t","/papers/arxiv/2410.05249/","2024-10-09",37],["p","Close Encounters of the LEO Kind: Spillovers and Resilience in Partially-Automated Traffic Systems","arXiv · Other · The study analyzes the impact of unexpected disruptions like","/papers/arxiv/2410.04599/","2024-10-09",0],["p","The Fourier Cosine Method for Discrete Probability Distributions","arXiv · Other · The research proves that the Fourier cosine formula for the ","/papers/arxiv/2410.04487/","2024-10-09",1],["p","Generative AI, Managerial Expectations, and Economic Activity","arXiv · ML & AI Methods · Predicting Economic Indicators from Corporate Calls: The art","/papers/arxiv/2410.03897/","2024-10-09",4],["p","GenSim2: Scaling Robot Data Generation with Multi-modal and Reasoning LLMs","Machine learning · LLMs & Text · GenSim2 is a scalable framework for robotic simulation that ","/papers/arxiv/2410.03645/","2024-10-09",71],["p","Function-Guided Conditional Generation Using Protein Language Models with Adapters","Machine learning · LLMs & Text · The research proposes ProCALM, a method for generating prote","/papers/arxiv/2410.03634/","2024-10-09",9],["p","GPT-4o as the Gold Standard: A Scalable and General Purpose Approach to Filter Language Model Pretraining Data","Machine learning · LLMs & Text · Data Filtering System with GPT-4o Accuracy: The article intr","/papers/arxiv/2410.02755/","2024-10-09",3],["p","MA-RLHF: Reinforcement Learning from Human Feedback with Macro Actions","Machine learning · ML & AI Methods · The MA-RLHF framework integrates macro actions into the lear","/papers/arxiv/2410.02743/","2024-10-09",15],["p","LML-DAP: LANGUAGE MODEL LEARNING A DATASET FOR DATA-AUGMENTED PREDICTION","Machine learning · LLMs & Text · Language Model Prediction: The paper presents a new method c","/papers/arxiv/2409.18957/","2024-10-09",2],["p","Training Language Models to Self-Correct via Reinforcement Learning","Machine learning · LLMs & Text · SCoRe, a new online reinforcement learning approach, enhance","/papers/arxiv/2409.12917/","2024-10-09",481],["p","Accelerating Training with Neuron Interaction and Nowcasting Networks","Machine learning · Econometrics & Forecasting · The article explores the enhancement of weight nowcaster net","/papers/arxiv/2409.04434/","2024-10-09",11],["p","Neural Term Structure of Additive Process for Option Pricing","arXiv · Derivatives & Volatility · The research introduces the neural term structure model for ","/papers/arxiv/2408.01642/","2024-10-09",2],["p","FastCLIP: A Suite of Optimization Techniques to Accelerate CLIP Training with Limited Resources","Machine learning · Other · FastCLIP, a new CLIP training framework, optimizes the train","/papers/arxiv/2407.01445/","2024-10-09",9],["p","SoK: Membership Inference Attacks on LLMs are Rushing Nowhere (and How to Fix It)","Machine learning · LLMs & Text · The article examines Membership Inference Attacks (MIAs) aga","/papers/arxiv/2406.17975/","2024-10-09",69],["p","MMLU-Pro: A More Robust and Challenging Multi-Task Language Understanding Benchmark","Machine learning · Other · MMLU-Pro, an improved dataset, expands the Massive Multitask","/papers/arxiv/2406.01574/","2024-10-09",2343],["p","SaySelf: Teaching LLMs to Express Confidence with Self-Reflective Rationales","Machine learning · LLMs & Text · The SaySelf training framework instructs large language mode","/papers/arxiv/2405.20974/","2024-10-09",129],["p","SwapAnything: Enabling Arbitrary Object Swapping in Personalized Image Editing","Machine learning · Other · Object Swapping: The paper presents SwapAnything, a new fram","/papers/arxiv/2404.05717/","2024-10-09",15],["p","AgentStudio: A Toolkit for Building General Virtual Agents","Machine learning · Other · AgentStudio, a combination of environments, tools, and bench","/papers/arxiv/2403.17918/","2024-10-09",47],["p","Impacts of electric carsharing on a power sector with variable renewables","arXiv · Other · The study finds that electric carsharing only slightly raise","/papers/arxiv/2402.19380/","2024-10-09",14],["p","Scattering spectra models for physics","Machine learning · Other · The paper introduces scattering spectra models for stationar","/papers/arxiv/2306.17210/","2024-10-09",23],["p","Hedge Fund Liquidity Reform","SSRN · Derivatives & Volatility · Post-2014 regulations have caused hedge funds to reduce mark","/papers/ssrn/4974171/","2024-10-03",0],["p","Automating Clash Resolution","SSRN · ML & AI Methods · The use of supervised and reinforcement learning to automate","/papers/ssrn/4973972/","2024-10-03",0],["p","Enhancing Graph Network Models","SSRN · ML & AI Methods · The study investigates the use of metaheuristics such as Sim","/papers/ssrn/4973874/","2024-10-03",0],["p","SCFI Forecasting with Deep Learning","SSRN · Econometrics & Forecasting · A deep learning model effectively uses Chinese commodity fut","/papers/ssrn/4973768/","2024-10-03",0],["p","Risk Pricing in Credit Options","SSRN · Derivatives & Volatility · Research shows that delta-hedged credit index options have l","/papers/ssrn/4973596/","2024-10-03",50],["p","Optimizing Flue Gas Temperature","SSRN · ML & AI Methods · A machine learning model accurately predicts and optimizes f","/papers/ssrn/4973396/","2024-10-03",0],["p","Political Instability and FDI","SSRN · Derivatives & Volatility · The Gambia has seen a decrease in foreign direct investment ","/papers/ssrn/4973360/","2024-10-03",0],["p","Packing's Impact on Malware Detection","SSRN · ML & AI Methods · Research highlights the challenge of packing on static machi","/papers/ssrn/4973174/","2024-10-03",0],["p","Professional Investors Decision-Making","SSRN · Portfolio & Allocation · A study reveals that a portfolio manager's decision-making s","/papers/ssrn/4972964/","2024-10-03",1],["p","Revolutionizing the Machine Learning Lifecycle With Cutting-Edge Data Engineering","SSRN · ML & AI Methods · The research explores the application of advanced data engin","/papers/ssrn/4972889/","2024-10-03",0],["p","The Interdependent Relationship between Interest and Non-Interest Income of Indian Banks: A Study of Diversification of Income, Risk, and Traditional vs. Non-Traditional Banking Activities","SSRN · Risk, Credit & Banking · Diversification and Risk: The article studies the transition","/papers/ssrn/4972716/","2024-10-03",2],["p","Retail Trading and Meme Events: Firm Behavior Impact","SSRN · Trading, Microstructure & Execution · Firm Behavior Impact: The study reveals that meme trading gr","/papers/ssrn/4972372/","2024-10-03",0],["p","Machine Learning for SF6 Detection","SSRN · ML & AI Methods · Machine learning is being used to predict the decomposition ","/papers/ssrn/4972283/","2024-10-03",0],["p","Machine Learning Anomalies","SSRN · Asset Pricing & Factors · Research indicates that return volatility and liquidity vola","/papers/ssrn/4972254/","2024-10-03",0],["p","Machine Learning for Speech Recognition","SSRN · ML & AI Methods · The article emphasizes the role of voice classification in A","/papers/ssrn/4972185/","2024-10-03",0],["p","PCM Properties Decision Support System","SSRN · ML & AI Methods · A study successfully used machine learning algorithms to pre","/papers/ssrn/4972052/","2024-10-03",0],["p","Risks of Institutional Black Boxes","SSRN · ML & AI Methods · The article explores the 'black boxes' in machine learning s","/papers/ssrn/4971723/","2024-10-03",0],["p","Determinants of Wash Trading","SSRN · Trading, Microstructure & Execution · A study finds that wash trading in cryptocurrency markets, i","/papers/ssrn/4971590/","2024-10-03",0],["p","Political Connections and Stock Returns","SSRN · Portfolio & Allocation · Research indicates that political connections at the firm le","/papers/ssrn/4971541/","2024-10-03",0],["p","Wealth Tax and Capital Gains","SSRN · Portfolio & Allocation · A study suggests that a wealth tax, combined with a capital ","/papers/ssrn/4971415/","2024-10-03",0],["p","Caution with Credit-Sensitive Rates","SSRN · Risk, Credit & Banking · The article discusses the pros and cons of credit-sensitive ","/papers/ssrn/4971400/","2024-10-03",0],["p","Blockchain Applications with Neural Networks","SSRN · Crypto & DeFi · The paper discusses the application of Graph Neural Networks","/papers/ssrn/4971275/","2024-10-03",0],["p","Machine Learning for Forecasting Recessions","RePEc · Macro-Finance & Rates · The study uses machine learning to predict German business c","/papers/repec/zbw-dicedp-303050/","2024-10-03",4],["p","AI and Big Data Token Herding","RePEc · ML & AI Methods · Research indicates that investors tend to follow the crowd i","/papers/repec/eee-riibaf-v-72-y-2024-i-pa-s027553192400299x/","2024-10-03",3],["p","Bottom-up Inflation Forecast","RePEc · Macro-Finance & Rates · Machine learning methods, especially the bottom-up approach,","/papers/repec/bkr-journl-v-83-y-2024-i-3-p-23-44/","2024-10-03",5],["p","Maia-2: A Unified Model for Human-AI Alignment in Chess","Machine learning · ML & AI Methods · Researchers have proposed a unified model for aligning human","/papers/arxiv/2409.20553/","2024-10-03",39],["p","LLM Hallucinations in Practical Code Generation: Phenomena, Mechanism, and Mitigation","Machine learning · LLMs & Text · A study investigates the occurrence, mechanism, and reductio","/papers/arxiv/2409.20550/","2024-10-03",237],["p","Scaling Proprioceptive-Visual Learning with Heterogeneous Pre-trained Transformers","Machine learning · ML & AI Methods · The paper presents Heterogeneous Pre-trained Transformers (H","/papers/arxiv/2409.20537/","2024-10-03",208],["p","What is the Role of Large Language Models in the Evolution of Astronomy Research?","Machine learning · LLMs & Text · A study involving 13 astronomers discusses the potential and","/papers/arxiv/2409.20252/","2024-10-03",11],["p","Unconditional stability of a recurrent neural circuit implementing divisive normalization","Machine learning · ML & AI Methods · The research introduces ORGaNICs, a recurrent cortical circu","/papers/arxiv/2409.18946/","2024-10-03",8],["p","Soft Measures for Extracting Causal Collective Intelligence","Machine learning · Econometrics & Forecasting · A study uses large language models to extract fuzzy cognitiv","/papers/arxiv/2409.18911/","2024-10-03",3],["p","Best Arm Identification with Minimal Regret","Machine learning · Other · A new version of the multi-armed bandit problem has been int","/papers/arxiv/2409.18909/","2024-10-03",6],["p","Modern Portfolio Diversification with Arte-Blue Chip Index","arXiv · Portfolio & Allocation · The article introduces the Arte-Blue Chip Index, showing tha","/papers/arxiv/2409.18816/","2024-10-03",0],["p","Can AI Enhance its Creativity to Beat Humans ?","arXiv · ML & AI Methods · Who Wins?: Research indicates that AI often surpasses humans","/papers/arxiv/2409.18776/","2024-10-03",2],["p","Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model","arXiv · Macro-Finance & Rates · A new economic model, featuring housing markets and syntheti","/papers/arxiv/2409.18760/","2024-10-03",10],["p","Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps","arXiv · Risk, Credit & Banking · The study investigates computational issues in banking netwo","/papers/arxiv/2409.18717/","2024-10-03",3],["p","Who Benefits from AI? Self-Selection, Skill Gap, and the Hidden Costs of AI Feedback","arXiv · ML & AI Methods · A study on an online chess platform reveals that learning fr","/papers/arxiv/2409.18660/","2024-10-03",3],["p","Multidimensional Skills on LinkedIn Profiles: Measuring Human Capital and the Gender Skill Gap","arXiv · Other · A study of U.S. college graduates' LinkedIn profiles shows t","/papers/arxiv/2409.18638/","2024-10-03",5],["p","Anchoring UK Retail Digital Money","arXiv · Crypto & DeFi · The Bank of England and HM Treasury are investigating the po","/papers/arxiv/2409.18532/","2024-10-03",0],["p","Uncertainty and financial market resilience: evidence from China","arXiv · LLMs & Text · The article evaluates the impact of external shocks, includi","/papers/arxiv/2409.18422/","2024-10-03",0],["p","FlowTurbo: Towards Real-time Flow-Based Image Generation with Velocity Refiner","Machine learning · ML & AI Methods · Real-time Image Generation: FlowTurbo is introduced, a frame","/papers/arxiv/2409.18128/","2024-10-03",6],["p","EgoLM: Multi-Modal Language Model of Egocentric Motions","Machine learning · LLMs & Text · Egocentric Motion Model: EgoLM, a new framework using LLMs, ","/papers/arxiv/2409.18127/","2024-10-03",31],["p","Lotus: Diffusion-based Visual Foundation Model for High-quality Dense Prediction","Machine learning · Other · Visual Foundation for Dense Prediction: Lotus, a new visual ","/papers/arxiv/2409.18124/","2024-10-03",202],["p","Portfolio optimisation: Bridging the gap between theory and practice","arXiv · Portfolio & Allocation · The article suggests a two-stage framework for improving qua","/papers/arxiv/2407.00887/","2024-10-03",3],["p","FABLES: Evaluating faithfulness and content selection in book-length summarization","Machine learning · LLMs & Text · Research shows large language models (LLMs) often misreprese","/papers/arxiv/2404.01261/","2024-10-03",79],["p","FiT: Flexible Vision Transformer for Diffusion Model","Machine learning · ML & AI Methods · Improved Vision Transformer: The Flexible Vision Transformer","/papers/arxiv/2402.12376/","2024-10-03",97],["p","Does the use of unusual combinations of datasets contribute to greater scientific impact?","arXiv · Other · The research highlights that unique combinations of existing","/papers/arxiv/2402.05024/","2024-10-03",16],["p","Assumption violations in causal discovery and the robustness of score matching","Machine learning · Econometrics & Forecasting · The paper evaluates the performance of recent causal discove","/papers/arxiv/2310.13387/","2024-10-03",35],["p","Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding","arXiv · Derivatives & Volatility · A new algorithm has been introduced that uses option delta t","/papers/arxiv/2302.08758/","2024-10-03",3],["p","Does Vision Accelerate Hierarchical Generalization in Neural Language Learners?","Machine learning · ML & AI Methods · The study investigates the influence of visual information o","/papers/arxiv/2302.00667/","2024-10-03",1],["p","Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets","arXiv · Other · The paper discusses the impact of strategic bidding in elect","/papers/arxiv/2212.10234/","2024-10-03",5],["p","On Rademacher Complexity-based Generalization Bounds for Deep Learning","Machine learning · ML & AI Methods · A Rademacher complexity-based method provides reliable gener","/papers/arxiv/2208.04284/","2024-10-03",25],["p","Fake News Detection","RePEc · LLMs & Text · The study presents a machine learning model that can detect ","/papers/repec/wsi-jikmxx-v-23-y-2024-i-05-n-s0219649224500758/","2024-09-25",3],["p","Crude Oil Volatility Forecasting","RePEc · Derivatives & Volatility · The study shows that machine learning forecasts offer superi","/papers/repec/wly-jforec-v-43-y-2024-i-5-p-1422-1446/","2024-09-25",2],["p","Stock Prediction News Headlines","RePEc · LLMs & Text · This article discusses the application of machine learning a","/papers/repec/kap-compec-v-64-y-2024-i-2-d-10-1007-s10614-023-10449-5/","2024-09-25",3],["p","Credit Risk Management","RePEc · Risk, Credit & Banking · The article examines the application of AI in creating credi","/papers/repec/ids-ijmpra-v-17-y-2024-i-5-p-509-521/","2024-09-25",2],["p","Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models","arXiv · Crypto & DeFi · The research uses machine learning to analyze tweets, sugges","/papers/arxiv/2409.15988/","2024-09-25",8],["p","Optimal Longevity of a Dynasty","arXiv · Other · The study finds that blending two discounting schemes in a d","/papers/arxiv/2409.15978/","2024-09-25",0],["p","Position-building in competition with real-world constraints","arXiv · Trading, Microstructure & Execution · The paper presents an enhanced optimal-trading framework tha","/papers/arxiv/2409.15459/","2024-09-25",2],["p","Consistent estimation of the high-dimensional efficient frontier","arXiv · Portfolio & Allocation · The paper uses random matrix theory to study the asymptotic ","/papers/arxiv/2409.15103/","2024-09-25",0],["p","Temperature Variability and Natural Disasters","arXiv · Other · Research shows that temperature variability, rather than hig","/papers/arxiv/2409.14936/","2024-09-25",0],["p","Impact of the Three-Child Policy and Delayed Retirement on the Transfer of Surplus Rural Labor under Xi Jinping's New Population Vision: A Re-examination of China's Lewis Turning Point","arXiv · Other · A study suggests that China's three-child policy and delayed","/papers/arxiv/2409.14914/","2024-09-25",0],["p","Economic effects on households of an augmentation of the cash back duration of real estate loan","arXiv · Other · The article discusses the economic implications of extending","/papers/arxiv/2409.14748/","2024-09-25",0],["p","The role of gender in promotion rates in the Australian Finance Industry","arXiv · Other · Australian finance professionals of both genders are equally","/papers/arxiv/2409.14384/","2024-09-25",1],["p","Friends, Key Players and the Adoption and Use of Experience Goods","arXiv · Other · The paper shows that an individual's network, particularly o","/papers/arxiv/2409.14351/","2024-09-25",1],["p","Determinants of Workplace Flextime Flexibility: An Empirical Analysis","arXiv · Other · The study reveals that factors such as company size, income,","/papers/arxiv/2409.14271/","2024-09-25",0],["p","Interest rate derivatives in a CTMC setting: Pricing, replication and Ross recovery","arXiv · Derivatives & Volatility · The research prices financial derivatives based on a continu","/papers/arxiv/2409.14193/","2024-09-25",0],["p","The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds","arXiv · Risk, Credit & Banking · The study reveals that implicit government guarantees can im","/papers/arxiv/2409.13957/","2024-09-25",0],["p","Topological components in a community currency network","arXiv · Macro-Finance & Rates · Analysis of Kenya's Sarafu token network data shows the sign","/papers/arxiv/2409.13674/","2024-09-25",1],["p","A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level","arXiv · Portfolio & Allocation · The paper introduces a new method for portfolio optimization","/papers/arxiv/2409.13608/","2024-09-25",0],["p","Deep Gamma Hedging","arXiv · Derivatives & Volatility · The study uses neural networks to determine optimal replicat","/papers/arxiv/2409.13567/","2024-09-25",1],["p","A comparison between financial and gambling markets","arXiv · Other · The study identifies parallels between financial and gamblin","/papers/arxiv/2409.13528/","2024-09-25",4],["p","Reference points, risk-taking behavior, and competitive outcomes in sequential settings","arXiv · Other · The study finds that rival pressure in bench press competiti","/papers/arxiv/2409.13333/","2024-09-25",0],["p","Concentrated Liquidity with Leverage","arXiv · Trading, Microstructure & Execution · The article explores a leveraged Concentrated Liquidity prot","/papers/arxiv/2409.12803/","2024-09-25",0],["p","Algorithmic and high-frequency trading problems for Semi-Markov and Hawkes jump-diffusion models","arXiv · Trading, Microstructure & Execution · The paper presents jump-diffusion models to understand limit","/papers/arxiv/2409.12776/","2024-09-25",2],["p","A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets - A New Microfoundations of GARCH model","arXiv · Trading, Microstructure & Execution · The research explores how AI traders affect market price for","/papers/arxiv/2409.12516/","2024-09-25",5],["p","Theoretical and Empirical Validation of Heston Model","arXiv · Derivatives & Volatility · The study applies the Heston model to option pricing, using ","/papers/arxiv/2409.12453/","2024-09-25",0],["p","Bundle Adjustment in the Eager Mode","Machine learning · Other · A new Bundle Adjustment framework, compatible with PyPose an","/papers/arxiv/2409.12190/","2024-09-25",8],["p","Qwen2.5-Coder Technical Report","Machine learning · Other · The report unveils the Qwen2.5-Coder series, an improvement ","/papers/arxiv/2409.12186/","2024-09-25",1628],["p","To CoT or not to CoT? Chain-of-thought helps mainly on math and symbolic reasoning","Machine learning · LLMs & Text · The chain-of-thought method is most beneficial for tasks inv","/papers/arxiv/2409.12183/","2024-09-25",376],["p","The Impact of Element Ordering on LM Agent Performance","Machine learning · LLMs & Text · The sequence of elements presented to language model agents ","/papers/arxiv/2409.12089/","2024-09-25",3],["p","Uncertainty-Aware Visual-Inertial SLAM with Volumetric Occupancy Mapping","Machine learning · Other · The study suggests a visual-inertial simultaneous localizati","/papers/arxiv/2409.12051/","2024-09-25",8],["p","Handling Long-Term Safety and Uncertainty in Safe Reinforcement Learning","Machine learning · ML & AI Methods · The paper extends the safe exploration method, ATACOM, with ","/papers/arxiv/2409.12045/","2024-09-25",5],["p","Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing","arXiv · Other · The article introduces a new technique to convert the NACE c","/papers/arxiv/2409.11524/","2024-09-25",1],["p","Want to train KANS at scale? Now UKAN!","Machine learning · Other · The authors present a GPU-accelerated library for Kolmogov-A","/papers/arxiv/2408.11200/","2024-09-25",3],["p","Calibration Error for Decision Making","Machine learning · Other · The article introduces Calibration Decision Loss (CDL), a ne","/papers/arxiv/2404.13503/","2024-09-25",13],["p","Machine Learning Approaches for Diagnostics and Prognostics of Industrial Systems Using Industrial Open Source Data","Machine learning · ML & AI Methods · A review of machine learning methods for diagnosing and pred","/papers/arxiv/2312.16810/","2024-09-25",21],["p","A Copula-Guided In-Model Interpretable Neural Network for Change Detection in Heterogeneous Remote Sensing Images","Machine learning · ML & AI Methods · NN-Copula-CD, a new method for detecting changes in heteroge","/papers/arxiv/2303.17448/","2024-09-25",15],["p","Enterprise Risk Management and Management Earnings Forecasts","SSRN · Risk, Credit & Banking · The use of Enterprise Risk Management (ERM) enhances the lik","/papers/ssrn/4959367/","2024-09-18",2],["p","Estimates for Plate Equation Solutions","SSRN · Other · The paper investigates the Cauchy problem for the linear pla","/papers/ssrn/4959363/","2024-09-18",0],["p","HFT and Price Discovery","SSRN · Trading, Microstructure & Execution · High Frequency Trading (HFT) improves price discovery and ef","/papers/ssrn/4959224/","2024-09-18",1],["p","EPUs Impact","SSRN · Derivatives & Volatility · The Tree-based GARCH-MIDAS model reveals that high economic ","/papers/ssrn/4959148/","2024-09-18",0],["p","Tick Size in Futures-Options Markets","SSRN · Derivatives & Volatility · A study reveals that the tick size in the Chicago Mercantile","/papers/ssrn/4959139/","2024-09-18",0],["p","DeFi Arbitrage","SSRN · Crypto & DeFi · A study proposes risk-neutral pricing and hedging formulas f","/papers/ssrn/4959073/","2024-09-18",0],["p","Analyst Question Quality in Conference Calls","SSRN · LLMs & Text · Machine learning methods show that high-quality analyst ques","/papers/ssrn/4958876/","2024-09-18",0],["p","Climate Capitalists: Decreased Cost of Green Capital","SSRN · Corporate Finance · Decreased Cost of Green Capital: Since the rise of sustainab","/papers/ssrn/4957896/","2024-09-18",0],["p","Role of Econometric Tools and Techniques in Data Analysis","SSRN · Econometrics & Forecasting · The chapter discusses the role of econometrics in economic d","/papers/ssrn/4957383/","2024-09-18",0],["p","Hybrid Wind Forecast Model","SSRN · Econometrics & Forecasting · The study introduces a new hybrid ensemble model for accurat","/papers/ssrn/4957172/","2024-09-18",0],["p","Trading Problems with Semi-Markov and Hawkes Models","SSRN · Trading, Microstructure & Execution · The article explores the creation of advanced trading algori","/papers/ssrn/4956752/","2024-09-18",0],["p","Nowcasting GDP with Payments","SSRN · Macro-Finance & Rates · The study uses high frequency payment systems data to predic","/papers/ssrn/4956446/","2024-09-18",0],["p","Bank Leverage Risk","SSRN · Risk, Credit & Banking · Silicon Valley Bank, Signature Bank, and First Republic Bank","/papers/ssrn/4956226/","2024-09-18",0],["p","AI Deep Learning for Volatility Prediction","SSRN · Derivatives & Volatility · The use of deep learning for predicting conditional volatili","/papers/ssrn/4956075/","2024-09-18",0],["p","Machine Learning in Cybersecurity","SSRN · ML & AI Methods · The study suggests a novel method to optimize machine learni","/papers/ssrn/4955692/","2024-09-18",0],["p","LPX Index Prediction","SSRN · Other · The net asset value (NAV) price ratio is a key predictor of ","/papers/ssrn/4955587/","2024-09-18",1],["p","Smoothing Strategies","SSRN · Trading, Microstructure & Execution · A new method in a sequential portfolio optimization framewor","/papers/ssrn/4955388/","2024-09-18",0],["p","Market Impacts of Short Selling Bans","SSRN · Derivatives & Volatility · Short selling bans in six European countries during the COVI","/papers/ssrn/4955275/","2024-09-18",18],["p","Sovereign vs. Corporate Debt and Default: More Similar than You Think","SSRN · Risk, Credit & Banking · Despite their fundamental differences, high-yield corporate ","/papers/ssrn/4955265/","2024-09-18",2],["p","Investor Sentiment in Malaysian Government Bonds","SSRN · LLMs & Text · The COVID-19 pandemic has changed investment strategies in b","/papers/ssrn/4955228/","2024-09-18",12],["p","Decentralized Exchange","SSRN · Trading, Microstructure & Execution · A proposal to divide Decentralized Exchanges (DEXs) pool liq","/papers/ssrn/4955088/","2024-09-18",0],["p","Machine Learning in Propane Flow","SSRN · ML & AI Methods · The research introduces a one-dimensional simulation method ","/papers/ssrn/4954901/","2024-09-18",0],["p","AI vs Naive Portfolio","SSRN · Portfolio & Allocation · A study found that Google's Gemini 1.5 Flash language model ","/papers/ssrn/4954881/","2024-09-18",1],["p","Crypto Volatility Study","SSRN · Crypto & DeFi · The paper examines the volatility of the top 50 cryptocurren","/papers/ssrn/4954736/","2024-09-18",0],["p","Automation in Investment and Financing Decisions","SSRN · Corporate Finance · The article introduces a model of capital size, investment t","/papers/ssrn/4954047/","2024-09-18",0],["p","Market Liquidity and Australian Government Bond Prices","SSRN · Trading, Microstructure & Execution · A study found no clear link between market liquidity and pri","/papers/ssrn/4954013/","2024-09-18",0],["p","Reinforcement Machine Learning for Portfolio Optimization","RePEc · Portfolio & Allocation · The chapter discusses the application of reinforcement machi","/papers/repec/wsi-wschap-9781800615212-0010/","2024-09-18",6],["p","Bot Detection for Stock Market","RePEc · Other · The study presents a model for identifying bot activities on","/papers/repec/wsi-wschap-9781800615212-0009/","2024-09-18",3],["p","Decentralized Finance (DeFi) Stylized Facts","RePEc · Crypto & DeFi · The chapter examines the rise of Decentralized Finance (DeFi","/papers/repec/wsi-wschap-9781800615212-0008/","2024-09-18",3],["p","Sentiment Analysis in Finance","RePEc · LLMs & Text · Sentiment Analysis is used in finance to predict market tren","/papers/repec/wsi-wschap-9781800615212-0005/","2024-09-18",6],["p","XAI Framework for Risk Management","RePEc · Risk, Credit & Banking · The article highlights the difficulties of using machine lea","/papers/repec/wsi-wschap-9781800615212-0004/","2024-09-18",4],["p","Reinforcement Learning for Allocation","RePEc · Portfolio & Allocation · Reinforcement learning, particularly deep reinforcement lear","/papers/repec/wsi-wschap-9781800615212-0003/","2024-09-18",5],["p","ML in Portfolio Management","RePEc · Portfolio & Allocation · Despite limitations, reinforcement learning is transforming ","/papers/repec/wsi-wschap-9781800615212-0001/","2024-09-18",5],["p","AI in Finance","RePEc · ML & AI Methods · The book provides insights into the role of artificial intel","/papers/repec/wsi-wsbook-q0449/","2024-09-18",3],["p","Predicting Cryptocurrency Volatility","RePEc · Crypto & DeFi · The SHARV-MGJR model, which includes volatility leverage eff","/papers/repec/eee-finlet-v-67-y-2024-i-pa-s1544612324007876/","2024-09-18",4],["p","Dynamic Portfolio Selection with Factors","RePEc · Portfolio & Allocation · A new system of factor models, which considers both return a","/papers/repec/eee-dyncon-v-167-y-2024-i-c-s0165188924001155/","2024-09-18",3],["p","Closed-Loop Visuomotor Control with Generative Expectation for Robotic Manipulation","Machine learning · ML & AI Methods · Robotic Manipulation Control: The article presents CLOVER, a","/papers/arxiv/2409.09016/","2024-09-18",80],["p","VAE Explainer: Supplement Learning Variational Autoencoders with Interactive Visualization","Machine learning · ML & AI Methods · The article introduces VAE Explainer, a browser-based intera","/papers/arxiv/2409.09011/","2024-09-18",2],["p","Model-independent variable selection via the rule-based variable priority","Machine learning · ML & AI Methods · The paper presents Variable Priority (VarPro), a new model-i","/papers/arxiv/2409.09003/","2024-09-18",4],["p","Biomimetic Frontend for Differentiable Audio Processing","Machine learning · ML & AI Methods · The authors propose a model of human hearing that combines t","/papers/arxiv/2409.08997/","2024-09-18",0],["p","Predicting Trust In Autonomous Vehicles: Modeling Young Adult Psychosocial Traits, Risk-Benefit Attitudes, And Driving Factors With Machine Learning","Machine learning · ML & AI Methods · Young Adult Factors: Machine learning research identifies ri","/papers/arxiv/2409.08980/","2024-09-18",11],["p","PINNfluence: Interpreting PINNs through Influence Functions","Machine learning · ML & AI Methods · The article discusses the use of influence functions to vali","/papers/arxiv/2409.08958/","2024-09-18",1],["p","Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms","arXiv · LLMs & Text · The article studies the impact of TV news coverage on U.S. c","/papers/arxiv/2409.08701/","2024-09-18",0],["p","AnySkin: Plug-and-Play Skin Sensing for Robotic Touch","Machine learning · Other · Robotic Touch Sensing: The paper introduces AnySkin, a versa","/papers/arxiv/2409.08276/","2024-09-18",71],["p","Hand-Object Interaction Pretraining from Videos","Machine learning · Other · A new approach learns robot manipulation from 3D hand-object","/papers/arxiv/2409.08273/","2024-09-18",62],["p","FlashSplat: 2D to 3D Gaussian Splatting Segmentation Solved Optimally","Machine learning · Other · 3D Gaussian Splatting Segmentation: A new globally optimal s","/papers/arxiv/2409.08270/","2024-09-18",83],["p","Source2Synth: Synthetic Data Generation and Curation Grounded in Real Data Sources","Machine learning · LLMs & Text · Synthetic Data for LLMs: Source2Synth, a new method for teac","/papers/arxiv/2409.08239/","2024-09-18",34],["p","StereoCrafter: Diffusion-based Generation of Long and High-fidelity Stereoscopic 3D from Monocular Videos","Machine learning · Other · A novel framework converts 2D videos into immersive 3D conte","/papers/arxiv/2409.07447/","2024-09-18",38],["p","SUPER: Evaluating Agents on Setting Up and Executing Tasks from Research Repositories","Machine learning · LLMs & Text · The SUPER benchmark tests Large Language Models' ability to ","/papers/arxiv/2409.07440/","2024-09-18",56],["p","Synthetic continued pretraining","Machine learning · LLMs & Text · Researchers suggest using EntiGraph, a synthetic data augmen","/papers/arxiv/2409.07431/","2024-09-18",66],["p","Agent Workflow Memory","Machine learning · LLMs & Text · The Agent Workflow Memory (AWM) method has been developed to","/papers/arxiv/2409.07429/","2024-09-18",378],["p","Pricing American Options using Machine Learning Algorithms","arXiv · Derivatives & Volatility · The study discusses the use of machine learning in pricing A","/papers/arxiv/2409.03204/","2024-09-18",0],["p","Deep Learning for Economists","arXiv · ML & AI Methods · The review discusses how deep learning methods can be used t","/papers/arxiv/2407.15339/","2024-09-18",50],["p","Linguistic Bias in ChatGPT: Language Models Reinforce Dialect Discrimination","Machine learning · LLMs & Text · A comprehensive study of AI models like GPT-3.5 Turbo and GP","/papers/arxiv/2406.08818/","2024-09-18",110],["p","NPGA: Neural Parametric Gaussian Avatars","Machine learning · ML & AI Methods · Scientists have created Neural Parametric Gaussian Avatars (","/papers/arxiv/2405.19331/","2024-09-18",63],["p","Downside risk reduction using regime-switching signals: a statistical jump model approach","arXiv · Econometrics & Forecasting · The article introduces a regime-switching investment strateg","/papers/arxiv/2402.05272/","2024-09-18",17],["p","Boundary Attention: Learning Curves, Corners, Junctions and Grouping","Machine learning · ML & AI Methods · A new lightweight network has been created that can identify","/papers/arxiv/2401.00935/","2024-09-18",4],["p","Assumption-lean and Data-adaptive Post-Prediction Inference","Machine learning · ML & AI Methods · The PoSt-Prediction Adaptive inference (PSPA) method has bee","/papers/arxiv/2311.14220/","2024-09-18",43],["p","GMISeg: General Medical Image Segmentation without Re-Training","Machine learning · ML & AI Methods · GMISeg, a universal model for medical image segmentation, ca","/papers/arxiv/2311.12539/","2024-09-18",3],["p","Approximation and generalization properties of the random projection classification method","Machine learning · Other · The research investigates a group of simple classifiers usin","/papers/arxiv/2108.06339/","2024-09-18",2],["p","Uncertainty and Volatility-Managed Strategies","SSRN · Derivatives & Volatility · Volatility-managed investment strategies work better for sto","/papers/ssrn/4951893/","2024-09-10",0],["p","Derivatives Usage and Stock Price Crash Risk in China","SSRN · Derivatives & Volatility · Research indicates that the use of financial derivatives in ","/papers/ssrn/4951454/","2024-09-10",0],["p","Effective Stiffness of RC Hollow Columns","SSRN · ML & AI Methods · Machine learning is utilized to estimate the stiffness of re","/papers/ssrn/4951423/","2024-09-10",0],["p","Valuation Fundamentals","SSRN · Other · Analysts' personal discount rates and growth expectations si","/papers/ssrn/4951338/","2024-09-10",1],["p","Robust Monopoly Profit Bound","SSRN · Other · The minimum profit a monopoly can make from alphaconcave dem","/papers/ssrn/4951164/","2024-09-10",0],["p","Stock Prediction Unveiled","SSRN · Econometrics & Forecasting · The third edition of Financial Modeling Excellence: Innovati","/papers/ssrn/4950981/","2024-09-10",0],["p","Mitigating AI Crashes","SSRN · ML & AI Methods · A study explores the pros and cons of merging high-frequency","/papers/ssrn/4950688/","2024-09-10",0],["p","Factor Risk Premia","SSRN · Asset Pricing & Factors · The research models the dynamics of stochastic discount fact","/papers/ssrn/4950594/","2024-09-10",1],["p","Predicting Future Price Movements with Bellwether Trades","SSRN · ML & AI Methods · A study using nonlinear machine learning methods found that ","/papers/ssrn/4950344/","2024-09-10",0],["p","Visual Attention and Herding in Asset Trading Game","SSRN · Trading, Microstructure & Execution · A study using eye-tracking technology found that visual atte","/papers/ssrn/4950045/","2024-09-10",0],["p","RiskFree Zero-Beta Portfolios: UK and US","SSRN · Portfolio & Allocation · UK and US: A study reveals that a risk-free portfolio, inclu","/papers/ssrn/4949856/","2024-09-10",0],["p","Quantifying Bias in Sentiment Analysis","SSRN · LLMs & Text · Research shows large language models used in sentiment analy","/papers/ssrn/4949090/","2024-09-10",0],["p","ML Prediction of Yield Strength in Stainless Steels","SSRN · ML & AI Methods · Machine learning, specifically the Gradient Boosting model, ","/papers/ssrn/4949077/","2024-09-10",0],["p","AI vs Naive Portfolio","SSRN · Portfolio & Allocation · A study found that Google's Gemini 1.5 Flash language model ","/papers/ssrn/4948589/","2024-09-10",2],["p","Satellite Data for Climate Finance","SSRN · Risk, Credit & Banking · Satellite data from Earth Observation systems could aid in c","/papers/ssrn/4948587/","2024-09-10",0],["p","TrainDB: Query Processing with ML Models","SSRN · ML & AI Methods · Query Processing with ML Models: TrainDB, a machine learning","/papers/ssrn/4947841/","2024-09-10",0],["p","Finance Volatility","SSRN · Derivatives & Volatility · The study introduces a new dictionary for analyzing volatili","/papers/ssrn/4947710/","2024-09-10",1],["p","Does Convergence with International Standards on Auditing Improve Audit Quality?","SSRN · Other · Research shows that aligning with International Standards on","/papers/ssrn/4947684/","2024-09-10",9],["p","Board Diversity Performance","SSRN · ML & AI Methods · The study uses machine learning to measure board diversity a","/papers/ssrn/4947640/","2024-09-10",1],["p","Real Estate Exposure Analysis","SSRN · Asset Pricing & Factors · Research shows both listed and unlisted real estate assets c","/papers/ssrn/4947546/","2024-09-10",0],["p","Different Aspects of Heterogeneity in the Crypto-Asset Market: A Systematic Review of Empirical Studies","SSRN · Crypto & DeFi · A review of 200+ studies on the cryptoasset market highlight","/papers/ssrn/4947445/","2024-09-10",1],["p","Crypto & Stock Volatility Transmissions","SSRN · Crypto & DeFi · The study investigates the volatility connections between cr","/papers/ssrn/4947434/","2024-09-10",0],["p","Economic Analysis of Shared Savings in ESCO Model","SSRN · Other · The feasibility of energy efficiency projects using the Ener","/papers/ssrn/4947332/","2024-09-10",1],["p","Sustainable Information System for Virtual Companies","RePEc · Other · The paper presents a framework for managing virtual companie","/papers/repec/vrs-econom-v-12-y-2024-i-2-p-69-96-n-1009/","2024-09-10",2],["p","Urban Flood Mapping in New Orleans","RePEc · ML & AI Methods · The research finds that machine learning models, particularl","/papers/repec/spr-nathaz-v-120-y-2024-i-11-d-10-1007-s11069-024-06609-x/","2024-09-10",2],["p","Financial Fraud Detection with Machine Learning","RePEc · ML & AI Methods · The study reviews literature on financial fraud detection us","/papers/repec/pal-palcom-v-11-y-2024-i-1-d-10-1057-s41599-024-03606-0/","2024-09-10",3],["p","Machine Learning for Tech Analysis","RePEc · ML & AI Methods · The research uses machine learning to predict daily stock re","/papers/repec/kap-fmktpm-v-38-y-2024-i-3-d-10-1007-s11408-024-00451-8/","2024-09-10",6],["p","Drought Impact on Child Growth in Africa","RePEc · Other · The research uses remote-sensed and individual data from Sub","/papers/repec/eee-wdevel-v-182-y-2024-i-c-s0305750x24001724/","2024-09-10",2],["p","Shipping Sentiment Impact on Rates","RePEc · LLMs & Text · The research uses language models to create sentiment indice","/papers/repec/eee-transe-v-189-y-2024-i-c-s1366554524002424/","2024-09-10",3],["p","Chinese Futures Predicting BDI","RePEc · Other · The research uses a model to show that China's commodity fut","/papers/repec/eee-riibaf-v-71-y-2024-i-c-s027553192400240x/","2024-09-10",3],["p","Dynamic Currency Risk Hedging","RePEc · Derivatives & Volatility · The study suggests a machine learning method for hedging for","/papers/repec/eee-phsmap-v-649-y-2024-i-c-s0378437124004576/","2024-09-10",6],["p","Hedge Fund Strategies","RePEc · Derivatives & Volatility · The study reveals that hedge funds with higher fees and mini","/papers/repec/eee-ecofin-v-74-y-2024-i-c-s1062940824001657/","2024-09-10",3],["p","Validating Causal Models with Quantitative Probing","RePEc · Econometrics & Forecasting · The piece introduces a new method called quantitative probin","/papers/repec/bpj-causin-v-11-y-2023-i-1-p-23-n-1019/","2024-09-10",2],["p","Machine Learning and Econometrics for Real Estate","RePEc · Econometrics & Forecasting · The article uses a random effects model and machine learning","/papers/repec/bla-reesec-v-52-y-2024-i-5-p-1308-1339/","2024-09-10",4],["p","Exploring Foundation Models for Synthetic Medical Imaging: A Study on Chest X-Rays and Fine-Tuning Techniques","Machine learning · Other · The study investigates the use of foundation models in creat","/papers/arxiv/2409.04424/","2024-09-10",0],["p","RLPF: Reinforcement Learning from Prediction Feedback for User Summarization with LLMs","Machine learning · LLMs & Text · Reinforcement Learning from Prediction Feedback (RLPF) is a ","/papers/arxiv/2409.04421/","2024-09-10",17],["p","Improved Parallel Algorithm for Non-Monotone Submodular Maximization under Knapsack Constraint","Machine learning · Other · The paper introduces an efficient parallel algorithm for non","/papers/arxiv/2409.04415/","2024-09-10",0],["p","Quantum kernel methods under scrutiny: a benchmarking study","Machine learning · ML & AI Methods · The study conducts a large-scale analysis of quantum kernel ","/papers/arxiv/2409.04406/","2024-09-10",75],["p","WildVis: Open Source Visualizer for Million-Scale Chat Logs in the Wild","Machine learning · Other · WildVis is a new interactive tool for analyzing large-scale ","/papers/arxiv/2409.03753/","2024-09-10",24],["p","Attention heads of large language models","Machine learning · LLMs & Text · The article delves into the reasoning processes of Large Lan","/papers/arxiv/2409.03752/","2024-09-10",105],["p","Planning In Natural Language Improves LLM Search For Code Generation","Machine learning · LLMs & Text · PLANSEARCH is a new search algorithm that creates diverse so","/papers/arxiv/2409.03733/","2024-09-10",98],["p","NUMOSIM: A Synthetic Mobility Dataset with Anomaly Detection Benchmarks","Machine learning · Asset Pricing & Factors · A Synthetic Mobility Dataset: The paper presents NUMOSIM, a ","/papers/arxiv/2409.03024/","2024-09-10",24],["p","Topological Methods in Machine Learning: A Tutorial for Practitioners","Machine learning · ML & AI Methods · The tutorial gives an in-depth look at Topological Machine L","/papers/arxiv/2409.02901/","2024-09-10",22],["p","LongCite: Enabling LLMs to Generate Fine-grained Citations in Long-context QA","Machine learning · LLMs & Text · Enhancing LLMs: The research presents a method for large lan","/papers/arxiv/2409.02897/","2024-09-10",104],["p","Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact","arXiv · Macro-Finance & Rates · A study on predicting GDP growth in various countries using ","/papers/arxiv/2409.02551/","2024-09-10",5],["p","Fundamental Properties of Linear Factor Models","arXiv · Asset Pricing & Factors · The article examines conditional linear factor models in ass","/papers/arxiv/2409.02521/","2024-09-10",1],["p","Scaling Laws for Economic Productivity: Experimental Evidence in LLM-Assisted Translation","arXiv · LLMs & Text · Research shows that enhancing the computational training of ","/papers/arxiv/2409.02391/","2024-09-10",11],["p","Coping or hoping? Livelihood diversification and food insecurity in the COVID-19 pandemic","arXiv · Other · Research from Ethiopia, Malawi, and Nigeria showed that live","/papers/arxiv/2409.02285/","2024-09-10",5],["p","Attention-based reading, highlighting, and forecasting of the limit order book","arXiv · Trading, Microstructure & Execution · The study develops a superior forecasting method for multi-l","/papers/arxiv/2409.02277/","2024-09-10",4],["p","Impact Evaluations in Data Poor Settings: The Case of Stress-Tolerant Rice Varieties in Bangladesh","arXiv · ML & AI Methods · The article introduces a new method for evaluating the impac","/papers/arxiv/2409.02201/","2024-09-10",1],["p","A Financial Time Series Denoiser Based on Diffusion Models","arXiv · Econometrics & Forecasting · Using the diffusion model as a denoiser for financial time s","/papers/arxiv/2409.02138/","2024-09-10",20],["p","Inventor Mobility After the Fall of the Berlin Wall","arXiv · Other · A study found that post-Berlin Wall, East German inventors i","/papers/arxiv/2409.01861/","2024-09-10",0],["p","Reinterpreting economic complexity in multiple dimensions","arXiv · Other · The article suggests using Canonical Correspondence Analysis","/papers/arxiv/2409.01830/","2024-09-10",1],["p","Price effects and pass-through of a VAT increase on restaurants in Germany: causal evidence for the first 12 months and a mega sports event","arXiv · Econometrics & Forecasting · A German study found that 31% of a VAT increase on restauran","/papers/arxiv/2409.01180/","2024-09-10",2],["p","Physics-Informed Machine Learning Towards A Real-Time Spacecraft Thermal Simulator","Machine learning · ML & AI Methods · A physics-informed machine learning model has been introduce","/papers/arxiv/2407.06099/","2024-09-10",11],["p","Decentralized Intelligence Network (DIN)","Machine learning · Crypto & DeFi · The Decentralized Intelligence Network (DIN) is a new framew","/papers/arxiv/2407.02461/","2024-09-10",2],["p","Kun: Answer Polishment for Chinese Self-Alignment with Instruction Back-Translation","Machine learning · LLMs & Text · The paper introduces Kun, a new method for creating high-qua","/papers/arxiv/2401.06477/","2024-09-10",10],["p","$\\mu$GUIDE: a framework for quantitative imaging via generalized uncertainty-driven inference using deep learning","Machine learning · ML & AI Methods · Bayesian Framework for Imaging: The research introduces a Ba","/papers/arxiv/2312.17293/","2024-09-10",1],["p","Brain Waves and Typing Efficiency","SSRN · Other · The research explores the link between beta wave activity in","/papers/ssrn/4947053/","2024-09-05",0],["p","Yields vs. Equity Premium","SSRN · Asset Pricing & Factors · The stock market's reaction to monetary policy surprises is ","/papers/ssrn/4946768/","2024-09-05",0],["p","Black-Scholes-Merton Model","SSRN · Derivatives & Volatility · The expected return rate of an asset does impact the option ","/papers/ssrn/4946621/","2024-09-05",0],["p","Optimizing Predictive Analytics for Energy Consumption Forecasting: A Case Study in the Nigerian Power Sector","SSRN · Econometrics & Forecasting · The study applies predictive analytics and machine learning ","/papers/ssrn/4946145/","2024-09-05",0],["p","Risky Sovereign Bond Holdings","SSRN · Macro-Finance & Rates · Banks in vulnerable euro area countries hold a significant a","/papers/ssrn/4945893/","2024-09-05",0],["p","Value of Retail Order Flow","SSRN · Trading, Microstructure & Execution · Retail market making in the German equity market is highly p","/papers/ssrn/4945878/","2024-09-05",1],["p","East London Citizen Prosperity Index","SSRN · Other · The paper introduces the Citizen Prosperity Index (CPI), a n","/papers/ssrn/4945628/","2024-09-05",1],["p","Transformers in AI Research","SSRN · ML & AI Methods · The paper examines the structure of Transformers, large lang","/papers/ssrn/4945556/","2024-09-05",0],["p","Quantifying Diversification with MDQ","SSRN · Other · The study presents two new diversification indices, MDQ and ","/papers/ssrn/4944969/","2024-09-05",0],["p","Anomaly Detection in Power Quality Data","SSRN · Asset Pricing & Factors · An evaluation index for anomaly detection in power quality d","/papers/ssrn/4944761/","2024-09-05",0],["p","AIDriven Investment Strategies","SSRN · ML & AI Methods · The article examines the failures of AI in investment strate","/papers/ssrn/4944243/","2024-09-05",1],["p","Mutual Fund Networks","SSRN · Portfolio & Allocation · Mutual fund managers' tunnel vision towards forecasts from c","/papers/ssrn/4943849/","2024-09-05",0],["p","AI in Wealth Management","SSRN · ML & AI Methods · The paper explores the role of AI and machine learning in en","/papers/ssrn/4943711/","2024-09-05",0],["p","AI in Software Eng.","SSRN · ML & AI Methods · The piece highlights how AI has transformed software enginee","/papers/ssrn/4943407/","2024-09-05",1],["p","Mutual Fund Trading","SSRN · Trading, Microstructure & Execution · A new method reveals that individual mutual funds strategica","/papers/ssrn/4943397/","2024-09-05",0],["p","SelfIndexed ETFs","SSRN · Portfolio & Allocation · Self-indexed ETFs often charge higher fees than public-index","/papers/ssrn/4943383/","2024-09-05",0],["p","Tech Venture Acquisitions and Investment","SSRN · Corporate Finance · Technology venture acquisitions boost venture capital invest","/papers/ssrn/4943381/","2024-09-05",0],["p","Production-Based Asset Pricing with Sensitivity Function","SSRN · Asset Pricing & Factors · The article introduces a new equilibrium model with a unique","/papers/ssrn/4943342/","2024-09-05",0],["p","Harnessing Machine Learning and Mathematical Algorithms for Enhanced Real Estate Marketing Insights","SSRN · ML & AI Methods · The paper examines the use of machine learning and mathemati","/papers/ssrn/4943278/","2024-09-05",0],["p","Bayesian Post-Processing for RS Image Classification","SSRN · Econometrics & Forecasting · A new algorithm using Empirical Bayes approach enhances mach","/papers/ssrn/4943043/","2024-09-05",0],["p","Customer Valuation with Option Pricing Framework","SSRN · Derivatives & Volatility · The article introduces a new method for evaluating customer ","/papers/ssrn/4942246/","2024-09-05",0],["p","Robust Beta Estimator in Finance","SSRN · Trading, Microstructure & Execution · The paper introduces a robust nonparametric estimator using ","/papers/ssrn/4942232/","2024-09-05",0],["p","The Zero-Beta Rate Revisited","SSRN · Derivatives & Volatility · The article proposes a new approach to estimating the zerobe","/papers/ssrn/4942202/","2024-09-05",0],["p","Breaking Network Barriers VC","SSRN · ML & AI Methods · The article notes that US Venture Capital activity is increa","/papers/ssrn/4941953/","2024-09-05",0],["p","Hybrid Machine Learning for Financial Distress","SSRN · ML & AI Methods · The research uses hybrid machine learning models and balance","/papers/ssrn/4941751/","2024-09-05",0],["p","SEC Inquiries","SSRN · Corporate Finance · A study using smartphone geolocation data shows that frequen","/papers/ssrn/4941708/","2024-09-05",0],["p","Top 0 Cited Articles in Soft Computing AI Journal","SSRN · ML & AI Methods · The paper explores the applications and challenges of Big Da","/papers/ssrn/4941452/","2024-09-05",0],["p","Informed Short Sellers","SSRN · LLMs & Text · Contrary to popular belief, informed short sellers are found","/papers/ssrn/4941397/","2024-09-05",6],["p","Temporal Knowledge Distillation in Finance Services","SSRN · Asset Pricing & Factors · The article highlights the difficulties in detecting anomali","/papers/ssrn/4941375/","2024-09-05",0],["p","Investment Regret","SSRN · Other · Investment regret has a strong positive correlation with fut","/papers/ssrn/4941237/","2024-09-05",0],["p","Machine Learning Scale","SSRN · ML & AI Methods · The article explores the challenges and solutions in scaling","/papers/ssrn/4940882/","2024-09-05",0],["p","Housing GANs for Housing Market Data","RePEc · Other · The study presents Housing GANs, a model that generates real","/papers/repec/kap-compec-v-64-y-2024-i-1-d-10-1007-s10614-023-10456-6/","2024-09-05",2],["p","Autoregressive Random Forests for Financial Research","RePEc · ML & AI Methods · The paper shows the effectiveness of Random Regression Fores","/papers/repec/kap-compec-v-64-y-2024-i-1-d-10-1007-s10614-023-10429-9/","2024-09-05",2],["p","DELSTM Model for Stock Market Prediction","RePEc · Other · A hybrid model combining LSTM and DE algorithms significantl","/papers/repec/ids-ijores-v-50-y-2024-i-4-p-426-445/","2024-09-05",5],["p","Sentiment and Herd Behavior of Private Investors","RePEc · LLMs & Text · The paper examines the sentiment of private investors on onl","/papers/repec/fru-finjrn-240406-p-95-113/","2024-09-05",2],["p","VIX and Global Consciousness in Market Sentiment","RePEc · LLMs & Text · The research finds a significant correlation between Global ","/papers/repec/eme-jespps-jes-11-2023-0663/","2024-09-05",2],["p","Transfer Learning for Data-Scarce ML","RePEc · ML & AI Methods · Deep transfer learning models like BERT can greatly enhance ","/papers/repec/cup-polals-v-32-y-2024-i-1-p-84-100-6/","2024-09-05",3],["p","Fitting an Equation to Data Impartially","arXiv · Other · The article introduces a new technique for estimating the li","/papers/doi/10-3390-math11183957/","2024-09-05",1],["p","Lapse-supported life insurance and adverse selection","arXiv · Risk, Credit & Banking · The article talks about how lapse-supported premiums can rai","/papers/arxiv/2409.01843/","2024-09-05",1],["p","HERMES: Temporal-Coherent Long-form Understanding with Episodes and Semantics","Machine learning · Other · Video Understanding Framework: BREASE, a model for understan","/papers/arxiv/2408.17443/","2024-09-05",14],["p","SYNTHEVAL: Hybrid Behavioral Testing of NLP Models with Synthetic CheckLists","Machine learning · LLMs & Text · SYNTHEVAL is a testing framework that uses large language mo","/papers/arxiv/2408.17437/","2024-09-05",8],["p","Text-to-Speech for Unseen Speakers via Low-Complexity Discrete Unit-Based Frame Selection","Machine learning · ML & AI Methods · SelectTTS, a new method for multi-speaker text-to-speech, us","/papers/arxiv/2408.17432/","2024-09-05",1],["p","Advancing Multi-Talker ASR Performance With Large Language Models","Machine learning · LLMs & Text · A new approach using large language models improves multi-ta","/papers/arxiv/2408.17431/","2024-09-05",22],["p","Generative AI enables medical image segmentation in ultra low-data regimes","Machine learning · ML & AI Methods · A new deep learning framework generates high-quality medical","/papers/arxiv/2408.17421/","2024-09-05",22],["p","Getting Inspiration for Feature Elicitation: App Store- vs. LLM-based Approach","Machine learning · LLMs & Text · A study comparing AppStore and large language model approach","/papers/arxiv/2408.17404/","2024-09-05",16],["p","Fairness-Aware Estimation of Graphical Models","Machine learning · Other · A new framework reduces bias in the estimation of graphical ","/papers/arxiv/2408.17396/","2024-09-05",6],["p","Bayesian Optimization for Non-Convex Two-Stage Stochastic Optimization Problems","Machine learning · Econometrics & Forecasting · The study uses Bayesian optimization to solve complex, two-s","/papers/arxiv/2408.17387/","2024-09-05",2],["p","InkubaLM: A small language model for low-resource African languages","Machine learning · LLMs & Text · African Language Model: InkubaLM, a language model for Afric","/papers/arxiv/2408.17024/","2024-09-05",33],["p","Poster: Different Victims, Same Layout: Email Visual Similarity Detection for Enhanced Email Protection","Machine learning · Other · Pisco, an email visual similarity detection method, is propo","/papers/arxiv/2408.16945/","2024-09-05",0],["p","Brief Synopsis of the Scientific Career of T. R. Hurd","arXiv · Other · A Special Issue of the International Journal of Theoretical ","/papers/arxiv/2408.16891/","2024-09-05",0],["p","3D Whole-Body Grasp Synthesis with Directional Controllability","Machine learning · Other · CWGrasp, a new method for creating 3D whole-bodies that gras","/papers/arxiv/2408.16770/","2024-09-05",6],["p","ReconX: Reconstruct Any Scene From Sparse Views With Video Diffusion Model","Machine learning · ML & AI Methods · 3D Scene Reconstruction: The paper presents ReconX, a new 3D","/papers/arxiv/2408.16767/","2024-09-05",154],["p","OmniRe: Omni Urban Scene Reconstruction","Machine learning · Other · OmniRe, a new 3DGS framework, has been launched for efficien","/papers/arxiv/2408.16760/","2024-09-05",196],["p","A General Framework for Optimizing and Learning Nash Equilibrium","arXiv · ML & AI Methods · A new framework for optimizing and learning Nash equilibrium","/papers/arxiv/2408.16260/","2024-09-05",1],["p","Foundation Models for Music: A Survey","Machine learning · Other · The article discusses the influence of foundation models on ","/papers/arxiv/2408.14340/","2024-09-05",62],["p","Cutting Through the Noise: Boosting LLM Performance on Math Word Problems","Machine learning · LLMs & Text · The study introduces a framework that uses adversarial math ","/papers/arxiv/2406.15444/","2024-09-05",13],["p","Low-Rank Quantization-Aware Training for LLMs","Machine learning · LLMs & Text · The article introduces LR-QAT, a memory-efficient training a","/papers/arxiv/2406.06385/","2024-09-05",63],["p","ECC Analyzer: Extracting Trading Signal from Earnings Conference Calls using Large Language Model for Stock Volatility Prediction","arXiv · LLMs & Text · Stock Volatility Prediction: ECCAnalyzer, a new tool, uses a","/papers/arxiv/2404.18470/","2024-09-05",21],["p","A Survey on Responsible Generative AI: What to Generate and What Not","Machine learning · ML & AI Methods · The paper explores the responsible requirements of generativ","/papers/arxiv/2404.05783/","2024-09-05",14],["p","Can We Remove the Square-Root in Adaptive Gradient Methods? A Second-Order Perspective","Machine learning · ML & AI Methods · The research explores the performance of adaptive gradient o","/papers/arxiv/2402.03496/","2024-09-05",28],["p","Sparse spanning portfolios and under-diversification with second-order stochastic dominance","arXiv · Portfolio & Allocation · A new method for estimating sparse second-order stochastic s","/papers/arxiv/2402.01951/","2024-09-05",15],["p","A Hybrid Quantum-classical Fusion Neural Network to Improve Protein-ligand Binding Affinity Predictions for Drug Discovery","Machine learning · ML & AI Methods · A new quantum-classical deep learning model has been created","/papers/arxiv/2309.03919/","2024-09-05",16],["p","Failure of Fourier pricing techniques to approximate the Greeks","arXiv · Derivatives & Volatility · The Greeks Delta and Gamma in plain vanilla options are inac","/papers/arxiv/2306.08421/","2024-09-05",2],["p","FilFL: Client Filtering for Optimized Client Participation in Federated Learning","Machine learning · ML & AI Methods · Client filtering, a new method to enhance model generalizati","/papers/arxiv/2302.06599/","2024-09-05",7],["p","Solving Markowitz Portfolio Optimization","SSRN · Portfolio & Allocation · The Markowitz portfolio optimization problem, which balances","/papers/ssrn/4939293/","2024-08-28",0],["p","Political Crisis & Market Returns","SSRN · Other · A review shows that political events greatly affect market r","/papers/ssrn/4939289/","2024-08-28",0],["p","NonFundamental Loan Renegotiations","SSRN · Trading, Microstructure & Execution · The research explores how nonbank lenders' need for liquidit","/papers/ssrn/4939184/","2024-08-28",0],["p","Banks' Funding in Coal Exit Era","SSRN · Risk, Credit & Banking · The paper shows that despite Germany's move away from coal p","/papers/ssrn/4938516/","2024-08-28",0],["p","AI Fraud Detection in Financial Crimes","SSRN · ML & AI Methods · The advent of digital banking has escalated risks like fraud","/papers/ssrn/4938417/","2024-08-28",0],["p","AI Risk Management in Global Banking","SSRN · Risk, Credit & Banking · The paper discusses the use of AI in risk management in glob","/papers/ssrn/4938239/","2024-08-28",0],["p","Unlocking The Potential: Enhancing Insurtech Innovation and Efficiency with a Data Analytics Approach","SSRN · Risk, Credit & Banking · The article highlights how data analytics and digitalization","/papers/ssrn/4938167/","2024-08-28",3],["p","Global Market Portfolio","SSRN · Portfolio & Allocation · A study of a $150 trillion global market portfolio from 1970","/papers/ssrn/4937996/","2024-08-28",6],["p","Geopolitical Risk and Oil Price Volatility","SSRN · Derivatives & Volatility · The paper investigates the influence of geopolitical risks o","/papers/ssrn/4937728/","2024-08-28",0],["p","American-style Contingent Claims Pricing","SSRN · ML & AI Methods · The study uses indifference pricing and dynamic convex risk ","/papers/ssrn/4937659/","2024-08-28",1],["p","Unfunded Capital Commitments Impact","SSRN · Derivatives & Volatility · Private capital funds commitments have resulted in a $4 tril","/papers/ssrn/4937390/","2024-08-28",0],["p","Machine Learning for FX Prediction","SSRN · ML & AI Methods · Research combining foreign exchange rate forecasting with ma","/papers/ssrn/4937353/","2024-08-28",0],["p","Mutual Fund Fees","SSRN · Portfolio & Allocation · A study on Chinese mutual fund companies shows that the owne","/papers/ssrn/4937292/","2024-08-28",0],["p","Option Market Makers' Hedging Model","SSRN · Derivatives & Volatility · The model suggests that the way Option Market Makers manage ","/papers/ssrn/4936978/","2024-08-28",0],["p","Integrating Geospatial Analytics into Real Estate Marketing Strategies: Opportunities and Challenges","SSRN · Other · Geospatial analytics integration in real estate marketing en","/papers/ssrn/4936759/","2024-08-28",1],["p","Predictive Ability Technical Trading Rules","SSRN · Trading, Microstructure & Execution · The study analyzes the predictability of top equity indices ","/papers/ssrn/4936710/","2024-08-28",0],["p","Predicting Price Movements","SSRN · ML & AI Methods · The study uses machine learning to identify trade traits for","/papers/ssrn/4936640/","2024-08-28",0],["p","Volatility Shocks in Small Economies","SSRN · Derivatives & Volatility · The study employs a Bayesian-estimated New Keynesian Open Ec","/papers/ssrn/4935779/","2024-08-28",0],["p","Currency Exchange Rate Volatility and Prices in Indonesia","SSRN · Derivatives & Volatility · Research shows significant interactions between gold and coa","/papers/ssrn/4935428/","2024-08-28",0],["p","Data Resource Impact on Green Growth","SSRN · ML & AI Methods · A study using Double Machine Learning methods on Chinese cit","/papers/ssrn/4935262/","2024-08-28",0],["p","GasLiquid Flow Analysis","SSRN · ML & AI Methods · A study suggests that Distributed Acoustic Sensing (DAS) can","/papers/ssrn/4935257/","2024-08-28",0],["p","Narrow Framing in Risk Aversion","SSRN · Derivatives & Volatility · In experimental settings, individuals often assess risky opt","/papers/ssrn/4935163/","2024-08-28",0],["p","Data Integration with Bim2gis Conversion","SSRN · Other · The article suggests a universal method for transforming dig","/papers/ssrn/4935094/","2024-08-28",0],["p","Utilizing Machine Learning to Enhance Cash Flow Management in SAP Finance Surya Sai Ram Parimi","SSRN · ML & AI Methods · A survey discusses the potential benefits and challenges of ","/papers/ssrn/4934859/","2024-08-28",1],["p","Corporate Hedging and Board Cultural Diversity","SSRN · Derivatives & Volatility · A study reveals that board cultural diversity in Swedish fir","/papers/ssrn/4934677/","2024-08-28",0],["p","Machine Learning for Yield Curve","SSRN · Macro-Finance & Rates · A unique tree-growing algorithm can detect regime-shifting p","/papers/ssrn/4934442/","2024-08-28",0],["p","Interest Rates & Corporate Investment","SSRN · Macro-Finance & Rates · The research links interest rates and climate change uncerta","/papers/ssrn/4934071/","2024-08-28",0],["p","Earnings Forecasting and Mean-Variance Efficient Portfolios in the United States","SSRN · Portfolio & Allocation · A study confirms the continued effectiveness of a 1993 finan","/papers/ssrn/4933869/","2024-08-28",0],["p","Linear Factor Model Properties","SSRN · Asset Pricing & Factors · The study of conditional linear factor models in asset prici","/papers/ssrn/4933856/","2024-08-28",1],["p","An Investigation of Multi-factor Asset Pricing Models in the UK","SSRN · Asset Pricing & Factors · The study compares the CAPM FamaFrench 5 factor and Hou et a","/papers/ssrn/4933529/","2024-08-28",0],["p","Asset Prices and Tax Uncertainty","SSRN · Asset Pricing & Factors · The research shows that uncertain tax policies, imperfect in","/papers/ssrn/4933467/","2024-08-28",0],["p","Forecasting FTSE Bursa Malaysia","RePEc · Econometrics & Forecasting · The study uses machine learning to predict stock prices in M","/papers/repec/rnd-arimbr-v-16-y-2024-i-2-p-104-114/","2024-08-28",3],["p","Employing artificial intelligence to steer exascale workflows with colmena","Machine learning · ML & AI Methods · The paper introduces Colmena, an AI system that adapts and o","/papers/arxiv/2408.14434/","2024-08-28",13],["p","A novel k-generation propagation model for cyber risk and its application to cyber insurance","arXiv · Risk, Credit & Banking · The research proposes a new model for calculating aggregate ","/papers/arxiv/2408.14151/","2024-08-28",1],["p","LayerPano3D: Layered 3D Panorama for Hyper-Immersive Scene Generation","Machine learning · Other · Scene Generation: LayerPano3D is a novel framework that crea","/papers/arxiv/2408.13252/","2024-08-28",66],["p","An In-Depth Investigation of Data Collection in LLM App Ecosystems","Machine learning · LLMs & Text · Research shows that third-party language learning model apps","/papers/arxiv/2408.13247/","2024-08-28",23],["p","Amortized Bayesian Multilevel Models","Machine learning · Econometrics & Forecasting · Research explores the use of neural network architectures in","/papers/arxiv/2408.13230/","2024-08-28",16],["p","EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods","arXiv · LLMs & Text · The paper presents a new framework, IUS, that merges unstruc","/papers/arxiv/2408.13214/","2024-08-28",3],["p","Robust asset pricing and superhedging duality under model uncertainty with and without short-sale constraints","arXiv · Derivatives & Volatility · The study investigates no-arbitrage asset pricing under mode","/papers/arxiv/2408.13048/","2024-08-28",1],["p","Controllable Financial Market Generation with Diffusion Guided Meta Agent","arXiv · Other · The article suggests a Diffusion Guided metaAgent (DiGA) mod","/papers/arxiv/2408.12991/","2024-08-28",8],["p","Controllable Text Generation for Large Language Models: A Survey","Machine learning · LLMs & Text · The article discusses the progress in Controllable Text Gene","/papers/arxiv/2408.12599/","2024-08-28",90],["p","ND-SDF: Learning Normal Deflection Fields for High-Fidelity Indoor Reconstruction","Machine learning · ML & AI Methods · A paper introduces ND-SDF, a method that uses a Normal Defle","/papers/arxiv/2408.12598/","2024-08-28",12],["p","xGen-VideoSyn-1: High-fidelity Text-to-Video Synthesis with Compressed Representations","Machine learning · ML & AI Methods · Video Synthesis: xGen-VideoSyn-1 is a text-to-video generati","/papers/arxiv/2408.12590/","2024-08-28",8],["p","Jamba-1.5: Hybrid Transformer-Mamba Models at Scale","Machine learning · ML & AI Methods · Transformer-Mamba Models: Jamba-1.5 is a new large language ","/papers/arxiv/2408.12570/","2024-08-28",57],["p","Sapiens: Foundation for Human Vision Models","Machine learning · Other · Vision Models: Sapiens is a model family designed for human-","/papers/arxiv/2408.12569/","2024-08-28",301],["p","Data Quality Antipatterns for Software Analytics","Machine learning · ML & AI Methods · A study reveals that the sequence of cleaning data quality a","/papers/arxiv/2408.12560/","2024-08-28",1],["p","Dynamic Pricing for Real Estate","arXiv · Other · The study introduces an improved mathematical model for opti","/papers/arxiv/2408.12553/","2024-08-28",0],["p","EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning","arXiv · Derivatives & Volatility · The article introduces EXtreme DRL (EX-DRL), a new method to","/papers/arxiv/2408.12446/","2024-08-28",6],["p","Making intellectual property rights work for climate technology transfer and innovation in developing countries","arXiv · Other · The study examines the impact of Intellectual Property Right","/papers/arxiv/2408.12338/","2024-08-28",3],["p","Enhancing causal discovery in financial networks with piecewise quantile regression","arXiv · Econometrics & Forecasting · The article presents a new method for building financial net","/papers/arxiv/2408.12210/","2024-08-28",2],["p","Cross-border Commodity Pricing Strategy Optimization via Mixed Neural Network for Time Series Analysis","arXiv · Econometrics & Forecasting · The paper presents a new method using the hybrid neural netw","/papers/arxiv/2408.12115/","2024-08-28",12],["p","Empirical Equilibria in Agent-based Economic systems with Learning agents","arXiv · ML & AI Methods · The research introduces an agent-based simulator for economi","/papers/arxiv/2408.12038/","2024-08-28",3],["p","Rooftop and Community Solar Adoption with Income Heterogeneity","arXiv · Other · Considering income diversity, community solar availability, ","/papers/arxiv/2408.11970/","2024-08-28",0],["p","LLM Pruning and Distillation in Practice: The Minitron Approach","Machine learning · LLMs & Text · The article discusses the successful compression of Llama 3.","/papers/arxiv/2408.11796/","2024-08-28",112],["p","Critique-out-Loud Reward Models","Machine learning · ML & AI Methods · The article presents CLoud reward models that use human feed","/papers/arxiv/2408.11791/","2024-08-28",101],["p","Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning","arXiv · Trading, Microstructure & Execution · Autonomous trading bots using advanced algorithms can disrup","/papers/arxiv/2408.11773/","2024-08-28",2],["p","A case study on different one-factor Cheyette models for short maturity caplet calibration","arXiv · Derivatives & Volatility · Research suggests that using alternative volatility terms an","/papers/arxiv/2408.11257/","2024-08-28",1],["p","Classifier-Free Guidance is a Predictor-Corrector","Machine learning · Other · The paper explores the theoretical aspects of classifier-fre","/papers/arxiv/2408.09000/","2024-08-28",89],["p","Understanding Reference Policies in Direct Preference Optimization","Machine learning · LLMs & Text · The research reveals that Direct Preference Optimization in ","/papers/arxiv/2407.13709/","2024-08-28",23],["p","SST: Multi-Scale Hybrid Mamba-Transformer Experts for Time Series Forecasting","Machine learning · Econometrics & Forecasting · The paper introduces the State Space Transformer model for t","/papers/arxiv/2404.14757/","2024-08-28",39],["p","Beyond Scale: The Diversity Coefficient as a Data Quality Metric for Variability in Natural Language Data","Machine learning · LLMs & Text · The study introduces a measure called the diversity coeffici","/papers/arxiv/2306.13840/","2024-08-28",22],["p","Topics as Entity Clusters: Entity-based Topics from Large Language Models and Graph Neural Networks","Machine learning · LLMs & Text · The study uses bimodal vector representations to improve ent","/papers/arxiv/2301.02458/","2024-08-28",3],["p","Crypto Tax Evasion","SSRN · Crypto & DeFi · A Norwegian study reveals widespread crypto tax evasion, eve","/papers/ssrn/4932685/","2024-08-21",0],["p","Alternative Data in Active Asset Management","SSRN · Portfolio & Allocation · Alternative data is vital for investment strategies, providi","/papers/ssrn/4932677/","2024-08-21",2],["p","Corporate Social Value Measurement with Machine Learning","SSRN · ML & AI Methods · The study employs a semi-supervised machine learning model t","/papers/ssrn/4932638/","2024-08-21",0],["p","IMF Arrangements","SSRN · Macro-Finance & Rates · Research on 56 frontier and emerging markets reveals that gl","/papers/ssrn/4932630/","2024-08-21",0],["p","Probabilistic RC Column Failure Prediction Model","SSRN · ML & AI Methods · The paper presents a machine learning-based probabilistic pr","/papers/ssrn/4932324/","2024-08-21",0],["p","Adaptive Authentication Using Machine Learning","SSRN · ML & AI Methods · The paper presents a machine learning system that uses past ","/papers/ssrn/4932261/","2024-08-21",2],["p","Machine Learning for Optimal Portfolio","SSRN · Portfolio & Allocation · The article suggests a numerical method that merges differen","/papers/ssrn/4932041/","2024-08-21",0],["p","Sustainable Crypto Portfolios","SSRN · Crypto & DeFi · A study proposes using clean cryptocurrencies to create mimi","/papers/ssrn/4931925/","2024-08-21",0],["p","Value of Retail Orders","SSRN · Trading, Microstructure & Execution · The paper reveals that retail market making in the German eq","/papers/ssrn/4931257/","2024-08-21",0],["p","The Wisdom of Electronic Employee Crowds -Employee Reviews as a Data Source in Finance, Accounting, Economics and Management Research: Systematic Literature Review","SSRN · Other · The study investigates the importance of online employee rev","/papers/ssrn/4931025/","2024-08-21",0],["p","Determinants of Cryptocurrency Returns","SSRN · Crypto & DeFi · The study reveals that cryptocurrency returns are significan","/papers/ssrn/4930965/","2024-08-21",0],["p","Passive Investing","SSRN · Derivatives & Volatility · The research indicates that the growth of passive investing ","/papers/ssrn/4928631/","2024-08-21",0],["p","Investor Sentiment and Bitcoin Risk","SSRN · Crypto & DeFi · The study reveals a correlation between extreme investor sen","/papers/ssrn/4928563/","2024-08-21",0],["p","Market Behavior in Trading","SSRN · Trading, Microstructure & Execution · The article presents a model that explains how traders' stra","/papers/ssrn/4928549/","2024-08-21",0],["p","Economic Policy Uncertainty and Sovereign Credit Risk","SSRN · Risk, Credit & Banking · The research shows that domestic economic policy uncertainty","/papers/ssrn/4927956/","2024-08-21",0],["p","Enhanced Malware Detection","SSRN · Other · The article discusses a new method for enhancing malware det","/papers/ssrn/4927949/","2024-08-21",4],["p","Arctic Ocean Sea Ice Prediction","SSRN · ML & AI Methods · The study introduces machine learning strategies informed by","/papers/ssrn/4927619/","2024-08-21",0],["p","Korean Stock Market Speculation","SSRN · LLMs & Text · The study finds that in the Korean stock market, speculative","/papers/ssrn/4927509/","2024-08-21",0],["p","Central Bank Policies","SSRN · Risk, Credit & Banking · The study examines the effects of central bank balance sheet","/papers/ssrn/4927384/","2024-08-21",3],["p","Stock Market Volatility Analysis","SSRN · Derivatives & Volatility · The paper highlights the importance of understanding stock m","/papers/ssrn/4927296/","2024-08-21",0],["p","DataDriven Marketing for Growth","SSRN · Other · The paper discusses the advantages and challenges of data-dr","/papers/ssrn/4927292/","2024-08-21",0],["p","Cloud Regression Testing Optimization","SSRN · ML & AI Methods · The research shows that machine learning and cloud computing","/papers/ssrn/4927238/","2024-08-21",0],["p","Securing Telematics Data in Fleet Management: Integrating IAM with ML Models for Data Integrity in Cloud-Based Applications","SSRN · ML & AI Methods · The article explores the use of Identity Access Management (","/papers/ssrn/4927214/","2024-08-21",5],["p","AI-Powered Predictive Thread Deadlock Resolution: An Intelligent System for Early Detection and Prevention of Thread Deadlocks in Cloud Applications","SSRN · ML & AI Methods · The paper addresses the issue of thread deadlocks in cloud-b","/papers/ssrn/4927208/","2024-08-21",8],["p","AI-Driven Fleet Financing: Transparent, Flexible, and Upfront Pricing for Smarter Decisions","SSRN · ML & AI Methods · The article examines the use of artificial intelligence in t","/papers/ssrn/4927194/","2024-08-21",7],["p","Management Fees and Information Ratio Churn","SSRN · Other · The Information Ratio Churn (IRC) metric is introduced to ca","/papers/ssrn/4926783/","2024-08-21",0],["p","Anomalies in Cryptocurrencies","RePEc · Crypto & DeFi · The study reveals significant changes in volatility and day-","/papers/repec/gam-jjrfmx-v-17-y-2024-i-8-p-351-d-1454951/","2024-08-21",3],["p","Money Laundering: Consequences","RePEc · Macro-Finance & Rates · Consequences: The research suggests that 1.23% of global GDP","/papers/repec/eme-jmlcpp-jmlc-09-2022-0139/","2024-08-21",2],["p","Ownership and Volatility in Stock Markets","RePEc · Derivatives & Volatility · The research compares risk tolerance of institutional invest","/papers/repec/eme-ijoemp-ijoem-04-2022-0710/","2024-08-21",3],["p","Political Instability and Stock Markets in BRICS & Türkiye","RePEc · Derivatives & Volatility · The research shows that political instability notably increa","/papers/repec/eme-csefzz-s1569-375920240000114016/","2024-08-21",2],["p","Modeling Volatility","RePEc · Derivatives & Volatility · The research shows the effectiveness of modeling composition","/papers/repec/bla-socsci-v-105-y-2024-i-4-p-965-979/","2024-08-21",4],["p","Transfusion: Predict the Next Token and Diffuse Images with One Multi-Modal Model","Machine learning · Other · The article presents Transfusion, a new method for training ","/papers/arxiv/2408.11039/","2024-08-21",500],["p","Atmospheric Transport Modeling of CO$_2$ with Neural Networks","Machine learning · ML & AI Methods · The research investigates the use of four deep neural networ","/papers/arxiv/2408.11032/","2024-08-21",2],["p","Scaling Law with Learning Rate Annealing","Machine learning · ML & AI Methods · The study introduces a scaling law for predicting the loss o","/papers/arxiv/2408.11029/","2024-08-21",33],["p","Hedging in Jump Diffusion Model with Transaction Costs","arXiv · Derivatives & Volatility · The study applies a jump-diffusion risky asset model to calc","/papers/arxiv/2408.10785/","2024-08-21",0],["p","Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy","arXiv · Trading, Microstructure & Execution · The research uses a simulator with AI agents to study the ef","/papers/arxiv/2408.10391/","2024-08-21",4],["p","Deep-MacroFin: Informed Equilibrium Neural Network for Continuous-Time Economic Models","arXiv · ML & AI Methods · Deep-MacroFin, a new framework that employs deep learning to","/papers/arxiv/2408.10368/","2024-08-21",2],["p","How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning","arXiv · ML & AI Methods · The study highlights the crucial role of open labeled datase","/papers/arxiv/2408.10359/","2024-08-21",2],["p","Can an unsupervised clustering algorithm reproduce a categorization system?","arXiv · Other · The research investigates the application of unsupervised cl","/papers/arxiv/2408.10340/","2024-08-21",5],["p","SpaRP: Fast 3D Object Reconstruction and Pose Estimation from Sparse Views","Machine learning · Other · The article presents SpaRP, a new method for 3D reconstructi","/papers/arxiv/2408.10195/","2024-08-21",48],["p","LongVILA: Scaling Long-Context Visual Language Models for Long Videos","Machine learning · LLMs & Text · The authors present LongVILA, a solution for long-context vi","/papers/arxiv/2408.10188/","2024-08-21",357],["p","NeuRodin: A Two-stage Framework for High-Fidelity Neural Surface Reconstruction","Machine learning · ML & AI Methods · NeuRodin, a two-stage neural surface reconstruction framewor","/papers/arxiv/2408.10178/","2024-08-21",20],["p","LENS: Large Pre-trained Transformer for Exploring Financial Time Series Regularities","Machine learning · Econometrics & Forecasting · Financial Regularities: The article introduces PLUTUS, a pre","/papers/arxiv/2408.10111/","2024-08-21",5],["p","Causality-Inspired Models for Financial Time Series Forecasting","arXiv · Econometrics & Forecasting · A novel framework for financial time series forecasting is p","/papers/arxiv/2408.09960/","2024-08-21",8],["p","Optimal insurance design with Lambda-Value-at-Risk","arXiv · Risk, Credit & Banking · The paper studies optimal insurance solutions using the Lamb","/papers/arxiv/2408.09799/","2024-08-21",7],["p","Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players","arXiv · Trading, Microstructure & Execution · The article investigates the causes and effects of periodic ","/papers/arxiv/2408.09505/","2024-08-21",6],["p","Optimal stopping and divestment timing under scenario ambiguity and learning","arXiv · ML & AI Methods · The research analyzes the effect of environmental transition","/papers/arxiv/2408.09349/","2024-08-21",2],["p","Shapley Marginal Surplus for Strong Models","Machine learning · Other · The article presents a new variable importance algorithm, Sh","/papers/arxiv/2408.08845/","2024-08-21",0],["p","Explore-then-Commit Algorithms for Decentralized Two-Sided Matching Markets","arXiv · ML & AI Methods · Explore-then-Commit Algorithm: The article introduces a new ","/papers/arxiv/2408.08690/","2024-08-21",8],["p","Infinite-mean models in risk management: Discussions and recent advances","arXiv · Risk, Credit & Banking · The article explores the importance and challenges of using ","/papers/arxiv/2408.08678/","2024-08-21",16],["p","Can Large Language Models Understand Symbolic Graphics Programs?","Machine learning · LLMs & Text · The research evaluates the ability of large language models ","/papers/arxiv/2408.08313/","2024-08-21",42],["p","BAM! Just Like That: Simple and Efficient Parameter Upcycling for Mixture of Experts","Machine learning · Other · The paper introduces BAM, a new method for training Mixture ","/papers/arxiv/2408.08274/","2024-08-21",18],["p","The mean-variance portfolio selection based on the average and current profitability of the risky asset","arXiv · Portfolio & Allocation · The research introduces two new indexes for optimal portfoli","/papers/arxiv/2408.07969/","2024-08-21",0],["p","When and Why is Persuasion Hard? A Computational Complexity Result","arXiv · ML & AI Methods · The study presents a mathematical model for informational pe","/papers/arxiv/2408.07923/","2024-08-21",4],["p","On Accelerating Large-Scale Robust Portfolio Optimization","arXiv · Portfolio & Allocation · The paper presents an extended approach to solve large-scale","/papers/arxiv/2408.07879/","2024-08-21",1],["p","Capturing the complexity of human strategic decision-making with machine learning","arXiv · ML & AI Methods · A study reveals that a deep neural network can predict human","/papers/arxiv/2408.07865/","2024-08-21",22],["p","ChemVLM: Exploring the Power of Multimodal Large Language Models in Chemistry Area","Machine learning · LLMs & Text · Multimodal Chemistry Model: ChemVLM, a chemical multimodal l","/papers/arxiv/2408.07246/","2024-08-21",112],["p","What is in Your Safe Data? Identifying Benign Data that Breaks Safety","Machine learning · LLMs & Text · Research suggests that Large Language Models (LLMs) can be c","/papers/arxiv/2404.01099/","2024-08-21",129],["p","Mechanistic Design and Scaling of Hybrid Architectures","Machine learning · ML & AI Methods · The creation of deep learning architectures can be streamlin","/papers/arxiv/2403.17844/","2024-08-21",67],["p","Apollo: A Lightweight Multilingual Medical LLM towards Democratizing Medical AI to 6B People","Machine learning · LLMs & Text · Multilingual Medical LLM: A multilingual medical dataset and","/papers/arxiv/2403.03640/","2024-08-21",61],["p","A Unified Framework to Enforce, Discover, and Promote Symmetry in Machine Learning","Machine learning · ML & AI Methods · A new framework has been introduced to integrate symmetry in","/papers/arxiv/2311.00212/","2024-08-21",38],["p","Idea2Img: Iterative Self-Refinement with GPT-4V(ision) for Automatic Image Design and Generation","Machine learning · LLMs & Text · The Idea to Image system, utilizing GPT-4V(ision), allows fo","/papers/arxiv/2310.08541/","2024-08-21",37],["p","Agent Instructs Large Language Models to be General Zero-Shot Reasoners","Machine learning · LLMs & Text · An autonomous agent has been developed to enhance the zero-s","/papers/arxiv/2310.03710/","2024-08-21",46],["p","Self-Taught Optimizer (STOP): Recursively Self-Improving Code Generation","Machine learning · LLMs & Text · A program using a modern language model, GPT-4, has demonstr","/papers/arxiv/2310.02304/","2024-08-21",172],["p","Causal Reasoning and Large Language Models: Opening a New Frontier for Causality","Machine learning · LLMs & Text · Large language models (LLMs) have shown a high probability o","/papers/arxiv/2305.00050/","2024-08-21",587],["p","Liquidity Providers in Price Jumps","SSRN · Trading, Microstructure & Execution · Institutions and individuals provide more liquidity during p","/papers/ssrn/4926377/","2024-08-15",0],["p","Active Management Fees and Information Churn","SSRN · Other · A new metric, the Information Ratio Churn (IRC), indicates t","/papers/ssrn/4926279/","2024-08-15",0],["p","Sentiment Analysis in Business","SSRN · LLMs & Text · The article highlights the growing role of Sentiment Analysi","/papers/ssrn/4926226/","2024-08-15",0],["p","Bonds: Maturity and Liquidity","SSRN · Trading, Microstructure & Execution · Maturity and Liquidity: A study rejects standard corporate b","/papers/ssrn/4925932/","2024-08-15",0],["p","Corporate Financial Asset Allocation Audit Fee Impact","SSRN · Portfolio & Allocation · The research shows that audit fees increase when corporate f","/papers/ssrn/4925896/","2024-08-15",0],["p","Stock Return Prediction with Big Data","SSRN · ML & AI Methods · A two-stage quantile neural network and spline interpolation","/papers/ssrn/4925722/","2024-08-15",0],["p","Capital Market Reforms for Economic Stability","SSRN · Risk, Credit & Banking · The article underscores the role of capital market reforms i","/papers/ssrn/4925670/","2024-08-15",0],["p","DataDriven SOC Estimation for Li-Ion","SSRN · Other · The paper explores the use of TinyML for estimating battery ","/papers/ssrn/4925598/","2024-08-15",0],["p","Predicting Asset Prices with Inflation","SSRN · Asset Pricing & Factors · The research develops a model using inflation and central ba","/papers/ssrn/4925404/","2024-08-15",2],["p","Machine Learning Exploration","SSRN · ML & AI Methods · Machine learning is revolutionizing smart search and data di","/papers/ssrn/4925203/","2024-08-15",0],["p","Boosting Corporate Bond Earnings","SSRN · Macro-Finance & Rates · Insurers are increasing corporate bond investments and reduc","/papers/ssrn/4925181/","2024-08-15",0],["p","Optimization Algorithms in Deep Learning","SSRN · ML & AI Methods · The paper assesses various optimization algorithms for machi","/papers/ssrn/4925169/","2024-08-15",0],["p","Search and Prices","SSRN · Asset Pricing & Factors · A new peer momentum strategy, based on firms co-searched by ","/papers/ssrn/4925143/","2024-08-15",0],["p","Central Bank Communications on Financial Stability","SSRN · Risk, Credit & Banking · The research investigates how central bank communications im","/papers/ssrn/4924953/","2024-08-15",0],["p","Bonding with Style Investing: Value and Momentum in Corporate Bonds","SSRN · Asset Pricing & Factors · Implementing smart beta strategies to corporate bonds can bo","/papers/ssrn/4924945/","2024-08-15",0],["p","Short Term Rental Investments Risk Factors","SSRN · Corporate Finance · The study indicates that risk factors, particularly regulato","/papers/ssrn/4924893/","2024-08-15",1],["p","Identifying Stock Option Mispricing","SSRN · Derivatives & Volatility · The study presents a method for identifying mispricing in im","/papers/ssrn/4924736/","2024-08-15",0],["p","Sentiment Analysis for Tesla Stock","SSRN · LLMs & Text · The project uses sentiment analysis of Tesla-related tweets ","/papers/ssrn/4924701/","2024-08-15",0],["p","Postgraduate EFL Academic Writing Hedging","SSRN · Derivatives & Volatility · The research finds that Vietnamese postgraduate students fre","/papers/ssrn/4924657/","2024-08-15",0],["p","Predicting High-Alpha Fund Holdings","SSRN · Portfolio & Allocation · Machine learning can predict the stocks held by successful m","/papers/ssrn/4924423/","2024-08-15",0],["p","Inflation's Impact on Fund Liquidity","SSRN · Trading, Microstructure & Execution · Inflation impacts the liquidity of closed-end funds differen","/papers/ssrn/4922867/","2024-08-15",0],["p","Is There Evidence for Momentum and Mean Reversion in Asset Class Returns?","SSRN · Asset Pricing & Factors · The note introduces a straightforward measure of momentum an","/papers/ssrn/4922716/","2024-08-15",0],["p","Target Volatility Strategy","SSRN · Derivatives & Volatility · A novel investment strategy that adapts to interest rate flu","/papers/ssrn/4922608/","2024-08-15",0],["p","Generative AI Advancements","SSRN · ML & AI Methods · Machine learning and deep learning are propelling the progre","/papers/ssrn/4922568/","2024-08-15",0],["p","Influence of Prospect Variables on the Trading Decisions of Equity Derivative Traders in Kerala","SSRN · Derivatives & Volatility · Research indicates that equity derivative traders in Kerala ","/papers/ssrn/4922477/","2024-08-15",0],["p","Private Equity Life Insurance","SSRN · Risk, Credit & Banking · Private equity firms are increasingly buying life insurance ","/papers/ssrn/4922345/","2024-08-15",0],["p","Finfluencers' Impact on Retail Investment","SSRN · Other · The study finds that financial influencers significantly imp","/papers/ssrn/4922031/","2024-08-15",1],["p","Financial Markets Analysis with Deep Learning","SSRN · ML & AI Methods · The article proposes a comparative analysis of deep learning","/papers/ssrn/4921331/","2024-08-15",0],["p","Bitcoin and Ethereum GARCH Volatility Forecasting","SSRN · Crypto & DeFi · The study demonstrates that Bitcoin and Ethereum returns hav","/papers/ssrn/4921210/","2024-08-15",0],["p","Bank Positions and Interest Parity","SSRN · Risk, Credit & Banking · Banks' positions regarding covered-interest parity deviation","/papers/ssrn/4920349/","2024-08-15",0],["p","Greek Debt Crisis Narratives","RePEc · LLMs & Text · During the 2009-2015 Greek debt crisis, negative future narr","/papers/repec/zbw-mpifgd-300665/","2024-08-15",3],["p","Private Debt Investment Strategies","RePEc · Asset Pricing & Factors · The article discusses the advantages of systematic investmen","/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-94-114/","2024-08-15",1],["p","CSGFM Equity Forecasting","RePEc · Econometrics & Forecasting · Equity premium predictions for long-term country stocks base","/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-9-29/","2024-08-15",2],["p","Exploiting VIX Distortions","RePEc · Derivatives & Volatility · Long-term exposure to high market volatility can lead to und","/papers/repec/taf-ufajxx-v-78-y-2022-i-2-p-79-95/","2024-08-15",2],["p","Value of Insider Stocks","RePEc · Trading, Microstructure & Execution · Insider trading can disclose information about the value of ","/papers/repec/taf-ufajxx-v-78-y-2022-i-1-p-79-100/","2024-08-15",1],["p","Optimal Bonds Portfolio P-world","RePEc · Portfolio & Allocation · The research establishes arbitrage-free conditions for a par","/papers/repec/taf-quantf-v-24-y-2024-i-7-p-875-888/","2024-08-15",2],["p","Predicting US Bank Failures with ML","RePEc · Risk, Credit & Banking · The research shows that simple machine learning methods like","/papers/repec/taf-apeclt-v-31-y-2024-i-15-p-1353-1359/","2024-08-15",4],["p","Yield Curve Forecasting Poland","RePEc · Macro-Finance & Rates · The article discusses the use of PCA and LSTM machine learni","/papers/repec/nbp-nbpbik-v-56-y-2024-i-4-p-459-478/","2024-08-15",3],["p","Impact of Personality Traits on Private Pension Participation","RePEc · ML & AI Methods · The study uses machine learning to examine the influence of ","/papers/repec/ist-journl-v-73-y-2024-i-1-p-281-314/","2024-08-15",3],["p","The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement","arXiv · Portfolio & Allocation · The Concentration Risk Indicator (CRI) is a new tool designe","/papers/arxiv/2408.07271/","2024-08-15",3],["p","Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals","arXiv · ML & AI Methods · The study explores Explainable Case-Based Reasoning methods ","/papers/arxiv/2408.06679/","2024-08-15",5],["p","The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency","arXiv · Other · The Efficient Tail Hypothesis (ETH), a theory about the extr","/papers/arxiv/2408.06661/","2024-08-15",7],["p","Adaptive Multilevel Stochastic Approximation of the Value-at-Risk","arXiv · Risk, Credit & Banking · The paper introduces a multilevel stochastic approximation a","/papers/arxiv/2408.06531/","2024-08-15",6],["p","VisualAgentBench: Towards Large Multimodal Models as Visual Foundation Agents","Machine learning · Other · VisualAgentBench (VAB), a benchmark for training and evaluat","/papers/arxiv/2408.06327/","2024-08-15",104],["p","EqNIO: Subequivariant Neural Inertial Odometry","Machine learning · ML & AI Methods · A new framework improves 2D displacement estimation from Ine","/papers/arxiv/2408.06321/","2024-08-15",27],["p","Can We Rely on LLM Agents to Draft Long-Horizon Plans? Let's Take TravelPlanner as an Example","Machine learning · LLMs & Text · The study suggests a Feedback-Aware Fine-Tuning (FAFT) metho","/papers/arxiv/2408.06318/","2024-08-15",30],["p","Body Transformer: Leveraging Robot Embodiment for Policy Learning","Machine learning · ML & AI Methods · The Body Transformer (BoT) architecture enhances robot learn","/papers/arxiv/2408.06316/","2024-08-15",55],["p","OWL2Vec4OA: Tailoring Knowledge Graph Embeddings for Ontology Alignment","Machine learning · Other · The paper presents OWL2Vec4OA, an improved ontology embeddin","/papers/arxiv/2408.06310/","2024-08-15",10],["p","Long-Form Answers to Visual Questions from Blind and Low Vision People","Machine learning · LLMs & Text · The study introduces VizWiz-LF, a dataset of long-form answe","/papers/arxiv/2408.06303/","2024-08-15",28],["p","Optimal Risk Mitigation by Deep Reinsurance","arXiv · Risk, Credit & Banking · An insurance company uses neural networks to find the best r","/papers/arxiv/2408.06168/","2024-08-15",0],["p","Hungry Professors? Decision Biases Are Less Widespread than Previously Thought","arXiv · Other · The research disputes prior claims that decision sequences a","/papers/arxiv/2408.06048/","2024-08-15",0],["p","Has the Recession Started?","arXiv · Macro-Finance & Rates · A new recession indicator using job vacancy and unemployment","/papers/arxiv/2408.05856/","2024-08-15",5],["p","Maximal Social Welfare Relations on Infinite Populations Satisfying Permutation Invariance","arXiv · Other · A new proposal characterizes a utilitarian social welfare re","/papers/arxiv/2408.05851/","2024-08-15",0],["p","Why Groups Matter: Necessity of Group Structures in Attributions","arXiv · ML & AI Methods · The study highlights the need to consider group structures i","/papers/arxiv/2408.05701/","2024-08-15",2],["p","Strong denoising of financial time-series","arXiv · Econometrics & Forecasting · The paper introduces a method to enhance the signal to noise","/papers/arxiv/2408.05690/","2024-08-15",2],["p","Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination","arXiv · Derivatives & Volatility · The thesis explores the use of Stochastic Calculus in financ","/papers/arxiv/2408.05672/","2024-08-15",0],["p","A GCN-LSTM Approach for ES-mini and VX Futures Forecasting","arXiv · Econometrics & Forecasting · A new predictive model using a multi-channel Graph Convoluti","/papers/arxiv/2408.05659/","2024-08-15",0],["p","Measuring and Controlling Fishing Capacity for Chinese Inshore Fleets","arXiv · ML & AI Methods · The DEA method suggests that a tax system could control fish","/papers/arxiv/2408.05653/","2024-08-15",0],["p","Evaluation to Chinese marine economy in the coastal areas","arXiv · Other · The environmental performance of China's marine economy in c","/papers/arxiv/2408.05652/","2024-08-15",1],["p","Evaluation methods and empirical research on coastal environmental performance for Chinese harbor cities","arXiv · Other · The article presents a method for monitoring coastal environ","/papers/arxiv/2408.05648/","2024-08-15",0],["p","A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations","arXiv · ML & AI Methods · A new forward differential deep learning-based algorithm has","/papers/arxiv/2408.05620/","2024-08-15",0],["p","Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework","arXiv · Portfolio & Allocation · A new portfolio management model based on Reinforcement Lear","/papers/arxiv/2408.05382/","2024-08-15",0],["p","From Text to Insight: Leveraging Large Language Models for Performance Evaluation in Management","arXiv · LLMs & Text · LLMs for Organizational Evaluations: Large Language Models, ","/papers/arxiv/2408.05328/","2024-08-15",8],["p","KIF: Knowledge Identification and Fusion for Language Model Continual Learning","Machine learning · LLMs & Text · The paper presents Task Skill Localization and Consolidation","/papers/arxiv/2408.05200/","2024-08-15",11],["p","Cell Morphology-Guided Small Molecule Generation with GFlowNets","Machine learning · Other · The research introduces a new HCI-guided molecular design me","/papers/arxiv/2408.05196/","2024-08-15",10],["p","The Economic Analysis of the Common Pool Method through the HARA Utility Functions","arXiv · Trading, Microstructure & Execution · The study uses a mathematical model to compare two water tra","/papers/arxiv/2408.05194/","2024-08-15",6],["p","ECG-FM: An Open Electrocardiogram Foundation Model","Machine learning · ML & AI Methods · ECG-FM, a transformer-based model for ECG analysis, shows st","/papers/arxiv/2408.05178/","2024-08-15",130],["p","Decoding Quantum LDPC Codes Using Graph Neural Networks","Machine learning · ML & AI Methods · A new decoding method for Quantum Low-Density Parity-Check c","/papers/arxiv/2408.05170/","2024-08-15",22],["p","Democratic Favor Channel","arXiv · Other · The article questions the belief that democracy automaticall","/papers/arxiv/2408.05059/","2024-08-15",0],["p","HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction","arXiv · LLMs & Text · Q&A Systems for Financial Data: HybridRAG, a new method comb","/papers/arxiv/2408.04948/","2024-08-15",237],["p","Transformer Explainer: Learning LLM Transformers with Interactive Visual Explanation and Experimentation","Machine learning · LLMs & Text · Transformer Explainer, an interactive tool, is unveiled to h","/papers/arxiv/2408.04619/","2024-08-15",16],["p","Better Alignment with Instruction Back-and-Forth Translation","Machine learning · LLMs & Text · A new method, instruction back-and-forth translation, is int","/papers/arxiv/2408.04614/","2024-08-15",18],["p","Self-Taught Evaluators","Machine learning · LLMs & Text · The Self-Taught Evaluator approach enhances model evaluators","/papers/arxiv/2408.02666/","2024-08-15",71],["p","Know Your Limits: A Survey of Abstention in Large Language Models","Machine learning · LLMs & Text · A new study on abstention in large language models identifie","/papers/arxiv/2407.18418/","2024-08-15",165],["p","ReLU-KAN: New Kolmogorov-Arnold Networks that Only Need Matrix Addition, Dot Multiplication, and ReLU","Machine learning · Other · The ReLU-KAN implementation simplifies the design of Kolmogo","/papers/arxiv/2406.02075/","2024-08-15",55],["p","Multi-Conditional Ranking with Large Language Models","Machine learning · LLMs & Text · MCRank, a new benchmark for evaluating multi-conditional ran","/papers/arxiv/2404.00211/","2024-08-15",2],["p","RAGGED: Towards Informed Design of Scalable and Stable RAG Systems","Machine learning · LLMs & Text · RAGGED, a new framework, optimizes language models for docum","/papers/arxiv/2403.09040/","2024-08-15",25],["p","The Distributional Uncertainty of the SHAP score in Explainable Machine Learning","Machine learning · ML & AI Methods · A novel framework is proposed for reasoning on SHAP scores u","/papers/arxiv/2401.12731/","2024-08-15",3],["p","Eliciting Latent Knowledge from Quirky Language Models","Machine learning · LLMs & Text · New quirky language models and datasets are developed to imp","/papers/arxiv/2312.01037/","2024-08-15",64],["p","CREMP: Conformer-rotamer ensembles of macrocyclic peptides for machine learning","Machine learning · ML & AI Methods · Machine Learning for Macrocycle Peptides: CREMP, a new datas","/papers/arxiv/2305.08057/","2024-08-15",27],["p","Fintech in SWF Operations","SSRN · Crypto & DeFi · The chapter explores the use of fintech like big data, block","/papers/ssrn/4918952/","2024-08-07",0],["p","Evaluating Risk Knowledge","SSRN · Derivatives & Volatility · The article proposes an adjustment to volatility forecasts t","/papers/ssrn/4918830/","2024-08-07",0],["p","Mutual Funds and Asset Pricing Anomalies","SSRN · Portfolio & Allocation · The anomalies in stock returns, specifically low-risk and mo","/papers/ssrn/4918275/","2024-08-07",0],["p","Liquidity Providers in Price Jumps","SSRN · Trading, Microstructure & Execution · Institutions are more likely to provide liquidity during pri","/papers/ssrn/4918169/","2024-08-07",0],["p","Uninsured Depositors and Banks Risk","SSRN · Risk, Credit & Banking · A study reveals that uninsured depositors react to changes i","/papers/ssrn/4918096/","2024-08-07",0],["p","Investor Expertise in Private Investments","SSRN · Other · Professional investors favor venture capital managers with s","/papers/ssrn/4917788/","2024-08-07",0],["p","Mutual Fund Ownership in China","SSRN · Portfolio & Allocation · A study finds that the identity of shareholders in Chinese f","/papers/ssrn/4917594/","2024-08-07",0],["p","Sparrow Search for Customer Retention","SSRN · ML & AI Methods · A new technique using machine learning models has been devel","/papers/ssrn/4917418/","2024-08-07",0],["p","Machine Learning for Lattice","SSRN · ML & AI Methods · The research introduces a machine-learning method for estima","/papers/ssrn/4916881/","2024-08-07",0],["p","Score-Driven Model for Stock Indices","SSRN · Derivatives & Volatility · The BetatQVAR model, a volatility model for the t distributi","/papers/ssrn/4916799/","2024-08-07",0],["p","Management Guidance","SSRN · Derivatives & Volatility · The research investigates the impact of management earnings ","/papers/ssrn/4916490/","2024-08-07",0],["p","Cryptocurrencies as a Vehicle for Capital Exodus: Evidence from the Russian-Ukrainian Crisis","SSRN · Crypto & DeFi · The Russia-Ukraine conflict has boosted the trading volume o","/papers/ssrn/4916198/","2024-08-07",7],["p","Analyzing Marginal Sharpe Ratio","SSRN · Portfolio & Allocation · The Marginal Sharpe Ratio (MSR) of an investment strategy co","/papers/ssrn/4916095/","2024-08-07",0],["p","Validity of Post hoc Explanations","SSRN · ML & AI Methods · The research explores the effectiveness of post hoc explaine","/papers/ssrn/4915307/","2024-08-07",0],["p","Mutual Fund Returns","SSRN · Portfolio & Allocation · Research shows no significant difference in mutual fund retu","/papers/ssrn/4915104/","2024-08-07",1],["p","Hedge Accounting","SSRN · Derivatives & Volatility · The research shows that only derivatives designated for hedg","/papers/ssrn/4914982/","2024-08-07",0],["p","The Impact of Data Privacy Misconduct: Evidence from Firms' Malpractice via APPs","SSRN · Corporate Finance · A study using Chinese regulatory data reveals that data priv","/papers/ssrn/4914693/","2024-08-07",0],["p","Chinese Mutual Funds","SSRN · Portfolio & Allocation · A study on Chinese mutual funds reveals a significant positi","/papers/ssrn/4914627/","2024-08-07",0],["p","AI Trading","SSRN · Trading, Microstructure & Execution · AI can predict NFT prices accurately, but struggles with emo","/papers/ssrn/4914512/","2024-08-07",1],["p","Stock Market Prediction with DL","SSRN · ML & AI Methods · The paper finds that Long Short-Term Memory networks are mor","/papers/ssrn/4914504/","2024-08-07",0],["p","Machine Learning and Stock Market Index","SSRN · ML & AI Methods · A novel method combining machine learning and Monte Carlo si","/papers/ssrn/4913961/","2024-08-07",0],["p","Unobservable Assets Comparison","SSRN · Other · CIOs find it challenging to compare liquid public assets and","/papers/ssrn/4913148/","2024-08-07",1],["p","ECBs Impact","SSRN · Trading, Microstructure & Execution · The research uses a GVAR model to study the effects of the E","/papers/ssrn/4913034/","2024-08-07",0],["p","Transmissions Among Assets","SSRN · Crypto & DeFi · The study examines volatility and return spillovers in a net","/papers/ssrn/4912927/","2024-08-07",0],["p","Detecting Criminal Firms with ML","SSRN · Corporate Finance · A machine learning algorithm has been created to identify pr","/papers/ssrn/4912709/","2024-08-07",0],["p","Customer Churn Prediction in Telecom","SSRN · ML & AI Methods · Telecom operators are using a combination of customer segmen","/papers/ssrn/4912614/","2024-08-07",0],["p","Dutch Book Argument for Banks","SSRN · Risk, Credit & Banking · The paper outlines seven mathematical rules to prevent bank ","/papers/ssrn/4912406/","2024-08-07",0],["p","Carbon Risk Hedging with Beta Hedge Ratio","RePEc · Derivatives & Volatility · A new hedge strategy has been created to reduce carbon risk ","/papers/repec/wsi-ijtafx-v-27-y-2024-i-01-n-s0219024924500067/","2024-08-07",4],["p","Property Uniqueness in Real Estate Sales","RePEc · ML & AI Methods · Machine learning can determine the uniqueness of residential","/papers/repec/taf-rjrhxx-v-31-y-2022-i-2-p-220-240/","2024-08-07",0],["p","Google Search Volume Index and Investor Attention","RePEc · Derivatives & Volatility · The study finds that Google Search Volume Index can be used ","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00606-y/","2024-08-07",2],["p","Deep Learning for Newsvendor Problems","RePEc · ML & AI Methods · The study uses a deep learning algorithm to effectively solv","/papers/repec/spr-annopr-v-339-y-2024-i-1-d-10-1007-s10479-024-05872-2/","2024-08-07",2],["p","Multicriteria Optimization for Deep Learning","RePEc · ML & AI Methods · The study introduces a new machine learning model that reduc","/papers/repec/spr-annopr-v-339-y-2024-i-1-d-10-1007-s10479-022-04833-x/","2024-08-07",5],["p","Bankruptcy Regulations in Vietnam","RePEc · Corporate Finance · The research shows a consistent negative link between distre","/papers/repec/sae-sagope-v-14-y-2024-i-2-p-21582440241255676/","2024-08-07",3],["p","Predictor Variables with Random Forests","RePEc · ML & AI Methods · The study compares variable selection with random forests, a","/papers/repec/sae-jedbes-v-49-y-2024-i-4-p-595-629/","2024-08-07",2],["p","Machine Learning in Business","RePEc · ML & AI Methods · The use of machine learning techniques in international busi","/papers/repec/pal-jintbs-v-55-y-2024-i-6-d-10-1057-s41267-024-00687-6/","2024-08-07",3],["p","Macroeconomic Impact of AI","RePEc · Macro-Finance & Rates · The paper studies the effects of AI and digitalization on th","/papers/repec/igg-jsem00-v-11-y-2022-i-1-p-1-43/","2024-08-07",0],["p","Improved Crayfish Optimization for Feature Selection","RePEc · ML & AI Methods · The newly developed Improved Binary Crayfish Optimization Al","/papers/repec/gam-jmathe-v-12-y-2024-i-15-p-2364-d-1445421/","2024-08-07",3],["p","Agency Costs in Auditor Choice","RePEc · Other · Iranian nonfinancial companies with high agency costs often ","/papers/repec/eme-jfrapp-jfra-11-2021-0406/","2024-08-07",0],["p","Corporate Governance and Failure","RePEc · Corporate Finance · Palestinian companies with independent boards, institutional","/papers/repec/eme-jaeepp-jaee-10-2022-0283/","2024-08-07",0],["p","Generational Financial Inclusion in Kenya","RePEc · Other · Financial inclusion in Kenya varies by generation, gender, a","/papers/repec/eme-ajemsp-ajems-09-2022-0391/","2024-08-07",0],["p","Fintech Lending Impact on Small Business Credit","RePEc · Risk, Credit & Banking · Fintech lenders are using alternative data and complex model","/papers/repec/eee-finsta-v-73-y-2024-i-c-s1572308924000755/","2024-08-07",4],["p","Machine Learning in Credit Scoring","RePEc · Risk, Credit & Banking · A study reveals that machine learning models using unconvent","/papers/repec/eee-finsta-v-73-y-2024-i-c-s157230892400069x/","2024-08-07",6],["p","PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)","arXiv · Derivatives & Volatility · The paper discusses the use of partial differential equation","/papers/doi/10-1016-j-camwa-2024-06-010/","2024-08-07",2],["p","Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer","arXiv · Derivatives & Volatility · The article explores the use of PolyModel theory and deep le","/papers/arxiv/2408.03320/","2024-08-07",12],["p","Scaling LLM Test-Time Compute Optimally can be More Effective than Scaling Model Parameters","Machine learning · LLMs & Text · The research investigates enhancing Large Language Models' (","/papers/arxiv/2408.03314/","2024-08-07",2266],["p","KnowPO: Knowledge-aware Preference Optimization for Controllable Knowledge Selection in Retrieval-Augmented Language Models","Machine learning · LLMs & Text · The study introduces a Knowledge-aware Preference Optimizati","/papers/arxiv/2408.03297/","2024-08-07",24],["p","Correlation emergence in two coupled simulated limit order books","arXiv · Trading, Microstructure & Execution · The study demonstrates the emergence of an Epps effect in tw","/papers/arxiv/2408.03181/","2024-08-07",2],["p","Risk sharing with lambda value-at-risk under heterogeneous beliefs","arXiv · Risk, Credit & Banking · The research investigates risk distribution among multiple p","/papers/arxiv/2408.03147/","2024-08-07",5],["p","Efficient Asymmetric Causality Tests","arXiv · Econometrics & Forecasting · A study discusses the importance of significant differences ","/papers/arxiv/2408.03137/","2024-08-07",0],["p","Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets","arXiv · Portfolio & Allocation · The article reexamines quadratic and linear mean-variance eq","/papers/arxiv/2408.03134/","2024-08-07",0],["p","Comparative analysis of stationarity for Bitcoin and the S&P500","arXiv · Crypto & DeFi · The paper finds that S&P500 price return achieves stationari","/papers/arxiv/2408.02973/","2024-08-07",0],["p","The Impossible Trinity of Human Space Usage between Home, Workplace and Amenity","arXiv · Other · Analysis of cell phone data from over 60,000 people in Engla","/papers/arxiv/2408.02942/","2024-08-07",0],["p","CLVR Ordering of Transactions on AMMs","arXiv · Derivatives & Volatility · The study introduces the CLVR algorithm, which organizes tra","/papers/arxiv/2408.02634/","2024-08-07",2],["p","Language Model Can Listen While Speaking","Machine learning · LLMs & Text · The paper presents a new model, the listening-while-speaking","/papers/arxiv/2408.02622/","2024-08-07",88],["p","Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing","arXiv · Econometrics & Forecasting · The study introduces peer-induced fairness, a new framework ","/papers/arxiv/2408.02558/","2024-08-07",1],["p","Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels","arXiv · Derivatives & Volatility · The study confirms the existence and uniqueness of a solutio","/papers/arxiv/2408.02477/","2024-08-07",3],["p","Quantile Regression using Random Forest Proximities","arXiv · ML & AI Methods · The article introduces a new method for calculating quantile","/papers/arxiv/2408.02355/","2024-08-07",8],["p","Consistent time travel for realistic interactions with historical data: reinforcement learning for market making","arXiv · Trading, Microstructure & Execution · The article discusses the use of consistent data time travel","/papers/arxiv/2408.02322/","2024-08-07",0],["p","Machine Learning-based Relative Valuation of Municipal Bonds","arXiv · Macro-Finance & Rates · A data-driven model using the CatBoost algorithm is introduc","/papers/arxiv/2408.02273/","2024-08-07",3],["p","NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities","arXiv · ML & AI Methods · The research presents NeuralFactors, a machine-learning meth","/papers/arxiv/2408.01499/","2024-08-07",4],["p","NeuralBeta: Estimating Beta Using Deep Learning","arXiv · ML & AI Methods · Estimating Beta: A new method, NeuralBeta, uses neural netwo","/papers/arxiv/2408.01387/","2024-08-07",4],["p","How much should you pay for restaking security?","arXiv · Other · The research suggests that restaking protocols can be secure","/papers/arxiv/2408.00928/","2024-08-07",6],["p","AgentGen: Enhancing Planning Abilities for Large Language Model based Agent via Environment and Task Generation","Machine learning · LLMs & Text · Enhancing LLM Planning: The study improves the planning abil","/papers/arxiv/2408.00764/","2024-08-07",97],["p","Tamper-Resistant Safeguards for Open-Weight LLMs","Machine learning · LLMs & Text · The research introduces a method called TAR to build tamper-","/papers/arxiv/2408.00761/","2024-08-07",159],["p","Coarse Correspondences Boost Spatial-Temporal Reasoning in Multimodal Language Model","Machine learning · LLMs & Text · The paper presents Coarse Correspondence, a visual prompting","/papers/arxiv/2408.00754/","2024-08-07",20],["p","A Policy-Gradient Approach to Solving Imperfect-Information Games with Iterate Convergence","Machine learning · Other · The study demonstrates that policy gradient methods can be e","/papers/arxiv/2408.00751/","2024-08-07",6],["p","TurboEdit: Text-Based Image Editing Using Few-Step Diffusion Models","Machine learning · ML & AI Methods · Text-Based Image Editing: The study proposes a shifted noise","/papers/arxiv/2408.00735/","2024-08-07",81],["p","Jumping on the bandwagon and off the Titanic: An experimental study of turnout in two-tier voting","arXiv · Other · Research indicates that voter turnout is lower among minorit","/papers/arxiv/2408.00265/","2024-08-07",1],["p","Deep Learning for Options Trading: An End-To-End Approach","arXiv · Derivatives & Volatility · A new machine learning algorithm for options trading strateg","/papers/arxiv/2407.21791/","2024-08-07",6],["p","ShieldGemma: Generative AI Content Moderation Based on Gemma","Machine learning · ML & AI Methods · ShieldGemma is a safety content moderation model that excels","/papers/arxiv/2407.21772/","2024-08-07",267],["p","MoMa: Efficient Early-Fusion Pre-training with Mixture of Modality-Aware Experts","Machine learning · LLMs & Text · The MoMa model is a new architecture designed for pre-traini","/papers/arxiv/2407.21770/","2024-08-07",80],["p","Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information","arXiv · Derivatives & Volatility · A new hedging strategy for S&P 500 options is introduced, us","/papers/arxiv/2407.21138/","2024-08-07",7],["p","Jumping Ahead: Improving Reconstruction Fidelity with JumpReLU Sparse Autoencoders","Machine learning · ML & AI Methods · The paper presents JumpReLU Sparse Autoencoders (SAEs), whic","/papers/arxiv/2407.14435/","2024-08-07",325],["p","Grappa – a machine learned molecular mechanics force field","Machine learning · ML & AI Methods · Grappa is a machine learning framework that accurately and e","/papers/arxiv/2404.00050/","2024-08-07",28],["p","iMatching","Machine learning · ML & AI Methods · Imperative learning (IL) is a new self-supervised scheme tha","/papers/arxiv/2312.02141/","2024-08-07",7],["p","An introduction to reinforcement learning for neuroscience","Machine learning · ML & AI Methods · The review explores the development of reinforcement learnin","/papers/arxiv/2311.07315/","2024-08-07",10],["p","SteP: Stacked LLM Policies for Web Actions","Machine learning · LLMs & Text · Stacked LLM Policies for Web Actions (SteP) is a dynamic pol","/papers/arxiv/2310.03720/","2024-08-07",72],["p","Unrealized asset loss, liquidity risk from uninsured deposit outflows and bank runs: Evidence from the 2023 banking stress","SSRN · Trading, Microstructure & Execution · The Spring 2023 banking stress analysis reveals a potential ","/papers/ssrn/4911252/","2024-07-31",0],["p","Smile Dynamics","SSRN · Derivatives & Volatility · The research compares the SkewStickiness Ratio (SSR) of diff","/papers/ssrn/4911186/","2024-07-31",0],["p","Deep Hedging of Options with Implied Volatility","SSRN · Derivatives & Volatility · The research presents a dynamic hedging strategy for SP 500 ","/papers/ssrn/4910867/","2024-07-31",1],["p","Kenfo's Long-Term Liabilities","SSRN · Macro-Finance & Rates · Long-term projections suggest that the German nuclear waste ","/papers/ssrn/4910865/","2024-07-31",0],["p","Institutional Ownership and Stock Return Volatility During the COVID-19 Crisis: An International Evidence","SSRN · Derivatives & Volatility · During non-crisis periods, institutional holdings stabilize ","/papers/ssrn/4910419/","2024-07-31",0],["p","US Election and Financial Markets","SSRN · Derivatives & Volatility · The study reveals that the likelihood of Trump's election in","/papers/ssrn/4910415/","2024-07-31",0],["p","Algorithmic Trading in Exchanges","SSRN · Trading, Microstructure & Execution · The article explores the evolution of the betting industry t","/papers/ssrn/4910378/","2024-07-31",1],["p","The Impact of the ESG Factor on Industrial Performance An Analysis using Machine Learning Techniques","SSRN · ML & AI Methods · The study applies machine learning to explore the link betwe","/papers/ssrn/4910370/","2024-07-31",4],["p","Climate Policy and Market Volatility","SSRN · Derivatives & Volatility · The research shows that transition climate policies are nega","/papers/ssrn/4910163/","2024-07-31",0],["p","Flexural Crack Width in Concrete Beams","SSRN · ML & AI Methods · The research uses machine learning algorithms to predict the","/papers/ssrn/4909625/","2024-07-31",1],["p","Shear Equation for Ultimate Shear Strength","SSRN · Other · The article suggests a data-driven formula to predict the ul","/papers/ssrn/4909622/","2024-07-31",1],["p","Dynamic Hedging with Commodities","SSRN · Derivatives & Volatility · The paper investigates the shifting relationship between sto","/papers/ssrn/4909458/","2024-07-31",0],["p","Intraday Volatility in Energy Markets","SSRN · Derivatives & Volatility · A model for volatility transmission in international energy ","/papers/ssrn/4908775/","2024-07-31",0],["p","Portfolio Optimization Variable Selection","SSRN · Portfolio & Allocation · Machine learning can identify variables for optimal portfoli","/papers/ssrn/4908763/","2024-07-31",0],["p","Optimal Trend Portfolios","SSRN · Portfolio & Allocation · The paper demonstrates that a portfolio based on trend-follo","/papers/ssrn/4908749/","2024-07-31",0],["p","Equity Financing in Downturn","SSRN · Other · Companies that issued shares during the Covid19 downturn exp","/papers/ssrn/4908737/","2024-07-31",0],["p","Automated Security for MLOps","SSRN · ML & AI Methods · The article emphasizes the need for strong automated securit","/papers/ssrn/4908612/","2024-07-31",0],["p","Quantitative Tightening and Slow-Moving Capital","SSRN · Portfolio & Allocation · The paper studies changes in investor behavior during quanti","/papers/ssrn/4908569/","2024-07-31",0],["p","AI Resource Allocation in Cloud Computing","SSRN · Portfolio & Allocation · AI techniques like machine learning and deep learning can cr","/papers/ssrn/4908420/","2024-07-31",0],["p","Corporate Culture and Liquidity","SSRN · Trading, Microstructure & Execution · A strong corporate culture is negatively linked with stock m","/papers/ssrn/4908239/","2024-07-31",0],["p","Quantum Machine Learning","SSRN · ML & AI Methods · The paper highlights the superiority of quantum neural netwo","/papers/ssrn/4908091/","2024-07-31",0],["p","Monetary Policy Uncertainty","SSRN · Macro-Finance & Rates · The study investigates the effect of monetary policy uncerta","/papers/ssrn/4908063/","2024-07-31",0],["p","Data Filtering","SSRN · ML & AI Methods · The review assesses the efficiency of machine learning algor","/papers/ssrn/4907901/","2024-07-31",0],["p","Second Republic Hedges","SSRN · Derivatives & Volatility · The study finds that political uncertainty during the 1930s ","/papers/ssrn/4907670/","2024-07-31",0],["p","Cash Cycle Impact on Saudi Companies","SSRN · Other · The Cash Conversion Cycle (CCC) has a minor effect on Return","/papers/ssrn/4907379/","2024-07-31",0],["p","Macroeconomic Indicators Impact on Bangladesh Liquidity","SSRN · Trading, Microstructure & Execution · The study investigates the influence of macroeconomic factor","/papers/ssrn/4906706/","2024-07-31",0],["p","Stock Price Forecasting","SSRN · Econometrics & Forecasting · The research uses machine learning to predict stocks that wi","/papers/ssrn/4906691/","2024-07-31",0],["p","Multivariate Cointegration","SSRN · Econometrics & Forecasting · The research shows that using multivariate cointegration for","/papers/ssrn/4906546/","2024-07-31",0],["p","Cryptos Volatility","SSRN · Crypto & DeFi · The research uses a combination of volatility roughness and ","/papers/ssrn/4906528/","2024-07-31",0],["p","Buyback Dynamics and Risk","SSRN · Derivatives & Volatility · The ratio of net buyback to dividend reflects a company's ca","/papers/ssrn/4905774/","2024-07-31",0],["p","Private Fund Analysis","SSRN · Other · A study of 6000 private funds from 1980 to 2022 reveals sign","/papers/ssrn/4905494/","2024-07-31",0],["p","Fed Shock on Stock Prices","SSRN · Derivatives & Volatility · A Fed nonyield shock, identified from excess volatility in t","/papers/ssrn/4905178/","2024-07-31",0],["p","Interior-Point Linear SVMs","RePEc · Other · The paper uses multiple variable splitting to solve binary c","/papers/repec/spr-joptap-v-202-y-2024-i-1-d-10-1007-s10957-022-02103-1/","2024-07-31",2],["p","Machine Learning for Real Estate Price Indices","RePEc · ML & AI Methods · The article introduces a machine learning methodology for cr","/papers/repec/kap-jrefec-v-68-y-2024-i-4-d-10-1007-s11146-022-09893-1/","2024-07-31",3],["p","Flexible Truck Appointment System","RePEc · ML & AI Methods · The paper proposes a machine learning model for flexible tru","/papers/repec/ids-ijlsma-v-48-y-2024-i-2-p-244-266/","2024-07-31",2],["p","Marine accident severity prediction","RePEc · ML & AI Methods · The research presents a framework to predict the severity of","/papers/repec/eee-transe-v-188-y-2024-i-c-s1366554524002382/","2024-07-31",2],["p","Sparse Temporal Disaggregation","RePEc · Trading, Microstructure & Execution · The article introduces a new method for high-frequency estim","/papers/repec/bla-jorssa-v-185-y-2022-i-4-p-2203-2233/","2024-07-31",2],["p","Auditor Reliance on AI","RePEc · ML & AI Methods · The research explores the effect of algorithm aversion on au","/papers/repec/bla-joares-v-60-y-2022-i-1-p-171-201/","2024-07-31",14],["p","AI Adoption in Competitive Markets","RePEc · ML & AI Methods · The paper presents AI as a tool for improved prediction in c","/papers/repec/bla-econom-v-90-y-2023-i-358-p-690-705/","2024-07-31",1],["p","CodedVO: Coded Visual Odometry","Machine learning · Other · Visual Odometry Solution: CodedVO is a new visual odometry m","/papers/doi/10-1109-lra-2024-3416788/","2024-07-31",2],["p","Nonparametric Estimation of Matching Efficiency and Mismatch: An Application to Japanese Labor Markets","arXiv · Other · The research investigates the evolution of Japan's labor mar","/papers/arxiv/2407.20931/","2024-07-31",0],["p","Close to Home: Analyzing Urban Consumer Behavior and Consumption Space in Seoul","arXiv · Other · The study scrutinizes the effect of amenity density on consu","/papers/arxiv/2407.20587/","2024-07-31",1],["p","Unemployment Benefits and Job Quality: Unveiling the Complexities of Labour Market Dynamics","arXiv · Other · The study investigates the influence of unemployment benefit","/papers/arxiv/2407.20306/","2024-07-31",1],["p","Emergence in non-neural models: grokking modular arithmetic via average gradient outer product","Machine learning · ML & AI Methods · The 'grokking' phenomenon, where a model's test accuracy imp","/papers/arxiv/2407.20199/","2024-07-31",27],["p","Learning Random Numbers to Realize Appendable Memory System for Artificial Intelligence to Acquire New Knowledge after Deployment","Machine learning · ML & AI Methods · The Appendable Memory system is a new AI that can learn new ","/papers/arxiv/2407.20197/","2024-07-31",0],["p","Radiance Fields for Robotic Teleoperation","Machine learning · Other · The study suggests using online Radiance Fields instead of t","/papers/arxiv/2407.20194/","2024-07-31",29],["p","MindSearch: Mimicking Human Minds Elicits Deep AI Searcher","Machine learning · ML & AI Methods · Mimicking Human Minds for Search: MindSearch is a Large Lang","/papers/arxiv/2407.20183/","2024-07-31",83],["p","Theia: Distilling Diverse Vision Foundation Models for Robot Learning","Machine learning · ML & AI Methods · Robot Learning Vision Model: Theia is a robot learning model","/papers/arxiv/2407.20179/","2024-07-31",82],["p","Emission Reduction in Urban Environments by Replacing Conventional City Buses with Electric Bus Technology: A Case Study of Pakistan","arXiv · Other · Battery Electric Buses (BEBs), despite high initial costs, b","/papers/arxiv/2407.20139/","2024-07-31",0],["p","\"How lonely are you?\"The role of social contacts and farm characteristics in farmers' self-reported feelings of loneliness, and why it matters","arXiv · Other · In Entlebuch, Switzerland, increased workloads among farmers","/papers/arxiv/2407.20136/","2024-07-31",0],["p","Consumption–investment optimization with Epstein–Zin utility in unbounded non-Markovian markets","arXiv · Other · The research investigates the consumption-investment problem","/papers/arxiv/2407.19995/","2024-07-31",6],["p","Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin","arXiv · Crypto & DeFi · The article suggests a new method for testing the symmetry o","/papers/arxiv/2407.19932/","2024-07-31",0],["p","Redefining Urban Centrality: Integrating Economic Complexity Indices into Central Place Theory","arXiv · Other · A new metric, based on Central Place Theory, effectively cap","/papers/arxiv/2407.19762/","2024-07-31",0],["p","Mitigating farmland biodiversity loss: a bio-economic model of land consolidation and pesticide use","arXiv · Other · A bio-economic agent-based model predicts further biodiversi","/papers/arxiv/2407.19749/","2024-07-31",3],["p","Business and Regulatory Responses to Artificial Intelligence: Dynamic Regulation, Innovation Ecosystems and the Strategic Management of Disruptive Technology","arXiv · ML & AI Methods · The article explores the difficulties of incorporating AI in","/papers/arxiv/2407.19439/","2024-07-31",27],["p","Enhancing Black-Scholes Delta Hedging via Deep Learning","arXiv · Derivatives & Volatility · The article introduces a deep learning framework for options","/papers/arxiv/2407.19367/","2024-07-31",1],["p","Wolf: Dense Video Captioning with a World Summarization Framework","Machine learning · LLMs & Text · Wolf, a new video captioning framework, uses Vision Language","/papers/arxiv/2407.18908/","2024-07-31",6],["p","Small Molecule Optimization with Large Language Models","Machine learning · LLMs & Text · Chemlactica and Chemma are language models fine-tuned on a c","/papers/arxiv/2407.18897/","2024-07-31",9],["p","Utilizing TTS Synthesized Data for Efficient Development of Keyword Spotting Model","Machine learning · Other · The study shows that combining real and Text-to-Speech (TTS)","/papers/arxiv/2407.18879/","2024-07-31",7],["p","Set risk measures","arXiv · Portfolio & Allocation · The study presents set risk measures, which extend tradition","/papers/arxiv/2407.18687/","2024-07-31",5],["p","CVA Sensitivities, Hedging and Risk","arXiv · Derivatives & Volatility · The study offers a unified framework for calculating CVA sen","/papers/arxiv/2407.18583/","2024-07-31",1],["p","Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application","arXiv · Other · The paper explores the Sample Average Approximation procedur","/papers/arxiv/2407.18504/","2024-07-31",2],["p","Recursive Introspection: Teaching Language Model Agents How to Self-Improve","Machine learning · LLMs & Text · RISE is a method for refining large language models to impro","/papers/arxiv/2407.18219/","2024-07-31",221],["p","u-μP: The Unit-Scaled Maximal Update Parametrization","Machine learning · Other · The u-$\\mu$P scheme merges Maximal Update Parametrization an","/papers/arxiv/2407.17465/","2024-07-31",32],["p","HumanVid: Demystifying Training Data for Camera-controllable Human Image Animation","Machine learning · Other · Camera-controllable Human Image Animation: HumanVid, a new l","/papers/arxiv/2407.17438/","2024-07-31",74],["p","Estimation of bid-ask spreads in the presence of serial dependence","arXiv · Trading, Microstructure & Execution · A basic model of transaction price dynamics, disrupted by mi","/papers/arxiv/2407.17401/","2024-07-31",0],["p","Market Making with Exogenous Competition","arXiv · Trading, Microstructure & Execution · A study reveals that a 'reference market maker' who optimize","/papers/arxiv/2407.17393/","2024-07-31",12],["p","High order approximations and simulation schemes for the log-Heston process","arXiv · Derivatives & Volatility · The paper presents a method for improving the approximation ","/papers/arxiv/2407.17151/","2024-07-31",1],["p","Artificial intelligence and financial crises","arXiv · ML & AI Methods · The financial sector is undergoing a transformation due to t","/papers/arxiv/2407.17048/","2024-07-31",10],["p","On the Separability of Vector-Valued Risk Measures","arXiv · Portfolio & Allocation · The study argues that convex vector-valued risk measures are","/papers/arxiv/2407.16878/","2024-07-31",4],["p","Short-maturity asymptotics for VIX and European options in local-stochastic volatility models","arXiv · Derivatives & Volatility · The article explores the derivation of short-term prediction","/papers/arxiv/2407.16813/","2024-07-31",6],["p","ShiftAddLLM: Accelerating Pretrained LLMs via Post-Training Multiplication-Less Reparameterization","Machine learning · LLMs & Text · ShiftAddLLM is a new method developed to speed up large lang","/papers/arxiv/2406.05981/","2024-07-31",47],["p","Is artificial consciousness achievable? Lessons from the human brain","Machine learning · ML & AI Methods · The creation of artificial consciousness in AI should take i","/papers/arxiv/2405.04540/","2024-07-31",39],["p","Block Verification Accelerates Speculative Decoding","Machine learning · LLMs & Text · Speculative Decoding: The paper presents Block Verification,","/papers/arxiv/2403.10444/","2024-07-31",34],["p","Idiosyncratic Contagion in ETFs","SSRN · Portfolio & Allocation · The research investigates the return spillovers between ETFs","/papers/ssrn/4904298/","2024-07-24",1],["p","Subjectivity in Performance Measurement","SSRN · Other · The chapter explores how subjectivity influences performance","/papers/ssrn/4904010/","2024-07-24",0],["p","Returns to Data: Evidence from Web Tracking","SSRN · Corporate Finance · Big tech companies like Google, Facebook, and Amazon use onl","/papers/ssrn/4903978/","2024-07-24",1],["p","Optimizing Canal Operations","SSRN · ML & AI Methods · A new tool that combines data science and machine learning c","/papers/ssrn/4903807/","2024-07-24",0],["p","Intrusion Detection for IoV Security","SSRN · ML & AI Methods · The paper introduces a new method for updating Intrusion Det","/papers/ssrn/4903760/","2024-07-24",0],["p","Dynamic Agency Hedging","SSRN · Derivatives & Volatility · The research suggests a dynamic financial hedging strategy t","/papers/ssrn/4903495/","2024-07-24",0],["p","SP 500 Volatility Forecasting","SSRN · Derivatives & Volatility · The research investigates four techniques to enhance the pre","/papers/ssrn/4903194/","2024-07-24",0],["p","Employee Stock Option Diversification","SSRN · Derivatives & Volatility · The study reveals that employees use stock options for consu","/papers/ssrn/4902018/","2024-07-24",0],["p","Digital Transformation","SSRN · Corporate Finance · Digital transformation can greatly enhance corporate diversi","/papers/ssrn/4901533/","2024-07-24",0],["p","Mafia Infiltration Prediction with Machine Learning","SSRN · ML & AI Methods · The research uses machine learning to predict mafia infiltra","/papers/ssrn/4901233/","2024-07-24",0],["p","Boosted Return with News","SSRN · LLMs & Text · The article uses XGBoost to predict next-day volatility jump","/papers/ssrn/4900825/","2024-07-24",0],["p","Response to the U.S. Department of Commerce Request to Information on AI and Open Government Data Assets","SSRN · ML & AI Methods · The article emphasizes the importance of open data for AI, b","/papers/ssrn/4900823/","2024-07-24",0],["p","Robinhood Stock Impact","SSRN · LLMs & Text · Despite their lower investment sophistication, Robinhood inv","/papers/ssrn/4900783/","2024-07-24",0],["p","Statistical Arbitrage vs. Delta Hedging","SSRN · Derivatives & Volatility · Horikawa and Nakagawa's 2024 study suggests that deep hedgin","/papers/ssrn/4899809/","2024-07-24",1],["p","Wisdom of the Field Study Research","SSRN · Other · The chapter explores the impact of big data on positivist fi","/papers/ssrn/4899621/","2024-07-24",0],["p","Out-of-Sample Portfolio Returns","SSRN · Portfolio & Allocation · The paper presents a stochastic representation for the joint","/papers/ssrn/4899487/","2024-07-24",0],["p","SOCIALLY RESPONSIBLE INVESTING: EVALUATION OF THE PERFORMANCE OF INDIA'S ESG FUNDS USING TRADITIONAL RISK ADJUSTED METRICS","SSRN · Other · ESG investing in India is scrutinized, comparing the financi","/papers/ssrn/4899425/","2024-07-24",0],["p","Real Time Implied Volatility Calibrations","SSRN · Derivatives & Volatility · The paper presents a robust method for calibrating the SVI m","/papers/ssrn/4899357/","2024-07-24",0],["p","Valuation of FX Variance Derivatives","SSRN · Derivatives & Volatility · The article introduces a faster, more accurate method for pr","/papers/ssrn/4899104/","2024-07-24",2],["p","Shear Strength Prediction","SSRN · ML & AI Methods · Machine learning models, specifically the Extreme Gradient B","/papers/ssrn/4898878/","2024-07-24",0],["p","Bank Trading Profit","SSRN · Trading, Microstructure & Execution · Large U.S. dealer banks make substantial profits from their ","/papers/ssrn/4898830/","2024-07-24",0],["p","Risk Aversion Calibration for Pension Allocation","SSRN · Portfolio & Allocation · The research suggests a method to gauge an investor's risk a","/papers/ssrn/4898823/","2024-07-24",0],["p","Derivative Models for Commodity Indices","SSRN · Derivatives & Volatility · The article contrasts two models for pricing derivative cont","/papers/ssrn/4898611/","2024-07-24",0],["p","Numerical PDE Approach for Options Pricing","SSRN · Derivatives & Volatility · The study recommends using the implicit scheme for pricing a","/papers/ssrn/4898573/","2024-07-24",0],["p","Leverage Dynamics and Learning about Economic Crises","SSRN · ML & AI Methods · The paper reconciles the conflict between risk premiums and ","/papers/ssrn/4898492/","2024-07-24",1],["p","Day Trading Profitability","SSRN · Trading, Microstructure & Execution · The Opening Range Breakout day trading strategy can yield hi","/papers/ssrn/4898296/","2024-07-24",0],["p","Dynamic Dividend Risk","SSRN · Corporate Finance · The dividend risk premium (DRP) is studied at both portfolio","/papers/ssrn/4897959/","2024-07-24",0],["p","Risk Co-De Model","RePEc · ML & AI Methods · The paper presents a machine learning model to classify soci","/papers/repec/spr-jcsosc-v-7-y-2024-i-1-d-10-1007-s42001-023-00235-6/","2024-07-24",3],["p","FX Options Returns Risk Factors","RePEc · Derivatives & Volatility · Long-term straddle momentum, implied volatility, and illiqui","/papers/repec/oup-revfin-v-28-y-2024-i-3-p-897-944/","2024-07-24",3],["p","Forecasting Covariance Matrices","RePEc · Econometrics & Forecasting · A new model enhances the prediction accuracy of large realiz","/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-696-742/","2024-07-24",2],["p","Portfolio Allocation with Graphical Lasso","RePEc · Portfolio & Allocation · The Factor Graphical Lasso (FGL) framework, which combines g","/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-670-695/","2024-07-24",2],["p","Vaccination Impact on Mortality","RePEc · ML & AI Methods · The paper uses double machine learning to estimate the impac","/papers/repec/oup-emjrnl-v-27-y-2024-i-2-p-299-322/","2024-07-24",2],["p","Cryptocurrency Factor Portfolios","RePEc · Crypto & DeFi · The study suggests that adding cryptocurrency factors to a s","/papers/repec/kap-rqfnac-v-63-y-2024-i-2-d-10-1007-s11156-024-01260-w/","2024-07-24",4],["p","Predicting Pump Inspections for Oil Wells","RePEc · Other · An improved model for predicting oil pump inspection cycles ","/papers/repec/gam-jmathe-v-12-y-2024-i-14-p-2231-d-1437178/","2024-07-24",1],["p","CEO Narcissism and Capital Structure","RePEc · Corporate Finance · The study uses machine learning and text analysis to study t","/papers/repec/eme-rbfpps-rbf-04-2023-0087/","2024-07-24",1],["p","Financial Distress Prediction in Pakistan","RePEc · Econometrics & Forecasting · The study creates a predictive model for forecasting financi","/papers/repec/eme-imefmp-imefm-10-2023-0404/","2024-07-24",1],["p","Brazilian Mutual Funds Evaluation","RePEc · Portfolio & Allocation · Three- or five-factor models can minimize market anomalies i","/papers/repec/eme-ijoemp-ijoem-01-2021-0153/","2024-07-24",2],["p","Novel Banking Loss Model","RePEc · Risk, Credit & Banking · The study uses a hybrid approach with historical financial r","/papers/repec/bgo-journl-v-8-y-2024-i-1-p-91-105/","2024-07-24",2],["p","KAN or MLP: A Fairer Comparison","Machine learning · Other · A comparison of KAN and MLP models shows that MLP generally ","/papers/arxiv/2407.16674/","2024-07-24",147],["p","The Negative Drift of a Limit Order Fill","arXiv · Trading, Microstructure & Execution · The research identifies a negative drift in market making mo","/papers/arxiv/2407.16527/","2024-07-24",5],["p","On deep learning for computing the dynamic initial margin and margin value adjustment","arXiv · ML & AI Methods · The study introduces a method for training neural networks f","/papers/arxiv/2407.16435/","2024-07-24",1],["p","Counter-monotonic risk allocations and distortion risk measures","arXiv · Portfolio & Allocation · The paper studies efficient risk sharing in markets with cou","/papers/arxiv/2407.16099/","2024-07-24",5],["p","SlowFast-LLaVA: A Strong Training-Free Baseline for Video Large Language Models","Machine learning · LLMs & Text · SlowFast-LLaVA is a new video language model that excels in ","/papers/arxiv/2407.15841/","2024-07-24",141],["p","dMel: Speech Tokenization made Simple","Machine learning · Other · The paper proposes a new method of discretizing mel-filterba","/papers/arxiv/2407.15835/","2024-07-24",14],["p","NV-Retriever: Improving text embedding models with effective hard-negative mining","Machine learning · Other · Hard-Negative Mining: The article suggests positive-aware mi","/papers/arxiv/2407.15831/","2024-07-24",113],["p","Cryptoeconomics and Tokenomics as Economics: A Survey with Opinions","arXiv · Crypto & DeFi · A study of cryptoeconomics and tokenomics from an economic v","/papers/arxiv/2407.15715/","2024-07-24",10],["p","Calibrating the Heston model with deep differential networks","arXiv · Derivatives & Volatility · A deep learning framework is proposed for calibrating the He","/papers/arxiv/2407.15536/","2024-07-24",0],["p","A new paradigm of mortality modeling via individual vitality dynamics","arXiv · Other · A new mortality modeling approach has been introduced, focus","/papers/arxiv/2407.15388/","2024-07-24",0],["p","Weak convergence implies convergence in mean within GGC","arXiv · Portfolio & Allocation · The research shows that weak convergence in generalized gamm","/papers/arxiv/2407.15105/","2024-07-24",1],["p","Similarity of Information and Collective Action","arXiv · Other · The research on collective action games with incomplete info","/papers/arxiv/2407.14773/","2024-07-24",1],["p","Is the difference between deep hedging and delta hedging a statistical arbitrage?","arXiv · Derivatives & Volatility · The research compares deep hedging and delta hedging in a GA","/papers/arxiv/2407.14736/","2024-07-24",7],["p","Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent","arXiv · Portfolio & Allocation · A new Explainable Deep Reinforcement Learning (XDRL) method ","/papers/arxiv/2407.14486/","2024-07-24",16],["p","ChatQA 2: Bridging the Gap to Proprietary LLMs in Long Context and RAG Capabilities","Machine learning · LLMs & Text · Bridging the Gap: ChatQA 2 is a model that improves long-con","/papers/arxiv/2407.14482/","2024-07-24",59],["p","Quantifying the Blockchain Trilemma: A Comparative Analysis of Algorand, Ethereum 2.0, and Beyond","arXiv · Crypto & DeFi · Algorand vs Ethereum 2.0: The study assesses the effectivene","/papers/arxiv/2407.14335/","2024-07-24",19],["p","Prompt Adaptation as a Dynamic Complement in Generative AI Systems","arXiv · ML & AI Methods · An online experiment with AI models DALL-E 2 and DALL-E 3 sh","/papers/arxiv/2407.14333/","2024-07-24",15],["p","Why to DAO: a narrative analysis of the drivers of tokenized Exit to Community","arXiv · Crypto & DeFi · The paper investigates why blockchain startups are shifting ","/papers/arxiv/2407.14327/","2024-07-24",0],["p","Global balance and systemic risk in financial correlation networks","arXiv · Risk, Credit & Banking · The study proves that the global balance index of financial ","/papers/arxiv/2407.14272/","2024-07-24",10],["p","The spatial evolution of economic activities: from theory to estimation","arXiv · Other · The research uses a new model to examine the growth of econo","/papers/arxiv/2407.14267/","2024-07-24",1],["p","The structure of occupational mobility in France","arXiv · Other · The research uses French job data to pinpoint issues in job ","/papers/arxiv/2407.14179/","2024-07-24",0],["p","Rational Bubbles: A Clarification","arXiv · Other · The article refutes the existence of rational bubbles in the","/papers/arxiv/2407.14017/","2024-07-24",2],["p","Factor-Biased Efficiency Gains from Exporting: Evidence from Colombia","arXiv · ML & AI Methods · The research creates a dynamic model of production, export, ","/papers/arxiv/2407.14016/","2024-07-24",0],["p","Construction and Hedging of Equity Index Options Portfolios","arXiv · Derivatives & Volatility · The study shows that using S&P500 index options in systemati","/papers/arxiv/2407.13908/","2024-07-24",0],["p","The Software Complexity of Nations","arXiv · Macro-Finance & Rates · The article uses data on programming languages in open-sourc","/papers/arxiv/2407.13880/","2024-07-24",13],["p","GroupMamba: Efficient Group-Based Visual State Space Model","Machine learning · Other · Efficient Visual State Model: The Modulated Group Mamba laye","/papers/arxiv/2407.13772/","2024-07-24",24],["p","Shape of Motion: 4D Reconstruction From a Single Video","Machine learning · Other · Single Video 4D Reconstruction: The research presents a meth","/papers/arxiv/2407.13764/","2024-07-24",295],["p","Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management","Machine learning · ML & AI Methods · Stock Similarities Representation Learning: The paper introd","/papers/arxiv/2407.13751/","2024-07-24",4],["p","MaRINeR: Enhancing Novel Views by Matching Rendered Images with Nearby References","Machine learning · Other · Novel View Matching: The article introduces MaRINeR, a techn","/papers/arxiv/2407.13745/","2024-07-24",4],["p","Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio","arXiv · Portfolio & Allocation · The research indicates that existing contextual bandit frame","/papers/arxiv/2407.13687/","2024-07-24",3],["p","Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions","arXiv · Trading, Microstructure & Execution · The study expands the optimal investment framework in a mark","/papers/arxiv/2407.13547/","2024-07-24",2],["p","A Mean Field Game approach for pollution regulation of competitive firms","arXiv · Corporate Finance · The article uses a model to study the effect of cap-and-trad","/papers/arxiv/2407.12754/","2024-07-24",9],["p","Scalable Monte Carlo for Bayesian Learning","Machine learning · Econometrics & Forecasting · The book offers a graduate-level overview of advanced Markov","/papers/arxiv/2407.12751/","2024-07-24",0],["p","ACEGEN: Reinforcement Learning of Generative Chemical Agents for Drug Discovery","Machine learning · ML & AI Methods · RL for Drug Design: ACEGEN, a toolkit for drug design using ","/papers/arxiv/2405.04657/","2024-07-24",42],["p","On the Effect of (Near) Duplicate Subwords in Language Modelling","Machine learning · LLMs & Text · The research examines the effect of near duplicate subwords ","/papers/arxiv/2404.06508/","2024-07-24",7],["p","Dynamic Memory Compression: Retrofitting LLMs for Accelerated Inference","Machine learning · LLMs & Text · The piece presents Dynamic Memory Compression (DMC), a metho","/papers/arxiv/2403.09636/","2024-07-24",139],["p","Can You Learn Semantics Through Next-Word Prediction? The Case of Entailment","Machine learning · LLMs & Text · The study explores if language models infer text meaning fro","/papers/arxiv/2402.13956/","2024-07-24",16],["p","EdgeSAM: Prompt-In-the-Loop Distillation for SAM","Machine learning · Other · The article introduces EdgeSAM, an optimized model for edge ","/papers/arxiv/2312.06660/","2024-07-24",71],["p","AWQ: Activation-aware Weight Quantization for On-Device LLM Compression and Acceleration","Machine learning · LLMs & Text · The study suggests Activation-aware Weight Quantization (AWQ","/papers/arxiv/2306.00978/","2024-07-24",1914],["p","Estimating Mean Reversions in Interest Rates","SSRN · Macro-Finance & Rates · The article introduces a new method for calculating the rate","/papers/ssrn/4897350/","2024-07-17",1],["p","Missing Data Bias in Fund Portfolio Data","SSRN · Portfolio & Allocation · The paper warns of bias in commercial databases due to nonra","/papers/ssrn/4897330/","2024-07-17",0],["p","Impact of SEC Regulations on Cryptocurrency","SSRN · Crypto & DeFi · The research examines the negative market effects and inform","/papers/ssrn/4897261/","2024-07-17",1],["p","Decentralised Finance and Market Making","SSRN · Crypto & DeFi · The study develops optimal strategies for large order trader","/papers/ssrn/4897143/","2024-07-17",0],["p","Assesment of Degree of Monopolization of Insurance Sector in Serbia in the Period 2011-2022","SSRN · Risk, Credit & Banking · The insurance market in Central Serbia from 2011-2022 is hig","/papers/ssrn/4896834/","2024-07-17",0],["p","Credit Risk Management in Microfinance Institutions","SSRN · Risk, Credit & Banking · The article emphasizes the need for strategic goals and adva","/papers/ssrn/4896689/","2024-07-17",0],["p","Egyptian Mutual Funds Industry Concentration","SSRN · Portfolio & Allocation · The paper examines the competitiveness of the Egyptian mutua","/papers/ssrn/4895263/","2024-07-17",0],["p","Market Liquidity Determinants","SSRN · Trading, Microstructure & Execution · The study applies machine learning to identify factors affec","/papers/ssrn/4895176/","2024-07-17",0],["p","CNN2D-MV Stock Model","SSRN · Portfolio & Allocation · The article introduces a hybrid model that combines a 2D con","/papers/ssrn/4895067/","2024-07-17",0],["p","Geometric Insights on Portfolio Construction","SSRN · Portfolio & Allocation · The article argues that the equally weighted portfolio is us","/papers/ssrn/4894874/","2024-07-17",0],["p","APT and Arbitrage","SSRN · Trading, Microstructure & Execution · The Arbitrage Pricing Theory (APT) enables potential arbitra","/papers/ssrn/4894555/","2024-07-17",0],["p","AI Model Explainability","SSRN · ML & AI Methods · The article discusses the legal challenges posed by the use ","/papers/ssrn/4894519/","2024-07-17",0],["p","Humanising Portfolio Selection","SSRN · Portfolio & Allocation · The paper proposes a unified approach to active portfolio se","/papers/ssrn/4894460/","2024-07-17",0],["p","Dual Dominance","SSRN · Portfolio & Allocation · The article explores the relationship between the Markowitz ","/papers/ssrn/4894394/","2024-07-17",0],["p","Python Trading Strategies","SSRN · Trading, Microstructure & Execution · The author appreciates Kakushadze and Serur for their 151 tr","/papers/ssrn/4894363/","2024-07-17",1],["p","Smarter Beta Investing","SSRN · Portfolio & Allocation · The article suggests integrating sustainable factors into tr","/papers/ssrn/4894322/","2024-07-17",0],["p","Debt and Trade: Global View","SSRN · Derivatives & Volatility · Global View: The study reveals that multinational corporatio","/papers/ssrn/4893835/","2024-07-17",0],["p","Rethinking Forex","SSRN · Other · The author criticizes the current financial system for its i","/papers/ssrn/4893787/","2024-07-17",0],["p","Distributed Multi-Agent Stock Exchange Environment for Investigating Arbitrage and Price Convergence","SSRN · Trading, Microstructure & Execution · A new multi-agent distributed stock exchange simulation envi","/papers/ssrn/4893697/","2024-07-17",0],["p","Statistically Valid Backtesting Framework","SSRN · Trading, Microstructure & Execution · The article emphasizes the need for a more accurate backtest","/papers/ssrn/4893677/","2024-07-17",1],["p","Phononic Crystal-Based pH Sensing & Machine Learning","SSRN · ML & AI Methods · The study presents a 3D phononic crystal-based pH sensor, sh","/papers/ssrn/4893619/","2024-07-17",0],["p","Regression Learners for Load Prediction","SSRN · Econometrics & Forecasting · The research develops an electrical load forecasting system ","/papers/ssrn/4893594/","2024-07-17",0],["p","Foreign Exchange Risk Management in U.S. & China","SSRN · Risk, Credit & Banking · The research shows that Chinese enterprises face more foreig","/papers/ssrn/4893363/","2024-07-17",0],["p","Healthcare Fraud Detection","SSRN · ML & AI Methods · Machine learning techniques are being used to detect healthc","/papers/ssrn/4892805/","2024-07-17",0],["p","Insider Ownership in Japan","SSRN · Risk, Credit & Banking · A study reveals that insider ownership significantly increas","/papers/ssrn/4892565/","2024-07-17",0],["p","Calm Markets, Confident PE Executives: Private Equity Earnings Calls Reflect Renewed Optimism in Q1’24","SSRN · LLMs & Text · Confidence among private equity (PE) firms has significantly","/papers/ssrn/4891919/","2024-07-17",0],["p","Semivolatility portfolios","SSRN · Derivatives & Volatility · The article proposes the use of semi-volatility-managed port","/papers/ssrn/4891824/","2024-07-17",0],["p","Derivatives in Portfolio Optimization with Affine GARCH Models","RePEc · Derivatives & Volatility · The article indicates that investors who include a derivativ","/papers/repec/spr-decfin-v-47-y-2024-i-1-d-10-1007-s10203-024-00433-5/","2024-07-17",2],["p","Performance of Multi-Asset Funds During Crises","RePEc · Macro-Finance & Rates · The paper studies the performance of multi-asset funds inves","/papers/repec/kap-empiri-v-51-y-2024-i-3-d-10-1007-s10663-024-09614-2/","2024-07-17",4],["p","Option Valuation with Truncation Models","RePEc · Derivatives & Volatility · The research uses the hidden truncation normal distribution ","/papers/repec/kap-compec-v-63-y-2024-i-6-d-10-1007-s10614-023-10480-6/","2024-07-17",2],["p","FinBERT and LSTM for Stock Price Prediction","RePEc · LLMs & Text · The article discusses a hybrid model that combines BERT and ","/papers/repec/ids-ijecbr-v-28-y-2024-i-1-p-1-16/","2024-07-17",2],["p","War in Ukraine Analysis","RePEc · LLMs & Text · The research examines the topics and sentiments of Ukrainian","/papers/repec/bla-rgscpp-v-15-y-2023-i-1-p-56-74/","2024-07-17",1],["p","Mean-Variance Optimization for Participating Life Insurance Contracts","arXiv · Portfolio & Allocation · The study provides formulas for optimal wealth and strategy ","/papers/arxiv/2407.11761/","2024-07-17",3],["p","No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank","arXiv · Crypto & DeFi · The study shows that in times of market instability, the tra","/papers/arxiv/2407.11716/","2024-07-17",4],["p","Spider2-V: How Far Are Multimodal Agents From Automating Data Science and Engineering Workflows?","Machine learning · Other · Data Science Automation: Spider2-V is a benchmark introduced","/papers/arxiv/2407.10956/","2024-07-17",61],["p","Representing Rule-based Chatbots with Transformers","Machine learning · ML & AI Methods · The research builds a Transformer that replicates the ELIZA ","/papers/arxiv/2407.10949/","2024-07-17",2],["p","Fine-Tuning and Prompt Optimization: Two Great Steps that Work Better Together","Machine learning · LLMs & Text · The article explores a method to enhance Natural Language Pr","/papers/arxiv/2407.10930/","2024-07-17",59],["p","Nash equilibrium between brokers and traders","arXiv · Trading, Microstructure & Execution · The research investigates the trading strategies equilibrium","/papers/arxiv/2407.10561/","2024-07-17",10],["p","The Self-Organized Criticality Paradigm in Economics&Finance","arXiv · Derivatives & Volatility · The article proposes Self-Organised Criticality as a reason ","/papers/arxiv/2407.10284/","2024-07-17",17],["p","Population concentration in high-complexity regions within city during the heat wave","arXiv · Other · The study finds that urban areas with greater economic compl","/papers/arxiv/2407.09795/","2024-07-17",5],["p","Monopoly Unveiled: Telecom Breakups in the US and Mexico","arXiv · Other · Market Capitalization Impact: The study measures market powe","/papers/arxiv/2407.09695/","2024-07-17",0],["p","Cultural transmission, property rights, and treatment of the elderly","arXiv · Other · The study investigates the link between elderly treatment, p","/papers/arxiv/2407.09638/","2024-07-17",0],["p","Weight Block Sparsity: Training, Compilation, and AI Engine Accelerators","Machine learning · ML & AI Methods · The paper proposes a system that applies weight block sparsi","/papers/arxiv/2407.09453/","2024-07-17",3],["p","Reevaluation of Large Neighborhood Search for MAPF: Findings and Opportunities","Machine learning · Other · The research provides a balanced comparison of Multi-Agent P","/papers/arxiv/2407.09451/","2024-07-17",3],["p","Human-inspired Episodic Memory for Infinite Context LLMs","Machine learning · LLMs & Text · The study presents EM-LLM, a new approach that incorporates ","/papers/arxiv/2407.09450/","2024-07-17",70],["p","Modelling shock propagation and resilience in financial temporal networks","arXiv · Other · The study introduces a new way to predict the impact of shoc","/papers/arxiv/2407.09340/","2024-07-17",0],["p","Real-Time Anomaly Detection and Reactive Planning with Large Language Models","Machine learning · LLMs & Text · The paper introduces a two-stage reasoning framework for ide","/papers/arxiv/2407.08735/","2024-07-17",107],["p","Transformer Circuit Faithfulness Metrics are not Robust","Machine learning · ML & AI Methods · The authors explore the difficulties in evaluating the perfo","/papers/arxiv/2407.08734/","2024-07-17",23],["p","Map It Anywhere (MIA): Empowering Bird's Eye View Mapping using Large-scale Public Data","Machine learning · Other · The paper presents Map It Anywhere, a data engine that uses ","/papers/arxiv/2407.08726/","2024-07-17",6],["p","Topological Generalization Bounds for Discrete-Time Stochastic Optimization Algorithms","Machine learning · ML & AI Methods · The research proposes a new set of topology-based complexity","/papers/arxiv/2407.08723/","2024-07-17",12],["p","FACTS About Building Retrieval Augmented Generation-based Chatbots","Machine learning · LLMs & Text · The article introduces the FACTS framework for developing Re","/papers/arxiv/2407.07858/","2024-07-17",38],["p","Beyond Aesthetics: Cultural Competence in Text-to-Image Models","Machine learning · Other · A new framework assesses the cultural competence of Text-to-","/papers/arxiv/2407.06863/","2024-07-17",47],["p","CoR-GS: Sparse-View 3D Gaussian Splatting via Co-Regularization","Machine learning · Other · A new perspective for 3D Gaussian Splatting improves sparse-","/papers/arxiv/2405.12110/","2024-07-17",181],["p","Trial and Error: Exploration-Based Trajectory Optimization for LLM Agents","Machine learning · LLMs & Text · The study explores an exploration-based trajectory optimizat","/papers/arxiv/2403.02502/","2024-07-17",215],["p","Benchmarking Generation and Evaluation Capabilities of Large Language Models for Instruction Controllable Summarization","Machine learning · LLMs & Text · Research shows that large language models struggle with text","/papers/arxiv/2311.09184/","2024-07-17",98],["p","Agent Lumos: Unified and Modular Training for Open-Source Language Agents","Machine learning · LLMs & Text · LUMOS, an open-source framework for training Large Language ","/papers/arxiv/2311.05657/","2024-07-17",85],["p","Lie Group Decompositions for Equivariant Neural Networks","Machine learning · ML & AI Methods · The paper introduces a framework for dealing with Lie groups","/papers/arxiv/2310.11366/","2024-07-17",15],["p","D2S: Representing Sparse Descriptors and 3D Coordinates for Camera Relocalization","Machine learning · Other · The new D2S approach simplifies visual localization using a ","/papers/arxiv/2307.15250/","2024-07-17",9],["p","An Investigation on LLMs' Visual Understanding Ability Using SVG for Image-Text Bridging","Machine learning · LLMs & Text · The research examines the capability of Large Language Model","/papers/arxiv/2306.06094/","2024-07-17",8],["p","Adaptive PET Prediction","SSRN · ML & AI Methods · The research suggests an adaptive hybrid model using automat","/papers/ssrn/4890471/","2024-07-10",0],["p","Offshore Funds Alpha Generation","SSRN · Portfolio & Allocation · Offshore-domiciled European mutual funds in Ireland or Luxem","/papers/ssrn/4889900/","2024-07-10",0],["p","Investment Horizons & Prices","SSRN · Derivatives & Volatility · The author presents an asset pricing model that shows long-t","/papers/ssrn/4889137/","2024-07-10",0],["p","Graph-Based Frame Optimization Model","SSRN · ML & AI Methods · The paper introduces a method for optimizing the topology of","/papers/ssrn/4888783/","2024-07-10",0],["p","Firms' Capital Perception","SSRN · Corporate Finance · Research indicates that companies with a higher perceived co","/papers/ssrn/4888476/","2024-07-10",0],["p","Navigating External Shocks: Capital Flow Responses and Policy Effectiveness in Turbulent Times","SSRN · Macro-Finance & Rates · In emerging economies with limited foreign exchange markets,","/papers/ssrn/4887978/","2024-07-10",0],["p","Incomplete Equilibrium Model for Bond Investments","SSRN · Macro-Finance & Rates · The paper presents a multiagent equilibrium model with discr","/papers/ssrn/4887743/","2024-07-10",0],["p","Multi-Objective Injection Molded Parts Optimization","SSRN · ML & AI Methods · The study applies a validated simulation of the plastic inje","/papers/ssrn/4887380/","2024-07-10",0],["p","Alpha Plane Concept for Transformer Protection","SSRN · ML & AI Methods · The paper suggests using the Alpha Plane concept and a new a","/papers/ssrn/4887338/","2024-07-10",0],["p","Hedging IL in LP","SSRN · Derivatives & Volatility · The article explores methods for hedging against the loss of","/papers/ssrn/4887298/","2024-07-10",0],["p","Equity Investment Strategy with AI","SSRN · ML & AI Methods · The study introduces an equity investment strategy that uses","/papers/ssrn/4886903/","2024-07-10",0],["p","HRMs Impact on Governance in Zamboanga City","SSRN · Corporate Finance · Strategic HR practices like performance management and trans","/papers/ssrn/4886866/","2024-07-10",0],["p","Firm Default Risks and Exchange Rates","SSRN · Risk, Credit & Banking · The author integrates financial frictions from company defau","/papers/ssrn/4886183/","2024-07-10",0],["p","ML for Power Outages Prediction","SSRN · ML & AI Methods · The article discusses the importance of accurate machine lea","/papers/ssrn/4886156/","2024-07-10",0],["p","Machine Learning Study on Zeolite Catalysts","SSRN · ML & AI Methods · The study uses both experimental and machine learning method","/papers/ssrn/4886111/","2024-07-10",0],["p","Reddit Users and Meme Stocks","SSRN · Derivatives & Volatility · A study indicates that user behavior changes on the Reddit f","/papers/ssrn/4886074/","2024-07-10",2],["p","Deep Learning for Delta Hedging","SSRN · Derivatives & Volatility · The paper presents a deep delta hedging framework for option","/papers/ssrn/4886055/","2024-07-10",0],["p","Optimal Portfolio Uncertainty","SSRN · Portfolio & Allocation · A study recommends removing assets before calculating portfo","/papers/ssrn/4886000/","2024-07-10",1],["p","Private Equity and Digital Transformation","SSRN · Portfolio & Allocation · Private equity investment boosts digital technology investme","/papers/ssrn/4885664/","2024-07-10",0],["p","Topological Data Analysis for Target Recognition","SSRN · ML & AI Methods · The research introduces a new artificial intelligence-machin","/papers/ssrn/4885393/","2024-07-10",0],["p","Dynamics of VLT","SSRN · Crypto & DeFi · The piece warns about the risks of variable leveraged tokens","/papers/ssrn/4885174/","2024-07-10",0],["p","Impact of Benchmarking on Firm Behavior","SSRN · Corporate Finance · The study shows that when fund managers are compared more fr","/papers/ssrn/4884602/","2024-07-10",0],["p","Identifying proxies for risk-free assets: Evidence from the zero-beta Capital Asset Pricing Model","SSRN · Asset Pricing & Factors · Research indicates that gold, treasury bills, and interbank ","/papers/ssrn/4884080/","2024-07-10",0],["p","Epistemic Adverbs in COL Spanish","SSRN · Derivatives & Volatility · The study examines the use and acceptance of three epistemic","/papers/ssrn/4883521/","2024-07-10",0],["p","Corporate Financial Metrics and Growth","SSRN · Corporate Finance · A study shows that return on equity greatly influences the S","/papers/ssrn/4883487/","2024-07-10",0],["p","Market Conditions and Arbitrage Opportunities","RePEc · Trading, Microstructure & Execution · The study looks at the impact of market conditions, volatili","/papers/repec/wly-ijfiec-v-29-y-2024-i-3-p-3007-3022/","2024-07-10",4],["p","Stock Index Prediction with Machine Learning","RePEc · ML & AI Methods · The research uses sentiment analysis and machine learning to","/papers/repec/taf-raaexx-v-31-y-2024-i-4-p-618-637/","2024-07-10",2],["p","ML Due Diligence for NPLs Profit","RePEc · Risk, Credit & Banking · The paper introduces a machine learning approach to predict ","/papers/repec/spr-rvmgts-v-18-y-2024-i-7-d-10-1007-s11846-023-00635-y/","2024-07-10",2],["p","Beating Targets in Strategic Portfolios","RePEc · Portfolio & Allocation · The article presents a method to calculate the likelihood of","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00601-3/","2024-07-10",3],["p","Markov-Switching Trees","RePEc · Econometrics & Forecasting · The study suggests a method combining decision trees and tim","/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00501-6/","2024-07-10",4],["p","Hyperparameter Tuning Efficiency","RePEc · ML & AI Methods · The study presents the sequential random search (SQRS) for h","/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00495-1/","2024-07-10",2],["p","Feature Importance for Mixed Data","RePEc · ML & AI Methods · The article proposes a new method in machine learning that c","/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-023-00477-9/","2024-07-10",3],["p","ML in Long-Term Mortality Forecasting","RePEc · Econometrics & Forecasting · The article presents a novel machine learning framework for ","/papers/repec/pal-gpprii-v-49-y-2024-i-2-d-10-1057-s41288-024-00320-5/","2024-07-10",2],["p","Macroeconomic Time Series Unit Roots","RePEc · Macro-Finance & Rates · Machine Learning methods are more effective than Classical B","/papers/repec/kap-compec-v-63-y-2024-i-6-d-10-1007-s10614-023-10397-0/","2024-07-10",2],["p","Multi-Level Optimisation for Loan Portfolios","RePEc · Portfolio & Allocation · The paper introduces a model for optimizing loans across fou","/papers/repec/ids-ijicbm-v-32-y-2024-i-2-p-164-186/","2024-07-10",4],["p","ML Forecasting for Standard Dominance","RePEc · Econometrics & Forecasting · The study uses machine learning to predict the results of st","/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002956/","2024-07-10",2],["p","AI Readiness Enablers in Economies","RePEc · ML & AI Methods · The study uses machine learning to identify factors affectin","/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002786/","2024-07-10",2],["p","Financial Disinformation Detection","RePEc · Risk, Credit & Banking · A machine learning system can identify financial misinformat","/papers/repec/bla-popmgt-v-31-y-2022-i-8-p-3160-3179/","2024-07-10",6],["p","Transnational Bid-Rigging Detection","RePEc · ML & AI Methods · Bid-rigging cartels can be identified using statistical scre","/papers/repec/bla-jorssa-v-185-y-2022-i-3-p-1074-1114/","2024-07-10",4],["p","Predicting Earnings Changes","RePEc · ML & AI Methods · Machine learning models using extensive financial data can p","/papers/repec/bla-joares-v-60-y-2022-i-2-p-467-515/","2024-07-10",18],["p","Uncertainty Factor Models","RePEc · Asset Pricing & Factors · The paper introduces a framework for handling uncertainty in","/papers/repec/bla-jfinan-v-78-y-2023-i-3-p-1593-1646/","2024-07-10",2],["p","Currency Risk Pricing","RePEc · Macro-Finance & Rates · The study uses various signals to build an efficient currenc","/papers/repec/bla-jfinan-v-78-y-2023-i-2-p-693-730/","2024-07-10",4],["p","Anomalies Link","RePEc · Asset Pricing & Factors · The research shows that the returns of portfolios based on l","/papers/repec/bla-jfinan-v-77-y-2022-i-1-p-639-681/","2024-07-10",23],["p","Forecasting Chinese Economy","RePEc · Econometrics & Forecasting · The research indicates that mixed-frequency factor models pr","/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-719-767/","2024-07-10",2],["p","Factor Timing China","RePEc · Asset Pricing & Factors · The paper proposes a factor timing strategy using deep learn","/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-485-505/","2024-07-10",10],["p","Machine Learning for Real-World Issues","RePEc · ML & AI Methods · Machine learning can forecast business trends using big data","/papers/repec/bao-jdaisn-v-2-y-2023-i-1-p-9-16-id-13/","2024-07-10",10],["p","Cryptocurrency Volatility on Islamic Equity Market","RePEc · Crypto & DeFi · The research reveals that Bitcoin return volatility negative","/papers/repec/ayb-jrnael-95/","2024-07-10",2],["p","Subleading Correction to the Asian Options Volatility in the Black-Scholes Model","arXiv · Derivatives & Volatility · The study improves the pricing accuracy of Asian options by ","/papers/doi/10-1142-s021902492350005x/","2024-07-10",3],["p","Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series","arXiv · Asset Pricing & Factors · The research proposes a method for estimating high-dimension","/papers/doi/10-1016-j-jocs-2024-102348/","2024-07-10",3],["p","Gentrification, Mobility, and Consumption","arXiv · Other · Local increases in housing prices impact renters' mobility a","/papers/arxiv/2407.06695/","2024-07-10",0],["p","CAESar: Conditional Autoregressive Expected Shortfall","arXiv · Risk, Credit & Banking · Conditional Autoregressive Expected Shortfall: The Condition","/papers/arxiv/2407.06619/","2024-07-10",1],["p","JeDi: Joint-Image Diffusion Models for Finetuning-Free Personalized Text-to-Image Generation","Machine learning · ML & AI Methods · A new model, Joint-Image Diffusion, has been proposed for pe","/papers/arxiv/2407.06187/","2024-07-10",66],["p","Stepping on the Edge: Curvature Aware Learning Rate Tuners","Machine learning · ML & AI Methods · The paper explores the link between learning rate tuning and","/papers/arxiv/2407.06183/","2024-07-10",9],["p","Vision-Language Models under Cultural and Inclusive Considerations","Machine learning · LLMs & Text · A new benchmark has been proposed to evaluate the reliabilit","/papers/arxiv/2407.06177/","2024-07-10",14],["p","Uni-ELF: A Multi-Level Representation Learning Framework for Electrolyte Formulation Design","Machine learning · ML & AI Methods · Representation Learning for Electrolyte Design: The authors ","/papers/arxiv/2407.06152/","2024-07-10",4],["p","PanDORA: Casual HDR Radiance Acquisition of Indoor Scenes for Image-based Lighting","Machine learning · Corporate Finance · HDR Radiance Acquisition: The paper discusses PanDORA, a sys","/papers/arxiv/2407.06150/","2024-07-10",1],["p","Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches","arXiv · Derivatives & Volatility · The COGARCH and Barndorff-Nielsen and Shephard models are ad","/papers/arxiv/2407.05866/","2024-07-10",1],["p","Unified approach for hedging impermanent loss of liquidity provision","arXiv · Derivatives & Volatility · The article discusses strategies for managing the risk of im","/papers/arxiv/2407.05146/","2024-07-10",14],["p","Kullback-Leibler Barycentre of Stochastic Processes","arXiv · Derivatives & Volatility · The article presents a method that merges expert models usin","/papers/arxiv/2407.04860/","2024-07-10",4],["p","Embracing Massive Medical Data","Machine learning · ML & AI Methods · A new online learning method for AI training on large medica","/papers/arxiv/2407.04687/","2024-07-10",11],["p","Efficient Betti Matching Enables Topology-Aware 3D Segmentation via Persistent Homology","Machine learning · Other · The article introduces a new efficient algorithm for Betti m","/papers/arxiv/2407.04683/","2024-07-10",9],["p","XQSV: A Structurally Variable Network to Imitate Human Play in Xiangqi","Machine learning · ML & AI Methods · The article introduces Xiangqi Structurally Variable (XQSV),","/papers/arxiv/2407.04678/","2024-07-10",1],["p","Lazarus: Resilient and Elastic Training of Mixture-of-Experts Models with Adaptive Expert Placement","Machine learning · Other · Lazarus, a system for training Sparsely-activated Mixture-of","/papers/arxiv/2407.04656/","2024-07-10",14],["p","Efficient Materials Informatics between Rockets and Electrons","Machine learning · ML & AI Methods · An AI-guided infrastructure is being developed to better und","/papers/arxiv/2407.04648/","2024-07-10",1],["p","MODELLING UNCERTAIN VOLATILITY USING QUANTUM STOCHASTIC CALCULUS: UNITARY VS NON-UNITARY TIME EVOLUTION","arXiv · Derivatives & Volatility · The paper investigates a quantum method for tracking the pro","/papers/arxiv/2407.04520/","2024-07-10",0],["p","Unwinding Toxic Flow with Partial Information","arXiv · Trading, Microstructure & Execution · A model is proposed that maximizes daily trading profit and ","/papers/arxiv/2407.04510/","2024-07-10",7],["p","Longitudinal market structure detection using a dynamic modularity-spectral algorithm","arXiv · Portfolio & Allocation · The study presents the Dynamic Modularity-Spectral Algorithm","/papers/arxiv/2407.04500/","2024-07-10",0],["p","Computationally Efficient Methods for Solving Discrete-time Dynamic models with Continuous Actions","arXiv · Other · The VF-PGI-Spectral algorithm effectively solves continuous ","/papers/arxiv/2407.04227/","2024-07-10",0],["p","Artificial Intelligence and Algorithmic Price Collusion in Two-sided Markets","arXiv · ML & AI Methods · AI algorithms using Q-learning can encourage silent collusio","/papers/arxiv/2407.04088/","2024-07-10",4],["p","The second-order Esscher martingale densities for continuous-time market models","arXiv · Other · The second-order Esscher pricing concept is introduced for c","/papers/arxiv/2407.03960/","2024-07-10",1],["p","GraphCNNpred: A stock market indices prediction using a Graph based deep learning system","arXiv · ML & AI Methods · Stock Prediction: The paper introduces a graph neural networ","/papers/arxiv/2407.03760/","2024-07-10",11],["p","When can weak latent factors be statistically inferred?","arXiv · Asset Pricing & Factors · The article introduces a new theory for principal component ","/papers/arxiv/2407.03616/","2024-07-10",7],["p","Machine Learning for Economic Forecasting: An Application to China's GDP Growth","arXiv · Macro-Finance & Rates · Machine learning models are more accurate than traditional m","/papers/arxiv/2407.03595/","2024-07-10",9],["p","Algorithmic Collusion And The Minimum Price Markov Game","arXiv · Other · The paper presents the Minimum Price Markov Game as a model ","/papers/arxiv/2407.03521/","2024-07-10",2],["p","The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition","arXiv · Risk, Credit & Banking · The study examines the geographic imbalance of deposits and ","/papers/arxiv/2407.03517/","2024-07-10",15],["p","Optimal hedging with variational preferences under convex risk measures","arXiv · Derivatives & Volatility · The article explores the optimization of hedging with variat","/papers/arxiv/2407.03431/","2024-07-10",0],["p","InternLM-XComposer-2.5: A Versatile Large Vision Language Model Supporting Long-Contextual Input and Output","Machine learning · LLMs & Text · A Versatile Large Vision Language Model: InternLM-XComposer-","/papers/arxiv/2407.03320/","2024-07-10",212],["p","DisCo-Diff: Enhancing Continuous Diffusion Models with Discrete Latents","Machine learning · ML & AI Methods · Enhancing Diffusion Models: Discrete-Continuous Latent Varia","/papers/arxiv/2407.03300/","2024-07-10",24],["p","The Not-so-Hidden Risks of ‘Hidden-to-Maturity’ Accounting: On Depositor Runs and Bank Resilience","arXiv · Risk, Credit & Banking · The article uses a balance sheet-based model to analyze run ","/papers/arxiv/2407.03285/","2024-07-10",2],["p","Basket options with volatility skew: Calibrating a local volatility model by sample rearrangement","arXiv · Derivatives & Volatility · The study suggests an efficient method for pricing derivativ","/papers/arxiv/2407.02901/","2024-07-10",0],["p","Found in the Middle: Calibrating Positional Attention Bias Improves Long Context Utilization","Machine learning · LLMs & Text · The found-in-the-middle calibration mechanism addresses the ","/papers/arxiv/2406.16008/","2024-07-10",138],["p","SimPO: Simple Preference Optimization with a Reference-Free Reward","Machine learning · ML & AI Methods · Simple Preference Optimization: SimPO improves reinforcement","/papers/arxiv/2405.14734/","2024-07-10",1206],["p","Naturalistic Music Decoding from EEG Data via Latent Diffusion Models","Machine learning · ML & AI Methods · The article explores how latent diffusion models can recreat","/papers/arxiv/2405.09062/","2024-07-10",10],["p","Byzantine-Resilient Secure Aggregation for Federated Learning Without Privacy Compromises","Machine learning · ML & AI Methods · The article introduces ByITFL, a new Federated Learning sche","/papers/arxiv/2405.08698/","2024-07-10",18],["p","Merlin: Empowering Multimodal LLMs with Foresight Minds","Machine learning · LLMs & Text · Foresight Minds: The paper presents the integration of futur","/papers/arxiv/2312.00589/","2024-07-10",52],["p","mPLM-Sim: Better Cross-Lingual Similarity and Transfer in Multilingual Pretrained Language Models","Machine learning · LLMs & Text · Cross-Lingual Similarity: The study introduces mPLMSim, a la","/papers/arxiv/2305.13684/","2024-07-10",1],["p","Large-scale Pre-trained Models are Surprisingly Strong in Incremental Novel Class Discovery","Machine learning · ML & AI Methods · The research proposes a new learning paradigm for continuous","/papers/arxiv/2303.15975/","2024-07-10",17],["p","Economic Policy Uncertainty and Hedge Fund Returns","SSRN · Derivatives & Volatility · Hedge funds perform worse when there is economic policy unce","/papers/ssrn/4882292/","2024-07-03",1],["p","PLOD Predictive Learning for Data Discovery","SSRN · ML & AI Methods · The PLOD algorithm, based on the BOD method, can accurately ","/papers/ssrn/4882133/","2024-07-03",0],["p","New Approximate Mixing Concept for Time Series","SSRN · Econometrics & Forecasting · A new concept called approximate mixing for random variables","/papers/ssrn/4882128/","2024-07-03",1],["p","Hybrid Machine Learning for Armor Prediction","SSRN · ML & AI Methods · The article proposes a data-driven framework using a hybrid ","/papers/ssrn/4881827/","2024-07-03",0],["p","Gibson-Schwartz Commodity Models","SSRN · Derivatives & Volatility · The article extends the Gibson and Schwartz 1990 and Schwart","/papers/ssrn/4881648/","2024-07-03",0],["p","Impact of Margin Trading Ban on Crypto Exchanges","SSRN · Crypto & DeFi · A study shows that a ban on margin trading in cryptocurrenci","/papers/ssrn/4881388/","2024-07-03",0],["p","Investor Perception of Startup IPOs","SSRN · Corporate Finance · The research explores investor knowledge of startup IPOs in ","/papers/ssrn/4881357/","2024-07-03",0],["p","Multimodal Foundation Models in Auditing Practices","SSRN · LLMs & Text · The article proposes an AI-based multimodal auditing system ","/papers/ssrn/4881256/","2024-07-03",0],["p","Market Impact of 0DTE Options","SSRN · Derivatives & Volatility · The increased trading of SP 500 index options that expire on","/papers/ssrn/4881008/","2024-07-03",1],["p","Cross-Bond Momentum Spillovers","SSRN · Asset Pricing & Factors · The study finds that bond peer momentums, particularly those","/papers/ssrn/4880869/","2024-07-03",0],["p","Esscher Algorithm for Default Probabilities","SSRN · Risk, Credit & Banking · The article presents a new Esscher-based algorithm for deter","/papers/ssrn/4880705/","2024-07-03",0],["p","Accuracy of Implied Volatility in Forecasting VaR","SSRN · Derivatives & Volatility · A comparison study reveals that option-implied volatility un","/papers/ssrn/4880278/","2024-07-03",0],["p","Ethereum Spot ETF Basis Trade","SSRN · Crypto & DeFi · The study examines the possible profits and risks of basis t","/papers/ssrn/4879674/","2024-07-03",0],["p","Markowitz and CAPM Limitations","SSRN · Asset Pricing & Factors · The article questions the validity of the MeanVariance (MV) ","/papers/ssrn/4879521/","2024-07-03",0],["p","Machine Learning for Drug Accessibility","SSRN · ML & AI Methods · Two machine learning models, MLPRegressor and Keras Sequenti","/papers/ssrn/4879072/","2024-07-03",0],["p","DataDriven Modeling for Self-Similar Dynamics","SSRN · ML & AI Methods · The article introduces a multiscale neural network framework","/papers/ssrn/4878940/","2024-07-03",0],["p","Deep Learning for Automatic Text Summarization: Introductory part of Current Techniques","SSRN · ML & AI Methods · The research provides an in-depth review of deep learning te","/papers/ssrn/4878546/","2024-07-03",0],["p","Detection of Cyber Attacks on Network Using Machine Learning Techniques","SSRN · ML & AI Methods · The research suggests using deep neural networks to identify","/papers/ssrn/4878268/","2024-07-03",0],["p","XGBoost for LGD Approximation","RePEc · ML & AI Methods · The study uses machine learning to enhance the accuracy of L","/papers/repec/war-wpaper-2024-12/","2024-07-03",5],["p","Optimal Consumption-Investment with Alternative Data","RePEc · Other · The study presents a new duality theory for optimal consumpt","/papers/repec/spr-finsto-v-28-y-2024-i-3-d-10-1007-s00780-024-00535-3/","2024-07-03",4],["p","Cryptocurrency Volatility","RePEc · Crypto & DeFi · The paper finds that positive market returns at the high-fre","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-024-00646-y/","2024-07-03",5],["p","Labour Shortages and Older Worker Preferences","RePEc · Other · The article explores the likelihood of employers hiring olde","/papers/repec/lje-journl-v-28-y-2023-i-1-p-63-88/","2024-07-03",0],["p","Forecasting Accuracy in Markets","RePEc · Econometrics & Forecasting · The study reveals that different models are more effective f","/papers/repec/gam-jijfss-v-12-y-2024-i-3-p-59-d-1422975/","2024-07-03",6],["p","Asian Stock Exchange Volatility Analysis","RePEc · Derivatives & Volatility · The research shows volatility clustering in the return serie","/papers/repec/eme-jcefts-jcefts-01-2024-0009/","2024-07-03",4],["p","Investor Attention and Volatility in China's Stock Market","RePEc · Derivatives & Volatility · The study examines the volatility puzzle in China's stock ma","/papers/repec/eme-ijoemp-ijoem-02-2021-0289/","2024-07-03",3],["p","Machine Learning for Liquidity Estimation in US Treasury Bonds","RePEc · Trading, Microstructure & Execution · The research uses machine learning to determine the predicti","/papers/repec/eme-ejmbep-ejmbe-06-2022-0176/","2024-07-03",6],["p","Asset Pricing Factors in Valuation","RePEc · Asset Pricing & Factors · The research indicates that using pricing factor variables i","/papers/repec/eee-riibaf-v-70-y-2024-i-pb-s0275531924001594/","2024-07-03",4],["p","Machine Learning for Stock Selection","RePEc · ML & AI Methods · The research finds that despite higher risks, machine learni","/papers/repec/eee-riibaf-v-70-y-2024-i-pa-s0275531924001296/","2024-07-03",4],["p","Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives","arXiv · Other · The evaluation of the M6 Competition's performance assessmen","/papers/doi/10-13140-rg-2-2-34990-11847-1/","2024-07-03",1],["p","Scaling Synthetic Data Creation with 1,000,000,000 Personas","Machine learning · LLMs & Text · A new method for creating synthetic data uses 1 billion dive","/papers/arxiv/2406.20094/","2024-07-03",486],["p","PoliFormer: Scaling On-Policy RL with Transformers Results in Masterful Navigators","Machine learning · ML & AI Methods · PoliFormer, an indoor navigation agent trained in simulation","/papers/arxiv/2406.20083/","2024-07-03",86],["p","Segment Anything without Supervision","Machine learning · Other · UnSAM, a new automatic image segmentation model, performs co","/papers/arxiv/2406.20081/","2024-07-03",36],["p","HouseCrafter: Lifting Floorplans to 3D Scenes with 2D Diffusion Models","Machine learning · ML & AI Methods · 3D Scene Gen: HouseCrafter, a new method, can transform a fl","/papers/arxiv/2406.20077/","2024-07-03",10],["p","Optimal Consumption Under Loss-Averse Multiplicative Habit Formation Preferences","arXiv · Other · The article examines a loss-averse version of the multiplica","/papers/arxiv/2406.20063/","2024-07-03",1],["p","Cost-aware Bayesian optimization via the Pandora's Box Gittins index","Machine learning · Econometrics & Forecasting · The paper suggests using the Gittins index from the Pandora'","/papers/arxiv/2406.20062/","2024-07-03",23],["p","Single Transferable Vote and Paradoxes of Negative and Positive Involvement","arXiv · Other · The research examines a paradox in single transferable vote ","/papers/arxiv/2406.20045/","2024-07-03",0],["p","BMW Agents - A Framework For Task Automation Through Multi-Agent Collaboration","Machine learning · Other · A proposed agent engineering framework offers a scalable and","/papers/arxiv/2406.20041/","2024-07-03",4],["p","Non-Linearities in International Spillovers of the ECB$^\\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy","arXiv · Macro-Finance & Rates · The research explores the effects of the European Central Ba","/papers/arxiv/2406.19938/","2024-07-03",0],["p","Dataset Size Recovery from LoRA Weights","Machine learning · Other · A new task called dataset size recovery aims to determine th","/papers/arxiv/2406.19395/","2024-07-03",9],["p","Taming Data and Transformers for Audio Generation","Machine learning · ML & AI Methods · AutoCap and GenAu, two new models for generating ambient sou","/papers/arxiv/2406.19388/","2024-07-03",41],["p","The Remarkable Robustness of LLMs: Stages of Inference?","Machine learning · LLMs & Text · The study reveals that Large Language Models with more layer","/papers/arxiv/2406.19384/","2024-07-03",166],["p","The Model Arena for Cross-lingual Sentiment Analysis: A Comparative Study in the Era of Large Language Models","Machine learning · LLMs & Text · The study finds Small Multilingual Language Models (SMLM) ex","/papers/arxiv/2406.19358/","2024-07-03",15],["p","Commodification of Compute","arXiv · Crypto & DeFi · Revolutionizing Resource Allocation: The article discusses t","/papers/arxiv/2406.19261/","2024-07-03",3],["p","Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty","arXiv · Risk, Credit & Banking · The research investigates the concept of dependence uncertai","/papers/arxiv/2406.19242/","2024-07-03",3],["p","Competitive balance in the UEFA Champions League group stage: Novel measures show no evidence of decline","arXiv · Other · The study introduces six new indices to measure competitive ","/papers/arxiv/2406.19222/","2024-07-03",11],["p","Credit Ratings: Heterogeneous Effect on Capital Structure","arXiv · Risk, Credit & Banking · The research uses double machine learning to show that credi","/papers/arxiv/2406.18936/","2024-07-03",0],["p","AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors","arXiv · ML & AI Methods · Formulaic Alpha Generation Framework: The paper introduces A","/papers/arxiv/2406.18394/","2024-07-03",45],["p","LSTM-ARIMA as a hybrid approach in algorithmic investment strategies","arXiv · Other · The study introduces LSTM-ARIMA, an algorithmic investment s","/papers/arxiv/2406.18206/","2024-07-03",63],["p","An elementary proof of representation of submodular function as an supremum of measures on $\\sigma$-algebra with totally ordered generating class","arXiv · Other · The article presents an alternative proof showing that a fin","/papers/arxiv/2406.18174/","2024-07-03",0],["p","The Merton's Default Risk Model for Public Company","arXiv · Risk, Credit & Banking · The paper expands Merton's structural model for public compa","/papers/arxiv/2406.18121/","2024-07-03",0],["p","Large Language Models Assume People are More Rational than We Really are","Machine learning · LLMs & Text · Large Language Models (LLMs) inaccurately perceive human dec","/papers/arxiv/2406.17055/","2024-07-03",66],["p","Cutting through buggy adversarial example defenses: fixing 1 line of code breaks Sabre","Machine learning · Other · Buggy Defenses: The paper exposes major flaws in the Sabre d","/papers/arxiv/2405.03672/","2024-07-03",4],["p","Explainability of machine learning approaches in forensic linguistics: a case study in geolinguistic authorship profiling","Machine learning · ML & AI Methods · The research investigates the explainability of machine lear","/papers/arxiv/2404.18510/","2024-07-03",4],["p","Embedded FPGA developments in 130 nm and 28 nm CMOS for machine learning in particle detector readout","Machine learning · ML & AI Methods · The study successfully demonstrates the use of embedded fiel","/papers/arxiv/2404.17701/","2024-07-03",9],["p","AutoMix: Automatically Mixing Language Models","Machine learning · LLMs & Text · Language Model Optimization: Automix is a new method that sa","/papers/arxiv/2310.12963/","2024-07-03",147],["p","Does Writing with Language Models Reduce Content Diversity?","Machine learning · LLMs & Text · InstructGPT, a large language model, can reduce diversity in","/papers/arxiv/2309.05196/","2024-07-03",259],["p","Fine-tuning can cripple your foundation model; preserving features may be the solution","Machine learning · ML & AI Methods · Concept forgetting in AI models can be significantly reduced","/papers/arxiv/2308.13320/","2024-07-03",106],["p","Bytes Are All You Need: Transformers Operating Directly On File Bytes","Machine learning · ML & AI Methods · File Byte Transformers: ByteFormer is a deep learning model ","/papers/arxiv/2306.00238/","2024-07-03",20],["p","On the Impact of Voice Anonymization on Speech Diagnostic Applications: A Case Study on COVID-19 Detection","Machine learning · Other · The study shows that anonymized external data can mitigate t","/papers/arxiv/2304.02181/","2024-07-03",7],["p","Basics of Technical Analysis","SSRN · Other · Technical analysis uses historical market data patterns to p","/papers/ssrn/4870943/","2024-06-20",0],["p","Hands-Free Mouse System","SSRN · ML & AI Methods · A Hands-Free Mouse system uses facial recognition and machin","/papers/ssrn/4870525/","2024-06-20",0],["p","Spatial Linkages of Positive Feedback Trading","SSRN · Trading, Microstructure & Execution · Positive feedback trading impacts the stock index futures ma","/papers/ssrn/4870001/","2024-06-20",1],["p","Asymmetric Effects in China's Stock Market","SSRN · Derivatives & Volatility · In China's stock market, intraday returns influence overnigh","/papers/ssrn/4869653/","2024-06-20",1],["p","Demat Trading in India","SSRN · Trading, Microstructure & Execution · A new technology enabling paperless trading on India's Natio","/papers/ssrn/4869310/","2024-06-20",0],["p","Option Returns with DL","SSRN · Derivatives & Volatility · A study uses deep learning to predict equity options returns","/papers/ssrn/4869272/","2024-06-20",0],["p","Green Investments in European Ventures","SSRN · Corporate Finance · More corporations are investing in eco-friendly startups for","/papers/ssrn/4868917/","2024-06-20",0],["p","Idiosyncratic Entropy and Stock Returns","SSRN · Derivatives & Volatility · The research introduces a risk factor for idiosyncratic entr","/papers/ssrn/4868859/","2024-06-20",0],["p","Liquidity Risk in Indian Stock Market","SSRN · Trading, Microstructure & Execution · A study investigates the impact of systematic liquidity risk","/papers/ssrn/4868829/","2024-06-20",0],["p","Insurable Risk Portfolios with Data Uncertainty","SSRN · Portfolio & Allocation · The paper suggests that data uncertainty in investments is n","/papers/ssrn/4868623/","2024-06-20",0],["p","Spot Crypto ETFs","SSRN · Crypto & DeFi · The approval of Bitcoin and Ethereum ETFs offers investors a","/papers/ssrn/4868157/","2024-06-20",0],["p","GANs for Chemical Foam Detection in Low Data","SSRN · ML & AI Methods · The research uses Generative Adversarial Networks (GANs) to ","/papers/ssrn/4868138/","2024-06-20",1],["p","Impact of Privacy Regulations","SSRN · Other · Apple's stricter privacy measures have resulted in a signifi","/papers/ssrn/4868119/","2024-06-20",0],["p","ESG Ratings and Financing Decisions","SSRN · Other · Higher ESG scores correlate with increased equity issuance a","/papers/ssrn/4867910/","2024-06-20",0],["p","Detecting Misreported Accounting: A Machine Learning Approach using Text Data","SSRN · LLMs & Text · A new method using machine learning and text data from 10K r","/papers/ssrn/4867498/","2024-06-20",1],["p","Money vs. Social Conscience: Cases of Corporate Social Irresponsibility","SSRN · Corporate Finance · A study finds that investors in cities with high social capi","/papers/ssrn/4867491/","2024-06-20",0],["p","Volatility Dynamics in Vietnam Stock Market","SSRN · Derivatives & Volatility · The study finds that single-regime models are more effective","/papers/ssrn/4867203/","2024-06-20",0],["p","Mutual Funds Securities Lending: Value vs. Volume","SSRN · Portfolio & Allocation · Value vs. Volume: The study reveals that mutual funds with h","/papers/ssrn/4867141/","2024-06-20",0],["p","MSBoost: Model Selection for Gradient Boosting","SSRN · ML & AI Methods · Model Selection for Gradient Boosting: The paper introduces ","/papers/ssrn/4867120/","2024-06-20",0],["p","Film Investment Model","SSRN · Other · The paper emphasizes the role of movie merchandise in income","/papers/ssrn/4866696/","2024-06-20",0],["p","Mutual Fund Risk Shifts","SSRN · Portfolio & Allocation · The study investigates the impact of star ratings on mutual ","/papers/ssrn/4866357/","2024-06-20",0],["p","Pricing of American Timer Options","SSRN · Derivatives & Volatility · The study provides analytic formulas for American timer opti","/papers/ssrn/4865854/","2024-06-20",0],["p","Exploitation of Historical Analog Seismological Records by Image Processing and Machine Learning","SSRN · ML & AI Methods · The project aims to vectorise old seismograms using machine ","/papers/ssrn/4865699/","2024-06-20",0],["p","Net Foreign Portfolio Inflows in Nigeria","SSRN · Portfolio & Allocation · Higher interest rates in Nigeria can boost net portfolio inf","/papers/ssrn/4865454/","2024-06-20",1],["p","Retail Investors and Factsheet","SSRN · Other · A study finds that retail investors react more to performanc","/papers/ssrn/4864541/","2024-06-20",0],["p","Equity Option Approximation","SSRN · Derivatives & Volatility · The article introduces an approximation for the equity Black","/papers/ssrn/4864501/","2024-06-20",0],["p","Should Your Stock Portfolio Consider Your Career?","SSRN · Portfolio & Allocation · A study shows that including nontradable wealth like human c","/papers/ssrn/4864198/","2024-06-20",0],["p","Implied Roughness in Oil Volatility","RePEc · Derivatives & Volatility · The article examines the roughness of oil market volatility ","/papers/repec/taf-quantf-v-24-y-2024-i-3-4-p-347-363/","2024-06-20",3],["p","Machine Learning for GDP","RePEc · Macro-Finance & Rates · Ridge, elastic net, and SVR machine learning algorithms are ","/papers/repec/snb-snbwpa-2024-06/","2024-06-20",4],["p","Intraday Volatility Forecasting for Indian Stocks","RePEc · Derivatives & Volatility · The paper evaluates the effectiveness of range-based volatil","/papers/repec/ids-ijecbr-v-27-y-2024-i-4-p-633-650/","2024-06-20",3],["p","Machine Learning for Financial Forecasting","RePEc · Econometrics & Forecasting · Machine learning models performed better than market benchma","/papers/repec/eme-regepp-rege-05-2022-0079/","2024-06-20",6],["p","Accounting Journals: Research and Practice","RePEc · ML & AI Methods · Research and Practice: The study uses machine learning to hi","/papers/repec/eme-jalpps-jal-03-2023-0047/","2024-06-20",1],["p","Employer Preferences for Older Workers","RePEc · Other · Finnish employers tend to hire older workers during labour s","/papers/repec/eme-ijmpps-ijm-05-2023-0233/","2024-06-20",0],["p","What Are the Odds? Language Models Are Capable of Probabilistic Reasoning","Machine learning · LLMs & Text · Language models have difficulty with numerical reasoning and","/papers/arxiv/2406.12830/","2024-06-20",32],["p","From RAGs to rich parameters: Probing how language models utilize external knowledge over parametric information for factual queries","Machine learning · LLMs & Text · Retrieval Augmented Generation (RAG) enhances language model","/papers/arxiv/2406.12824/","2024-06-20",20],["p","Privacy Preserving Federated Learning in Medical Imaging with Uncertainty Estimation","Machine learning · ML & AI Methods · The research reviews Federated Learning in medical imaging, ","/papers/arxiv/2406.12815/","2024-06-20",34],["p","DAOs' Business Value from an Open Systems Perspective: A Best-Fit Framework Synthesis","arXiv · Other · Open Systems Perspective: The article introduces a new busin","/papers/arxiv/2406.12445/","2024-06-20",1],["p","Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences","arXiv · Corporate Finance · The research suggests that investors who care about dividend","/papers/arxiv/2406.12305/","2024-06-20",1],["p","Circular transformation of the European steel industry renders scrap metal a strategic resource","arXiv · Other · The paper calls for a restructuring of global and European s","/papers/arxiv/2406.12098/","2024-06-20",6],["p","RetinaGS: Scalable Training for Dense Scene Rendering with Billion-Scale 3D Gaussians","Machine learning · Other · The research introduces RetinaGS, a new method for training ","/papers/arxiv/2406.11836/","2024-06-20",21],["p","Unveiling Encoder-Free Vision-Language Models","Machine learning · LLMs & Text · The EVE model, a vision-language model without an encoder, p","/papers/arxiv/2406.11832/","2024-06-20",107],["p","Language Modeling with Editable External Knowledge","Machine learning · LLMs & Text · The paper presents ERASE, a method that improves the perform","/papers/arxiv/2406.11830/","2024-06-20",10],["p","MegaScenes: Scene-Level View Synthesis at Scale","Machine learning · Other · The article presents MegaScenes, a large dataset from intern","/papers/arxiv/2406.11819/","2024-06-20",68],["p","LLARVA: Vision-Action Instruction Tuning Enhances Robot Learning","Machine learning · ML & AI Methods · Robot Learning Enhancement: The LLARVA model, trained with a","/papers/arxiv/2406.11815/","2024-06-20",102],["p","Stochastic Neural Network Symmetrisation in Markov Categories","Machine learning · ML & AI Methods · The study proposes a new framework for symmetrising neural n","/papers/arxiv/2406.11814/","2024-06-20",7],["p","How Do Large Language Models Acquire Factual Knowledge During Pretraining?","Machine learning · LLMs & Text · Large language models (LLMs) learn factual knowledge during ","/papers/arxiv/2406.11813/","2024-06-20",124],["p","Operator Deep Smoothing for Implied Volatility","arXiv · Derivatives & Volatility · A novel method for smoothing implied volatility using neural","/papers/arxiv/2406.11520/","2024-06-20",17],["p","Can AI with High Reasoning Ability Replicate Human-like Decision Making in Economic Experiments?","arXiv · ML & AI Methods · The study examines the use of large language models in mimic","/papers/arxiv/2406.11426/","2024-06-20",19],["p","Local wealth condensation for yard-sale models with wealth-dependent biases","arXiv · Trading, Microstructure & Execution · The article provides a new proof for Chakraborti's economic ","/papers/arxiv/2406.10978/","2024-06-20",2],["p","Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach","arXiv · Trading, Microstructure & Execution · The research explores a specific type of audio data attack, ","/papers/arxiv/2406.10719/","2024-06-20",4],["p","Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market","arXiv · Trading, Microstructure & Execution · The research combines quantitative and machine learning tech","/papers/arxiv/2406.10695/","2024-06-20",7],["p","Generalized FGM dependence: geometrical representation and convex bounds on sums","arXiv · Other · The article demonstrates that a certain class of multivariat","/papers/arxiv/2406.10648/","2024-06-20",4],["p","Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients","arXiv · Portfolio & Allocation · The study offers solutions to an optimal investment-reinsura","/papers/arxiv/2406.10465/","2024-06-20",2],["p","Universal randomised signatures for generative time series modelling","arXiv · Econometrics & Forecasting · The article presents a new model for analyzing financial dat","/papers/arxiv/2406.10214/","2024-06-20",8],["p","Rationalizability, cost-rationalizability, and Afriat’s efficiency index","arXiv · Other · The article explores the relationship between approximate ra","/papers/arxiv/2406.10136/","2024-06-20",6],["p","Computation of Robust Option Prices via Structured Multimarginal Martingale Optimal Transport","arXiv · Derivatives & Volatility · The article introduces an efficient computational framework ","/papers/arxiv/2406.09959/","2024-06-20",4],["p","Application of Natural Language Processing in Financial Risk Detection","arXiv · LLMs & Text · The study shows that Natural Language Processing (NLP) can b","/papers/arxiv/2406.09765/","2024-06-20",22],["p","Dynamic asset allocation with asset-specific regime forecasts","arXiv · Portfolio & Allocation · The article introduces a new framework that enhances multi-a","/papers/arxiv/2406.09578/","2024-06-20",24],["p","Note on a Theoretical Justification for Approximations of Arithmetic Forwards","arXiv · Other · The note discusses the theoretical basis for using weighted ","/papers/arxiv/2406.09488/","2024-06-20",0],["p","VideoGPT+: Integrating Image and Video Encoders for Enhanced Video Understanding","Machine learning · Other · The research presents VideoGPT+, a model that merges image a","/papers/arxiv/2406.09418/","2024-06-20",129],["p","Rethinking Score Distillation as a Bridge Between Image Distributions","Machine learning · Other · The article explores Score Distillation Sampling (SDS), a to","/papers/arxiv/2406.09417/","2024-06-20",43],["p","An Image is Worth More Than 16x16 Patches: Exploring Transformers on Individual Pixels","Machine learning · ML & AI Methods · A study shows that vanilla Transformers can treat each pixel","/papers/arxiv/2406.09415/","2024-06-20",78],["p","Depth Anything V2","Machine learning · Other · Depth Anything V2 is a new model for monocular depth estimat","/papers/arxiv/2406.09414/","2024-06-20",2329],["p","Scalable MatMul-free Language Modeling","Machine learning · LLMs & Text · Scientists have developed a method to remove matrix multipli","/papers/arxiv/2406.02528/","2024-06-20",47],["p","Jailbreaking Leading Safety-Aligned LLMs with Simple Adaptive Attacks","Machine learning · LLMs & Text · Research reveals that even the latest safety-aligned large l","/papers/arxiv/2404.02151/","2024-06-20",587],["p","HyperFields: Towards Zero-Shot Generation of NeRFs from Text","Machine learning · ML & AI Methods · HyperFields, a method for generating text-conditioned Neural","/papers/arxiv/2310.17075/","2024-06-20",15],["p","CPS Engineering for ICT Supply Chain Risk","SSRN · Risk, Credit & Banking · The MagicGrid methodology has been introduced to build a cyb","/papers/ssrn/4862263/","2024-06-12",0],["p","Clustering Data","SSRN · ML & AI Methods · The research introduces a new equation for unsupervised data","/papers/ssrn/4862221/","2024-06-12",0],["p","Inquiring the Extent of Contagion Risks of the Corporate Bonds on the Malawian Financial Holding Companies Subscribed Through Their Subsidiaries Licensed as Portfolio Managers","SSRN · Portfolio & Allocation · The study exposes financial risks in Malawian holdings due t","/papers/ssrn/4862076/","2024-06-12",0],["p","Multi-Armed Bandit Algorithm for Traveling Salesman Problem","SSRN · Other · A new method for extracting key information during the Trave","/papers/ssrn/4862035/","2024-06-12",0],["p","Competition Enforcement and Intangible Capital","SSRN · Corporate Finance · Antitrust laws fail to account for acquisitions of firms wit","/papers/ssrn/4861968/","2024-06-12",1],["p","Active vs. Passive Savings","SSRN · Other · The article evaluates the effectiveness of passive and activ","/papers/ssrn/4861798/","2024-06-12",0],["p","The Effect of Personal Credit Card Limits on Card Use: Micro Data Evidence from Türkiye","SSRN · Risk, Credit & Banking · A Turkish study found that raising personal credit card limi","/papers/ssrn/4861586/","2024-06-12",0],["p","Privacy-Preserving Predictive Modelling in Insurance","SSRN · Risk, Credit & Banking · Google's Federated Learning method allows insurance companie","/papers/ssrn/4861490/","2024-06-12",0],["p","QuantPedia Seasonality in Options Trading","SSRN · Derivatives & Volatility · The research examines the use of Quantpedia's Composite Seas","/papers/ssrn/4861464/","2024-06-12",0],["p","Machine Learning in Insurance","SSRN · Risk, Credit & Banking · The article explores the use of machine learning, particular","/papers/ssrn/4861283/","2024-06-12",0],["p","COVID-19 Impact on Stock Market Volatility","SSRN · Derivatives & Volatility · The article studies the volatility of stock markets in China","/papers/ssrn/4861078/","2024-06-12",0],["p","Smart Beta Investing Enhancement","SSRN · Other · Smart beta indices can be tailored to address sustainability","/papers/ssrn/4860859/","2024-06-12",0],["p","Outages in Sovereign Bond Markets","SSRN · Macro-Finance & Rates · Market disruptions in the euro area futures market result in","/papers/ssrn/4860755/","2024-06-12",2],["p","Credit Risk Modelling in Euro Area during COVID-19","SSRN · Risk, Credit & Banking · The study creates a logistic regression model to evaluate th","/papers/ssrn/4859610/","2024-06-12",0],["p","Panamax Market Behaviour and Expectations","SSRN · Other · The research examines the Panamax market behavior, focusing ","/papers/ssrn/4859579/","2024-06-12",0],["p","Rhetorical Engineering for Portfolio Construction","SSRN · Portfolio & Allocation · Rhetorical engineering, which uses identity, emotion, and in","/papers/ssrn/4859036/","2024-06-12",0],["p","Markowitz Model","SSRN · Portfolio & Allocation · The Markowitz model is a useful tool for selecting investmen","/papers/ssrn/4859002/","2024-06-12",1],["p","Canada's Pension Fund Investment Analysis","SSRN · Other · Canadian pension funds are investing less in domestic assets","/papers/ssrn/4858994/","2024-06-12",0],["p","High-Frequency Trading, Asset Pricing, and Market Microstructure","SSRN · Trading, Microstructure & Execution · A study using high-frequency trading data provides insights ","/papers/ssrn/4858807/","2024-06-12",1],["p","Volatility Functionals","SSRN · Derivatives & Volatility · A study on the effects of price staleness on volatility func","/papers/ssrn/4857801/","2024-06-12",0],["p","Project Portfolio Selection with Risk Preference","SSRN · Portfolio & Allocation · A divisible project portfolio selection model has been devel","/papers/ssrn/4857345/","2024-06-12",0],["p","Data Science Approach to Process Control","SSRN · Other · The paper proposes a solution to handle complex manufacturin","/papers/ssrn/4857275/","2024-06-12",0],["p","Regulating Clearing","SSRN · Derivatives & Volatility · Clearing and settlement infrastructures are crucial in secur","/papers/ssrn/4857183/","2024-06-12",1],["p","Impact of Pessimism on Equity Premiums","SSRN · Asset Pricing & Factors · The study explores how investors' negative views on pollutio","/papers/ssrn/4856978/","2024-06-12",0],["p","Enconet: Speech Attribution with CNNs","SSRN · ML & AI Methods · Speech Attribution with CNNs: EnCoNet, an ensemble-based syn","/papers/ssrn/4856794/","2024-06-12",0],["p","Ethereum Spot ETFs","SSRN · Crypto & DeFi · The SEC's expected approval of Ethereum spot ETFs could demo","/papers/ssrn/4856380/","2024-06-12",1],["p","Economic Value of Mean Squared Error","SSRN · Portfolio & Allocation · The mean squared error (MSE) is a useful statistical loss fu","/papers/ssrn/4856139/","2024-06-12",0],["p","Machine Learning for Phishing Certificate Detection","SSRN · ML & AI Methods · A proposed system uses machine learning to detect phishing w","/papers/ssrn/4855968/","2024-06-12",0],["p","Professional Training and ERM in UAE Ministry of Interior","SSRN · Risk, Credit & Banking · The study shows that professional training boosts the positi","/papers/ssrn/4855950/","2024-06-12",0],["p","Financialisation on Commodity Markets","SSRN · Derivatives & Volatility · Financialisation has increased the volatility transmission f","/papers/ssrn/4855902/","2024-06-12",0],["p","DRLDQN for DDoS Detection in SDN","SSRN · ML & AI Methods · A Deep Q-Network (DQN) machine learning model has been creat","/papers/ssrn/4855737/","2024-06-12",0],["p","Dividend Payout Classification Vietnam Market","RePEc · Corporate Finance · The Random Forest algorithm is the best machine learning mod","/papers/repec/wsi-jicepx-v-15-y-2024-i-02-n-s1793993324500091/","2024-06-12",4],["p","Testing Alpha in Linear Factor Pricing Models","RePEc · Other · The article introduces a new, faster test procedure for alph","/papers/repec/oup-jfinec-v-22-y-2024-i-2-p-407-460/","2024-06-12",4],["p","Bitcoin Volatility Forecasting with PSO–GRU Model","RePEc · Crypto & DeFi · Scientists have created a deep learning model that enhances ","/papers/repec/kap-compec-v-63-y-2024-i-5-d-10-1007-s10614-023-10392-5/","2024-06-12",4],["p","Financial Scenario Generation with Machine Learning","RePEc · ML & AI Methods · The article introduces a new machine learning method for pre","/papers/repec/kap-compec-v-63-y-2024-i-5-d-10-1007-s10614-023-10387-2/","2024-06-12",5],["p","Machine Learning for ETF Forecast","RePEc · Portfolio & Allocation · Machine learning can predict exchange traded funds returns, ","/papers/repec/kap-compec-v-63-y-2024-i-5-d-10-1007-s10614-023-10385-4/","2024-06-12",4],["p","Hedge Funds and Low Beta","RePEc · Derivatives & Volatility · Low beta anomaly yields higher returns for hedge funds than ","/papers/repec/eee-reveco-v-93-y-2024-i-pa-p-1507-1525/","2024-06-12",4],["p","Interpretable Machine Learning Recovery Rates","RePEc · ML & AI Methods · Machine learning methods offer better performance and insigh","/papers/repec/eee-jbfina-v-164-y-2024-i-c-s0378426624001043/","2024-06-12",7],["p","Predicting US Stock Market Direction","RePEc · Derivatives & Volatility · Machine learning models, specifically random forests and bag","/papers/repec/eee-intfor-v-40-y-2024-i-3-p-869-880/","2024-06-12",5],["p","Algorithmic Trading and NYSE Hybrid Market","RePEc · Trading, Microstructure & Execution · The study suggests that the rise in algorithmic trading with","/papers/repec/eee-finmar-v-69-y-2024-i-c-s1386418124000272/","2024-06-12",5],["p","Explainable AI for Credit Spread Changes Analysis","RePEc · Risk, Credit & Banking · The research compares linear regression and machine learning","/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924002473/","2024-06-12",3],["p","Machine Learning Cryptocurrency Returns","RePEc · Crypto & DeFi · Machine learning can predict return in cryptocurrency market","/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001765/","2024-06-12",5],["p","Market Efficiency of Chinese Copper Futures","RePEc · Trading, Microstructure & Execution · The research finds China's copper futures market on the Shan","/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001753/","2024-06-12",6],["p","Inflation Forecasting in Emerging Economies","RePEc · Macro-Finance & Rates · The study combines traditional forecasting and machine learn","/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001704/","2024-06-12",5],["p","Cryptocurrency Options Pricing","RePEc · Crypto & DeFi · Machine learning, particularly regression-tree methods, can ","/papers/repec/eee-ecmode-v-136-y-2024-i-c-s0264999324001081/","2024-06-12",9],["p","Hearing Anything Anywhere","Machine learning · Other · DiffRIR is a new framework that uses a sparse set of recordi","/papers/arxiv/2406.07532/","2024-06-12",23],["p","Simple and Effective Masked Diffusion Language Models","Machine learning · LLMs & Text · The performance of diffusion models in language modeling has","/papers/arxiv/2406.07524/","2024-06-12",947],["p","Convex Ordering for Stochastic Control: The (Path Dependent) Swing Contracts Case","arXiv · Derivatives & Volatility · The article discusses the use of an ARCH model to understand","/papers/arxiv/2406.07464/","2024-06-12",1],["p","A Multi-step Approach for Minimizing Risk in Decentralized Exchanges","arXiv · Trading, Microstructure & Execution · The article outlines the winning approach of the SIAG/FME Co","/papers/arxiv/2406.07200/","2024-06-12",0],["p","Gas fees on the Ethereum blockchain: from foundations to derivative valuations","arXiv · Crypto & DeFi · The article discusses the gas fee in Ethereum's blockchain, ","/papers/arxiv/2406.06524/","2024-06-12",16],["p","PGSR: Planar-Based Gaussian Splatting for Efficient and High-Fidelity Surface Reconstruction","Machine learning · Other · PGSR, a new method for high-quality surface reconstruction a","/papers/arxiv/2406.06521/","2024-06-12",436],["p","China's Rising Leadership in Global Science","arXiv · ML & AI Methods · A machine-learning study predicts that China will match the ","/papers/arxiv/2406.05917/","2024-06-12",2],["p","Adapting physics-informed neural networks to improve ODE optimization in mosquito population dynamics","Machine learning · ML & AI Methods · A new neural network framework is proposed for solving forwa","/papers/arxiv/2406.05108/","2024-06-12",18],["p","An Algebraic Framework for the Modeling of Limit Order Books","arXiv · Trading, Microstructure & Execution · The paper introduces an algebraic framework, using physics a","/papers/arxiv/2406.04969/","2024-06-12",1],["p","Verbalized Machine Learning: Revisiting Machine Learning with Language Models","Machine learning · LLMs & Text · The verbalized machine learning (VML) framework uses large l","/papers/arxiv/2406.04344/","2024-06-12",20],["p","Flash3D: Feed-Forward Generalisable 3D Scene Reconstruction from a Single Image","Machine learning · Other · 3D Scene Reconstruction: Flash3D, a new method for scene rec","/papers/arxiv/2406.04343/","2024-06-12",144],["p","GLACE: Global Local Accelerated Coordinate Encoding","Machine learning · Other · GLACE, a new technique for scene coordinate regression in la","/papers/arxiv/2406.04340/","2024-06-12",73],["p","BitsFusion: 1.99 bits Weight Quantization of Diffusion Model","Machine learning · ML & AI Methods · Weight Quantization: A new weight quantization method has be","/papers/arxiv/2406.04333/","2024-06-12",48],["p","SF-V: Single Forward Video Generation Model","Machine learning · ML & AI Methods · A new method for creating high-quality videos in a single st","/papers/arxiv/2406.04324/","2024-06-12",45],["p","Improving Alignment and Robustness with Circuit Breakers","Machine learning · ML & AI Methods · Circuit breakers is a new method proposed to stop AI systems","/papers/arxiv/2406.04313/","2024-06-12",363],["p","Self-Improving Robust Preference Optimization","Machine learning · ML & AI Methods · The Self-Improving Robust Preference Optimization (SRPO) fra","/papers/arxiv/2406.01660/","2024-06-12",25],["p","Visual Autoregressive Modeling: Scalable Image Generation via Next-Scale Prediction","Machine learning · ML & AI Methods · The article discusses Visual AutoRegressive modeling (VAR), ","/papers/arxiv/2404.02905/","2024-06-12",1209],["p","RAFT: Adapting Language Model to Domain Specific RAG","Machine learning · LLMs & Text · Retrieval Augmented FineTuning (RAFT) is a new training meth","/papers/arxiv/2403.10131/","2024-06-12",411],["p","Large Language Models(LLMs) on Tabular Data: Prediction, Generation, and Understanding - A Survey","Machine learning · LLMs & Text · The survey reviews the use of large language models in tabul","/papers/arxiv/2402.17944/","2024-06-12",277],["p","ArtPrompt: ASCII Art-based Jailbreak Attacks against Aligned LLMs","Machine learning · LLMs & Text · ArtPrompt, a new ASCII art-based attack, exploits vulnerabil","/papers/arxiv/2402.11753/","2024-06-12",301],["p","SafeDecoding: Defending against Jailbreak Attacks via Safety-Aware Decoding","Machine learning · LLMs & Text · The paper introduces SafeDecoding, a strategy to protect lar","/papers/arxiv/2402.08983/","2024-06-12",303],["p","Towards a theory of out-of-distribution learning","Machine learning · ML & AI Methods · The paper suggests a chronological approach to defining lear","/papers/arxiv/2109.14501/","2024-06-12",22],["p","Creative Destruction, Stock Return Volatility, and the Number of Listed Firms","SSRN · Derivatives & Volatility · The article reveals that idiosyncratic volatility rises with","/papers/ssrn/4854349/","2024-06-05",0],["p","Factor Dispersion Analysis","SSRN · Other · The article analyzes the risks and benefits of dispersion st","/papers/ssrn/4853747/","2024-06-05",1],["p","Financial Integration","SSRN · Derivatives & Volatility · Despite global financial integration, consumption volatility","/papers/ssrn/4853650/","2024-06-05",0],["p","Pricing and Calibration in Volatility Model","SSRN · Derivatives & Volatility · The article presents the pathdependent volatility model that","/papers/ssrn/4853419/","2024-06-05",14],["p","Market Efficiency and Capital Allocation","SSRN · Portfolio & Allocation · The study reveals a positive and significant impact of marke","/papers/ssrn/4853306/","2024-06-05",0],["p","Symbol Regression","SSRN · ML & AI Methods · Machine learning is aiding in predicting the adsorption ener","/papers/ssrn/4853200/","2024-06-05",0],["p","Wisconsin Investment Board's Bitcoin Investment","SSRN · Crypto & DeFi · Wisconsin Investment Board's recent Bitcoin ETFs investment ","/papers/ssrn/4852566/","2024-06-05",0],["p","Information Technology Service Analytics Workload Characterization","SSRN · ML & AI Methods · Machine learning and big data analytics are being utilized t","/papers/ssrn/4852423/","2024-06-05",0],["p","Alternative Data for Credit Scoring","SSRN · Risk, Credit & Banking · The study shows that retail transaction data can be used to ","/papers/ssrn/4852032/","2024-06-05",0],["p","Implied Covariance Term Structure","SSRN · Macro-Finance & Rates · The note explains Rolloos' approximation for the covariance ","/papers/ssrn/4852018/","2024-06-05",0],["p","ESG Demand","SSRN · Other · The research explores asset demand in a noniid returns model","/papers/ssrn/4852008/","2024-06-05",0],["p","Monetary Policy Effects","SSRN · Macro-Finance & Rates · Monetary policy impacts sector-specific credit card spending","/papers/ssrn/4851701/","2024-06-05",0],["p","Stock Trading Gamification Effects","SSRN · Trading, Microstructure & Execution · Gamification of stock trading can both harm retail traders b","/papers/ssrn/4851630/","2024-06-05",0],["p","DATA SCIENCE METHODS AND MODELS IN MODERN ECONOMY","SSRN · Other · The article explores the use of data science models in econo","/papers/ssrn/4851627/","2024-06-05",2],["p","Insurers' Diversification","SSRN · Risk, Credit & Banking · A study reveals that smaller insurance firms heavily invest ","/papers/ssrn/4850963/","2024-06-05",0],["p","Hands-Free Mouse for Disabled","SSRN · ML & AI Methods · The article details the creation of a Hands-Free Mouse syste","/papers/ssrn/4850698/","2024-06-05",1],["p","Tax Reserves Volatility and Firm Risk","SSRN · Derivatives & Volatility · The article studies how the volatility of unrecognized tax b","/papers/ssrn/4850560/","2024-06-05",0],["p","Duration Volatility Estimation","SSRN · Derivatives & Volatility · The paper introduces a new method for estimating volatility ","/papers/ssrn/4850075/","2024-06-05",0],["p","Unconventionally green","SSRN · Macro-Finance & Rates · The study evaluates the impact of the ECB's Pandemic Emergen","/papers/ssrn/4849959/","2024-06-05",0],["p","Inflation, Capital Structure, and Firm Value","SSRN · Macro-Finance & Rates · Companies with higher financial leverage see larger stock re","/papers/ssrn/4849543/","2024-06-05",0],["p","A Robust Record Linkage Approach for Anomaly Detection in Granular Insurance Asset Reporting","SSRN · Risk, Credit & Banking · The paper suggests a supervised classification method for de","/papers/ssrn/4849451/","2024-06-05",0],["p","The Performance of Household-held Mutual Funds: Evidence from the Euro Area","SSRN · Portfolio & Allocation · A study from 2009 to 2020 shows that Euro-area households pr","/papers/ssrn/4849419/","2024-06-05",1],["p","Reporting and Derivation of Data on Financial Transactions Related to Banks’ Securities Holdings","SSRN · Risk, Credit & Banking · The article assesses European financial data compilation met","/papers/ssrn/4849359/","2024-06-05",0],["p","Assessing the Liquidity Premium in the Italian Bond Market","SSRN · Trading, Microstructure & Execution · A new method for estimating the liquidity premium in Italian","/papers/ssrn/4849208/","2024-06-05",1],["p","Natural Disasters and Global Portfolio Flows","SSRN · Portfolio & Allocation · The study shows that local natural disasters significantly i","/papers/ssrn/4849158/","2024-06-05",0],["p","Currency Risk Premiums Study","SSRN · Asset Pricing & Factors · A currency cross-section study found that only a small fract","/papers/ssrn/4849102/","2024-06-05",0],["p","Data Arbitrage with Proprietary Dividend Forecasts - Historically Precise Updates Led to U.S. Outperformance","SSRN · Trading, Microstructure & Execution · The article highlights the accuracy and promptness of SP Glo","/papers/ssrn/4849100/","2024-06-05",0],["p","Gross Bond Issuance by Italian Banks: Key Trends in Times of Crisis and Unconventional Monetary Policy","SSRN · Risk, Credit & Banking · The paper examines Italian banks' bond issuance post the 200","/papers/ssrn/4848819/","2024-06-05",0],["p","Rational Bubbles in EU ETS Market","SSRN · Trading, Microstructure & Execution · A study found no evidence of price bubbles in the third or f","/papers/ssrn/4848176/","2024-06-05",2],["p","Enhancing Intelligent Search","SSRN · ML & AI Methods · The article discusses the role of machine learning in intell","/papers/ssrn/4847981/","2024-06-05",0],["p","Artificial intelligence, natural language processing, and machine learning to enhance e-service quality on e-commerce platforms","SSRN · LLMs & Text · The paper discusses how AI technologies like chatbots and pe","/papers/ssrn/4847952/","2024-06-05",11],["p","Quality Analytics and Customer Satisfaction: Insights from Retail Industry","SSRN · ML & AI Methods · Retail industry customer satisfaction can be significantly i","/papers/ssrn/4847927/","2024-06-05",0],["p","Equity Home Bias in American Investors","SSRN · Other · The article explores the tendency of American investors to o","/papers/ssrn/4847688/","2024-06-05",0],["p","The Evolution of Finance","SSRN · Other · The essay traces the evolution of finance as an academic fie","/papers/ssrn/4847384/","2024-06-05",0],["p","Board Gender Diversity Impact on Firms' Risk","RePEc · Corporate Finance · The study indicates that firms with gender diversity have le","/papers/repec/vrs-gfkmir-v-14-y-2022-i-2-p-11-17-n-2/","2024-06-05",0],["p","MAR Regulation Impact on Polish Stock Market","RePEc · Derivatives & Volatility · Despite increasing public information, the European Insider ","/papers/repec/spr-eurase-v-14-y-2024-i-2-d-10-1007-s40822-024-00270-2/","2024-06-05",2],["p","Data Mining Model for Classification","RePEc · Other · A data mining-based research classification model effectivel","/papers/repec/spr-decisn-v-51-y-2024-i-1-d-10-1007-s40622-024-00378-z/","2024-06-05",2],["p","Institutional Investors in Indian Stock Markets","RePEc · Derivatives & Volatility · During the COVID-19 pandemic, Foreign Institutional Investor","/papers/repec/mfa-journl-v-32-y-2024-i-1-p-75-99/","2024-06-05",2],["p","Forecasting Volatility in Taiwan Futures Market","RePEc · Derivatives & Volatility · A study reveals a new model, considering non-trading and tra","/papers/repec/kap-apfinm-v-31-y-2024-i-2-d-10-1007-s10690-023-09415-w/","2024-06-05",5],["p","CEO Value Investors Outperform","RePEc · Corporate Finance · Companies led by CEOs who adopt value-investing strategies w","/papers/repec/gam-jjrfmx-v-17-y-2024-i-6-p-227-d-1404139/","2024-06-05",2],["p","Diversification: Not a Free Lunch","RePEc · Asset Pricing & Factors · Not a Free Lunch: A study challenges the belief that diversi","/papers/repec/gam-jjrfmx-v-17-y-2024-i-6-p-225-d-1402811/","2024-06-05",3],["p","Carbon Risk in European Equity","RePEc · Risk, Credit & Banking · The research reveals that companies with diverse gender repr","/papers/repec/eme-sefpps-sef-05-2023-0245/","2024-06-05",1],["p","ECB QE Impact on Stock Market","RePEc · Derivatives & Volatility · The European Central Bank's unconventional monetary policies","/papers/repec/eme-sefpps-sef-02-2022-0108/","2024-06-05",2],["p","Distributional Refinement Network: Distributional Forecasting via Deep Learning","arXiv · Econometrics & Forecasting · The article introduces the Distributional Refinement Network","/papers/arxiv/2406.00998/","2024-06-05",1],["p","Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains","arXiv · Crypto & DeFi · The study by Milionis et al. (2023) explores the expected lo","/papers/arxiv/2406.00113/","2024-06-05",0],["p","Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Duality","Machine learning · ML & AI Methods · The research identifies a link between state-space models an","/papers/arxiv/2405.21060/","2024-06-05",2044],["p","An Organic Weed Control Prototype using Directed Energy and Deep Learning","Machine learning · ML & AI Methods · A robot for organic farms uses deep learning to identify and","/papers/arxiv/2405.21056/","2024-06-05",3],["p","Exploratory Preference Optimization: Harnessing Implicit Q*-Approximation for Sample-Efficient RLHF","Machine learning · LLMs & Text · The Exploratory Preference Optimization (XPO) algorithm has ","/papers/arxiv/2405.21046/","2024-06-05",117],["p","Unique3D: High-Quality and Efficient 3D Mesh Generation from a Single Image","Machine learning · Other · Single Image 3D: Unique3D, a new image-to-3D framework, crea","/papers/arxiv/2405.20343/","2024-06-05",185],["p","MotionLLM: Understanding Human Behaviors from Human Motions and Videos","Machine learning · Other · The study presents MotionLLM, a tool for understanding human","/papers/arxiv/2405.20340/","2024-06-05",117],["p","RapVerse: Coherent Vocals and Whole-Body Motion Generation from Text","Machine learning · LLMs & Text · Vocals and Motions: A new task uses a multimodal transformer","/papers/arxiv/2405.20336/","2024-06-05",7],["p","Xwin-LM: Strong and Scalable Alignment Practice for LLMs","Machine learning · LLMs & Text · The paper presents Xwin-LM, a set of alignment methodologies","/papers/arxiv/2405.20335/","2024-06-05",3],["p","S3Gaussian: Self-Supervised Street Gaussians for Autonomous Driving","Machine learning · Other · The research introduces S3Gaussian, a self-supervised method","/papers/arxiv/2405.20323/","2024-06-05",124],["p","Improving the Training of Rectified Flows","Machine learning · ML & AI Methods · The paper suggests improved methods for training rectified f","/papers/arxiv/2405.20320/","2024-06-05",120],["p","ParSEL: Parameterized Shape Editing with Language","Machine learning · LLMs & Text · Shape Editing: ParSEL, a system that allows controllable edi","/papers/arxiv/2405.20319/","2024-06-05",15],["p","MAP-Neo: Highly Capable and Transparent Bilingual Large Language Model Series","Machine learning · LLMs & Text · Bilingual LLM Series: MAP-Neo, an open-source bilingual lang","/papers/arxiv/2405.19327/","2024-06-05",88],["p","Nearest Neighbor Speculative Decoding for LLM Generation and Attribution","Machine learning · LLMs & Text · The paper introduces Nearest Neighbor Speculative Decoding, ","/papers/arxiv/2405.19325/","2024-06-05",30],["p","Value-Incentivized Preference Optimization: A Unified Approach to Online and Offline RLHF","Machine learning · LLMs & Text · The study presents a unified approach to reinforcement learn","/papers/arxiv/2405.19320/","2024-06-05",75],["p","Language Models Trained to do Arithmetic Predict Human Risky and Intertemporal Choice","arXiv · LLMs & Text · Researchers have found that Large Language Models (LLMs) pre","/papers/arxiv/2405.19313/","2024-06-05",14],["p","Phase transitions in debt recycling","arXiv · Other · A study finds the success of debt recycling, a strategy invo","/papers/arxiv/2405.19104/","2024-06-05",2],["p","Worst-cases of distortion riskmetrics and weighted entropy with partial information","arXiv · Other · The paper explores the worst-case scenarios of distortion ri","/papers/arxiv/2405.19075/","2024-06-05",4],["p","HLOB - Information Persistence and Structure in Limit Order Books","arXiv · Trading, Microstructure & Execution · A new deep learning model, HLOB, has been developed for pred","/papers/arxiv/2405.18938/","2024-06-05",22],["p","Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost","arXiv · Trading, Microstructure & Execution · A new method for assessing the efficiency of broker executio","/papers/arxiv/2405.18936/","2024-06-05",2],["p","A Tick-by-Tick Solution for Concentrated Liquidity Provisioning","arXiv · Trading, Microstructure & Execution · Early findings suggest that programmable automated market ma","/papers/arxiv/2405.18728/","2024-06-05",1],["p","A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes","arXiv · Derivatives & Volatility · The queue-reactive model has been expanded to include order ","/papers/arxiv/2405.18594/","2024-06-05",2],["p","The Origin and Evolution of Information Handling","Machine learning · Other · The research investigates the evolution of information handl","/papers/arxiv/2404.04374/","2024-06-05",2],["p","The Model Openness Framework: Promoting Completeness and Openness for Reproducibility, Transparency, and Usability in Artificial Intelligence","Machine learning · ML & AI Methods · The paper introduces the Model Openness Framework, a system ","/papers/arxiv/2403.13784/","2024-06-05",58],["p","Arrows of Time for Large Language Models","Machine learning · LLMs & Text · A study shows a time asymmetry in Autoregressive Large Langu","/papers/arxiv/2401.17505/","2024-06-05",23],["p","DITTO: Diffusion Inference-Time T-Optimization for Music Generation","Machine learning · ML & AI Methods · Music Optimization: The DITTO framework allows control of pr","/papers/arxiv/2401.12179/","2024-06-05",99],["p","Are Language Models More Like Libraries or Like Librarians? Bibliotechnism, the Novel Reference Problem, and the Attitudes of LLMs","Machine learning · LLMs & Text · Libraries or Librarians?: The article explores bibliotechnis","/papers/arxiv/2401.04854/","2024-06-05",38],["p","Mamba: Linear-Time Sequence Modeling with Selective State Spaces","Machine learning · ML & AI Methods · Sequence Modeling: Mamba, a neural network architecture that","/papers/arxiv/2312.00752/","2024-06-05",9474],["p","DTE Options Trading Impact","SSRN · Derivatives & Volatility · The article examines the effect of Zero-Day-to-Expiration (0","/papers/ssrn/4844455/","2024-05-28",0],["p","Pioneering the Future of Leveraged Trading in DeFi","SSRN · Crypto & DeFi · SquaredLabs is transforming derivatives trading by using pow","/papers/ssrn/4844202/","2024-05-28",0],["p","International Patent Office Guidance on Artificial Intelligence Inventions","SSRN · ML & AI Methods · The article outlines new global rules on the patentability o","/papers/ssrn/4843648/","2024-05-28",1],["p","U.S. and European Listed Real Estate as an Inflation Hedge","SSRN · Derivatives & Volatility · The paper reveals that listed real estate (LRE) can effectiv","/papers/ssrn/4843563/","2024-05-28",1],["p","SubGradient Loss Method","SSRN · ML & AI Methods · The article introduces a more stable and memory-efficient ma","/papers/ssrn/4843397/","2024-05-28",0],["p","The Impact of Business Analytics in the Finance Industry","SSRN · Other · The finance industry is using business analytics for predict","/papers/ssrn/4843086/","2024-05-28",1],["p","Equity Crowdfunding Panels","SSRN · Other · The study explores how the investor panel feature on equity ","/papers/ssrn/4842836/","2024-05-28",0],["p","Building an integrated surveillance framework for highly leveraged NBFIs – lessons from the HKMA","SSRN · Risk, Credit & Banking · The paper proposes a new method to monitor systemic risks fr","/papers/ssrn/4842826/","2024-05-28",0],["p","Trading Activity of Commodity Futures and Options Around USDA Announcements","SSRN · Derivatives & Volatility · The article investigates the impact of USDA announcements on","/papers/ssrn/4841490/","2024-05-28",0],["p","Exploiting Overestimated Volatility Risk Premium: A Contrarian ETF Trading Strategy","SSRN · Derivatives & Volatility · The study proposes a unique trading strategy using the Volat","/papers/ssrn/4841308/","2024-05-28",0],["p","Causal Interactions’ Indicator Between Two Time-Series Through Extreme Variations of the Explanatory Power of the First Eigenvalue Using Lagged Correlation Matrices","SSRN · Econometrics & Forecasting · The paper presents a method for identifying causal interacti","/papers/ssrn/4841224/","2024-05-28",0],["p","Market Volatility Trends","SSRN · Derivatives & Volatility · The paper uses a dynamic model to study China's stock index ","/papers/ssrn/4840859/","2024-05-28",0],["p","Multi-Factor Model","SSRN · Asset Pricing & Factors · The piece introduces a new neural network-based asset pricin","/papers/ssrn/4840857/","2024-05-28",1],["p","Kalman's Error","SSRN · Econometrics & Forecasting · The article corrects a misconception in Kalman's estimator b","/papers/ssrn/4840827/","2024-05-28",0],["p","A Geometric Approach to Asset Allocation with Investor Views","SSRN · Portfolio & Allocation · The article introduces a geometric method for incorporating ","/papers/ssrn/4840636/","2024-05-28",0],["p","VIX Portfolios","SSRN · Derivatives & Volatility · The article proposes a portfolio management strategy that us","/papers/ssrn/4840555/","2024-05-28",187],["p","Speaker Identification with Hybrid Classifiers","SSRN · Other · The effectiveness of traditional, hybrid, and new subspace c","/papers/ssrn/4840477/","2024-05-28",1],["p","Portfolio Diversification Measures","SSRN · Portfolio & Allocation · The article suggests a new portfolio diversification measure","/papers/ssrn/4840399/","2024-05-28",0],["p","PINstimation","SSRN · Trading, Microstructure & Execution · The article presents PINstimation, an R package for estimati","/papers/ssrn/4840314/","2024-05-28",69],["p","HighFrequency Economic Data","SSRN · Trading, Microstructure & Execution · The article presents a Bayesian model for measuring GDP grow","/papers/ssrn/4840187/","2024-05-28",29],["p","Realised Volatility Moments Implied by Options with Applications to the Pricing of Realised Volatility Options","SSRN · Derivatives & Volatility · The article proposes a method to separate instantaneous vola","/papers/ssrn/4840162/","2024-05-28",0],["p","A Comparison of Standard Statistical, Machine Learning and Deep Learning Methods in Forecasting the Time Series","SSRN · Econometrics & Forecasting · The accuracy of Machine Learning and Deep Learning in foreca","/papers/ssrn/4840148/","2024-05-28",1],["p","Long-Term Capital Market Assumptions Fixed Income","SSRN · Derivatives & Volatility · The Capital Market Assumptions document provides expected re","/papers/ssrn/4839975/","2024-05-28",0],["p","Green Risk in Europe","SSRN · Other · The study examines climate risks in the European stock marke","/papers/ssrn/4839467/","2024-05-28",52],["p","Fire Sales of Safe Assets","SSRN · Other · UK gilt prices fell significantly in September and October 2","/papers/ssrn/4839251/","2024-05-28",2],["p","Investing for Retirement: How Investment Teams of Superannuation Funds Can Support Retirement Income Solutions","SSRN · Other · The article suggests that pension fund investment teams can ","/papers/ssrn/4838774/","2024-05-28",0],["p","Machine Learning Loan Prediction","SSRN · ML & AI Methods · A machine learning model analyzes past loan data to predict ","/papers/ssrn/4838474/","2024-05-28",0],["p","Private Equity and Net Asset Value Debt - Ticking Time Bomb or Ticking All the Right Boxes","SSRN · Other · The article highlights the increasing use of net asset value","/papers/ssrn/4838394/","2024-05-28",0],["p","Decision Trees for Intuitive Intraday Trading Strategies","SSRN · Trading, Microstructure & Execution · Decision trees are used to develop intraday trading strategi","/papers/ssrn/4838381/","2024-05-28",0],["p","Poverty Prediction Nigeria","SSRN · Econometrics & Forecasting · The study uses a panel dataset to predict poverty status in ","/papers/ssrn/4838153/","2024-05-28",19],["p","Asian Option Pricing","SSRN · Derivatives & Volatility · The article proposes a model incorporating mean reversion, s","/papers/ssrn/4838123/","2024-05-28",10],["p","Hull and White Model Simulation","SSRN · Derivatives & Volatility · The piece presents a method for simulating asset price and v","/papers/ssrn/4838118/","2024-05-28",9],["p","Machine Learning Bank Loan Risk","SSRN · Risk, Credit & Banking · The article discusses the use of machine-learning algorithms","/papers/ssrn/4837681/","2024-05-28",3],["p","Sustainable Finance Taxonomies – Enabling the Transition towards Net Zero? A Transition Score for International Frameworks","SSRN · Other · A study of 26 sustainable finance taxonomy frameworks found ","/papers/ssrn/4837372/","2024-05-28",6],["p","The impact of Methodological choices on Machine Learning Portfolios","SSRN · Portfolio & Allocation · The research examines how research design choices can signif","/papers/ssrn/4837337/","2024-05-28",0],["p","Text Spillover","SSRN · LLMs & Text · The article explores the potential of using text data analys","/papers/ssrn/4837312/","2024-05-28",1],["p","Modeling and Forecasting Intraday Spot Volatility","SSRN · Derivatives & Volatility · A novel regression method for predicting intraday spot volat","/papers/ssrn/4837207/","2024-05-28",1],["p","Credit Risk Prediction for SMEs Using ML","RePEc · Risk, Credit & Banking · The FS-RS-ML framework, using machine learning to predict cr","/papers/repec/wly-mgtdec-v-45-y-2024-i-4-p-2393-2414/","2024-05-28",5],["p","Options Trading Impact on Leveraged ETFs","RePEc · Derivatives & Volatility · The research shows that option signals from leveraged ETFs c","/papers/repec/wly-jfutmk-v-44-y-2024-i-6-p-986-1002/","2024-05-28",3],["p","Deep Learning for Commodity Risk Management","RePEc · Risk, Credit & Banking · A new deep learning strategy for financial hedging has been ","/papers/repec/wly-jfutmk-v-44-y-2024-i-6-p-879-900/","2024-05-28",3],["p","Machine Learning Models for Rainfall-Induced Landslide Prediction","RePEc · ML & AI Methods · The study finds logistic regression models more effective th","/papers/repec/spr-nathaz-v-120-y-2024-i-7-d-10-1007-s11069-024-06405-7/","2024-05-28",2],["p","ML for Trade Direction in Corporate Bonds","RePEc · Macro-Finance & Rates · Machine learning can enhance trade direction classification ","/papers/repec/kap-rqfnac-v-63-y-2024-i-1-d-10-1007-s11156-024-01252-w/","2024-05-28",4],["p","Forecasting Metal Prices with Machine and Deep Learning Models","RePEc · Econometrics & Forecasting · The research uses machine and deep learning models to foreca","/papers/repec/eee-jrpoli-v-92-y-2024-i-c-s0301420724004070/","2024-05-28",3],["p","Role of Oil and Gold in Portfolio Optimization","RePEc · Portfolio & Allocation · The study reveals gold as a more effective hedge than oil fo","/papers/repec/eee-jrpoli-v-92-y-2024-i-c-s0301420724003246/","2024-05-28",3],["p","ChatGPT for Improved Investment Decisions in Portfolio Management","RePEc · LLMs & Text · The research shows that the Large Language Model, ChatGPT, s","/papers/repec/eee-finlet-v-64-y-2024-i-c-s154461232400463x/","2024-05-28",3],["p","Efficient mid-term forecasting of hourly electricity load using generalized additive models","arXiv · Econometrics & Forecasting · The paper introduces a new forecasting method using Generali","/papers/arxiv/2405.17070/","2024-05-28",21],["p","DeTEcT: Dynamic and Probabilistic Parameters Extension","arXiv · Other · The research suggests four methods to parameterize the DeTEc","/papers/arxiv/2405.16688/","2024-05-28",2],["p","Reinforcement Learning for Jump-Diffusions","arXiv · ML & AI Methods · The study shows that continuous-time reinforcement learning ","/papers/arxiv/2405.16449/","2024-05-28",2],["p","Robust XVA","arXiv · Other · The paper introduces a cost-efficient consumption model that","/papers/arxiv/2405.16336/","2024-05-28",9],["p","Gaussian Recombining Split Tree","arXiv · Derivatives & Volatility · The article introduces a new Gaussian Recombining Split Tree","/papers/arxiv/2405.16333/","2024-05-28",0],["p","Effect of Interest Payments on External Debt on Economic Growth in Kenya","arXiv · Macro-Finance & Rates · A study on Kenya's economy from 1991-2015 shows that high-in","/papers/arxiv/2405.16193/","2024-05-28",0],["p","Identifying extreme events in the stock market: A topological data analysis.","arXiv · Other · The study applies Topological Data Analysis (TDA) to identif","/papers/arxiv/2405.16052/","2024-05-28",19],["p","Product Design Using Generative Adversarial Network: Incorporating Consumer Preference and External Data","arXiv · ML & AI Methods · A proposed semi-supervised deep generative framework integra","/papers/arxiv/2405.15929/","2024-05-28",1],["p","The Mariana Environmental Disaster and its Labor Market Effects","arXiv · Other · Research on the 2015 Mariana Dam disaster in Brazil shows th","/papers/arxiv/2405.15862/","2024-05-28",1],["p","DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction","arXiv · Portfolio & Allocation · The paper showcases Direct Sorted Portfolio Optimization (DS","/papers/arxiv/2405.15833/","2024-05-28",1],["p","Score-based generative models are provably robust: an uncertainty quantification perspective","Machine learning · ML & AI Methods · The authors demonstrate that score-based generative models a","/papers/arxiv/2405.15754/","2024-05-28",15],["p","Optimal Market-Neutral Multivariate Pair Trading on the Cryptocurrency Platform","arXiv · Crypto & DeFi · The study presents an Optimal Trading Technique (OTT) for cr","/papers/arxiv/2405.15461/","2024-05-28",4],["p","NeRF-Casting: Improved View-Dependent Appearance with Consistent Reflections","Machine learning · ML & AI Methods · The article presents a new ray tracing-based method to enhan","/papers/arxiv/2405.14871/","2024-05-28",42],["p","PuzzleAvatar: Assembling 3D Avatars from Personal Albums","Machine learning · Other · PuzzleAvatar is a new model that creates 3D avatars from per","/papers/arxiv/2405.14869/","2024-05-28",29],["p","Generative Camera Dolly: Extreme Monocular Dynamic Novel View Synthesis","Machine learning · ML & AI Methods · The article introduces GCD, a new technology that can create","/papers/arxiv/2405.14868/","2024-05-28",134],["p","Tele-Aloha: A Telepresence System with Low-budget and High-authenticity Using Sparse RGB Cameras","Machine learning · Other · The authors introduce Tele-Aloha, a cost-effective teleprese","/papers/arxiv/2405.14866/","2024-05-28",20],["p","Not All Language Model Features Are One-Dimensionally Linear","Machine learning · LLMs & Text · The study uses sparse autoencoders to explore the multi-dime","/papers/arxiv/2405.14860/","2024-05-28",225],["p","Mamba-Reg: Vision Mamba Also Needs Registers","Machine learning · Other · The paper reveals artifacts in Vision Mamba's feature maps a","/papers/arxiv/2405.14858/","2024-05-28",61],["p","Conditional Diffusion on Web-Scale Image Pairs leads to Diverse Image Variations","Machine learning · ML & AI Methods · Semantica, an image-conditioned diffusion model, can generat","/papers/arxiv/2405.14857/","2024-05-28",0],["p","Local Causal Discovery for Structural Evidence of Direct Discrimination","Machine learning · Econometrics & Forecasting · The LD3 algorithm, which can identify evidence of direct dis","/papers/arxiv/2405.14848/","2024-05-28",8],["p","Differentiable Annealed Importance Sampling Minimizes The Symmetrized Kullback-Leibler Divergence Between Initial and Target Distribution","Machine learning · Other · The paper shows that Differentiable Annealed Importance Samp","/papers/arxiv/2405.14840/","2024-05-28",3],["p","Towards an Optimal Staking Design: Balancing Security, User Growth, and Token Appreciation","arXiv · Crypto & DeFi · The study reviews Proof-of-Stake (POS) design options in blo","/papers/arxiv/2405.14617/","2024-05-28",3],["p","Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs","arXiv · Trading, Microstructure & Execution · The research examines a financial market with risky assets, ","/papers/arxiv/2405.14418/","2024-05-28",0],["p","Long time behavior of optimal liquidation problems with semimartingale strategies and external flows","arXiv · Other · The study explores optimal liquidation problems, finding tha","/papers/arxiv/2405.14177/","2024-05-28",1],["p","Wealth inequality and utility: Effect evaluation of redistribution and consumption morals using macro-econophysical coupled approach","arXiv · Other · Research indicates that wealth inequality can be reduced and","/papers/arxiv/2405.13341/","2024-05-28",0],["p","Selecting Experimental Sites for External Validity","arXiv · Econometrics & Forecasting · A proposed Bayesian decision-theoretic approach optimizes ex","/papers/arxiv/2405.13241/","2024-05-28",2],["p","Trading Volume Maximization with Online Learning","arXiv · Trading, Microstructure & Execution · The study investigates how online trading brokers can increa","/papers/arxiv/2405.13102/","2024-05-28",1],["p","Reducing Transformer Key-Value Cache Size with Cross-Layer Attention","Machine learning · ML & AI Methods · The article introduces Cross-Layer Attention (CLA), a new at","/papers/arxiv/2405.12981/","2024-05-28",152],["p","OmniGlue: Generalizable Feature Matching with Foundation Model Guidance","Machine learning · Other · OmniGlue, a new image matcher that performs better on unseen","/papers/arxiv/2405.12979/","2024-05-28",115],["p","Self-Play Preference Optimization for Language Model Alignment","Machine learning · LLMs & Text · The article suggests a self-play-based method, SPPO, for lan","/papers/arxiv/2405.00675/","2024-05-28",284],["p","Budgeting Counterfactual for Offline RL","Machine learning · ML & AI Methods · The paper suggests a method to improve offline reinforcement","/papers/arxiv/2307.06328/","2024-05-28",6],["p","Downside Risk and Its Drivers in China’s Securities Markets: Does Greenness Make Bonds A Safer Haven?","SSRN · Macro-Finance & Rates · The paper presents a new risk assessment model for financial","/papers/ssrn/4836928/","2024-05-22",0],["p","Term Spreads and Recessions","SSRN · Macro-Finance & Rates · Research shows that credit market sentiment affects the real","/papers/ssrn/4836614/","2024-05-22",2],["p","Operational Loss Recoveries in U.S. Banking","SSRN · Risk, Credit & Banking · A study indicates that operational loss recovery rates in la","/papers/ssrn/4836533/","2024-05-22",25],["p","Cheap Stock Options","SSRN · Derivatives & Volatility · The research investigates cheap stock - equity-based compens","/papers/ssrn/4836176/","2024-05-22",30],["p","Single-stage Portfolio Optimization with Automated Machine Learning for M6","SSRN · Portfolio & Allocation · The M6 forecasting competition paper introduces a data-drive","/papers/ssrn/4836123/","2024-05-22",7],["p","Cultural Bonds","SSRN · Macro-Finance & Rates · Cultural differences, particularly between Italian and Germa","/papers/ssrn/4836119/","2024-05-22",0],["p","Central Bank Haircut Policy","SSRN · Risk, Credit & Banking · The study reveals that a decrease in the Eurosystem collater","/papers/ssrn/4835690/","2024-05-22",0],["p","Common Ownership and Hedge Fund Activism: An Unholy Alliance?","SSRN · Derivatives & Volatility · The study suggests that common ownership can lead to anticom","/papers/ssrn/4835079/","2024-05-22",1],["p","Interim Valuations in Private Equity","SSRN · Portfolio & Allocation · The history of valuations, including staleness and markdown ","/papers/ssrn/4834758/","2024-05-22",1],["p","AI Discourse in German and Chinese Media","SSRN · ML & AI Methods · Analysis of Chinese and German media coverage on AI from 201","/papers/ssrn/4834669/","2024-05-22",1],["p","Rethinking the Size Effect and the Risk-Free Rate in Appraisal Proceedings","SSRN · Asset Pricing & Factors · The capital asset pricing model (CAPM) may not accurately pr","/papers/ssrn/4834556/","2024-05-22",0],["p","Insurance Investments","SSRN · Risk, Credit & Banking · The study presents a theory connecting insurance premiums, i","/papers/ssrn/4834378/","2024-05-22",41],["p","Major Issues in High-frequency Financial Data Analysis: A Survey of Solutions","SSRN · Trading, Microstructure & Execution · Recent studies on issues in high-frequency financial data an","/papers/ssrn/4834362/","2024-05-22",20],["p","Machine Learning in Accounting and Finance","SSRN · ML & AI Methods · Research shows a rising interest in the effects of machine l","/papers/ssrn/4834095/","2024-05-22",0],["p","Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market","SSRN · Trading, Microstructure & Execution · The Dalian Commodity Exchange improved market quality by red","/papers/ssrn/4834010/","2024-05-22",0],["p","Economic Risk in Disability Income Insurance","SSRN · Risk, Credit & Banking · Research suggests an asset portfolio that matches unemployme","/papers/ssrn/4833986/","2024-05-22",0],["p","Credit Land Speculation and Growth","SSRN · Risk, Credit & Banking · A paper claims that sector-specific credit expansions, parti","/papers/ssrn/4833960/","2024-05-22",0],["p","Airline Stocks and Oil Price Volatility","SSRN · Derivatives & Volatility · The study finds a negative correlation between oil price vol","/papers/ssrn/4833663/","2024-05-22",0],["p","Corporate Liquidity and Bondholder Fragility","SSRN · Trading, Microstructure & Execution · The research shows that firms with higher bondholder fragili","/papers/ssrn/4833574/","2024-05-22",0],["p","Leveraging Ai for Effective Human Resource Management: A Comprehensive Overview","SSRN · ML & AI Methods · The research highlights the benefits and challenges of Artif","/papers/ssrn/4833377/","2024-05-22",9],["p","Portfolio Management with Python","SSRN · Portfolio & Allocation · The lecture notes discuss portfolio management, highlighting","/papers/ssrn/4832315/","2024-05-22",100],["p","Equity Premium Events","SSRN · Asset Pricing & Factors · The research identifies equity premium events using daily S&","/papers/ssrn/4832271/","2024-05-22",0],["p","Stock and Option Market Response to ESG News","SSRN · LLMs & Text · The research finds that negative ESG incidents have minimal ","/papers/ssrn/4832267/","2024-05-22",0],["p","Informed Trading Risk","SSRN · Trading, Microstructure & Execution · The research uses abnormal undercutting activity to measure ","/papers/ssrn/4832251/","2024-05-22",38],["p","Finding the Goldilocks Data Collection Frequency for the Consumer Price Index","SSRN · Other · The paper presents a framework for National Statistical Inst","/papers/ssrn/4832198/","2024-05-22",2],["p","17-Year Backtest of Straddles around SP500 Earnings Announcements","SSRN · Trading, Microstructure & Execution · The study suggests that using straddle derivatives strategie","/papers/ssrn/4832160/","2024-05-22",0],["p","Stock Market Volatility Forecasting Models: A Comparative Study","SSRN · Derivatives & Volatility · The paper finds the simple regression model as the most accu","/papers/ssrn/4832110/","2024-05-22",0],["p","Building Arbitrage-Free Implied Volatility Surface","SSRN · Derivatives & Volatility · The paper explores the creation of arbitrage-free implied vo","/papers/ssrn/4832095/","2024-05-22",3],["p","MeanVariance Efficient Portfolios","SSRN · Portfolio & Allocation · A 1992 study found that a composite model of financial varia","/papers/ssrn/4831997/","2024-05-22",18],["p","Business Intelligence through Artificial Intelligence: A Review","SSRN · ML & AI Methods · A Review: The article reviews the incorporation of AI in bus","/papers/ssrn/4831916/","2024-05-22",9],["p","Understanding the development of public data ecosystems: From a conceptual model to a six-generation model of the evolution of public data ecosystems","SSRN · Other · The research identifies the elements that create value-addin","/papers/ssrn/4831881/","2024-05-22",30],["p","Hedge Fund Performance Decline","SSRN · Derivatives & Volatility · The study shows that top-performing hedge funds continue to ","/papers/ssrn/4831701/","2024-05-22",74],["p","Sorghum Detection Accuracy","SSRN · ML & AI Methods · The study introduces an intelligent system for classifying s","/papers/ssrn/4831588/","2024-05-22",0],["p","Integrated Text-Model Generation-Simulation Framework for Steel Beam","SSRN · ML & AI Methods · The paper emphasizes the advantages of automating modelling ","/papers/ssrn/4831500/","2024-05-22",1],["p","Climate Change and Shareholder Value: Evidence from Textual Analysis and Trump’s Unexpected Victory","SSRN · LLMs & Text · Companies more susceptible to climate change saw negative ma","/papers/ssrn/4831364/","2024-05-22",18],["p","Convex Volatility Interpolation","SSRN · Derivatives & Volatility · Convex Volatility Interpolation (CVI), a new method for cali","/papers/ssrn/4831218/","2024-05-22",2],["p","Public Firms Transformation","SSRN · Corporate Finance · The number of public firms in the US has decreased by half s","/papers/ssrn/4831105/","2024-05-22",82],["p","A Simple Approach to Pricing Hybrid Asset-Volatility Derivatives","SSRN · Derivatives & Volatility · The article explains how the cost of hybrid asset-volatility","/papers/ssrn/4830937/","2024-05-22",0],["p","RealTime Application Identification Through Network Packet Analysis","SSRN · ML & AI Methods · The article introduces a new method using AI and machine lea","/papers/ssrn/4830122/","2024-05-22",1],["p","Future Value of Mutual Fund Investments","SSRN · Portfolio & Allocation · The paper suggests that mutual fund investment forecasts are","/papers/ssrn/4829431/","2024-05-22",11],["p","Carbon Risk in European Equity Returns","RePEc · Other · The study measures the effect of carbon risk on European equ","/papers/repec/zbw-jumsac-294991/","2024-05-22",2],["p","Multi-Currency Modeling","RePEc · Macro-Finance & Rates · A new framework for modeling multiple currencies using CBI-t","/papers/repec/spr-annopr-v-336-y-2024-i-1-d-10-1007-s10479-022-04982-z/","2024-05-22",2],["p","Equity Returns Predictability with Machine Learning","RePEc · ML & AI Methods · Machine learning techniques' predictability of global stock ","/papers/repec/fau-fauart-v-74-y-2024-i-2-p-142-190/","2024-05-22",3],["p","Comparative Analysis of KNN and Naive Bayes for Storm Prediction","RePEc · Other · The K-Nearest Neighbours algorithm has proven more accurate ","/papers/repec/bps-jspath-v-1-y-2024-i-3-id-4917/","2024-05-22",2],["p","Modeling citation worthiness by using attention-based bidirectional long short-term memory networks and interpretable models","Machine learning · Other · The research introduces a Bidirectional Long Short-Term Memo","/papers/doi/10-1007-s11192-020-03421-9/","2024-05-22",19],["p","A foundation model for joint segmentation, detection and recognition of biomedical objects across nine modalities","Machine learning · Other · Image Parsing Model: BiomedParse is a new tool for biomedica","/papers/arxiv/2405.12971/","2024-05-22",200],["p","Aligning Transformers with Continuous Feedback via Energy Rank Alignment","Machine learning · ML & AI Methods · The article discusses the energy rank alignment (ERA) algori","/papers/arxiv/2405.12961/","2024-05-22",7],["p","Ponzi Funds","arXiv · Trading, Microstructure & Execution · The study suggests that investors' pursuit of high returns f","/papers/arxiv/2405.12768/","2024-05-22",5],["p","Octo: An Open-Source Generalist Robot Policy","Machine learning · ML & AI Methods · Octo is a large transformer-based policy for robotic manipul","/papers/arxiv/2405.12213/","2024-05-22",2026],["p","Slicedit: Zero-Shot Video Editing With Text-to-Image Diffusion Models Using Spatio-Temporal Slices","Machine learning · ML & AI Methods · Video Editing: Slicedit is a new text-based video editing me","/papers/arxiv/2405.12211/","2024-05-22",53],["p","Metacognitive Capabilities of LLMs: An Exploration in Mathematical Problem Solving","Machine learning · LLMs & Text · The study investigates the metacognitive abilities of large ","/papers/arxiv/2405.12205/","2024-05-22",102],["p","Risk, utility and sensitivity to large losses","arXiv · Risk, Credit & Banking · Research identifies the conditions that make a risk or utili","/papers/arxiv/2405.12154/","2024-05-22",4],["p","Statistically Truthful Auctions via Acceptance Rule","Machine learning · ML & AI Methods · The paper introduces a deep learning approach for ensuring s","/papers/arxiv/2405.12016/","2024-05-22",0],["p","Review of deep learning models for crypto price prediction: implementation and evaluation","arXiv · Crypto & DeFi · The article discusses a study on deep learning models for pr","/papers/arxiv/2405.11431/","2024-05-22",19],["p","Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems","arXiv · ML & AI Methods · A proposed deep learning algorithm for optimal stopping prob","/papers/arxiv/2405.11392/","2024-05-22",8],["p","Microstructure Modes -- Disentangling the Joint Dynamics of Prices & Order Flow","arXiv · Trading, Microstructure & Execution · Research using a double coarse-graining procedure and Princi","/papers/arxiv/2405.10654/","2024-05-22",6],["p","Toon3d: Seeing Cartoons From New Perspectives","Machine learning · Other · 3D Cartoons: A new technique has been developed to recover t","/papers/arxiv/2405.10320/","2024-05-22",3],["p","CAT3D: Create Anything in 3D with Multi-View Diffusion Models","Machine learning · ML & AI Methods · Multi-View Diffusion Models: CAT3D is a novel technique for ","/papers/arxiv/2405.10314/","2024-05-22",490],["p","How Far Are We From AGI: Are LLMs All We Need?","Machine learning · LLMs & Text · The paper offers an in-depth analysis of Artificial General ","/papers/arxiv/2405.10313/","2024-05-22",32],["p","Influencer Cartels","arXiv · ML & AI Methods · The article talks about the emergence of 'influencer cartels","/papers/arxiv/2405.10231/","2024-05-22",0],["p","A note on continuity and asymptotic consistency of measures of risk and variability","arXiv · Other · A study proves that a convex, order bounded above functional","/papers/arxiv/2405.09766/","2024-05-22",1],["p","Wasserstein Gradient Boosting: A Framework for Distribution-Valued Supervised Learning","Machine learning · ML & AI Methods · Wasserstein gradient boosting, a new type of gradient boosti","/papers/arxiv/2405.09536/","2024-05-22",7],["p","When fairness metrics fail: A utility-based perspective on $\\varepsilon$-fairness","arXiv · Risk, Credit & Banking · The article introduces a utility-based method to measure fai","/papers/arxiv/2405.09360/","2024-05-22",0],["p","Optimal information acquisition for eliminating estimation risk","arXiv · Corporate Finance · The study suggests that acquiring information early is benef","/papers/arxiv/2405.09339/","2024-05-22",0],["p","DeepSeek-V2: A Strong, Economical, and Efficient Mixture-of-Experts Language Model","Machine learning · LLMs & Text · MoE Language Model: DeepSeek-V2, a language model with 236B ","/papers/arxiv/2405.04434/","2024-05-22",1507],["p","FlashBack: Efficient Retrieval-Augmented Language Modeling for Fast Inference","Machine learning · LLMs & Text · Efficient LM: The paper introduces FlashBack, a Retrieval-Au","/papers/arxiv/2405.04065/","2024-05-22",2],["p","On the Efficiency of Convolutional Neural Networks","Machine learning · ML & AI Methods · A novel approach to convolutional neural networks prioritize","/papers/arxiv/2404.03617/","2024-05-22",5],["p","DREAM: Decentralized Real-Time Asynchronous Probabilistic Trajectory Planning for Collision-Free Multirobot Navigation in Cluttered Environments","Machine learning · Other · Multi-Robot Navigation: A proposed decentralized multi-robot","/papers/arxiv/2307.15887/","2024-05-22",21],["p","Scaling Down Deep Learning with MNIST-1D","Machine learning · ML & AI Methods · The article presents MNIST-1D, a cost-effective, low-memory ","/papers/arxiv/2011.14439/","2024-05-22",36],["p","Will the Isolation of Divisions in Investment Banks Mitigate Conflict of Interest","SSRN · Risk, Credit & Banking · The article explores the expansion of modern banks into prop","/papers/ssrn/4828209/","2024-05-15",0],["p","Forecasting with machine learning Shadow-Rate VARs","SSRN · Econometrics & Forecasting · The article examines the use of Shadow Rate Vector Autoregre","/papers/ssrn/4828070/","2024-05-15",1],["p","Mutual Fund Managers and Volatility","SSRN · Derivatives & Volatility · Research shows that mutual fund managers reduce market expos","/papers/ssrn/4828007/","2024-05-15",0],["p","Derivatives Optimization","SSRN · Derivatives & Volatility · The article presents a new type of portfolio optimization th","/papers/ssrn/4827987/","2024-05-15",0],["p","Earnings Forecast Accuracy","SSRN · Econometrics & Forecasting · The study examines the link between model-based earnings for","/papers/ssrn/4827682/","2024-05-15",0],["p","Social Media Trading Impact","SSRN · Trading, Microstructure & Execution · The paper investigates the effect of presidential tweets on ","/papers/ssrn/4827409/","2024-05-15",0],["p","Can Machine Learning Unlock New Insights into High-Frequency Trading?","SSRN · Trading, Microstructure & Execution · Machine learning is being used to explore the link between h","/papers/ssrn/4826698/","2024-05-15",1],["p","Bayesian Inflation Uncertainty","SSRN · Macro-Finance & Rates · Using a Bayesian framework, the study finds that trade openn","/papers/ssrn/4826538/","2024-05-15",0],["p","Computational Legal Studies Transformation","SSRN · LLMs & Text · The article reviews the application of computational analysi","/papers/ssrn/4826144/","2024-05-15",0],["p","Measuring Populism Empirically: Sentiment and Language in AMLO’s Morning Conferences","SSRN · LLMs & Text · The study uses text analysis to examine how Mexico's Preside","/papers/ssrn/4826094/","2024-05-15",0],["p","Reserve Currency","SSRN · Macro-Finance & Rates · The article suggests a model that links global recessions to","/papers/ssrn/4826060/","2024-05-15",0],["p","Risk Revisited","SSRN · Derivatives & Volatility · The study identifies recency, cluster, and sign as three fac","/papers/ssrn/4825844/","2024-05-15",88],["p","Bond Portfolio Optimization at Life Insurance Companies: Duration Spread Ratio Optimization vs. Mean-Variance Optimization","SSRN · Portfolio & Allocation · The research compares the effects of integrating credit risk","/papers/ssrn/4825814/","2024-05-15",1],["p","CoTrading Networks in US Markets","SSRN · Trading, Microstructure & Execution · A study examines how simultaneous trading across different s","/papers/ssrn/4825808/","2024-05-15",0],["p","When Margin Call Burns Out Liquidity Buffer -- Hedge Fund Ratings and Securities Financing Haircuts","SSRN · Derivatives & Volatility · The article explores the difficulties in determining the pri","/papers/ssrn/4825764/","2024-05-15",0],["p","TKAN: Temporal Kolmogorov-Arnold Networks","SSRN · Econometrics & Forecasting · The article presents Temporal Kolomogorov-Arnold Networks (T","/papers/ssrn/4825654/","2024-05-15",191],["p","Liquid Factor Models","SSRN · Asset Pricing & Factors · The author recommends using liquid instruments in factor mod","/papers/ssrn/4825468/","2024-05-15",0],["p","Decoding AI Discourse: Analyzing German and Chinese Media (2018-2023) Using Machine Learning Methods","SSRN · ML & AI Methods · Analysis of Chinese and German media coverage on AI shows re","/papers/ssrn/4825371/","2024-05-15",1],["p","THE CASE FOR CRYPTOCURRENCY IN AFRICA: EXAMINING THE EXISTENTIAL CHALLENGES & POSSIBILITIES OF DIGITAL ASSETS","SSRN · Crypto & DeFi · The report establishes a correlation between Bitcoin's marke","/papers/ssrn/4825333/","2024-05-15",0],["p","Valuation of Stock-Based Compensation Awards and SPAC Founder Shares Subject to Moving Average Vesting Conditions: A Closed-Form Approximation","SSRN · Other · The study introduces a closed-form approximation for the fai","/papers/ssrn/4825109/","2024-05-15",0],["p","Corporate Bond IPO Underpricing","SSRN · Macro-Finance & Rates · Bond IPO underpricing is common and rises during times of ma","/papers/ssrn/4825082/","2024-05-15",0],["p","Macroeconomic Announcement and Machine Learning for Asset Pricing","SSRN · Asset Pricing & Factors · Machine learning has improved the prediction of stock return","/papers/ssrn/4824740/","2024-05-15",0],["p","Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)","SSRN · Portfolio & Allocation · The study investigates the success of an intraday momentum s","/papers/ssrn/4824172/","2024-05-15",2],["p","Peer Influence on Capital Structure","SSRN · Corporate Finance · The study examines how peer financial decisions, commodity p","/papers/ssrn/4824037/","2024-05-15",1],["p","Margin Models for MBS","SSRN · Trading, Microstructure & Execution · The article delves into the challenges of modeling for mortg","/papers/ssrn/4823955/","2024-05-15",1],["p","A Panorama of Liquidity Creation in Turkish Banking Industry: Highlights, Determinants and Consequences","SSRN · Trading, Microstructure & Execution · The paper studies liquidity creation in the Turkish banking ","/papers/ssrn/4823938/","2024-05-15",0],["p","Sharper Than Sharpe: A New Portfolio Measure","SSRN · Portfolio & Allocation · A novel portfolio measure of risk-adjusted excess returns is","/papers/ssrn/4823752/","2024-05-15",0],["p","Machine Learning for Embrittlement Forecasting","SSRN · Econometrics & Forecasting · The research uses machine learning, specifically the Gradien","/papers/ssrn/4823393/","2024-05-15",0],["p","Stock-Bond Correlation: Theory & Empirical Results","SSRN · Macro-Finance & Rates · The study discusses the significance of stock-bond correlati","/papers/ssrn/4823094/","2024-05-15",2],["p","Foreign Signals and Stock Prices","SSRN · Portfolio & Allocation · Machine learning algorithms can predict daily U.S. stock ret","/papers/ssrn/4823092/","2024-05-15",3],["p","Hybrid Models for Heat Transfer Prediction","SSRN · Other · The study uses bioinspired optimization methods and hybrid m","/papers/ssrn/4823031/","2024-05-15",0],["p","Accelerating Fracture Simulations with ML","SSRN · ML & AI Methods · The paper suggests using unsupervised machine learning and k","/papers/ssrn/4822796/","2024-05-15",0],["p","Decentralized and Centralized Options Trading: A Risk Premia Perspective","SSRN · Derivatives & Volatility · The research looks at OnChain options traded on a decentrali","/papers/ssrn/4822783/","2024-05-15",4],["p","The Key to Succeed in FX Margin Trading: The Role of Investment Strategy and Behavioural Biases","SSRN · Trading, Microstructure & Execution · A Japanese FX market survey shows that behavioural biases gr","/papers/ssrn/4822759/","2024-05-15",0],["p","Inflation and Trading","SSRN · Trading, Microstructure & Execution · Research indicates that investors often hold unrealistic exp","/papers/ssrn/4822700/","2024-05-15",13],["p","Race Discrimination in Hedge Funds","SSRN · Derivatives & Volatility · Despite delivering higher returns, minority-operated hedge f","/papers/ssrn/4822351/","2024-05-15",74],["p","Common Advisor Effect in Allocations","SSRN · Portfolio & Allocation · The study reveals that pension funds with the same asset man","/papers/ssrn/4822200/","2024-05-15",0],["p","Determinants of Bank Performance: Evidence from Replicating Portfolios","SSRN · Portfolio & Allocation · A new bank performance metric reveals that structural issues","/papers/ssrn/4822187/","2024-05-15",2],["p","ML in Marine Modeling Review","SSRN · ML & AI Methods · The study analyzes over 200 papers on the use of Machine Lea","/papers/ssrn/4821241/","2024-05-15",18],["p","Network Beliefs Impact Prices","SSRN · Asset Pricing & Factors · A new model suggests that asset prices are influenced by net","/papers/ssrn/4821186/","2024-05-15",33],["p","Accelerating Tax Statistics Prediction","RePEc · ML & AI Methods · The German Federal Statistical Office is using machine learn","/papers/repec/zbw-wistat-294178/","2024-05-15",2],["p","Modeling Paid-Ups in Life Insurance","RePEc · Risk, Credit & Banking · Predictive models are being used to forecast the future of p","/papers/repec/pal-risman-v-26-y-2024-i-3-d-10-1057-s41283-024-00146-4/","2024-05-15",2],["p","Firm Adaptation in a Changing World: Prosper Marketplace","RePEc · Corporate Finance · Prosper Marketplace: A new approach has been suggested to un","/papers/repec/inm-ormksc-v-43-y-2024-i-3-p-673-693/","2024-05-15",3],["p","Bitcoin Crash Prediction Framework","RePEc · Crypto & DeFi · The article talks about a new deep learning framework that u","/papers/repec/gam-jstats-v-7-y-2024-i-2-p-25-433-d-1390045/","2024-05-15",2],["p","APC Framework for Profit Modeling","RePEc · Derivatives & Volatility · Age–period–cohort models can enhance credit risk modeling ac","/papers/repec/gam-jmathe-v-12-y-2024-i-10-p-1427-d-1389720/","2024-05-15",4],["p","Urban GDP Growth Forecasting in South Sudan","RePEc · Macro-Finance & Rates · A machine learning model using remote sensing data can predi","/papers/repec/eee-tefoso-v-203-y-2024-i-c-s0040162524001951/","2024-05-15",3],["p","Ensemble Boosting Trees for Volatility Forecasting","RePEc · Derivatives & Volatility · The study finds ensemble boosting tree models, particularly ","/papers/repec/eee-reveco-v-92-y-2024-i-c-p-1595-1615/","2024-05-15",4],["p","Machine Learning for Research Identification","RePEc · ML & AI Methods · A machine learning framework has been developed to identify ","/papers/repec/eee-infome-v-18-y-2024-i-2-s1751157724000300/","2024-05-15",4],["p","Predicting Employee Turnover","RePEc · ML & AI Methods · The research uses machine learning to predict employee turno","/papers/repec/aif-journl-v-36-y-2024-i-1-p-20-35/","2024-05-15",3],["p","ENHANCING ORGANIZATIONAL PERFORMANCE: HARNESSING AI AND NLP FOR USER FEEDBACK ANALYSIS IN PRODUCT DEVELOPMENT","arXiv · LLMs & Text · The paper explores the application of AI and NLP for analyzi","/papers/doi/10-18374-jabe-24-1-11/","2024-05-15",8],["p","The Impact of Imperfect XAI on Human-AI Decision-Making","Machine learning · ML & AI Methods · A study shows that incorrect explanations from explainable A","/papers/doi/10-1145-3641022/","2024-05-15",86],["p","Coherent Risk Measure on L0: NA Condition, Pricing and Dual Representation","arXiv · Derivatives & Volatility · The article presents a revised version of the fundamental th","/papers/doi/10-1142-s0219024921500370/","2024-05-15",0],["p","High-frequency stock market order transitions during the US-China trade war 2018: A discrete-time Markov chain analysis.","arXiv · Trading, Microstructure & Execution · The research analyzes high-frequency stock market data to un","/papers/doi/10-1063-5-0176892/","2024-05-15",13],["p","No-arbitrage conditions and pricing from discrete-time to continuous-time strategies","arXiv · Trading, Microstructure & Execution · The paper presents a framework for continuous-time financial","/papers/doi/10-1007-s10436-023-00426-1/","2024-05-15",4],["p","The Platonic Representation Hypothesis","Machine learning · ML & AI Methods · The authors suggest that AI models, especially deep networks","/papers/arxiv/2405.07987/","2024-05-15",438],["p","AgentClinic: a multimodal agent benchmark to evaluate AI in simulated clinical environments","Machine learning · ML & AI Methods · AI Evaluation in Clinical Environments: The paper introduces","/papers/arxiv/2405.07960/","2024-05-15",272],["p","On joint marginal expected shortfall and associated contribution risk measures","arXiv · Risk, Credit & Banking · The paper introduces a new systemic risk measure, the joint ","/papers/arxiv/2405.07549/","2024-05-15",10],["p","Trade Execution Games in a Markovian Environment","arXiv · Trading, Microstructure & Execution · The paper investigates a trade execution game for two large ","/papers/arxiv/2405.07184/","2024-05-15",0],["p","Hedging American Put Options with Deep Reinforcement Learning","arXiv · Derivatives & Volatility · The article discusses a study that shows deep reinforcement ","/papers/arxiv/2405.06774/","2024-05-15",2],["p","Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them)","Machine learning · ML & AI Methods · The article explores the creation of prediction algorithms f","/papers/arxiv/2405.06627/","2024-05-15",29],["p","Towards Guaranteed Safe AI: A Framework for Ensuring Robust and Reliable AI Systems","Machine learning · ML & AI Methods · The paper introduces guaranteed safe (GS) AI, a set of AI sa","/papers/arxiv/2405.06624/","2024-05-15",143],["p","Decomposing weather forecasting into advection and convection with neural networks","Machine learning · Econometrics & Forecasting · The research introduces a machine learning model for weather","/papers/arxiv/2405.06590/","2024-05-15",2],["p","Is the panel fair? Evaluating panel compositions through network analysis. The case of research assessments in Italy","arXiv · Other · A study suggests a new method to assess the fairness of rese","/papers/arxiv/2405.06476/","2024-05-15",4],["p","Distilling Diffusion Models into Conditional GANs","Machine learning · ML & AI Methods · A new method has been proposed to simplify a complex multist","/papers/arxiv/2405.05967/","2024-05-15",107],["p","Federated Combinatorial Multi-Agent Multi-Armed Bandits","Machine learning · ML & AI Methods · The study presents a federated learning framework for online","/papers/arxiv/2405.05950/","2024-05-15",14],["p","CuMo: Scaling Multimodal LLM with Co-Upcycled Mixture-of-Experts","Machine learning · LLMs & Text · CuMo, a model that integrates Co-upcycled Top-K sparsely-gat","/papers/arxiv/2405.05949/","2024-05-15",78],["p","Lumina-T2X: Transforming Text into Any Modality, Resolution, and Duration via Flow-based Large Diffusion Transformers","Machine learning · ML & AI Methods · Text Transformation: The Lumina-T2X family, a series of Larg","/papers/arxiv/2405.05945/","2024-05-15",147],["p","Does Fine-Tuning LLMs on New Knowledge Encourage Hallucinations?","Machine learning · LLMs & Text · Research shows that large language models have difficulty ac","/papers/arxiv/2405.05904/","2024-05-15",329],["p","Financial knowledge and borrower discouragement","arXiv · Risk, Credit & Banking · A survey of Italian micro-enterprises reveals that entrepren","/papers/arxiv/2405.05891/","2024-05-15",1],["p","Complex network analysis of cryptocurrency market during crashes","arXiv · Crypto & DeFi · Network Analysis: The study examines cryptocurrency market c","/papers/arxiv/2405.05642/","2024-05-15",11],["p","Shaping the Future of Urban Mobility: Insights into Autonomous Vehicle Acceptance in Shanghai Through TAM and Perceived Risk Analysis","arXiv · Other · A study on Shanghai residents' views on autonomous vehicles ","/papers/arxiv/2405.05578/","2024-05-15",1],["p","Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management","arXiv · Portfolio & Allocation · The paper presents KDD, a hybrid method combining portfolio ","/papers/arxiv/2405.05449/","2024-05-15",1],["p","You Only Cache Once: Decoder-Decoder Architectures for Language Models","Machine learning · LLMs & Text · YOCO architecture improves large language models by reducing","/papers/arxiv/2405.05254/","2024-05-15",162],["p","Attention-Driven Training-Free Efficiency Enhancement of Diffusion Models","Machine learning · ML & AI Methods · The new AT-EDM framework uses attention maps to remove unnec","/papers/arxiv/2405.05252/","2024-05-15",45],["p","Imagine Flash: Accelerating Emu Diffusion Models with Backward Distillation","Machine learning · ML & AI Methods · Emu Diffusion Models: A new distillation framework for diffu","/papers/arxiv/2405.05224/","2024-05-15",38],["p","An Embodied Generalist Agent in 3D World","Machine learning · Other · LEO, a multi-modal generalist agent, is designed to perform ","/papers/arxiv/2311.12871/","2024-05-15",453],["p","The Un-Kidnappable Robot: Acoustic Localization of Sneaking People","Machine learning · Other · Scientists have created a technique for robots to identify a","/papers/arxiv/2310.03743/","2024-05-15",3],["p","Vice Capital","SSRN · Corporate Finance · The article explores the vice premium concept in investments","/papers/ssrn/4819689/","2024-05-08",8],["p","Responses to COVID-19: The Role of Digital Equity and Government Loan Schemes","SSRN · Corporate Finance · The article highlights the significant growth of equity crow","/papers/ssrn/4819581/","2024-05-08",1],["p","Price Manipulation and Collusion around the London 4pm Fix","SSRN · Trading, Microstructure & Execution · Research indicates that large dealers can manipulate prices ","/papers/ssrn/4819478/","2024-05-08",0],["p","Explainable Autoencoder Anomaly Detection","SSRN · ML & AI Methods · The suggested model uses an explainable variational autoenco","/papers/ssrn/4819146/","2024-05-08",0],["p","Machine Learning for Design Recognition","SSRN · ML & AI Methods · The article explores how machine learning can identify desig","/papers/ssrn/4818941/","2024-05-08",0],["p","Investor Disagreement at High","SSRN · Trading, Microstructure & Execution · The study explores the impact of disagreement between retail","/papers/ssrn/4818376/","2024-05-08",58],["p","Prices Analyst Impact on Cash Flow","SSRN · LLMs & Text · The article suggests that analyst cash flow predictions are ","/papers/ssrn/4818320/","2024-05-08",78],["p","Stablecoins and Differences in Their Volatilities","SSRN · Crypto & DeFi · Stablecoins, digital assets tied to stable currencies, do no","/papers/ssrn/4818228/","2024-05-08",0],["p","Crowding in Mutual Funds","SSRN · Portfolio & Allocation · Mutual funds investing in the same stocks underperform by 1.","/papers/ssrn/4818193/","2024-05-08",13],["p","How do Private Equity Buyouts Affect Employee Pension Plans?","SSRN · Corporate Finance · The research shows that private equity buyouts can harm the ","/papers/ssrn/4818003/","2024-05-08",0],["p","How Does Climate Change Risks Affect the Connectedness Between the Stocks of Clean Energy, Electric Vehicles, and Rare Earths? Analysis for Bear, Bull, and Normal Market Conditions","SSRN · Derivatives & Volatility · Economic policy uncertainty and stock market volatility nega","/papers/ssrn/4818000/","2024-05-08",0],["p","Bitcoin Sentiment Index and Asset Classes Connectedness: An International Evidence","SSRN · Crypto & DeFi · The study investigates the influence of Bitcoin investors' s","/papers/ssrn/4817777/","2024-05-08",1],["p","Algorithmic Trading Models in India","SSRN · Trading, Microstructure & Execution · The research examines various algorithm models used in stock","/papers/ssrn/4817578/","2024-05-08",1],["p","A Study of Machine Learning Techniques for Predictive Analysis of Health Insurance","SSRN · Risk, Credit & Banking · The article discusses the use of machine learning in health ","/papers/ssrn/4817382/","2024-05-08",1],["p","Secure Vector Databases and Secure Vector Computation","SSRN · Crypto & DeFi · The article explores the challenges and opportunities of rec","/papers/ssrn/4817363/","2024-05-08",0],["p","Emoji Sentiment in Crypto Markets","SSRN · Crypto & DeFi · Using GPT-4 and a BERT model for sentiment analysis reveals ","/papers/ssrn/4817334/","2024-05-08",0],["p","Financial Institutions Risk Management","SSRN · Risk, Credit & Banking · The paper examines the risks in the banking industry and the","/papers/ssrn/4817239/","2024-05-08",0],["p","Forex Trading Strategies","SSRN · Trading, Microstructure & Execution · The paper suggests using cointegration-based pair trading in","/papers/ssrn/4817229/","2024-05-08",0],["p","AI Supply Chains Challenges","SSRN · ML & AI Methods · The paper explores the challenges and implications of AI sup","/papers/ssrn/4817127/","2024-05-08",0],["p","Frequency Domain Prediction","SSRN · LLMs & Text · The study employs a machine learning approach to develop a n","/papers/ssrn/4817096/","2024-05-08",0],["p","Asset Pricing","SSRN · Asset Pricing & Factors · The research develops a new uncertainty index using machine ","/papers/ssrn/4817094/","2024-05-08",0],["p","Pricing and Arbitrage Across 80 Cryptocurrency Exchanges","SSRN · Crypto & DeFi · The article examines the differences in cryptocurrency prici","/papers/ssrn/4816710/","2024-05-08",1],["p","Extreme Value Inference for General Heterogeneous Data","SSRN · Other · A new study applies extreme value statistics to independent ","/papers/ssrn/4816397/","2024-05-08",3],["p","Quantitative Easing, Banks’ Funding Costs, and Credit Line Prices","SSRN · Risk, Credit & Banking · The research looks into how central banks' quantitative easi","/papers/ssrn/4816357/","2024-05-08",0],["p","Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models","SSRN · Derivatives & Volatility · The article investigates the Fourier-Laplace transforms of v","/papers/ssrn/4816314/","2024-05-08",8],["p","Risk Management Guidelines","SSRN · Risk, Credit & Banking · The authors share risk management challenges in the crypto f","/papers/ssrn/4816148/","2024-05-08",59],["p","FDI Impact on Indian Economic Growth","SSRN · Trading, Microstructure & Execution · Research on the Indian economy indicates a positive link bet","/papers/ssrn/4816028/","2024-05-08",0],["p","Reaching for Duration and Leverage in the Treasury Market","SSRN · Portfolio & Allocation · The article reveals that the use of Treasury futures by mutu","/papers/ssrn/4816018/","2024-05-08",3],["p","Big Data and Machine Learning","SSRN · ML & AI Methods · The combination of big data and machine learning in the defe","/papers/ssrn/4815936/","2024-05-08",0],["p","Designing Index Provision","SSRN · Other · A study finds that retail investors favor a market where ind","/papers/ssrn/4815898/","2024-05-08",0],["p","Hierarchical graph-based machine learning model for optimization of three- dimensional braced steel frame","SSRN · ML & AI Methods · The paper suggests a machine learning method for optimizing ","/papers/ssrn/4815849/","2024-05-08",0],["p","Relationship between the S&P 500 index and its constituents: A regime-switching copula approach and a model-free asymmetry test","SSRN · Econometrics & Forecasting · The study reveals an asymmetric relationship between the ret","/papers/ssrn/4815835/","2024-05-08",0],["p","Gold Hedging","SSRN · Derivatives & Volatility · Gold is a valuable asset for hedging, with its prices predic","/papers/ssrn/4815577/","2024-05-08",9],["p","Asset Allocation and Private Markets: the Need for a Cash Management Strategy","SSRN · Portfolio & Allocation · The article highlights the difficulties in allocating assets","/papers/ssrn/4815083/","2024-05-08",0],["p","AI Decision Making","SSRN · ML & AI Methods · The research paper investigates the creation of efficient AI","/papers/ssrn/4814896/","2024-05-08",0],["p","Permutation-Invariant NN Analysis","SSRN · ML & AI Methods · The study explores permutation-invariant neural networks, wh","/papers/ssrn/4814691/","2024-05-08",0],["p","Joint Dynamics for Risk Management","SSRN · Risk, Credit & Banking · The paper introduces a dynamic model of the implied volatili","/papers/ssrn/4814546/","2024-05-08",0],["p","Startups Funding Strategies","SSRN · Other · The study finds that startup founders, while valuing partner","/papers/ssrn/4814476/","2024-05-08",0],["p","Optimal Leverage","SSRN · Other · The research shows that stock returns are influenced by how ","/papers/ssrn/4814114/","2024-05-08",17],["p","Improving Project Cost Estimates","RePEc · Trading, Microstructure & Execution · A machine learning model using XGBoost has been developed to","/papers/repec/taf-tprsxx-v-62-y-2024-i-12-p-4372-4388/","2024-05-08",2],["p","Knowledge Graph Credit Risk Assessment","RePEc · Risk, Credit & Banking · A machine learning-based credit risk assessment model for Mi","/papers/repec/taf-tprsxx-v-62-y-2024-i-12-p-4273-4289/","2024-05-08",2],["p","Financial Fraud Detection","RePEc · Other · The article proposes a new accounting tool for early fraud d","/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2218916/","2024-05-08",1],["p","Stochastic Portfolio Optimization","RePEc · Portfolio & Allocation · The article presents a new method for creating robust portfo","/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2165525/","2024-05-08",1],["p","Asset Pricing in Sustainable Equity Portfolios","RePEc · Portfolio & Allocation · Research shows that multifactor models are generally effecti","/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2147977/","2024-05-08",3],["p","Fund Portfolio Mismatch in China","RePEc · Portfolio & Allocation · The paper suggests that the level of network connection in f","/papers/repec/taf-raaexx-v-31-y-2024-i-3-p-395-422/","2024-05-08",2],["p","XAI in Finance Review","RePEc · Portfolio & Allocation · A comprehensive review of 2022 papers on Explainable AI in F","/papers/repec/spr-manrev-v-74-y-2024-i-2-d-10-1007-s11301-023-00320-0/","2024-05-08",3],["p","Feedback Trading in India","RePEc · Trading, Microstructure & Execution · The study investigates the effect of feedback trading on Ind","/papers/repec/sae-emffin-v-23-y-2024-i-2-p-246-270/","2024-05-08",4],["p","Anomalies and Market Returns","RePEc · Asset Pricing & Factors · A study using machine learning methods revealed that equity ","/papers/repec/oup-revfin-v-28-y-2024-i-1-p-1-44/","2024-05-08",2],["p","Information Asymmetry in Indian Market","RePEc · Derivatives & Volatility · The paper examines the link between the Indian stock market ","/papers/repec/ids-afasfa-v-14-y-2024-i-3-p-412-431/","2024-05-08",3],["p","Factor-Based Cryptocurrency Investing","RePEc · Crypto & DeFi · The study applies factor investing strategies to the cryptoc","/papers/repec/gam-jmathe-v-12-y-2024-i-9-p-1351-d-1385677/","2024-05-08",2],["p","A Construct-Optimize Approach to Sparse View Synthesis without Camera Pose","Machine learning · Other · A new method for sparse view synthesis without camera poses ","/papers/doi/10-1145-3641519-3657427/","2024-05-08",50],["p","Adaptive Retrieval and Scalable Indexing for k-NN Search with Cross-Encoders","Machine learning · Other · The authors suggest a sparse-matrix factorization technique ","/papers/arxiv/2405.03651/","2024-05-08",4],["p","$\\epsilon$-Policy Gradient for Online Pricing","arXiv · ML & AI Methods · The article introduces an ε-policy gradient algorithm for on","/papers/arxiv/2405.03624/","2024-05-08",1],["p","Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity","arXiv · Trading, Microstructure & Execution · Advanced Models: The article presents models for improving q","/papers/arxiv/2405.03496/","2024-05-08",8],["p","Fair Risk Control: A Generalized Framework for Calibrating Multi-group Fairness Risks","Machine learning · ML & AI Methods · The paper presents a framework for post-processing machine l","/papers/arxiv/2405.02225/","2024-05-08",15],["p","Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models","arXiv · Derivatives & Volatility · The research investigates the Fourier-Laplace transforms of ","/papers/arxiv/2405.02170/","2024-05-08",8],["p","On variable annuities with surrender charges","arXiv · Derivatives & Volatility · Surrender Option Analysis: The paper analyzes Variable Annui","/papers/arxiv/2405.02115/","2024-05-08",4],["p","Customizing Text-to-Image Models with a Single Image Pair","Machine learning · Other · Pair Customization is a new method for art reinterpretation ","/papers/arxiv/2405.01536/","2024-05-08",51],["p","Prometheus 2: An Open Source Language Model Specialized in Evaluating Other Language Models","Machine learning · LLMs & Text · Prometheus 2 is a new open-source language model evaluator t","/papers/arxiv/2405.01535/","2024-05-08",564],["p","Plan-Seq-Learn: Language Model Guided RL for Solving Long Horizon Robotics Tasks","Machine learning · LLMs & Text · The paper introduces Plan-Seq-Learn, a method that uses moti","/papers/arxiv/2405.01534/","2024-05-08",108],["p","FLAME: Factuality-Aware Alignment for Large Language Models","Machine learning · LLMs & Text · The research proposes a factuality-aware alignment process f","/papers/arxiv/2405.01525/","2024-05-08",63],["p","Accelerating Convergence in Bayesian Few-Shot Classification","Machine learning · Econometrics & Forecasting · The research combines mirror descent-based variational infer","/papers/arxiv/2405.01507/","2024-05-08",2],["p","FeNNol: an Efficient and Flexible Library for Building Force-field-enhanced Neural Network Potentials","Machine learning · ML & AI Methods · FeNNol is a new library for building, training, and running ","/papers/arxiv/2405.01491/","2024-05-08",22],["p","SATO: Stable Text-to-Motion Framework","Machine learning · Other · The Stable Text-to-Motion Framework (SATO) improves the stab","/papers/arxiv/2405.01461/","2024-05-08",27],["p","Does Financial Literacy Impact Investment Participation and Retirement Planning in Japan?","arXiv · Other · The study shows that improving financial literacy in Japan d","/papers/arxiv/2405.01078/","2024-05-08",2],["p","Calibration of the rating transition model for high- and low- default portfolios","arXiv · Portfolio & Allocation · The study introduces algorithms for adjusting model paramete","/papers/arxiv/2405.00576/","2024-05-08",0],["p","Optimal Nonparametric Estimation of the Expected Shortfall Risk","arXiv · Risk, Credit & Banking · The research suggests a new method for estimating the potent","/papers/arxiv/2405.00357/","2024-05-08",1],["p","A Careful Examination of Large Language Model Performance on Grade School Arithmetic","Machine learning · LLMs & Text · Large language models may not be truly reasoning but overfit","/papers/arxiv/2405.00332/","2024-05-08",244],["p","Capabilities of Gemini Models in Medicine","Machine learning · ML & AI Methods · Med-Gemini, an AI model for medical applications, outperform","/papers/arxiv/2404.18416/","2024-05-08",451],["p","Recent Trends in 3D Reconstruction of General Non‐Rigid Scenes","Machine learning · Other · The report summarizes the latest techniques for reconstructi","/papers/arxiv/2403.15064/","2024-05-08",49],["p","LUCID: LLM-Generated Utterances for Complex and Interesting Dialogues","Machine learning · LLMs & Text · LLM-Generated Dialogues: The article introduces LUCID, an au","/papers/arxiv/2403.00462/","2024-05-08",11],["p","Diffusive Gibbs Sampling","Machine learning · Econometrics & Forecasting · The article introduces Diffusive Gibbs Sampling (DiGS), a ne","/papers/arxiv/2402.03008/","2024-05-08",24],["p","Large Language Models can Accurately Predict Searcher Preferences","Machine learning · LLMs & Text · The paper presents a new method to enhance the quality of re","/papers/arxiv/2309.10621/","2024-05-08",305],["p","A Simple and Effective Pruning Approach for Large Language Models","Machine learning · LLMs & Text · Wanda, a new method, efficiently prunes weights in Large Lan","/papers/arxiv/2306.11695/","2024-05-08",1012],["p","Continual Diffusion: Continual Customization of Text-to-Image Diffusion with C-LoRA","Machine learning · ML & AI Methods · CLoRA, a new method, prevents catastrophic forgetting in tex","/papers/arxiv/2304.06027/","2024-05-08",179],["p","Fourier Neural Operator with Learned Deformations for PDEs on General Geometries","Machine learning · ML & AI Methods · The study introduces geo-FNO, a new framework for solving pa","/papers/arxiv/2207.05209/","2024-05-08",765],["p","Can AI Replace Stock Analysts? Evidence from Deep Learning Financial Statements","SSRN · ML & AI Methods · The article introduces a deep-learning AI model that surpass","/papers/ssrn/4813310/","2024-05-01",1],["p","Conditional Correlation via Generalized Random Forests; Application to Hedge Funds","SSRN · Derivatives & Volatility · A novel method using decision trees offers a reliable estima","/papers/ssrn/4813257/","2024-05-01",0],["p","Machine Learning Mutual Fund Flows","SSRN · Portfolio & Allocation · Nonlinear machine learning models are more effective than li","/papers/ssrn/4812038/","2024-05-01",1],["p","Determinants of stock returns in Korea - A structural analysis based on capital investment returns","SSRN · Other · The long-term performance of stock returns in the Korean mar","/papers/ssrn/4811874/","2024-05-01",0],["p","Risks of Generative AI in Finance","SSRN · ML & AI Methods · The article addresses the ethical, societal, and security co","/papers/ssrn/4811811/","2024-05-01",0],["p","IPOs and Capital","SSRN · Corporate Finance · The choice for a company to go public is influenced by the r","/papers/ssrn/4811808/","2024-05-01",0],["p","The Price of Downside and Upside Correlation Risk: cross-sectional evidence","SSRN · Asset Pricing & Factors · New metrics of downside and upside aggregate implied correla","/papers/ssrn/4811802/","2024-05-01",0],["p","Machine Learning in Stock Returns","SSRN · ML & AI Methods · A novel method has been created to predict stock returns, so","/papers/ssrn/4811748/","2024-05-01",0],["p","On the Use of Artificial Intelligence in the Financial Services Industry and its Potential Risks","SSRN · ML & AI Methods · Risks vs Rewards: The article highlights the risks of using ","/papers/ssrn/4811629/","2024-05-01",0],["p","Alpha in Volatility-Managed Strategies","SSRN · Derivatives & Volatility · Volatility targeting strategies often outperform simple inve","/papers/ssrn/4811459/","2024-05-01",30],["p","Spot Bitcoin ETF","SSRN · Crypto & DeFi · Bitcoin ETFs have attracted over $20 billion in their initia","/papers/ssrn/4810965/","2024-05-01",4],["p","Investor Heterogeneity and Asset Purchases","SSRN · Other · Large-Scale Asset Purchases influence security prices direct","/papers/ssrn/4810943/","2024-05-01",0],["p","A Dynamic Regime-Switching Model Using Gated Recurrent Straight-Through Units","SSRN · Econometrics & Forecasting · The Gated Recurrent Straightthrough Unit (GRSTU), a new deep","/papers/ssrn/4810879/","2024-05-01",6],["p","Fundraising Pressure and VC Deal Pricing","SSRN · Other · The study suggests venture capitalists may manipulate startu","/papers/ssrn/4810529/","2024-05-01",0],["p","Big Data in National Security","SSRN · Other · The article highlights the legal gaps in data mining and how","/papers/ssrn/4810417/","2024-05-01",0],["p","Markowitz's Portfolio Theories","SSRN · Portfolio & Allocation · The article contrasts mean-variance and behavioral portfolio","/papers/ssrn/4810388/","2024-05-01",0],["p","Growth, Value, and Prices","SSRN · Asset Pricing & Factors · The article suggests three linked solutions to the absence o","/papers/ssrn/4810330/","2024-05-01",0],["p","Pruning CNNs for Prediction","SSRN · ML & AI Methods · A study investigates the uncertainty of predictions from pru","/papers/ssrn/4810047/","2024-05-01",0],["p","Finite Difference Methods for Options Pricing","SSRN · Derivatives & Volatility · A new numerical method using the mimetic finite difference m","/papers/ssrn/4810000/","2024-05-01",0],["p","Improving Portfolio Construction with Synthetic Time Series Data","SSRN · Portfolio & Allocation · A deep generative model can create high-quality, correlation","/papers/ssrn/4809931/","2024-05-01",0],["p","The Disposition Effect, Political Uncertainty and Rollover Behavior","SSRN · Derivatives & Volatility · Institutional investors tend to rollover index options and f","/papers/ssrn/4809305/","2024-05-01",0],["p","Private Interactions and Informed Trading","SSRN · Trading, Microstructure & Execution · Institutional investors gain investment advantages through o","/papers/ssrn/4808695/","2024-05-01",39],["p","US Financial Uncertainty and International Credit","SSRN · Risk, Credit & Banking · The article investigates the impact of US financial uncertai","/papers/ssrn/4808060/","2024-05-01",0],["p","Online Machine Learning for Bandgap Engineering","SSRN · ML & AI Methods · MatFlow, a web-based machine learning platform for materials","/papers/ssrn/4808029/","2024-05-01",0],["p","Corporate Hedging Impact on Default Probability in Chinese Firms","SSRN · Derivatives & Volatility · Research on 501 Chinese firms listed on the Hong Kong Stock ","/papers/ssrn/4807936/","2024-05-01",0],["p","Managerial Risk Aversion and Corporate Risk-Taking","SSRN · Corporate Finance · A study of Japanese CFOs reveals that those with higher risk","/papers/ssrn/4807932/","2024-05-01",0],["p","Pairs Trading in German Stocks","SSRN · Trading, Microstructure & Execution · Various methods, including a proposed ensemble method, are u","/papers/ssrn/4807915/","2024-05-01",0],["p","Intelligent Control Algorithms for Seismic Reliability","SSRN · ML & AI Methods · A new method using probability density evolution and a machi","/papers/ssrn/4807879/","2024-05-01",0],["p","Seismic Design for Girder Bridges","SSRN · ML & AI Methods · A study suggests a reliable method for designing a rational ","/papers/ssrn/4807875/","2024-05-01",0],["p","Ensemble Methods for Learning","SSRN · ML & AI Methods · The efficiency of semi-supervised learning in machine learni","/papers/ssrn/4807694/","2024-05-01",0],["p","UHPFRC Shear-Critical Beams with ML","SSRN · ML & AI Methods · A new method using machine learning has been created to anal","/papers/ssrn/4807675/","2024-05-01",0],["p","Institutional Price Pressure and Firms Cost of Equity","SSRN · Corporate Finance · Sustainable investing impacts firms' equity costs through in","/papers/ssrn/4807630/","2024-05-01",0],["p","Environmental, Social, and Governance (ESG) Transparency and Investment Efficiency","SSRN · Corporate Finance · Enhanced ESG transparency can decrease investment efficiency","/papers/ssrn/4807534/","2024-05-01",2],["p","Optimizing Interest Rate Models in DeFi","SSRN · Crypto & DeFi · A theoretical framework has been proposed for creating optim","/papers/ssrn/4807454/","2024-05-01",0],["p","Portfolio Construction and Risk Management","SSRN · Portfolio & Allocation · A crowdfunding campaign is underway to fund a book on portfo","/papers/ssrn/4807200/","2024-05-01",1],["p","Measuring the Time-varying Systemic Risks of Hedge Funds","SSRN · Derivatives & Volatility · A study defines hedge funds' systemic risk based on a bankin","/papers/ssrn/4807133/","2024-05-01",0],["p","Korean ETF Markets","SSRN · Portfolio & Allocation · During the COVID-19 pandemic, Korean retail investors have s","/papers/ssrn/4806849/","2024-05-01",0],["p","Using Artificial Intelligence to Unlock Crowdfunding Success for Small Businesses","SSRN · ML & AI Methods · AI is being used to predict the success of crowdfunding camp","/papers/ssrn/4806426/","2024-05-01",4],["p","Wealth Concentration Leads to Wealth Extraction","SSRN · Risk, Credit & Banking · The article stresses the need for fair wealth distribution f","/papers/ssrn/4806290/","2024-05-01",0],["p","Climate Policy and Debt","SSRN · Risk, Credit & Banking · Research shows that climate and environmental policies signi","/papers/ssrn/4806153/","2024-05-01",0],["p","Feature Selection for Financial Fraud Detection","RePEc · Other · Correlation-based filter selection methods can enhance the e","/papers/repec/sae-globus-v-25-y-2024-i-2-p-323-348/","2024-05-01",2],["p","Factors Affecting Gold Prices in Malaysia","RePEc · Macro-Finance & Rates · The research investigates the factors affecting gold prices ","/papers/repec/rnd-arimbr-v-15-y-2023-i-3-p-195-205/","2024-05-01",1],["p","Investor Sentiments in Stock Valuation","RePEc · LLMs & Text · The study reveals the influence of two types of investor sen","/papers/repec/eme-rbfpps-rbf-02-2023-0037/","2024-05-01",1],["p","National Housing Market Bubble in the United States","RePEc · Asset Pricing & Factors · The study uses a dynamic factor model to examine the role of","/papers/repec/cup-macdyn-v-27-y-2023-i-8-p-2191-2228-7/","2024-05-01",1],["p","Transforming Credit Guarantee Schemes with Distributed Ledger Technology","arXiv · Risk, Credit & Banking · The paper suggests using blockchain in Credit Guarantee Sche","/papers/arxiv/2404.19555/","2024-05-01",1],["p","The Shape of Money Laundering: Subgraph Representation Learning on the Blockchain with the Elliptic2 Dataset","arXiv · Crypto & DeFi · The article presents Elliptic2, a dataset of Bitcoin subgrap","/papers/arxiv/2404.19109/","2024-05-01",31],["p","DPO Meets PPO: Reinforced Token Optimization for RLHF","Machine learning · ML & AI Methods · A new framework is introduced that models Reinforcement Lear","/papers/arxiv/2404.18922/","2024-05-01",144],["p","Kangaroo: Lossless Self-Speculative Decoding via Double Early Exiting","Machine learning · Other · The paper introduces Kangaroo, a self-speculative decoding f","/papers/arxiv/2404.18911/","2024-05-01",63],["p","Learning general Gaussian mixtures with efficient score matching","Machine learning · ML & AI Methods · The research introduces an algorithm for learning mixtures o","/papers/arxiv/2404.18893/","2024-05-01",44],["p","Mean Field Game of High-Frequency Anticipatory Trading","arXiv · Trading, Microstructure & Execution · A study finds that high-frequency traders (HFTs) can lower a","/papers/arxiv/2404.18200/","2024-05-01",0],["p","Decentralized Peer Review in Open Science: A Mechanism Proposal","arXiv · Crypto & DeFi · The article suggests a blockchain-based system, owned and ma","/papers/arxiv/2404.18148/","2024-05-01",4],["p","Federated Transfer Component Analysis Towards Effective VNF Profiling","Machine learning · Other · The article proposes a method for predicting resource needs ","/papers/arxiv/2404.17553/","2024-05-01",1],["p","Geometry-aware Reconstruction and Fusion-refined Rendering for Generalizable Neural Radiance Fields","Machine learning · ML & AI Methods · The paper introduces a framework that improves the synthesis","/papers/arxiv/2404.17528/","2024-05-01",10],["p","Merchants of Vulnerabilities: How Bug Bounty Programs Benefit Software Vendors","arXiv · ML & AI Methods · The paper highlights the strategic advantages of bug bounty ","/papers/arxiv/2404.17497/","2024-05-01",6],["p","Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges","arXiv · Crypto & DeFi · The study investigates the impact of incidents on trust and ","/papers/arxiv/2404.17227/","2024-05-01",10],["p","Talking Nonsense: Probing Large Language Models' Understanding of Adversarial Gibberish Inputs","Machine learning · LLMs & Text · The study examines how large language models (LLMs) respond ","/papers/arxiv/2404.17120/","2024-05-01",14],["p","Make-it-Real: Unleashing Large Multimodal Model for Painting 3D Objects with Realistic Materials","Machine learning · LLMs & Text · 3D Painting: The article presents Make-it-Real, a new approa","/papers/arxiv/2404.16829/","2024-05-01",21],["p","Learning Visuotactile Skills With Two Multifingered Hands","Machine learning · ML & AI Methods · The paper presents a study on learning from human demonstrat","/papers/arxiv/2404.16823/","2024-05-01",166],["p","Continual Learning of Large Language Models: A Comprehensive Survey","Machine learning · LLMs & Text · The article discusses the current research on large language","/papers/arxiv/2404.16789/","2024-05-01",366],["p","Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints","arXiv · Portfolio & Allocation · An approach to enhanced indexation with sector constraints o","/papers/arxiv/2404.16777/","2024-05-01",0],["p","Riding Wavelets: A Method to Discover New Classes of Price Jumps","arXiv · Derivatives & Volatility · A new method using wavelet coefficients to study stock price","/papers/arxiv/2404.16467/","2024-05-01",3],["p","Analysis of market efficiency in main stock markets: using Karman-Filter as an approach","arXiv · Portfolio & Allocation · The use of the Kalman-Filter analysis to assess market effic","/papers/arxiv/2404.16449/","2024-05-01",1],["p","Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models","arXiv · Derivatives & Volatility · A proposed model for log price effectively captures features","/papers/arxiv/2404.16295/","2024-05-01",0],["p","Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds","arXiv · ML & AI Methods · A model is created to predict potential targets of activist ","/papers/arxiv/2404.16169/","2024-05-01",1],["p","Multiblock MEV opportunities&protections in dynamic AMMs","arXiv · Trading, Microstructure & Execution · The study investigates the risk of multi-block MEV attacks i","/papers/arxiv/2404.15489/","2024-05-01",2],["p","Market Making in Spot Precious Metals","arXiv · Trading, Microstructure & Execution · A new framework is presented for modeling the EFP spread in ","/papers/arxiv/2404.15478/","2024-05-01",3],["p","Laplace-HDC: Understanding the geometry of binary hyperdimensional computing","Machine learning · Other · The research examines the geometry of binary hyperdimensiona","/papers/arxiv/2404.10759/","2024-05-01",8],["p","GaussCtrl: Multi-View Consistent Text-Driven 3D Gaussian Splatting Editing","Machine learning · Other · Text-Driven 3D Gaussian Splatting Editing: The article propo","/papers/arxiv/2403.08733/","2024-05-01",148],["p","Motion Code: Robust Time Series Classification and Forecasting via Sparse Variational Multi-Stochastic Processes Learning","Machine learning · Econometrics & Forecasting · Time Series: The article presents Motion Code, a new framewo","/papers/arxiv/2402.14081/","2024-05-01",2],["p","Ego-Exo4D: Understanding Skilled Human Activity from First- and Third-Person Perspectives","Machine learning · Other · Understanding Human Activity: The paper presents Ego-Exo4D, ","/papers/arxiv/2311.18259/","2024-05-01",637],["p","Nightshade: Prompt-Specific Poisoning Attacks on Text-to-Image Generative Models","Machine learning · ML & AI Methods · Poisoning Attacks on Text-to-Image Models: The article intro","/papers/arxiv/2310.13828/","2024-05-01",145],["p","Overload: Latency Attacks on Object Detection for Edge Devices","Machine learning · ML & AI Methods · The study explores latency attacks on deep learning applicat","/papers/arxiv/2304.05370/","2024-05-01",33],["p","Learning Performance-Improving Code Edits","Machine learning · ML & AI Methods · The research presents a framework for optimizing programs us","/papers/arxiv/2302.07867/","2024-05-01",170],["p","Bagging Provides Assumption-free Stability","Machine learning · ML & AI Methods · The paper offers a guarantee on the stability of bagging for","/papers/arxiv/2301.12600/","2024-05-01",33],["p","Confidence Trigger Detection: Accelerating Real-Time Tracking-by-Detection Systems","Machine learning · Other · The authors introduce Confidence-Triggered Detection (CTD), ","/papers/arxiv/1902.00615/","2024-05-01",30],["p","Systematic Credit Strategies: Factor Dynamics and Cross-Market Spillovers","SSRN · Risk, Credit & Banking · The research identifies 21 bond factors that generate signif","/papers/ssrn/4805159/","2024-04-24",0],["p","Asset Allocation with Laplace Distribution","SSRN · Portfolio & Allocation · The author adapts a theory for multivariate asset allocation","/papers/ssrn/4804682/","2024-04-24",8],["p","Investment Banks in Equity Financing","SSRN · Risk, Credit & Banking · The study shows that confidentially marketed public offering","/papers/ssrn/4804665/","2024-04-24",0],["p","Dynamic Data Auditing Scheme for Intelligent IoT Systems","SSRN · Crypto & DeFi · The article explores the use of blockchain for data integrit","/papers/ssrn/4804310/","2024-04-24",0],["p","Macroprudential Policy in South Africa","SSRN · Portfolio & Allocation · A study examines South Africa's credit market response to ma","/papers/ssrn/4804084/","2024-04-24",0],["p","How Do ETFs Affect Stock Volatility?","SSRN · Derivatives & Volatility · The research shows that ETF ownership and trading have diffe","/papers/ssrn/4804048/","2024-04-24",0],["p","Enhancing Crop Yield Prediction and Management in eFarming Systems through Machine Learning","SSRN · ML & AI Methods · The study uses machine learning to improve crop yield predic","/papers/ssrn/4803868/","2024-04-24",1],["p","Recent Improvements in Cloud Resource Optimization with Dynamic Workloads using Machine Learning","SSRN · ML & AI Methods · The article examines the use of machine learning in optimizi","/papers/ssrn/4803863/","2024-04-24",2],["p","Innovation Strategy After IPO: How AI Analytics Spurs Innovation After IPO","SSRN · ML & AI Methods · Companies that adopt AI analytics after their IPOs experienc","/papers/ssrn/4803528/","2024-04-24",36],["p","Amicus Brief: SEC v. Payward, 3:23-cv-06003 (N.D Cal. Apr. 16, 2024)","SSRN · Crypto & DeFi · The SEC is adjusting its regulatory authority to accommodate","/papers/ssrn/4803198/","2024-04-24",0],["p","Gaussian Processes for Implied Volatility Estimation","SSRN · Derivatives & Volatility · The study enhances the modeling of the implied volatility su","/papers/ssrn/4803161/","2024-04-24",0],["p","Neural Networks in Merger Arbitrage","SSRN · Trading, Microstructure & Execution · The use of feed forward neural networks (FFNNs) in making me","/papers/ssrn/4802998/","2024-04-24",0],["p","Has Machine Learning Defeated Trend Following Strategies in the Chinese Futures Market","SSRN · ML & AI Methods · Machine learning models, especially Multilayer Perceptron (M","/papers/ssrn/4802493/","2024-04-24",0],["p","Equity Lender Base","SSRN · Other · The research indicates that short sellers mainly borrow from","/papers/ssrn/4802456/","2024-04-24",0],["p","Double-Exponential Jumps in Returns and GARCH Diffusion in Volatilities: Evidence from the Chinese SSE 50ETF Option Market","SSRN · Derivatives & Volatility · The paper introduces a volatility model that combines double","/papers/ssrn/4802448/","2024-04-24",0],["p","Trading Volume Alpha","SSRN · Trading, Microstructure & Execution · The article emphasizes the importance of predicting trading ","/papers/ssrn/4802345/","2024-04-24",4],["p","Volatility Disagreement","SSRN · Derivatives & Volatility · The study uses a model to demonstrate how differing investor","/papers/ssrn/4802261/","2024-04-24",0],["p","Byzantine-Robust Federated Learning with Clustering Model Updates","SSRN · ML & AI Methods · The paper presents FedCmp, a method to protect federated lea","/papers/ssrn/4801966/","2024-04-24",0],["p","Mutual Funds and Social Responsibility","SSRN · Portfolio & Allocation · Chinese mutual funds investing in socially responsible inves","/papers/ssrn/4801953/","2024-04-24",0],["p","Investigation to discover a Robust Standardized Template for Option Straddle Strategy in Indian Markets","SSRN · Derivatives & Volatility · The research uses statistical methods and machine learning t","/papers/ssrn/4801612/","2024-04-24",1],["p","Option-Implied Physical Distributions","SSRN · Derivatives & Volatility · The study uses an initial density forecast and monthly index","/papers/ssrn/4801530/","2024-04-24",1],["p","Calibration of Local Volatility Models under the Implied Volatility Criterion","SSRN · Derivatives & Volatility · A study introduces a new calibration criterion for local vol","/papers/ssrn/4801520/","2024-04-24",0],["p","Automated Market Makers Liquidity Pool Design","SSRN · Trading, Microstructure & Execution · The study suggests a model for optimal liquidity in automate","/papers/ssrn/4801468/","2024-04-24",1],["p","Mobile Phones in Rural Bangladesh","SSRN · Other · A study suggests that mobile phone ownership can help reduce","/papers/ssrn/4801449/","2024-04-24",0],["p","Credit Card Fraud Detection","SSRN · Risk, Credit & Banking · A new study presents a tailored logistic regression model th","/papers/ssrn/4801244/","2024-04-24",0],["p","SNF Decay Heat Validation Data Applicability Domain","SSRN · Other · The study examines decay heat validation data of spent nucle","/papers/ssrn/4801241/","2024-04-24",0],["p","Currency Portfolios","SSRN · Portfolio & Allocation · The research suggests that high foreign exchange (FX) ambigu","/papers/ssrn/4801233/","2024-04-24",0],["p","Firm Characteristics and Stock Returns in Brazil","SSRN · Corporate Finance · The research finds that price-related metrics such as moment","/papers/ssrn/4801117/","2024-04-24",0],["p","Regime Asset Allocation","SSRN · Portfolio & Allocation · The article suggests new portfolio construction methods that","/papers/ssrn/4801115/","2024-04-24",0],["p","Bitcoin in German Equities Portfolios: Diversification Benefits and Hedging Abilities","SSRN · Crypto & DeFi · The study finds that while Bitcoin can improve risk-return e","/papers/ssrn/4800902/","2024-04-24",0],["p","Smart Rebalancing","SSRN · Portfolio & Allocation · The article discusses how smart rebalancing can enhance inve","/papers/ssrn/4800836/","2024-04-24",0],["p","Crisis Prediction for U.S. Regional Banks","SSRN · Risk, Credit & Banking · Techniques such as clustering, ridge regression, and sequent","/papers/ssrn/4800639/","2024-04-24",0],["p","Acquirers' Cash Flow in M&A Deals","SSRN · Other · Companies with low free cash flow often acquire lower qualit","/papers/ssrn/4800542/","2024-04-24",0],["p","Managing Bitcoin Risk Exposures in Equity Portfolios: Evidence from High-Frequency Data","SSRN · Crypto & DeFi · The study indicates that Bitcoin's risk impact on equity por","/papers/ssrn/4800462/","2024-04-24",0],["p","Arbitrage-Free Model","SSRN · Trading, Microstructure & Execution · The research presents a four-factor arbitrage-free Nelson-Si","/papers/ssrn/4799267/","2024-04-24",3],["p","Investigating on the Recent Synergies of IoT and Machine Learning for Proactive Healthcare Systems","SSRN · ML & AI Methods · The article explores the role of IoT and Machine Learning in","/papers/ssrn/4798953/","2024-04-24",0],["p","A Survey on IoT Device Authentication and Anomaly Detection for Cyber Security using Machine Learning","SSRN · ML & AI Methods · The study explores the application of machine learning in bo","/papers/ssrn/4798899/","2024-04-24",2],["p","ETF Indexing","SSRN · Portfolio & Allocation · The study reveals that the indexing strategy of ETFs greatly","/papers/ssrn/4798552/","2024-04-24",0],["p","AI Expert Testimony Admissibility","SSRN · ML & AI Methods · The use of AI-based evidence in court depends on the transpa","/papers/ssrn/4798356/","2024-04-24",0],["p","Debt Access and Trade Credit","SSRN · Risk, Credit & Banking · The research indicates that better access to debt markets re","/papers/ssrn/4798326/","2024-04-24",0],["p","Real Estate Prices and Global Shock","RePEc · Asset Pricing & Factors · The study finds that the 2020 pandemic had only temporary ne","/papers/repec/zbw-cfswop-285368/","2024-04-24",1],["p","Markowitz-Based Model for Market Shock Hedging","RePEc · Derivatives & Volatility · A paper suggests a new investment method for endowments and ","/papers/repec/wly-revfec-v-40-y-2022-i-4-p-335-347/","2024-04-24",1],["p","Addressing sample bias in ML","RePEc · ML & AI Methods · The research suggests two control function methods to improv","/papers/repec/wly-japmet-v-39-y-2024-i-3-p-383-400/","2024-04-24",3],["p","Double/Debiased ML in Stata","RePEc · Econometrics & Forecasting · The article presents a package named ddml for double/debiase","/papers/repec/tsj-stataj-v-24-y-2024-i-1-p-3-45/","2024-04-24",4],["p","River Sediment Load Prediction with ML","RePEc · ML & AI Methods · The research concludes that the Multilayer perceptron algori","/papers/repec/tec-techni-v-4-y-2022-i-1-p-239-249/","2024-04-24",3],["p","Data Augmentation for Legal Cases","RePEc · ML & AI Methods · The article explores the application of machine learning in ","/papers/repec/spr-trosos-v-18-y-2024-i-1-d-10-1007-s12626-024-00158-2/","2024-04-24",2],["p","Forecasting S&P 500 returns with ML","RePEc · Econometrics & Forecasting · The LSTM classifier, a machine learning technique, can predi","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-024-00644-0/","2024-04-24",3],["p","Cryptocurrency Volatility","RePEc · Crypto & DeFi · The study reveals that price formation for Bitcoin and Ether","/papers/repec/oup-jfinec-v-22-y-2024-i-1-p-224-251/","2024-04-24",3],["p","Intelligent beneficiary selection for social programs","RePEc · ML & AI Methods · A prediction model using the random forest-based machine lea","/papers/repec/ids-injdan-v-16-y-2024-i-2-p-181-206/","2024-04-24",3],["p","Machine Learning vs. Logistic Regression","RePEc · ML & AI Methods · Machine learning models, particularly XGBoost, outperform lo","/papers/repec/ids-ijmefi-v-17-y-2024-i-1-p-29-48/","2024-04-24",6],["p","Software estimation with statistical models","RePEc · ML & AI Methods · Machine learning techniques, particularly Random Forest, can","/papers/repec/gam-jmathe-v-12-y-2024-i-7-p-1058-d-1368511/","2024-04-24",2],["p","Asymmetric Stock Returns and Trading Volume Relationship","RePEc · Trading, Microstructure & Execution · A study reveals differences in return-volume relationships f","/papers/repec/eme-rafpps-raf-02-2023-0045/","2024-04-24",1],["p","Cryptocurrency Investor Protection","RePEc · Crypto & DeFi · A study finds that UK cryptocurrency investors tend to favor","/papers/repec/eme-jfrcpp-jfrc-03-2023-0036/","2024-04-24",2],["p","Big Data Fan Charts","RePEc · Macro-Finance & Rates · The article suggests using machine learning to create big da","/papers/repec/eee-finlet-v-61-y-2024-i-c-s1544612324000333/","2024-04-24",3],["p","International CPI Inflation Comovement Strengthened","RePEc · Macro-Finance & Rates · A study finds a structural break in international CPI inflat","/papers/repec/cup-macdyn-v-27-y-2023-i-1-p-111-140-6/","2024-04-24",1],["p","IFCISA: Financial Conditions Index for South America","RePEc · Other · Financial Conditions Index for South America: An index is pr","/papers/repec/bku-doctra-2023006/","2024-04-24",1],["p","Competition and Collaboration in Crowdsourcing Communities: What happens when peers evaluate each other?","arXiv · Other · The study examines the balance between competition and colla","/papers/doi/10-1287-orsc-2021-15163/","2024-04-24",15],["p","TalkingGaussian: Structure-Persistent 3D Talking Head Synthesis via Gaussian Splatting","Machine learning · Other · The paper introduces TalkingGaussian, a framework for creati","/papers/arxiv/2404.15264/","2024-04-24",92],["p","FlowMap: High-Quality Camera Poses, Intrinsics, and Depth via Gradient Descent","Machine learning · Other · Camera Poses and Depth: FlowMap, a new method for determinin","/papers/arxiv/2404.15259/","2024-04-24",76],["p","Score matching for sub-Riemannian bridge sampling","Machine learning · ML & AI Methods · The study demonstrates a method for bridge simulation on sub","/papers/arxiv/2404.15258/","2024-04-24",5],["p","Revisiting Granular Models of Firm Growth","arXiv · Corporate Finance · The paper explores firm growth models, presenting new theore","/papers/arxiv/2404.15226/","2024-04-24",8],["p","The Checkerboard Copula and Dependence Concepts","arXiv · Other · The research suggests using the checkerboard copula for sele","/papers/arxiv/2404.15023/","2024-04-24",6],["p","A Survey on Self-Evolution of Large Language Models","Machine learning · LLMs & Text · The article discusses self-evolution methods in large langua","/papers/arxiv/2404.14387/","2024-04-24",93],["p","Statistical Validation of Contagion Centrality in Financial Networks","arXiv · Other · The article presents a new method for assessing the risk of ","/papers/arxiv/2404.14337/","2024-04-24",1],["p","A Global Minimum Tax for Large Firms Only: Implications for Tax Competition","arXiv · Corporate Finance · The Global Minimum Tax on large multinational firms boosts t","/papers/arxiv/2404.14302/","2024-04-24",4],["p","On a fundamental statistical edge principle","arXiv · Trading, Microstructure & Execution · The article shows that using past trading data to predict th","/papers/arxiv/2404.14252/","2024-04-24",0],["p","An Asymmetric Capital Asset Pricing Model","arXiv · Asset Pricing & Factors · The article presents a new capital asset pricing model that ","/papers/arxiv/2404.14137/","2024-04-24",0],["p","Elicitability and Identifiability of Tail Risk Measures","arXiv · Other · The article proves the joint identifiability and elicitabili","/papers/arxiv/2404.14136/","2024-04-24",4],["p","Natural Capital as a Stock Option","arXiv · Derivatives & Volatility · The article proposes treating Earth's natural capital as a s","/papers/arxiv/2404.14041/","2024-04-24",4],["p","Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler","arXiv · Derivatives & Volatility · The article discusses a Bayesian analysis of stochastic vola","/papers/arxiv/2404.13986/","2024-04-24",3],["p","Joint Liability Model with Adaptation to Climate Change","arXiv · Risk, Credit & Banking · The study introduces the Environmental, Social, Economics (E","/papers/arxiv/2404.13818/","2024-04-24",0],["p","The Economics of Blockchain Governance: Evaluate Liquid Democracy on the Internet Computer","arXiv · Crypto & DeFi · Liquid Democracy: The research investigates how DAOs can enh","/papers/arxiv/2404.13768/","2024-04-24",10],["p","Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts","arXiv · Other · The article proposes a new method for pricing and managing s","/papers/arxiv/2404.13754/","2024-04-24",1],["p","Extremal cases of distortion risk measures with partial information","arXiv · Other · The paper offers a comprehensive framework for extreme disto","/papers/arxiv/2404.13637/","2024-04-24",6],["p","Optimal Design of Automated Market Makers on Decentralized Exchanges","arXiv · Trading, Microstructure & Execution · The study presents a model for ideal liquidity provision in ","/papers/arxiv/2404.13291/","2024-04-24",7],["p","Long-term forecasts of statewide travel demand patterns using large-scale mobile phone GPS data: A case study of Indiana","arXiv · Econometrics & Forecasting · A study uses smartphone GPS data to predict travel demand in","/papers/arxiv/2404.13211/","2024-04-24",0],["p","Use of two Public Distributed Ledgers to track the money of an economy","arXiv · Other · The article suggests a tool to track every cent in the econo","/papers/arxiv/2404.13189/","2024-04-24",0],["p","Course-Skill Atlas: A national longitudinal dataset of skills taught in U.S. higher education curricula","arXiv · LLMs & Text · The research uses natural language processing to analyze ove","/papers/arxiv/2404.13163/","2024-04-24",18],["p","PhysDreamer: Physics-Based Interaction with 3D Objects via Video Generation","Machine learning · Other · Object Interaction: PhysDreamer, a physics-based approach fo","/papers/arxiv/2404.13026/","2024-04-24",238],["p","Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty","arXiv · ML & AI Methods · The article discusses continuous-time risk-sensitive reinfor","/papers/arxiv/2404.12598/","2024-04-24",12],["p","BLINK: Multimodal Large Language Models Can See but Not Perceive","Machine learning · LLMs & Text · Multimodal LLMs Visual Perception Benchmark: The authors pre","/papers/arxiv/2404.12390/","2024-04-24",644],["p","Moving Object Segmentation: All You Need Is SAM (and Flow)","Machine learning · Other · The study applies the Segment Anything model (SAM) to motion","/papers/arxiv/2404.12389/","2024-04-24",39],["p","Dynamic Gaussians Mesh: Consistent Mesh Reconstruction from Dynamic Scenes","Machine learning · Other · The Dynamic Gaussians Mesh (DG-Mesh) framework is introduced","/papers/arxiv/2404.12379/","2024-04-24",28],["p","6Img-to-3D: Few-Image Large-Scale Outdoor Novel View Synthesis","Machine learning · Other · The authors present 6Img-to-3D, a method for creating 3D rec","/papers/arxiv/2404.12378/","2024-04-24",5],["p","From $r$ to $Q^*$: Your Language Model is Secretly a Q-Function","Machine learning · LLMs & Text · The research explores Direct Preference Optimization (DPO) i","/papers/arxiv/2404.12358/","2024-04-24",275],["p","Deep joint learning valuation of Bermudan swaptions","arXiv · Derivatives & Volatility · The article introduces a new method for pricing financial de","/papers/arxiv/2404.11257/","2024-04-24",3],["p","Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework","arXiv · Trading, Microstructure & Execution · Recommender Systems: The text explores the use of Artificial","/papers/arxiv/2404.11080/","2024-04-24",6],["p","A predictive machine learning force field framework for liquid electrolyte development","Machine learning · ML & AI Methods · MLFF Electrolyte Development Framework: The paper introduces","/papers/arxiv/2404.07181/","2024-04-24",38],["p","AI Consciousness is Inevitable: A Theoretical Computer Science Perspective","Machine learning · ML & AI Methods · A machine model for consciousness, influenced by Alan Turing","/papers/arxiv/2403.17101/","2024-04-24",8],["p","A Unified Framework for Model Editing","Machine learning · Other · The article presents EMMET, a new algorithm that combines th","/papers/arxiv/2403.14236/","2024-04-24",83],["p","Trends, Applications, and Challenges in Human Attention Modelling","Machine learning · ML & AI Methods · The survey reviews recent attempts to incorporate human atte","/papers/arxiv/2402.18673/","2024-04-24",15],["p","StructLM: Towards Building Generalist Models for Structured Knowledge Grounding","Machine learning · LLMs & Text · Knowledge Grounding: Despite the limitations of large langua","/papers/arxiv/2402.16671/","2024-04-24",46],["p","Evaluating Correctness and Faithfulness of Instruction-Following Models for Question Answering","Machine learning · Other · The study examines the performance of instruction-following ","/papers/arxiv/2307.16877/","2024-04-24",226],["p","Mastering Diverse Domains through World Models","Machine learning · ML & AI Methods · Algorithm Mastery: DreamerV3, a universal algorithm, excels ","/papers/arxiv/2301.04104/","2024-04-24",1485],["p","Analyst Forecast","SSRN · Econometrics & Forecasting · A machine learning method categorizes analysts' forecast rev","/papers/ssrn/4796635/","2024-04-17",0],["p","Cornish-Fisher Downside Risk: Estimation, Decomposition, and Backtesting","SSRN · Trading, Microstructure & Execution · A new model for estimating risk based on the corrected Corni","/papers/ssrn/4796363/","2024-04-17",0],["p","Exposure Hedging Strategy","SSRN · Derivatives & Volatility · The paper presents a model for optimizing a dealer's hedging","/papers/ssrn/4796356/","2024-04-17",14],["p","Risk Premia in the Commodity Market","SSRN · Asset Pricing & Factors · Machine learning methodologies reveal that momentum factors ","/papers/ssrn/4796343/","2024-04-17",0],["p","Deep Learning for High-Frequency Cryptocurrency Trend Detection: Incorporating Technical Indicators and A New Approach For Data Stationarity","SSRN · Crypto & DeFi · The research presents a new data preprocessing technique and","/papers/ssrn/4796336/","2024-04-17",1],["p","The Role of Sentiment in Credit Markets","SSRN · LLMs & Text · A new measure of anticipatory sentiment, created using stati","/papers/ssrn/4795367/","2024-04-17",0],["p","Is Liquidity Provision Informative? Evidence From Agricultural Futures Markets","SSRN · Trading, Microstructure & Execution · A study of the Chicago Mercantile Exchange's futures markets","/papers/ssrn/4795329/","2024-04-17",2],["p","ETFs Impact on Bond Liquidity","SSRN · Trading, Microstructure & Execution · The article discusses how a bond's inclusion in a creation o","/papers/ssrn/4794939/","2024-04-17",21],["p","Machine Learning in Fund Classification","SSRN · ML & AI Methods · The paper uses machine learning to categorize hedge funds, f","/papers/ssrn/4794900/","2024-04-17",0],["p","Business Time Modeling for Commodity Markets","SSRN · Derivatives & Volatility · The piece presents a model that accurately represents commod","/papers/ssrn/4794748/","2024-04-17",0],["p","Investment Sensitivity and Algos","SSRN · Trading, Microstructure & Execution · The article reveals that algorithmic trading that supplies l","/papers/ssrn/4794479/","2024-04-17",0],["p","Owner's Earnings, Cash-based Operating Profits, and Capital Expenditures in the Cross Section of Stock Returns","SSRN · Asset Pricing & Factors · Stocks with high owner's earnings tend to predict average st","/papers/ssrn/4794183/","2024-04-17",0],["p","Predicting Implicit Patterns and Optimizing Market Entry and Exit Decisions in Stock Prices using integrated Bayesian CNN-LSTM with Deep Q-Learning as a Meta-Labeller","SSRN · Econometrics & Forecasting · The piece introduces a hybrid model that combines various AI","/papers/ssrn/4794069/","2024-04-17",0],["p","Cross-Momentum in Financial Markets","SSRN · Asset Pricing & Factors · A study shows that equity futures and currency portfolios so","/papers/ssrn/4793814/","2024-04-17",0],["p","Interpolation Algorithm","SSRN · Other · A new trigonometric interpolation algorithm for even periodi","/papers/ssrn/4793595/","2024-04-17",0],["p","Portfolio Choice with Genetic Programming","SSRN · Portfolio & Allocation · A new method for creating efficient portfolios using genetic","/papers/ssrn/4793204/","2024-04-17",0],["p","EPS Impact on Capital Structure","SSRN · Corporate Finance · The study reveals that firms adjust their capital structures","/papers/ssrn/4793002/","2024-04-17",1],["p","Optimal Averaging for Portfolios","SSRN · Portfolio & Allocation · The article suggests a new method for optimizing portfolio w","/papers/ssrn/4792535/","2024-04-17",17],["p","Intraday Dynamics of NASDAQ Stocks in the Electronic Trading Era: Uncovering Strong U-Shape Patterns in Trading Volume and Bid-Ask Spread","SSRN · Trading, Microstructure & Execution · NASDAQ stocks exhibit a U-shaped pattern in bid-ask spreads ","/papers/ssrn/4792199/","2024-04-17",0],["p","Implied Volatility in Decentralized Finance Pool","SSRN · Crypto & DeFi · The article introduces a breakeven implied volatility for de","/papers/ssrn/4792110/","2024-04-17",1],["p","Composite Likelihood Estimation for Gaussian Processes","SSRN · Other · The paper outlines a framework for composite likelihood infe","/papers/ssrn/4791807/","2024-04-17",0],["p","Efficient Frontiers and Tangent Portfolio","RePEc · Portfolio & Allocation · The paper explores the characteristics of kinks in portfolio","/papers/repec/wsi-apjorx-v-41-y-2024-i-02-n-s0217595923500124/","2024-04-17",3],["p","ML for Stock Market","RePEc · Trading, Microstructure & Execution · The article suggests that machine learning could enhance ret","/papers/repec/vrs-joinma-v-15-y-2023-i-4-p-93-104-n-4/","2024-04-17",4],["p","Dragonfly Optimization Algorithm for Feature Selection","RePEc · Other · The Dragonfly algorithm, a Swarm Intelligence method, is bei","/papers/repec/tec-techni-v-4-y-2022-i-1-p-44-52/","2024-04-17",1],["p","Memory-Enhanced Momentum in Futures","RePEc · Asset Pricing & Factors · The research suggests a memory-enhanced momentum strategy fo","/papers/repec/taf-eurjfi-v-30-y-2024-i-8-p-773-802/","2024-04-17",2],["p","FDI in Western Europe","RePEc · Portfolio & Allocation · The study uses machine learning to analyze factors affecting","/papers/repec/eme-jefasp-jefas-05-2021-0069/","2024-04-17",4],["p","Predicting Output Trends in China","RePEc · Risk, Credit & Banking · Machine learning study on Chinese data from 1993-2016 reveal","/papers/repec/eee-pacfin-v-84-y-2024-i-c-s0927538x24000763/","2024-04-17",5],["p","AI in Finance: Data and Opportunities","RePEc · ML & AI Methods · Data and Opportunities: The article highlights the significa","/papers/repec/eee-pacfin-v-84-y-2024-i-c-s0927538x24000581/","2024-04-17",5],["p","Option-Implied Kurtosis","RePEc · Derivatives & Volatility · The research concludes that including risk-neutral volatilit","/papers/repec/eee-pacfin-v-84-y-2024-i-c-s0927538x24000374/","2024-04-17",2],["p","ML for hierarchical time series forecasting","RePEc · Econometrics & Forecasting · A multi-output regression model is proposed for better suppl","/papers/repec/eee-intfor-v-40-y-2024-i-2-p-597-615/","2024-04-17",2],["p","Factorial Models in Economic Analysis","RePEc · Asset Pricing & Factors · The article proposes new methods for studying time series an","/papers/repec/alq-rufejo-rfej-2022-11-17-38/","2024-04-17",1],["p","Construction of Domain-Specified Japanese Large Language Model for Finance Through Continual Pre-Training","arXiv · LLMs & Text · The research focuses on developing a large language model sp","/papers/arxiv/2404.10555/","2024-04-17",5],["p","A replica analysis of under-bagging","Machine learning · Other · The under-bagging method improves classifier training from i","/papers/arxiv/2404.09779/","2024-04-17",4],["p","Derivatives of Risk Measures","arXiv · Derivatives & Volatility · The paper provides the derivatives of any risk measures, inc","/papers/arxiv/2404.09646/","2024-04-17",0],["p","Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators","arXiv · Derivatives & Volatility · The study suggests a new method for deep hedging in finance ","/papers/arxiv/2404.09462/","2024-04-17",0],["p","Enhancing path-integral approximation for non-linear diffusion with neural network","arXiv · ML & AI Methods · The paper improves the pricing of fixed income instruments w","/papers/arxiv/2404.08903/","2024-04-17",1],["p","Strategic Informed Trading and the Value of Private Information","arXiv · Trading, Microstructure & Execution · The paper investigates market-clearing equilibrium in a risk","/papers/arxiv/2404.08757/","2024-04-17",1],["p","Dataset Reset Policy Optimization for RLHF","Machine learning · ML & AI Methods · The DR-PO algorithm enhances Reinforcement Learning by incor","/papers/arxiv/2404.08495/","2024-04-17",44],["p","Factor Risk Measures","arXiv · Other · The paper presents factor risk measures to assess risk relat","/papers/arxiv/2404.08475/","2024-04-17",2],["p","A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations","arXiv · ML & AI Methods · The study introduces a new deep learning algorithm for solvi","/papers/arxiv/2404.08456/","2024-04-17",8],["p","Exponentially Weighted Moving Models","arXiv · Other · The paper outlines a method for approximating the exponentia","/papers/arxiv/2404.08136/","2024-04-17",8],["p","An Empirical Study of $\\mu$P Learning Rate Transfer","Machine learning · ML & AI Methods · Neural Network Scaling Rules: A study has found that the μ-P","/papers/arxiv/2404.05728/","2024-04-17",9],["p","A Dynamical Model of Neural Scaling Laws","Machine learning · ML & AI Methods · A study examines a random feature model trained with gradien","/papers/arxiv/2402.01092/","2024-04-17",116],["p","Performance Is Not Enough: The Story Told by a Rashomon Quartet","Machine learning · Other · A paper presents the idea of a Rashomon Quartet, four models","/papers/arxiv/2302.13356/","2024-04-17",14],["p","Customizing Allocation","SSRN · Portfolio & Allocation · The article presents a strong framework for customizing asse","/papers/ssrn/4789846/","2024-04-10",0],["p","Machine Learning for CAT Bond Pricing","SSRN · Macro-Finance & Rates · The study introduces a machine learning approach for pricing","/papers/ssrn/4789671/","2024-04-10",0],["p","Quantum Two-Sample Test for Investment Strategies","SSRN · Other · A quantum algorithm is shown to outperform traditional algor","/papers/ssrn/4789400/","2024-04-10",1],["p","Re-Exploring the Bond and Equity ETF Hidden Liquidity Puzzle: An Intraday Analysis","SSRN · Trading, Microstructure & Execution · A study shows hidden liquidity is higher for bond ETFs than ","/papers/ssrn/4788858/","2024-04-10",0],["p","The Early Bird Catches the Worm: How Lasting is the Value of New, Alternative Data?","SSRN · Portfolio & Allocation · The article investigates the influence of social media data ","/papers/ssrn/4788210/","2024-04-10",0],["p","The Valuation of Private Companies","SSRN · Portfolio & Allocation · A new method for valuing private companies in private equity","/papers/ssrn/4788148/","2024-04-10",0],["p","Model Risk Management for AI","SSRN · Risk, Credit & Banking · An article suggests that model risk management can be used i","/papers/ssrn/4787987/","2024-04-10",0],["p","Options Strategies for ETFs","SSRN · Derivatives & Volatility · The research examines various option strategies for ETFs, fi","/papers/ssrn/4787107/","2024-04-10",0],["p","Subjectivity in Selection","SSRN · Portfolio & Allocation · The article delves into the principles of active portfolio s","/papers/ssrn/4787082/","2024-04-10",0],["p","AI Consensus on Pricing","SSRN · ML & AI Methods · The article discusses the disagreement among machine learnin","/papers/ssrn/4786984/","2024-04-10",0],["p","Asset Pricing with Cognitive Biases and Deep Learning","SSRN · Asset Pricing & Factors · A deep learning model shows cognitive biases can explain the","/papers/ssrn/4786831/","2024-04-10",0],["p","High Frequency Risk Pricing for Real Estate Securities","SSRN · Trading, Microstructure & Execution · A paper has found that the pricing of default interest rate,","/papers/ssrn/4786792/","2024-04-10",0],["p","ESG and Behavioral Finance: Why ESG Investing Is Primarily a Psychological Phenomenon","SSRN · Portfolio & Allocation · A Psychological Phenomenon: The study expands traditional po","/papers/ssrn/4786610/","2024-04-10",5],["p","Generative AI in Asset Management","SSRN · Portfolio & Allocation · Hedge funds using generative AI tools like ChatGPT since 202","/papers/ssrn/4786575/","2024-04-10",2],["p","Pairs Trading in the German Stock Market","SSRN · Trading, Microstructure & Execution · The study uses various methods to identify and leverage misp","/papers/ssrn/4785913/","2024-04-10",0],["p","Volatility Risk Pricing","SSRN · Derivatives & Volatility · The paper recommends using variance-dependent pricing kernel","/papers/ssrn/4785760/","2024-04-10",0],["p","Measuring Bank Complexity Using Xai","SSRN · Risk, Credit & Banking · A machine learning technique shows a link between the comple","/papers/ssrn/4785689/","2024-04-10",1],["p","Can Interval Data Improve Volatility Forecasts? Evidence from Foreign Exchange Markets","SSRN · Derivatives & Volatility · The research explores the use of interval-valued data in for","/papers/ssrn/4785170/","2024-04-10",0],["p","Dividend Forecasting in the Age of Machine Learning","SSRN · Econometrics & Forecasting · The article shows the superior accuracy of machine learning ","/papers/ssrn/4784398/","2024-04-10",0],["p","Multi-Country Macroeconomic Monitoring","SSRN · Macro-Finance & Rates · A new model accounting for differences across countries and ","/papers/ssrn/4784283/","2024-04-10",0],["p","Nonparametric Time Series Bounds","SSRN · Econometrics & Forecasting · A study explores the properties of empirical risk minimizati","/papers/ssrn/4784190/","2024-04-10",29],["p","Why ‘machine Learning’ is a Misnomer","SSRN · ML & AI Methods · The article critiques the term 'machine learning', arguing i","/papers/ssrn/4784181/","2024-04-10",1],["p","Economic Narratives in Portfolio Management","SSRN · Portfolio & Allocation · Machine learning models incorporating economic narratives in","/papers/ssrn/4783643/","2024-04-10",55],["p","Negative Premium in A-Share Market","SSRN · Derivatives & Volatility · The research reveals that stocks with higher volatility have","/papers/ssrn/4783616/","2024-04-10",0],["p","ESG Impact on Private Equity Fundraising","SSRN · Other · A study reveals that private equity advisers who disclose ne","/papers/ssrn/4783180/","2024-04-10",47],["p","Comparisons of Asset Manager, Asset Owner, and Wealth and Retail Portfolios","SSRN · Portfolio & Allocation · A study of 800 European institutional portfolios shows they ","/papers/ssrn/4783121/","2024-04-10",0],["p","CostSensitive Machine Learning for Investments","RePEc · ML & AI Methods · The study employs cost-sensitive machine learning models to ","/papers/repec/wly-isacfm-v-31-y-2024-i-1-n-e1548/","2024-04-10",4],["p","Data Sensitivity in Machine Learning Reuse","RePEc · ML & AI Methods · The article explores the difficulties in reusing machine lea","/papers/repec/spr-infosf-v-26-y-2024-i-2-d-10-1007-s10796-023-10388-4/","2024-04-10",4],["p","Portfolio Optimization with Pareto-Dirichlet Method","RePEc · Portfolio & Allocation · The article presents a new portfolio optimization method, th","/papers/repec/spr-annopr-v-335-y-2024-i-1-d-10-1007-s10479-023-05507-y/","2024-04-10",2],["p","Trip Misreporting in Household Travel Survey","RePEc · Other · The study uses a data-driven method to detect trip misreport","/papers/repec/eee-transa-v-182-y-2024-i-c-s0965856424000636/","2024-04-10",1],["p","Sectoral Volatility Contagion","RePEc · Derivatives & Volatility · The study examines the structure of risk contagion across se","/papers/repec/eee-ememar-v-59-y-2024-i-c-s1566014124000050/","2024-04-10",2],["p","Predicting Systemic Financial Risk","RePEc · Risk, Credit & Banking · Research suggests that machine learning models and financial","/papers/repec/eee-ecofin-v-71-y-2024-i-c-s1062940824000123/","2024-04-10",5],["p","Auto Insurance Risk Management: Value of Vehicles","RePEc · Risk, Credit & Banking · Value of Vehicles: The article criticizes traditional vehicl","/papers/repec/bla-rmgtin-v-27-y-2024-i-1-p-115-120/","2024-04-10",1],["p","US House Price Dynamics","RePEc · Asset Pricing & Factors · The article presents a new estimator that includes cross-sec","/papers/repec/bla-reesec-v-52-y-2024-i-2-p-434-485/","2024-04-10",1],["p","The Peal Method: A Mathematical Framework to Streamline Securitization Structuring","arXiv · Risk, Credit & Banking · The paper introduces the PEAL Method, a mathematical framewo","/papers/arxiv/2404.05372/","2024-04-10",0],["p","Generalized measure Black–Scholes equation: towards option self-similar pricing","arXiv · Derivatives & Volatility · The research presents a generalized version of the Black-Sch","/papers/arxiv/2404.05214/","2024-04-10",2],["p","StockGPT: A GenAI Model for Stock Prediction and Trading","arXiv · Trading, Microstructure & Execution · The study introduces StockGPT, a model that predicts stock r","/papers/arxiv/2404.05101/","2024-04-10",27],["p","A comparison of cryptocurrency volatility-benchmarking new and mature asset classes","arXiv · Crypto & DeFi · The paper analyzes the factors influencing cryptocurrency vo","/papers/arxiv/2404.04962/","2024-04-10",25],["p","Evaluating Adversarial Robustness: A Comparison Of FGSM, Carlini-Wagner Attacks, And The Role of Distillation as Defense Mechanism","Machine learning · ML & AI Methods · The study investigates adversarial attacks on Deep Neural Ne","/papers/arxiv/2404.04245/","2024-04-10",3],["p","player2vec: A Language Modeling Approach to Understand Player Behavior in Games","Machine learning · LLMs & Text · Player Behavior in Games: A new technique for learning hidde","/papers/arxiv/2404.04234/","2024-04-10",10],["p","Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence","arXiv · Macro-Finance & Rates · The study finds that while US output growth rate predictions","/papers/arxiv/2404.04105/","2024-04-10",1],["p","A theoretical framework for fees in AMMs","arXiv · Crypto & DeFi · The study explores the workings of arbitrage in decentralize","/papers/arxiv/2404.03976/","2024-04-10",1],["p","Regularization for electricity price forecasting","arXiv · Econometrics & Forecasting · The study reveals that LQ and elastic net penalty functions ","/papers/arxiv/2404.03968/","2024-04-10",13],["p","Social media emotions and market behavior","arXiv · Trading, Microstructure & Execution · The research finds that investor emotions expressed on socia","/papers/arxiv/2404.03792/","2024-04-10",4],["p","Coherent risk measures and uniform integrability","arXiv · Other · The study links coherent risk measures in finance with unifo","/papers/arxiv/2404.03783/","2024-04-10",1],["p","AutoWebGLM: A Large Language Model-based Web Navigating Agent","Machine learning · LLMs & Text · Better Web Navigation: AutoWebGLM is a new web navigation to","/papers/arxiv/2404.03648/","2024-04-10",178],["p","Mind's Eye of LLMs: Visualization-of-Thought Elicits Spatial Reasoning in Large Language Models","Machine learning · LLMs & Text · The paper presents Visualization-of-Thought prompting, a met","/papers/arxiv/2404.03622/","2024-04-10",102],["p","ChatGLM-Math: Improving Math Problem-Solving in Large Language Models with a Self-Critique Pipeline","Machine learning · LLMs & Text · Problem-Solving in LLMs: The authors propose a Self-Critique","/papers/arxiv/2404.02893/","2024-04-10",66],["p","Improved model-free bounds for multi-asset options using option-implied information and deep learning","arXiv · Derivatives & Volatility · The first article explores the calculation of model-free bou","/papers/arxiv/2404.02343/","2024-04-10",0],["p","KVQuant: Towards 10 Million Context Length LLM Inference with KV Cache Quantization","Machine learning · LLMs & Text · KVQuant, a new method for quantizing cached KV activations i","/papers/arxiv/2401.18079/","2024-04-10",745],["p","A Neural Framework for Generalized Causal Sensitivity Analysis","Machine learning · Econometrics & Forecasting · Causal Sensitivity Analysis: The article introduces NeuralCS","/papers/arxiv/2311.16026/","2024-04-10",22],["p","Ziya2: Data-centric Learning is All LLMs Need","Machine learning · LLMs & Text · Data-centric Learning for LLMs: The authors present Ziya2, a","/papers/arxiv/2311.03301/","2024-04-10",27],["p","An Edit Friendly DDPM Noise Space: Inversion and Manipulations","Machine learning · Other · A novel latent noise space has been proposed for denoising d","/papers/arxiv/2304.06140/","2024-04-10",311],["p","Filled and Killed: Forecast and Realized Trading Costs across Horizons from Global Equity and Fixed Income Portfolio Trades","SSRN · Trading, Microstructure & Execution · The research analyzes trading costs, revealing that large, c","/papers/ssrn/4782032/","2024-04-03",0],["p","False Discoveries in Currency Analysis","SSRN · Macro-Finance & Rates · A new method, robust to data dependence and estimation error","/papers/ssrn/4781905/","2024-04-03",0],["p","Enhanced Equity Market Strategy","SSRN · LLMs & Text · The article introduces a novel stock market strategy that en","/papers/ssrn/4781752/","2024-04-03",5],["p","Domain Influence on Diversification","SSRN · Other · A study of 251 US retail investors found diversification err","/papers/ssrn/4781579/","2024-04-03",0],["p","Global US Stock Integration","SSRN · Portfolio & Allocation · The research finds that US stocks with less global integrati","/papers/ssrn/4781466/","2024-04-03",17],["p","Equity Premium Forecasting","SSRN · Asset Pricing & Factors · Machine learning techniques, while effective in predicting e","/papers/ssrn/4781195/","2024-04-03",0],["p","Forecasting China’s Inflation Rate: Evidence from Machine Learning Methods","SSRN · Macro-Finance & Rates · Eight machine learning models, notably the gradient boost de","/papers/ssrn/4781171/","2024-04-03",1],["p","Aggregating Autoencoders for Persistent Access Threats","SSRN · ML & AI Methods · The article presents AEAPT, a deep learning method for detec","/papers/ssrn/4781054/","2024-04-03",1],["p","Behavioral Diversification in Portfolios","SSRN · Portfolio & Allocation · The article introduces a new simulation of a diversified por","/papers/ssrn/4780990/","2024-04-03",0],["p","Forecasting the Risk-Free Rates: Practical Forecasting Model for the Future of 10-Year US Treasury Yield through Exogenous Variables","SSRN · Econometrics & Forecasting · The study introduces a forecasting model for predicting the ","/papers/ssrn/4780234/","2024-04-03",0],["p","Uncertainty in Sentiment Analysis with LLMs using QCM (Quantiles of Correlation Matrices) - Distance","SSRN · LLMs & Text · The study explores the uncertainty in sentiment scores deriv","/papers/ssrn/4780192/","2024-04-03",1],["p","GRIP: Graphical Models Revealing Insights for Portfolio Replication - A Learning Approach","SSRN · Portfolio & Allocation · The paper introduces a new method for decoding investment po","/papers/ssrn/4780148/","2024-04-03",3],["p","Issues with Implied Volatilities","SSRN · Derivatives & Volatility · OptionMetrics records stock options prices at 359 p.m., not ","/papers/ssrn/4780085/","2024-04-03",0],["p","Deep Reinforcement Learning: Extending Traditional Financial Portfolio Methods","SSRN · Portfolio & Allocation · The paper suggests that deep reinforcement learning can pote","/papers/ssrn/4780026/","2024-04-03",1],["p","Deep News Sentiment for Finance","SSRN · LLMs & Text · The article discusses the use of neural networks to extract ","/papers/ssrn/4779994/","2024-04-03",0],["p","Comparative Study of Portfolio Risk Management","SSRN · Portfolio & Allocation · The article suggests a new method for portfolio risk managem","/papers/ssrn/4779957/","2024-04-03",0],["p","Forecasting TSEC Volatility","SSRN · Derivatives & Volatility · The study compares GARCH family models and EWMA models to id","/papers/ssrn/4779552/","2024-04-03",0],["p","Economics of Intellectual Capital (9): Dynamic Modeling for Its Growth","SSRN · Other · The paper discusses a new funding mechanism that uses intell","/papers/ssrn/4779502/","2024-04-03",0],["p","The Pricing of Liquidity Risk Factors","SSRN · Trading, Microstructure & Execution · The research investigates the pricing of liquidity factors i","/papers/ssrn/4779075/","2024-04-03",1],["p","Internet Appendix for “Improving Volatility-Managed Portfolios in Real Time”","SSRN · Derivatives & Volatility · An enhanced strategy for volatility-managed portfolios, base","/papers/ssrn/4778941/","2024-04-03",0],["p","Extreme Liquidity","SSRN · Trading, Microstructure & Execution · The article proposes a crypto asset portfolio model that adj","/papers/ssrn/4778392/","2024-04-03",0],["p","Predicting Beta","SSRN · ML & AI Methods · Machine Learning algorithms enhance the precision of estimat","/papers/ssrn/4778123/","2024-04-03",0],["p","Media Sentiment and Asset Allocation","SSRN · LLMs & Text · US media sentiment about foreign countries affects domestic ","/papers/ssrn/4778027/","2024-04-03",0],["p","Who Clears the Market When Passive Investors Trade?","SSRN · Portfolio & Allocation · The article investigates the role of firms in providing shar","/papers/ssrn/4777585/","2024-04-03",2],["p","Arbitrage Risk in MAX Effect","SSRN · Trading, Microstructure & Execution · In the Korean stock market, the MAX effect, or the highest d","/papers/ssrn/4775560/","2024-04-03",5],["p","Asymmetric Info in Asset Markets","SSRN · Other · The study suggests that reducing information asymmetry in se","/papers/ssrn/4775501/","2024-04-03",30],["p","Strategic Mutual Fund Convergence","SSRN · Portfolio & Allocation · The research finds a trend towards similar allocation strate","/papers/ssrn/4775467/","2024-04-03",17],["p","PL Attribution Options","SSRN · Derivatives & Volatility · The paper disputes the belief that the gap between implied a","/papers/ssrn/4775326/","2024-04-03",33],["p","Forecasting CPI","RePEc · Econometrics & Forecasting · The study enhances the precision and promptness of Consumer ","/papers/repec/wly-jforec-v-43-y-2024-i-3-p-702-753/","2024-04-03",1],["p","Accruals-Cash Flow Evaluation","RePEc · Other · This research clarifies misconceptions about the role of acc","/papers/repec/bla-abacus-v-60-y-2024-i-1-p-23-48/","2024-04-03",1],["p","Robustly estimating heterogeneity in factorial data using Rashomon Partitions","Machine learning · Other · Estimating Heterogeneity: The study introduces Rashomon Part","/papers/arxiv/2404.02141/","2024-04-03",6],["p","Supervised autoencoder MLP for financial time series forecasting","arXiv · Econometrics & Forecasting · The study investigates the use of supervised autoencoders in","/papers/arxiv/2404.01866/","2024-04-03",28],["p","Gecko: Versatile Text Embeddings Distilled from Large Language Models","Machine learning · LLMs & Text · Compact Text Embeddings: Gecko is a new text embedding model","/papers/arxiv/2403.20327/","2024-04-03",92],["p","Using Images as Covariates: Measuring Curb Appeal with Deep Learning","arXiv · ML & AI Methods · Incorporating image data into econometric models through dee","/papers/arxiv/2403.19915/","2024-04-03",2],["p","Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior","arXiv · ML & AI Methods · The research introduces a market simulation framework using ","/papers/arxiv/2403.19781/","2024-04-03",8],["p","Long-form factuality in large language models","Machine learning · LLMs & Text · The Search-Augmented Factuality Evaluator (SAFE) method uses","/papers/arxiv/2403.18802/","2024-04-03",184],["p","Optimal Rebalancing in Dynamic AMMs","arXiv · Portfolio & Allocation · A new method for optimally rebalancing asset ratios in Dynam","/papers/arxiv/2403.18737/","2024-04-03",1],["p","Revisiting elastic string models of forward interest rates","arXiv · Macro-Finance & Rates · A revised model of the forward interest rate curve, consider","/papers/arxiv/2403.18126/","2024-04-03",2],["p","LightGaussian: Unbounded 3D Gaussian Compression with 15x Reduction and 200+ FPS","Machine learning · ML & AI Methods · LightGaussian is a new method that converts 3D Gaussians int","/papers/arxiv/2311.17245/","2024-04-03",685],["p","Riemannian Laplace Approximation with the Fisher Metric","Machine learning · Other · A recent improvement to the Laplace Approximation, which use","/papers/arxiv/2311.02766/","2024-04-03",11],["p","Rephrase, Augment, Reason: Visual Grounding of Questions for Vision-Language Models","Machine learning · LLMs & Text · The Rephrase, Augment and Reason (RepARe) framework enhances","/papers/arxiv/2310.05861/","2024-04-03",14],["p","Efficient Post-training Quantization with FP8 Formats","Machine learning · Other · A study finds that FP8 data formats are superior to INT8 in ","/papers/arxiv/2309.14592/","2024-04-03",52],["p","Diffuse, Attend, and Segment: Unsupervised Zero-Shot Segmentation using Stable Diffusion","Machine learning · ML & AI Methods · A new method using self-attention layers in stable diffusion","/papers/arxiv/2308.12469/","2024-04-03",174],["p","Equity Premium Prediction","SSRN · Asset Pricing & Factors · The research indicates that higher equity market returns occ","/papers/ssrn/4774051/","2024-03-27",0],["p","Volatility Targeting Is Trendy: Documenting the Trend Exposure Embedded in Volatility-Managed Strategies","SSRN · Derivatives & Volatility · The article examines the theory that the superior performanc","/papers/ssrn/4773781/","2024-03-27",0],["p","Contagious Uncertainty: Credit VIX Effects","SSRN · Derivatives & Volatility · Credit VIX Effects: The study indicates that uncertainty in ","/papers/ssrn/4773515/","2024-03-27",0],["p","Static Minimum-variance Hedging of Volatility Swaps","SSRN · Derivatives & Volatility · Derman et. al.'s concept is improved to create a static mini","/papers/ssrn/4773470/","2024-03-27",0],["p","Game AI Evolution","SSRN · ML & AI Methods · The research investigates the use of deep reinforcement lear","/papers/ssrn/4772907/","2024-03-27",0],["p","Litigation Finance","SSRN · Other · The article proposes a model of litigation finance, suggesti","/papers/ssrn/4772573/","2024-03-27",0],["p","Machine Learning for Causal Inference: Is a Nonlinear First Stage Really Forbidden in 2SLS?","SSRN · Econometrics & Forecasting · The paper shows that the bias in the two-stage least squares","/papers/ssrn/4772060/","2024-03-27",0],["p","Yield-Based Asset Ratio","SSRN · Portfolio & Allocation · Adjusting a portfolio's stock percentage based on stock earn","/papers/ssrn/4772032/","2024-03-27",0],["p","Informational Efficiency and Asset Prices in Large Markets","SSRN · Asset Pricing & Factors · The study suggests that the amount of information disclosed ","/papers/ssrn/4771775/","2024-03-27",0],["p","ChatGPT for Day Trading","SSRN · LLMs & Text · ChatGPT can create profitable day trading strategies by anal","/papers/ssrn/4771517/","2024-03-27",0],["p","Re-examining Standard Changes in U.S. Corporate Credit Rating via Machine Learning","SSRN · Risk, Credit & Banking · Machine learning reveals an N-shaped pattern in corporate cr","/papers/ssrn/4771505/","2024-03-27",0],["p","Insider Trading","SSRN · Trading, Microstructure & Execution · The research shows that insider investors often deviate from","/papers/ssrn/4771281/","2024-03-27",0],["p","Machine Learning Guided Proof of Beal's Conjecture","SSRN · ML & AI Methods · The paper provides a proof of Beals conjecture in number the","/papers/ssrn/4770977/","2024-03-27",0],["p","Navigating Technology-Tide","SSRN · Corporate Finance · The research highlights the detrimental effect of technology","/papers/ssrn/4770557/","2024-03-27",0],["p","Improving Deep Learning of Alpha Term Structures from the Order Book","SSRN · Trading, Microstructure & Execution · The article evaluates the efficiency of four deep learning m","/papers/ssrn/4770476/","2024-03-27",3],["p","Financial Anomalies","SSRN · Asset Pricing & Factors · The study analyzes irregularities in daily returns of UK com","/papers/ssrn/4770243/","2024-03-27",0],["p","Social Networks in Investment","SSRN · Derivatives & Volatility · The study finds that investors gather more public informatio","/papers/ssrn/4770096/","2024-03-27",0],["p","Two Layers Are All You Need","SSRN · ML & AI Methods · The article explores the paradox of larger deep neural netwo","/papers/ssrn/4769370/","2024-03-27",0],["p","Non-Self-Financing Optimal Portfolio Selection","SSRN · Portfolio & Allocation · The paper addresses the mean variance hedging issue assuming","/papers/ssrn/4769146/","2024-03-27",0],["p","Leading Stocks and the Stock Market Expected Returns","SSRN · Asset Pricing & Factors · The study uses machine learning to identify leading stocks, ","/papers/ssrn/4768908/","2024-03-27",0],["p","Bitcoin Transaction Segmentation","SSRN · Crypto & DeFi · The study shows that standard machine learning models and pu","/papers/ssrn/4768739/","2024-03-27",0],["p","Housing Price Volatility in China","SSRN · Derivatives & Volatility · The paper investigates house price volatility and its causes","/papers/ssrn/4768062/","2024-03-27",0],["p","Data as a Contested Commodity","SSRN · Other · The article discusses the complexity of data commodification","/papers/ssrn/4767599/","2024-03-27",5],["p","Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings","SSRN · Portfolio & Allocation · Cloned portfolios from SEC EDGAR Form 13F filings can match ","/papers/ssrn/4767576/","2024-03-27",0],["p","Tensor PCA","SSRN · Asset Pricing & Factors · The article introduces a new estimation algorithm for high-d","/papers/ssrn/4766865/","2024-03-27",0],["p","Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup","arXiv · Crypto & DeFi · Football teams' blockchain fan tokens increase in value befo","/papers/doi/10-1016-j-ribaf-2024-102333/","2024-03-27",16],["p","Economic DAO Governance: A Contestable Control Approach","arXiv · Corporate Finance · A proposed DAO governance model uses a sequential auction me","/papers/arxiv/2403.16980/","2024-03-27",1],["p","Crypto inverse-power options and fractional stochastic volatility","arXiv · Crypto & DeFi · A new model using fractional stochastic volatility helps man","/papers/arxiv/2403.16006/","2024-03-27",5],["p","On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility","arXiv · Portfolio & Allocation · The research applies Merton's optimal portfolio problem to a","/papers/arxiv/2403.15923/","2024-03-27",0],["p","Can large language models explore in-context?","Machine learning · LLMs & Text · Large Language Models such as GPT-3.5, GPT-4, and Llama2 str","/papers/arxiv/2403.15371/","2024-03-27",96],["p","CoLLEGe: Concept Embedding Generation for Large Language Models","Machine learning · LLMs & Text · Embedding Generation: CoLLEGe, a new meta-learning framework","/papers/arxiv/2403.15362/","2024-03-27",4],["p","Strategic Responses to Technological Change: Evidence from Online Labor Markets","arXiv · LLMs & Text · A study on AI's impact on freelancers revealed that exposure","/papers/arxiv/2403.15262/","2024-03-27",1],["p","Robust Utility Optimization via a GAN Approach","arXiv · ML & AI Methods · The study uses a generative adversarial network (GAN) to sol","/papers/arxiv/2403.15243/","2024-03-27",2],["p","Teamwork and Spillover Effects in Performance Evaluations","arXiv · Other · A football match data study showed that coworker performance","/papers/arxiv/2403.15200/","2024-03-27",1],["p","Nonlinear shifts and dislocations in financial market structure and composition.","arXiv · Other · The paper introduces new mathematical methods to detect temp","/papers/arxiv/2403.15163/","2024-03-27",2],["p","Tax Policy Handbook for Crypto Assets","arXiv · Crypto & DeFi · The growth of blockchain technology and crypto assets presen","/papers/arxiv/2403.15074/","2024-03-27",4],["p","Construction of a Japanese Financial Benchmark for Large Language Models","arXiv · LLMs & Text · A study has created a standard for assessing large language ","/papers/arxiv/2403.15062/","2024-03-27",23],["p","A Markov approach to credit rating migration conditional on economic states","arXiv · Risk, Credit & Banking · A novel credit rating migration model has been developed, in","/papers/arxiv/2403.14868/","2024-03-27",3],["p","The Power of Linear Programming in Sponsored Listings Ranking: Evidence from a Large-Scale Field Experiment","arXiv · Other · An experiment comparing ranking algorithms for online market","/papers/arxiv/2403.14862/","2024-03-27",1],["p","On the Hull-White model with volatility smile for Valuation Adjustments","arXiv · Derivatives & Volatility · The rHW model has been introduced to enhance Valuation Adjus","/papers/arxiv/2403.14841/","2024-03-27",1],["p","The Elements of Differentiable Programming","Machine learning · Other · The book offers an in-depth look at differentiable programmi","/papers/arxiv/2403.14606/","2024-03-27",84],["p","Simple and Scalable Strategies to Continually Pre-train Large Language Models","Machine learning · LLMs & Text · The research shows that large language models can be updated","/papers/arxiv/2403.08763/","2024-03-27",144],["p","TableLlama: Towards Open Large Generalist Models for Tables","Machine learning · LLMs & Text · The paper presents TableLlama, an open-source large language","/papers/arxiv/2311.09206/","2024-03-27",236],["p","Finding the right XAI method - A Guide for the Evaluation and Ranking of Explainable AI Methods in Climate Science","Machine learning · ML & AI Methods · The paper evaluates different explainable artificial intelli","/papers/arxiv/2303.00652/","2024-03-27",92],["p","Seasonality in Cryptocurrencies","SSRN · Crypto & DeFi · The study explores seasonality patterns in ten cryptocurrenc","/papers/ssrn/4765583/","2024-03-20",0],["p","Reducing Carbon Footprint of Index","SSRN · Portfolio & Allocation · An index-based portfolio's carbon footprint can be reduced b","/papers/ssrn/4765481/","2024-03-20",0],["p","Decomposing Informed Trading in Equity Options","SSRN · Derivatives & Volatility · The study uses a multi-asset model to show that components o","/papers/ssrn/4765294/","2024-03-20",0],["p","Improved Volatility Forecasting","SSRN · Derivatives & Volatility · Enhancing the Heterogeneous Autoregressive Regression model ","/papers/ssrn/4765262/","2024-03-20",0],["p","Hidden Liquidity Puzzle: Bond ETFs versus Equity ETFs","SSRN · Trading, Microstructure & Execution · The research reveals that bond ETFs and equity ETFs have dif","/papers/ssrn/4765211/","2024-03-20",0],["p","Valuation of Levered Equity and Debt Shield","SSRN · Econometrics & Forecasting · The note argues that discounting the debt tax shield at the ","/papers/ssrn/4765068/","2024-03-20",0],["p","Improving Merger Arbitrage Returns with Machine Learning","SSRN · Trading, Microstructure & Execution · Machine learning can enhance the profitability of merger arb","/papers/ssrn/4765067/","2024-03-20",1],["p","Weather Derivative Pricing Rainfall Model","SSRN · Derivatives & Volatility · The paper discusses the modeling and pricing of rainfall-bas","/papers/ssrn/4764970/","2024-03-20",0],["p","VIX Forecasting Illusion","SSRN · Derivatives & Volatility · The paper uses daily volatility measures to forecast stock m","/papers/ssrn/4764857/","2024-03-20",0],["p","Superkurtosis in Trading","SSRN · Trading, Microstructure & Execution · Traditional risk measures may underestimate losses in intrad","/papers/ssrn/4764769/","2024-03-20",0],["p","Public Firm Ownership","SSRN · Corporate Finance · A new dataset, derived from regulatory filings, offers a det","/papers/ssrn/4764592/","2024-03-20",0],["p","Short-Selling Hedge Funds","SSRN · Derivatives & Volatility · Hedge funds involved in short-selling show superior performa","/papers/ssrn/4764190/","2024-03-20",1],["p","Insider Trading Dynamics","SSRN · Trading, Microstructure & Execution · A study on insider trading in the U.S. shows that most of it","/papers/ssrn/4763975/","2024-03-20",0],["p","Retail Investor Trading Effects","SSRN · Trading, Microstructure & Execution · Google Trends data shows that inexperienced retail investors","/papers/ssrn/4763829/","2024-03-20",0],["p","Is bitcoin an inflation hedge?","SSRN · Crypto & DeFi · Research suggests that Bitcoin's returns significantly incre","/papers/ssrn/4763347/","2024-03-20",9],["p","Systematic Hedging of the Cryptocurrency Portfolio","SSRN · Crypto & DeFi · QuantPedia's article suggests a strategy to hedge cryptocurr","/papers/ssrn/4762733/","2024-03-20",0],["p","The Forking Effect in Cryptocurrency","SSRN · Crypto & DeFi · Cryptocurrency forking events don't significantly impact bit","/papers/ssrn/4762591/","2024-03-20",0],["p","Volatility-Managed Volatility Trading","SSRN · Derivatives & Volatility · The research shows that managing a portfolio based on volati","/papers/ssrn/4761614/","2024-03-20",0],["p","Mergers Economic Impact in Africa","SSRN · Corporate Finance · Mergers and acquisitions can help companies survive economic","/papers/ssrn/4761458/","2024-03-20",0],["p","Consistency Matters: Investor Reactions to Alternative Data in Light of Financial Reporting","SSRN · Other · Investors only significantly respond to alternative data in ","/papers/ssrn/4761434/","2024-03-20",0],["p","Short Selling and Info Risk Pricing","SSRN · LLMs & Text · Short selling influences the pricing of the probability of i","/papers/ssrn/4761300/","2024-03-20",0],["p","Robust Linear Regression for Portfolio Optimization","SSRN · Portfolio & Allocation · The research presents a new optimization framework that mini","/papers/ssrn/4761214/","2024-03-20",0],["p","Firm Characteristics and Equity Options","SSRN · Derivatives & Volatility · A research found that firm characteristics greatly affect eq","/papers/ssrn/4760874/","2024-03-20",0],["p","Do Limits to Arbitrage Explain Portfolio Gains from Asset Mispricing?","SSRN · Trading, Microstructure & Execution · The study suggests that portfolios can use asset mispricing ","/papers/ssrn/4760599/","2024-03-20",0],["p","Can ChatGPT Generate Stocks Tickers to Buy and Sell for Day Trading?","SSRN · LLMs & Text · The paper shows that ChatGPT can use Twitter news to generat","/papers/ssrn/4759311/","2024-03-20",0],["p","Volatility Forecasting Deep Estimation","SSRN · Derivatives & Volatility · The article suggests using deep neural networks to estimate ","/papers/ssrn/4759285/","2024-03-20",0],["p","Jumps and Margin Level Study","RePEc · Econometrics & Forecasting · The SE-SVCJ model, combined with a GPD, provides a more accu","/papers/repec/taf-reroxx-v-36-y-2023-i-2-p-2136228/","2024-03-20",2],["p","Mixed-Frequency Volatility Model","RePEc · Derivatives & Volatility · The MF-MoP model, based on predictability momentum, is more ","/papers/repec/taf-reroxx-v-36-y-2023-i-1-p-2117228/","2024-03-20",3],["p","Bayesian Comparison of GARCH and Stochastic Volatility","RePEc · Derivatives & Volatility · Stochastic volatility models, particularly the SV-M model, a","/papers/repec/taf-reroxx-v-36-y-2023-i-1-p-2112-2136/","2024-03-20",3],["p","Cryptocurrencies in Stock Markets","RePEc · Crypto & DeFi · High volatility persistence is found in stock and cryptocurr","/papers/repec/taf-macfem-v-17-y-2024-i-1-p-110-135/","2024-03-20",2],["p","Machine Learning Workflow for China's Financial Crisis","RePEc · ML & AI Methods · Researchers have developed a multistep workflow using machin","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00574-3/","2024-03-20",3],["p","OR Insights on System Dynamics","RePEc · Other · Operational research methods are used to analyze risks and d","/papers/repec/spr-annopr-v-334-y-2024-i-1-d-10-1007-s10479-024-05869-x/","2024-03-20",3],["p","Forecasting Gold Price","RePEc · Econometrics & Forecasting · The paper suggests using the eXtreme Gradient Boosting (XGBo","/papers/repec/spr-annopr-v-334-y-2024-i-1-d-10-1007-s10479-021-04187-w/","2024-03-20",2],["p","Portfolio Optimization Numerical Integration","RePEc · Portfolio & Allocation · The paper introduces an efficient numerical integration meth","/papers/repec/eee-matcom-v-219-y-2024-i-c-p-112-140/","2024-03-20",2],["p","Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility","arXiv · Derivatives & Volatility · The first article discusses a framework for understanding pa","/papers/arxiv/2403.12653/","2024-03-20",1],["p","Advanced Statistical Arbitrage with Reinforcement Learning","arXiv · Trading, Microstructure & Execution · The study presents a new framework for statistical arbitrage","/papers/arxiv/2403.12180/","2024-03-20",2],["p","Risk premium and rough volatility","arXiv · Derivatives & Volatility · The paper examines the effect of unpredictable risk on prici","/papers/arxiv/2403.11897/","2024-03-20",1],["p","Nonconcave Robust Utility Maximization under Projective Determinacy","arXiv · Other · The study investigates maximizing utility in a frictionless ","/papers/arxiv/2403.11824/","2024-03-20",4],["p","A path-dependent PDE solver based on signature kernels","arXiv · Derivatives & Volatility · The article introduces a new, verifiably effective kernel-ba","/papers/arxiv/2403.11738/","2024-03-20",18],["p","A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints","arXiv · Trading, Microstructure & Execution · The paper explores optimal portfolio liquidation in games wi","/papers/arxiv/2403.10441/","2024-03-20",5],["p","Optimal Portfolio Choice with Cross-Impact Propagators","arXiv · Portfolio & Allocation · The research looks at optimal portfolio choices in continuou","/papers/arxiv/2403.10273/","2024-03-20",9],["p","Hydrodynamics of Markets","arXiv · Crypto & DeFi · The study uses Kelvin waves and advanced math to link physic","/papers/arxiv/2403.09761/","2024-03-20",3],["p","Layer 2 be or Layer not 2 be: Scaling on Uniswap v3","arXiv · Trading, Microstructure & Execution · The paper finds that cheaper, faster chains improve Uniswap ","/papers/arxiv/2403.09494/","2024-03-20",5],["p","Deep limit order book forecasting: a microstructural guide","arXiv · Trading, Microstructure & Execution · The research applies deep learning techniques to predict mid","/papers/arxiv/2403.09267/","2024-03-20",20],["p","Complex economics of simple periodic systems","arXiv · Macro-Finance & Rates · The research challenges the belief that profit rate and retu","/papers/arxiv/2403.08678/","2024-03-20",3],["p","Mean-Field Microcanonical Gradient Descent","arXiv · Econometrics & Forecasting · The study presents a new model that improves the efficiency ","/papers/arxiv/2403.08362/","2024-03-20",0],["p","Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders","arXiv · Trading, Microstructure & Execution · The study finds that faster or more accurate high-frequency ","/papers/arxiv/2403.08202/","2024-03-20",0],["p","Pairs Trading Using a Novel Graphical Matching Approach","arXiv · Trading, Microstructure & Execution · The paper proposes a new method for pairs trading that selec","/papers/arxiv/2403.07998/","2024-03-20",0],["p","Trading Volume Shifts and Market Quality","SSRN · Trading, Microstructure & Execution · The study reveals that high-volume closing auctions distort ","/papers/ssrn/4757345/","2024-03-13",0],["p","Graph Attention Networks for Portfolio Optimization","SSRN · Portfolio & Allocation · The paper finds that Graph Attention Networks yield better i","/papers/ssrn/4757308/","2024-03-13",1],["p","(Re)call of Duty: Mutual Fund Securities Lending and Proxy Voting","SSRN · Portfolio & Allocation · Mutual funds, especially ESG funds, recall loaned shares bef","/papers/ssrn/4757185/","2024-03-13",0],["p","Hull and White Model Simulation","SSRN · Derivatives & Volatility · The study introduces a method to simulate asset price and va","/papers/ssrn/4756390/","2024-03-13",0],["p","Cointegrated Portfolios and Volatility modeling in the Cryptocurrency Market","SSRN · Crypto & DeFi · The study finds a correlation between cryptocurrency market ","/papers/ssrn/4756389/","2024-03-13",1],["p","Data Preprocessing for Code Smell Detection","SSRN · ML & AI Methods · The review examines 69 studies on machine learning's role in","/papers/ssrn/4756315/","2024-03-13",0],["p","Global Credit Shocks Transmission","SSRN · Risk, Credit & Banking · Global credit supply shocks significantly impact country-lev","/papers/ssrn/4756133/","2024-03-13",0],["p","Unlocking the Collateral Value of Trademarks: The Role of Asset Redeployability","SSRN · Corporate Finance · The study reveals that firms are negatively impacted by cour","/papers/ssrn/4755955/","2024-03-13",1],["p","Generalized Measures of Correlation in Chinese Markets","SSRN · Derivatives & Volatility · The paper uncovers a V curve pattern in the Shanghai stock m","/papers/ssrn/4755641/","2024-03-13",0],["p","Disaster Sentiment Analysis with Deep Learning","SSRN · LLMs & Text · The article discusses the challenge of rapidly analyzing and","/papers/ssrn/4755638/","2024-03-13",0],["p","Simply Better Market Betas around the Globe","SSRN · Derivatives & Volatility · The research finds the Welch 2022 age-decayed slope-winsoriz","/papers/ssrn/4755442/","2024-03-13",1],["p","Impact of Liquidity Shocks on Asset Returns","SSRN · Trading, Microstructure & Execution · The article disputes common models of flight-to-liquidity sh","/papers/ssrn/4755434/","2024-03-13",0],["p","Stress Index Strategy","SSRN · LLMs & Text · A new stock market strategy that uses a financial stress ind","/papers/ssrn/4754939/","2024-03-13",0],["p","Swing Pricing and Investment Funds' Liquidity","SSRN · Trading, Microstructure & Execution · Swing pricing can mitigate liquidity risk in open-ended fund","/papers/ssrn/4754902/","2024-03-13",0],["p","Growth and Value Price Representation","SSRN · Asset Pricing & Factors · The paper suggests three linked solutions to the absence of ","/papers/ssrn/4754794/","2024-03-13",0],["p","The Perfect Portfolio","SSRN · Portfolio & Allocation · In Pursuit of the Perfect Portfolio discusses the work of fi","/papers/ssrn/4754594/","2024-03-13",0],["p","Synthetic Beta with Monte Carlo","SSRN · Asset Pricing & Factors · A new method for approximating the beta coefficient in inves","/papers/ssrn/4754578/","2024-03-13",0],["p","Realised Volatility Forecasting with Word Embedding","SSRN · Derivatives & Volatility · The study presents FinText, a tool that enhances volatility ","/papers/ssrn/4754276/","2024-03-13",0],["p","AI in Finance: Opportunities","SSRN · ML & AI Methods · Opportunities: Big data and AI are transforming finance and ","/papers/ssrn/4753640/","2024-03-13",0],["p","The Financial Uncertainty of Climate-Related Assets","SSRN · LLMs & Text · The paper identifies a factor linked to climate news indices","/papers/ssrn/4753434/","2024-03-13",1],["p","Predicting Individual Corporate Bond Returns","SSRN · Macro-Finance & Rates · Machine learning, particularly Random Forest, shows strong e","/papers/ssrn/4753422/","2024-03-13",0],["p","Variogram Inference with CNNs","SSRN · ML & AI Methods · The paper introduces a new method for deducing covariance fu","/papers/ssrn/4753122/","2024-03-13",0],["p","Blades of Carry: The Big Short","SSRN · Asset Pricing & Factors · A new predictor, MCOR, uses a moderate cross-section of curr","/papers/ssrn/4752712/","2024-03-13",0],["p","Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation","SSRN · Asset Pricing & Factors · A unified framework reveals that most macroeconomic factors ","/papers/ssrn/4752696/","2024-03-13",3],["p","Rolling Window Portfolio Insurance","SSRN · Portfolio & Allocation · A paper improves Option-based portfolio insurance (OBPI) to ","/papers/ssrn/4752549/","2024-03-13",0],["p","Retail Trading Intensity and the Overnight-Intraday Return Gap","SSRN · Trading, Microstructure & Execution · The 'overnight-intraday return gap' in stock markets is larg","/papers/ssrn/4752520/","2024-03-13",1],["p","Securitization for Climate Risk Diversification","SSRN · Other · The study suggests that financial institutions can reduce cl","/papers/ssrn/4751898/","2024-03-13",6],["p","Data Breach Laws and Stock Price","SSRN · Corporate Finance · Research shows that laws requiring firms to disclose data br","/papers/ssrn/4751586/","2024-03-13",0],["p","Convergence of Two Point Flux for Options Pricing","SSRN · Derivatives & Volatility · The paper explores numerical solutions for the Black-Scholes","/papers/ssrn/4751533/","2024-03-13",0],["p","An Analytic Solution to the Mean-Variance Equilibrium: Is the Market Beta a Valuable Tool?","SSRN · Portfolio & Allocation · In the Markowitz market, market clearing is the same as the ","/papers/ssrn/4751502/","2024-03-13",0],["p","Corporate Bond Valuation Factors","SSRN · Macro-Finance & Rates · Corporate bond credit spreads are affected by default risk a","/papers/ssrn/4751242/","2024-03-13",0],["p","Commodity Financialization","RePEc · Derivatives & Volatility · The study reveals that volatility in financial markets and g","/papers/repec/wly-jfutmk-v-44-y-2024-i-4-p-631-652/","2024-03-13",2],["p","Panel data nowcasting: P/E ratios","RePEc · Econometrics & Forecasting · P/E ratios: The study uses machine learning to accurately pr","/papers/repec/wly-japmet-v-39-y-2024-i-2-p-292-307/","2024-03-13",4],["p","Investor Sentiment and IPO Flipping in China","RePEc · LLMs & Text · The research reveals that investor sentiment, risk-free inte","/papers/repec/taf-reroxx-v-36-y-2023-i-1-p-2113739/","2024-03-13",2],["p","LeadLag Relationship: Futures vs. Cash Index","RePEc · Other · Futures vs. Cash Index: Research shows that the CSI 300 inde","/papers/repec/taf-reroxx-v-36-y-2023-i-1-p-1549-1569/","2024-03-13",4],["p","Currency Hedging Strategy","RePEc · Derivatives & Volatility · A non-Gaussian dynamic currency hedging strategy for globall","/papers/repec/taf-quantf-v-24-y-2024-i-2-p-305-327/","2024-03-13",4],["p","Evaluation of GARCH-MIDAS Volatility Models","RePEc · Derivatives & Volatility · The study cautions that data-mining bias can skew forecasts ","/papers/repec/taf-eurjfi-v-30-y-2024-i-6-p-575-596/","2024-03-13",2],["p","Local Volatility Global Impact","RePEc · Derivatives & Volatility · A study of 21 equity indices in 17 developed economies found","/papers/repec/taf-eurjfi-v-30-y-2024-i-5-p-481-502/","2024-03-13",4],["p","Trading Strategies with Insider Silence","RePEc · Trading, Microstructure & Execution · The study shows that insider trading strategies, specificall","/papers/repec/spt-apfiba-v-14-y-2024-i-2-f-14-2-4/","2024-03-13",2],["p","NFTs and Conventional Currencies","RePEc · Crypto & DeFi · The study shows that NFTs have a minor link with traditional","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00570-7/","2024-03-13",3],["p","Factors Affecting Cryptocurrency Returns","RePEc · Crypto & DeFi · The study finds that smaller market capitalization, higher r","/papers/repec/gmf-journl-y-2023-i-57-p-71-85/","2024-03-13",2],["p","Crude Oil Futures Time-Frequency Correlation","RePEc · Derivatives & Volatility · Short-term trading increases price volatility in crude oil f","/papers/repec/eme-jrfpps-jrf-04-2023-0096/","2024-03-13",3],["p","A unifying approach for the pricing of debt securities","arXiv · Macro-Finance & Rates · A new framework for pricing debt securities under varying sh","/papers/arxiv/2403.06303/","2024-03-13",0],["p","On Geometrically Convex Risk Measures","arXiv · Other · A new concept of GG-convex conjugate, a geometrically convex","/papers/arxiv/2403.06188/","2024-03-13",1],["p","Artificial Intelligence, Data and Competition","arXiv · ML & AI Methods · The first article investigates how companies' algorithm-base","/papers/arxiv/2403.06150/","2024-03-13",3],["p","TS-RSR: A Provably Efficient Approach for Batch Bayesian Optimization","Machine learning · Econometrics & Forecasting · A novel method for batch Bayesian Optimization (BO) is intro","/papers/arxiv/2403.04764/","2024-03-13",4],["p","BloomGML: Graph Machine Learning through the Lens of Bilevel Optimization","Machine learning · ML & AI Methods · Graph Machine Learning via Bilevel Optimization: The paper v","/papers/arxiv/2403.04763/","2024-03-13",3],["p","GNN-VPA: A Variance-Preserving Aggregation Strategy for Graph Neural Networks","Machine learning · ML & AI Methods · A new variance-preserving aggregation function for Graph Neu","/papers/arxiv/2403.04747/","2024-03-13",7],["p","Calibrated rank volatility stabilized models for large equity markets","arXiv · Derivatives & Volatility · A new model for large equity markets over long periods of ti","/papers/arxiv/2403.04674/","2024-03-13",4],["p","Testing Business Cycle Theories: Evidence from the Great Recession","arXiv · Macro-Finance & Rates · Credit Expansion and Business Cycles: The study reveals that","/papers/arxiv/2403.04104/","2024-03-13",0],["p","Universality of Linear Recurrences Followed by Non-linear Projections: Finite-Width Guarantees and Benefits of Complex Eigenvalues","Machine learning · Econometrics & Forecasting · The study reveals that deep neural networks using linear com","/papers/arxiv/2307.11888/","2024-03-13",43],["p","Settling the Sample Complexity of Model-Based Offline Reinforcement Learning","Machine learning · ML & AI Methods · A paper reveals that a model-based approach can achieve opti","/papers/arxiv/2204.05275/","2024-03-13",114],["p","Corporate Refinancing and Bond Returns","SSRN · Macro-Finance & Rates · The paper reveals that the urgency of refinancing maturing d","/papers/ssrn/4749327/","2024-03-06",0],["p","Mutual Fund Outflows and First-Mover Advantage","SSRN · Portfolio & Allocation · The study suggests that mutual fund outflows after poor perf","/papers/ssrn/4749211/","2024-03-06",0],["p","Overcoming Markowitz's Instability with the Help of the Hierarchical Risk Parity (HRP): Theoretical Evidence","SSRN · Portfolio & Allocation · The paper shows the hierarchical risk parity (HRP) approach ","/papers/ssrn/4748151/","2024-03-06",3],["p","Intraday Volatility Prediction","SSRN · Derivatives & Volatility · The paper proposes a new method for predicting intraday vola","/papers/ssrn/4747889/","2024-03-06",0],["p","Banking Stability Prediction","SSRN · Risk, Credit & Banking · The research uses the CAMELS framework and machine learning ","/papers/ssrn/4747568/","2024-03-06",0],["p","Seeking Alpha: More Sophisticated Than Meets the Eye","SSRN · Other · Investment Advice: Investment advice from Seeking Alpha offe","/papers/ssrn/4747465/","2024-03-06",1],["p","Untangling Universality and Dispelling Myths in Mean–Variance Optimization","SSRN · Portfolio & Allocation · The article discusses the widespread use of mean-variance op","/papers/ssrn/4747461/","2024-03-06",6],["p","Local Edgeworth Expansions","SSRN · Derivatives & Volatility · The article introduces a mathematical model to estimate chan","/papers/ssrn/4747434/","2024-03-06",1],["p","Procyclicality of Risk-based Initial Margin Models","SSRN · Derivatives & Volatility · The study presents a method to evaluate the responsiveness o","/papers/ssrn/4747312/","2024-03-06",12],["p","Insider Trading Detection","SSRN · Trading, Microstructure & Execution · The article proposes a machine learning method for detecting","/papers/ssrn/4746851/","2024-03-06",0],["p","A Yield-Based Asset Ratio to Boost Minimum Investment Returns","SSRN · ML & AI Methods · The article proposes a strategy to improve weak medium-term ","/papers/ssrn/4746302/","2024-03-06",0],["p","Toxicity-Competitiveness Trade-off in Concentrated Liquidity Provision","SSRN · Trading, Microstructure & Execution · The paper investigates the liquidity provision game in decen","/papers/ssrn/4746270/","2024-03-06",0],["p","Commodity Futures Characteristics and Asset Pricing Models","SSRN · Asset Pricing & Factors · The article shows that a latent-factor model using the Instr","/papers/ssrn/4746258/","2024-03-06",1],["p","Limit Order Book Simulations: A Review","SSRN · Trading, Microstructure & Execution · The piece reviews models of Limit Order Books simulations, e","/papers/ssrn/4745587/","2024-03-06",19],["p","In Search of the True Greenium","SSRN · Asset Pricing & Factors · The study introduces a robust green score and expected retur","/papers/ssrn/4744608/","2024-03-06",21],["p","AI Risk Package","SSRN · ML & AI Methods · The authors introduce a Python package and metrics for manag","/papers/ssrn/4744576/","2024-03-06",2],["p","Cryptocurrency Factor Diversification","SSRN · Crypto & DeFi · Research indicates that adding size and momentum-based crypt","/papers/ssrn/4744431/","2024-03-06",0],["p","Volatility Risk Premiums in Swaption Market","SSRN · Derivatives & Volatility · The study investigates how unconventional monetary policies ","/papers/ssrn/4744144/","2024-03-06",23],["p","Mutual Fund Efficiency & Internationalization","SSRN · Portfolio & Allocation · The research finds that UK equity mutual funds with a domest","/papers/ssrn/4743637/","2024-03-06",17],["p","Inflation Model","SSRN · Macro-Finance & Rates · The article presents a new model for predicting inflation vo","/papers/ssrn/4742904/","2024-03-06",4],["p","Global Mutual Fund Flows Study","SSRN · Portfolio & Allocation · The research shows that investors' decisions are influenced ","/papers/ssrn/4742625/","2024-03-06",0],["p","Volatility, Leverage, and Skewness in Stock Returns","SSRN · Derivatives & Volatility · The study finds that variance shocks strongly influence the ","/papers/ssrn/4742615/","2024-03-06",0],["p","Asset Pricing Frictions","SSRN · Asset Pricing & Factors · The notes detail a Big Data Asset Pricing course, covering a","/papers/ssrn/4742370/","2024-03-06",0],["p","Currency Portfolios and Global Foreign Exchange Ambiguity","SSRN · Portfolio & Allocation · The study examines the effect of global foreign exchange amb","/papers/ssrn/4742236/","2024-03-06",2],["p","Barycentric ML Optimization","SSRN · Trading, Microstructure & Execution · The study suggests a method to decrease machine learning alg","/papers/ssrn/4742189/","2024-03-06",0],["p","Robust Stochastic Volatility Models","SSRN · Derivatives & Volatility · The paper suggests four principles to evaluate the suitabili","/papers/ssrn/4742141/","2024-03-06",0],["p","Robust Inference for Financial Portfolios","SSRN · Portfolio & Allocation · The article highlights the importance of accurately modeling","/papers/ssrn/4742088/","2024-03-06",0],["p","Adaptive Portfolio Selection","RePEc · Portfolio & Allocation · The paper discusses the use of polynomial series, specifical","/papers/repec/wsi-ijtafx-v-26-y-2023-i-06n07-n-s0219024923500243/","2024-03-06",1],["p","Independent Directors","RePEc · ML & AI Methods · The research uses micro-scale job-household data and machine","/papers/repec/spr-jahrfr-v-43-y-2023-i-3-d-10-1007-s10037-023-00198-1/","2024-03-06",1],["p","Investment Strategies Development","RePEc · Other · A new scale for assessing short and long-term investment str","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00573-4/","2024-03-06",3],["p","Volatility, Growth Options, and Returns","RePEc · Derivatives & Volatility · The study reveals that growth firms and high idiosyncratic v","/papers/repec/oup-rasset-v-13-y-2023-i-4-p-653-690/","2024-03-06",4],["p","Volatility, Growth, and Returns","RePEc · Derivatives & Volatility · The research suggests using the characteristic function to e","/papers/repec/oup-jfinec-v-21-y-2023-i-3-p-616-650/","2024-03-06",1],["p","Robust Testing","RePEc · Portfolio & Allocation · A new test is introduced for identifying changes in risk exp","/papers/repec/oup-jfinec-v-21-y-2023-i-2-p-316-367/","2024-03-06",1],["p","Robust Testing of Risk Premia","RePEc · Asset Pricing & Factors · The article introduces new tests for risk premia in linear f","/papers/repec/oup-jfinec-v-21-y-2023-i-2-p-263-297/","2024-03-06",2],["p","AI for human learning","RePEc · ML & AI Methods · The paper presents a framework for integrating AI into educa","/papers/repec/onl-ajoeal-v-9-y-2024-i-1-p-1-21-id-1024/","2024-03-06",2],["p","Machine learning in supply chain","RePEc · ML & AI Methods · The research reviews the use of machine learning in supply c","/papers/repec/ids-ijlsma-v-47-y-2024-i-3-p-327-355/","2024-03-06",2],["p","Stock Return Forecasting with Machine Learning","RePEc · Econometrics & Forecasting · The article uses machine learning to predict stock returns, ","/papers/repec/eee-jfinec-v-153-y-2024-i-c-s0304405x2400014x/","2024-03-06",3],["p","Estr OIS Market Efficiency","RePEc · Other · The study finds that only investors skilled in navigating th","/papers/repec/eee-intfin-v-91-y-2024-i-c-s104244312400009x/","2024-03-06",3],["p","AI Assets Connectedness with Traditional Classes","RePEc · ML & AI Methods · Research suggests AI tokens can diversify traditional assets","/papers/repec/eee-intfin-v-91-y-2024-i-c-s104244312300197x/","2024-03-06",3],["p","Active Statistical Inference","Machine learning · ML & AI Methods · A new method called Active inference, which uses machine lea","/papers/arxiv/2403.03208/","2024-03-06",59],["p","Correlated Proxies: A New Definition and Improved Mitigation for Reward Hacking","Machine learning · ML & AI Methods · A novel method to prevent reward hacking in AI systems uses ","/papers/arxiv/2403.03185/","2024-03-06",62],["p","Behavior Generation with Latent Actions","Machine learning · ML & AI Methods · The Vector-Quantized Behavior Transformer (VQ-BeT), a new mo","/papers/arxiv/2403.03181/","2024-03-06",233],["p","Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options","arXiv · Derivatives & Volatility · The RQMC quadrature enhances the scalability of Fourier meth","/papers/arxiv/2403.02832/","2024-03-06",3],["p","Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows","arXiv · Trading, Microstructure & Execution · A new stochastic model accurately calculates fill probabilit","/papers/arxiv/2403.02572/","2024-03-06",3],["p","Transformer for Times Series: an Application to the S&P500","arXiv · ML & AI Methods · The research investigates the use of transformer models in f","/papers/arxiv/2403.02523/","2024-03-06",4],["p","Properties of the entropic risk measure EVaR in relation to selected distributions","arXiv · Risk, Credit & Banking · The Lambert function has been used to successfully calculate","/papers/arxiv/2403.01468/","2024-03-06",5],["p","Bandit Profit-Maximization for Targeted Marketing","arXiv · Other · The study explores a sequential profit-maximization problem,","/papers/arxiv/2403.01361/","2024-03-06",0],["p","\"Digitwashing\": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk","arXiv · Corporate Finance · The discrepancy between a company's digital transformation p","/papers/arxiv/2403.01360/","2024-03-06",2],["p","A time-stepping deep gradient flow method for option pricing in (rough) diffusion models","arXiv · Derivatives & Volatility · The study introduces a new deep learning method for pricing ","/papers/arxiv/2403.00746/","2024-03-06",4],["p","Dimensionality reduction techniques to support insider trading detection","arXiv · Trading, Microstructure & Execution · The article introduces an unsupervised machine learning tech","/papers/arxiv/2403.00707/","2024-03-06",2],["p","Volatility-based strategy on Chinese equity index ETF options","arXiv · Derivatives & Volatility · The research looks at the growth of derivative markets in Ch","/papers/arxiv/2403.00474/","2024-03-06",0],["p","ARED: Argentina Real Estate Dataset","arXiv · Other · The article presents ARED, the first comprehensive Argentini","/papers/arxiv/2403.00273/","2024-03-06",0],["p","Optimal positioning in derivative securities in incomplete markets","arXiv · Derivatives & Volatility · The study investigates the best way to hedge risk using deri","/papers/arxiv/2403.00139/","2024-03-06",2],["p","MambaStock: Selective state space model for stock prediction","arXiv · Other · The paper presents MambaStock, a new Mamba-based model for p","/papers/arxiv/2402.18959/","2024-03-06",31],["p","Semistatic robust utility indifference valuation and robust integral functionals","arXiv · Derivatives & Volatility · The article presents a new method for maximizing utility wit","/papers/arxiv/2402.18872/","2024-03-06",0],["p","HJM Local Volatility Model","arXiv · Derivatives & Volatility · The article explains the implementation of Local Volatility ","/papers/arxiv/2301.13595/","2024-03-06",0],["p","Arbitrariness and Social Prediction: The Confounding Role of Variance in Fair Classification","Machine learning · Other · Variance in predictions across different models is a major s","/papers/arxiv/2301.11562/","2024-03-06",52],["p","Talent Hoarding in Organizations","arXiv · Other · The study reveals that talent hoarding by managers in compan","/papers/arxiv/2206.15098/","2024-03-06",13],["p","Option Characteristics and Stock Returns","SSRN · Derivatives & Volatility · The research analyzes options-implied information for predic","/papers/ssrn/4734014/","2024-02-21",362],["p","Harvesting the HAR-X Volatility Model","SSRN · Derivatives & Volatility · The study finds that low-frequency HARX models using public ","/papers/ssrn/4733597/","2024-02-21",1],["p","Forecasting Wheat Futures with Convolutional Neural Networks","SSRN · Econometrics & Forecasting · The article uses a convolutional neural network to predict f","/papers/ssrn/4733370/","2024-02-21",0],["p","Interest Rates Stochastic Volatility Model","SSRN · Derivatives & Volatility · The lognormal stochastic volatility model is introduced in t","/papers/ssrn/4733044/","2024-02-21",217],["p","Mutual Fund Derivative Use Revealed","SSRN · Derivatives & Volatility · The paper studies fund derivative use and its impact on perf","/papers/ssrn/4732904/","2024-02-21",0],["p","Jump Components in Jump Diffusion Models","SSRN · ML & AI Methods · A proposed nonparametric test can determine if a jump diffus","/papers/ssrn/4732803/","2024-02-21",0],["p","Algorithmic Stock Trading with Ensemble Deep Neural Networks","SSRN · Trading, Microstructure & Execution · The study proposes an ensemble network that uses various gra","/papers/ssrn/4732659/","2024-02-21",0],["p","Cryptocurrency Inverse Options Valuation","SSRN · Crypto & DeFi · A study on inverse options, common in crypto exchanges, reve","/papers/ssrn/4732629/","2024-02-21",168],["p","Investment Dynamics","SSRN · Other · The article challenges the Q theory of investment, arguing t","/papers/ssrn/4731325/","2024-02-21",0],["p","No Sparsity in Asset Pricing: Evidence from a Generic Statistical Test","SSRN · Asset Pricing & Factors · The paper introduces a statistical test to identify sparsity","/papers/ssrn/4730259/","2024-02-21",3],["p","Hedge Fund Strategy","SSRN · Derivatives & Volatility · The research uses machine learning to analyze hedge fund str","/papers/ssrn/4730233/","2024-02-21",0],["p","Upper Bound for Options on Realised Volatility","SSRN · Derivatives & Volatility · The study presents a new formula for calculating the price o","/papers/ssrn/4729916/","2024-02-21",0],["p","An End-to-End Direct Reinforcement Learning Approach for Multi-Factor Based Portfolio Management","SSRN · Portfolio & Allocation · A new online portfolio decision model combines the multifact","/papers/ssrn/4729683/","2024-02-21",0],["p","Synthetic Beta Determination","SSRN · Other · The article proposes a new method to estimate the beta coeff","/papers/ssrn/4729324/","2024-02-21",0],["p","Optimal Option Market Making and Volatility Arbitrage","SSRN · Derivatives & Volatility · A novel market making model for options trading has been int","/papers/ssrn/4729290/","2024-02-21",1],["p","A Profitable Day Trading Strategy For The U.S. Equity Market","SSRN · Trading, Microstructure & Execution · Research indicates that day trading, particularly on Stocks ","/papers/ssrn/4729284/","2024-02-21",3],["p","Commodity Hedging Futures Markets Speculation","SSRN · Derivatives & Volatility · A comparison of traditional and selective hedging strategies","/papers/ssrn/4729185/","2024-02-21",0],["p","An Application of Credit Portfolio Modelling and CDO Pricing","SSRN · Portfolio & Allocation · The paper presents a simulation tool for assessing credit po","/papers/ssrn/4728937/","2024-02-21",0],["p","Price Discovery for Derivatives","SSRN · Derivatives & Volatility · The study investigates price discovery in a model where an a","/papers/ssrn/4728383/","2024-02-21",45],["p","Dynamic Tail Dependence Among Assets","SSRN · Other · The research introduces a new model for better understanding","/papers/ssrn/4728326/","2024-02-21",1],["p","News Sentiment in Salmon Price","SSRN · LLMs & Text · Deep learning models and sentiment analysis can accurately p","/papers/ssrn/4728262/","2024-02-21",0],["p","Central Clearing and Interest Rate Swap Spreads","SSRN · Macro-Finance & Rates · The study investigates how the determinants of interest rate","/papers/ssrn/4728232/","2024-02-21",0],["p","FRTB Impact on Market Risk","SSRN · Trading, Microstructure & Execution · The study examines the impact of the Basel Fundamental Revie","/papers/ssrn/4727740/","2024-02-21",0],["p","Hybrid Model for Cryptocurrency Forecasting","SSRN · Crypto & DeFi · A new forecasting model that combines Discrete Wavelet Trans","/papers/ssrn/4727350/","2024-02-21",3],["p","Corporate Fraud Detection with Linguistic Readability","SSRN · Corporate Finance · The study uses Word2Vec, a natural language processing metho","/papers/ssrn/4727348/","2024-02-21",0],["p","Machine Learning Approach for Predicting U.S. ETFs’ Tracking Errors – Implications on U.S. Invested Fund","SSRN · Portfolio & Allocation · Machine learning methods, specifically Random Forest and Gra","/papers/ssrn/4726993/","2024-02-21",0],["p","Portfolio Performance Ratios","SSRN · Portfolio & Allocation · The article proposes four coherence axioms that portfolio pe","/papers/ssrn/4726423/","2024-02-21",0],["p","Factor Models Robustness","RePEc · Asset Pricing & Factors · Research shows that the robustness of factor models changes ","/papers/repec/wsi-qjfxxx-v-13-y-2023-i-04-n-s2010139223500118/","2024-02-21",1],["p","Independent Directors and Fraud Risk","RePEc · Other · Research indicates that independent directors can detect a c","/papers/repec/taf-rcjaxx-v-11-y-2023-i-3-p-465-492/","2024-02-21",1],["p","Regime Switching in Commodity Prices","RePEc · Econometrics & Forecasting · A study from 1959 to 2022 using a 3-state Markov-switching m","/papers/repec/taf-apeclt-v-31-y-2024-i-4-p-338-345/","2024-02-21",2],["p","Portfolio Risk and Return in the Crypto Market","RePEc · Crypto & DeFi · The study explores the risk-return tradeoffs of the most tra","/papers/repec/sae-sagope-v-13-y-2023-i-3-p-21582440231193600/","2024-02-21",3],["p","Financial Machine Learning with R","RePEc · ML & AI Methods · The paper critiques the use of machine learning in finance, ","/papers/repec/pra-mprapa-119998/","2024-02-21",4],["p","Bank System Volatility and Innovation Quality","RePEc · Derivatives & Volatility · Chinese non-financial firms' innovation quality positively c","/papers/repec/mes-emfitr-v-60-y-2024-i-2-p-371-387/","2024-02-21",3],["p","Monetary Policy and Stock Volatility","RePEc · Derivatives & Volatility · Research from 2009 to 2021 shows that the Federal Reserve's ","/papers/repec/ibn-ijbmjn-v-19-y-2024-i-1-p-46/","2024-02-21",2],["p","Euro Area Sovereign Bond Market Resiliency","RePEc · Macro-Finance & Rates · The research examines the resilience of the euro area sovere","/papers/repec/eee-intfin-v-90-y-2024-i-c-s1042443123001609/","2024-02-21",2],["p","Reinforcement Learning for Optimal Execution When Liquidity Is Time-Varying","arXiv · Trading, Microstructure & Execution · Research shows Double Deep Q-learning, a Reinforcement Learn","/papers/arxiv/2402.12049/","2024-02-21",14],["p","Stylized Facts of High-Frequency Bitcoin Time Series","arXiv · Crypto & DeFi · An analysis of the Bitcoin market index from 2019 to 2022 re","/papers/arxiv/2402.11930/","2024-02-21",3],["p","The Price of Information","arXiv · Other · A study finds that investors decide to buy additional inform","/papers/arxiv/2402.11864/","2024-02-21",0],["p","Stackelberg Reinsurance and Premium Decisions with MV Criterion and Irreversibility","arXiv · Risk, Credit & Banking · A study on reinsurance Stackelberg game suggests a single, o","/papers/arxiv/2402.11580/","2024-02-21",8],["p","Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques","arXiv · Crypto & DeFi · A paper examines key definitions and properties of blockchai","/papers/arxiv/2402.11231/","2024-02-21",12],["p","A Data Engineering Framework for Ethereum Beacon Chain Rewards: From Data Collection to Decentralization Metrics","arXiv · Crypto & DeFi · A study of consensus reward data from the Ethereum Beacon ch","/papers/arxiv/2402.11170/","2024-02-21",25],["p","Interbank network reconstruction enforcing density and reciprocity","arXiv · Other · A new method for reconstructing financial networks can enfor","/papers/arxiv/2402.11136/","2024-02-21",1],["p","Robust agents learn causal world models","Machine learning · Econometrics & Forecasting · The research suggests that intelligent agents must learn an ","/papers/arxiv/2402.10877/","2024-02-21",107],["p","Modelling crypto markets by multi-agent reinforcement learning","arXiv · Crypto & DeFi · A multi-agent reinforcement learning model simulates crypto ","/papers/arxiv/2402.10803/","2024-02-21",5],["p","RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction","arXiv · ML & AI Methods · Risk-Aware Stock Prediction: The RAGIC model, using a Genera","/papers/arxiv/2402.10760/","2024-02-21",0],["p","Hierarchical State Space Models for Continuous Sequence-to-Sequence Modeling","Machine learning · Other · Hierarchical State-Space Models, a new method for continuous","/papers/arxiv/2402.10211/","2024-02-21",23],["p","Chain-of-Thought Reasoning Without Prompting","Machine learning · LLMs & Text · Altering the decoding process in large language models can e","/papers/arxiv/2402.10200/","2024-02-21",306],["p","Graph Mamba: Towards Learning on Graphs with State Space Models","Machine learning · ML & AI Methods · Graph Mamba Networks, a new type of Graph Neural Networks, h","/papers/arxiv/2402.08678/","2024-02-21",174],["p","Correlation between upstreamness and downstreamness in random global value chains","arXiv · Other · The paper investigates the correlation between upstreamness ","/papers/arxiv/2303.06603/","2024-02-21",9],["p","Identifying regions of importance in wall-bounded turbulence through explainable deep learning","Machine learning · ML & AI Methods · A deep-learning method has been used to analyze energy struc","/papers/arxiv/2302.01250/","2024-02-21",89],["p","On pricing of discrete Asian and Lookback options under the Heston model","arXiv · Derivatives & Volatility · The authors suggest a data-driven method using artificial ne","/papers/arxiv/2211.03638/","2024-02-21",3],["p","Efficient Approximations for Utility-Based Pricing","arXiv · Derivatives & Volatility · The article introduces a new method using the Lambert functi","/papers/arxiv/2105.08804/","2024-02-21",0],["p","Retirement decision with addictive habit persistence in a jump diffusion market","arXiv · Other · A study suggests that immediate retirement is the optimal de","/papers/arxiv/2011.10166/","2024-02-21",5],["p","WTI Futures Market View-Taking","SSRN · Other · Commercial positions in WTI futures often fail, with financi","/papers/ssrn/4724902/","2024-02-14",1],["p","Market Model Calibration via Neural Network","SSRN · ML & AI Methods · Faster Efficiency: Machine learning can streamline the calib","/papers/ssrn/4724549/","2024-02-14",0],["p","Inflation Volatility and the Directional Volatility Ratio","SSRN · Derivatives & Volatility · The article presents a new method called the directional vol","/papers/ssrn/4724237/","2024-02-14",1],["p","Assaying Anomalies in Equity Returns","SSRN · Asset Pricing & Factors · A new protocol and web application are proposed for testing ","/papers/ssrn/4723712/","2024-02-14",194],["p","Fragmentation & Liquidity on DEX","arXiv · Trading, Microstructure & Execution · Research indicates that high-fee trading pools on Uniswap at","/papers/ssrn/4723685/","2024-02-14",129],["p","Forecasting Single Family House Prices in the US using GMDH","SSRN · Econometrics & Forecasting · The article discusses the use of a machine learning techniqu","/papers/ssrn/4723624/","2024-02-14",0],["p","Asset Embeddings","SSRN · ML & AI Methods · The paper suggests that investors' holdings data, when analy","/papers/ssrn/4723350/","2024-02-14",0],["p","Treasury Market Depth Measurement","SSRN · Trading, Microstructure & Execution · The study indicates that the market depth of U.S. Treasury s","/papers/ssrn/4723205/","2024-02-14",0],["p","Why not low turnover instead of 50/50 for strategic rebalancing ?","SSRN · Portfolio & Allocation · A low turnover portfolio, slowly readjusted to fixed weights","/papers/ssrn/4723034/","2024-02-14",0],["p","Institutional Investors & Tiny Retail Trades","SSRN · Other · Institutional investors delay sales and accumulate stakes in","/papers/ssrn/4722723/","2024-02-14",0],["p","Emoji driven crypto assets market reactions","arXiv · Crypto & DeFi · Research using GPT4 and a BERT model shows that Twitter emoj","/papers/ssrn/4722627/","2024-02-14",5],["p","Polynomial Factor Models: Nonlinear Relationships","SSRN · Asset Pricing & Factors · Nonlinear Relationships: Polynomial Factor Models (PFM) prov","/papers/ssrn/4722565/","2024-02-14",0],["p","Beyond Carry: The Prospective Interest Rate Differential and Currency Excess Returns","SSRN · Macro-Finance & Rates · The study reveals that the prospective interest rate differe","/papers/ssrn/4721897/","2024-02-14",0],["p","Testing q-theory under Endogenous Truncation: Bias Correction","SSRN · Corporate Finance · Bias Correction: A new methodology corrects bias in empirica","/papers/ssrn/4721782/","2024-02-14",0],["p","Risk Shocks and Business Cycles: Evidence from Credit Options","SSRN · Derivatives & Volatility · Options on the CDX index can predict short-term economic dow","/papers/ssrn/4721719/","2024-02-14",0],["p","HFT & Option Market Liquidity","SSRN · Derivatives & Volatility · A study finds that increased aggressive high-frequency tradi","/papers/ssrn/4721689/","2024-02-14",0],["p","Volume Versus Returns: Reevaluating the Predictive Power of Salience Theory in the Cryptocurrency Market","arXiv · Crypto & DeFi · The Salience theory, based on returns and trading volume, ha","/papers/ssrn/4721640/","2024-02-14",0],["p","Liquidity Provision in Crypto Markets","arXiv · Crypto & DeFi · A study reveals that the liquidity provision premium in cryp","/papers/ssrn/4721609/","2024-02-14",78],["p","Mean-Variance Optimization of Factors and the Cross-Section of Stock Returns","SSRN · Portfolio & Allocation · A new asset pricing factor, created using optimal portfolio ","/papers/ssrn/4721605/","2024-02-14",0],["p","Behavioral Influences on Contrarian Retail Trading","SSRN · Trading, Microstructure & Execution · Retail investors' selling behavior, influenced by unrealized","/papers/ssrn/4721302/","2024-02-14",0],["p","Reinforcement Learning for Optimal Execution","SSRN · Trading, Microstructure & Execution · A new actor-critic reinforcement learning algorithm is intro","/papers/ssrn/4720833/","2024-02-14",74],["p","Algorithmic Trading & CEO Turnover","SSRN · Trading, Microstructure & Execution · Algorithmic trading leads to directors relying less on stock","/papers/ssrn/4720258/","2024-02-14",0],["p","Decomposing Downside Investment Risk: Centred Expected Shortfall","RePEc · Risk, Credit & Banking · Centred Expected Shortfall: The article recommends using Cen","/papers/repec/taf-quantf-v-24-y-2023-i-1-p-83-104/","2024-02-14",4],["p","Adaptive Online Portfolio Selection with Transaction Costs","RePEc · Portfolio & Allocation · The research proposes a new algorithm for online portfolio s","/papers/repec/taf-quantf-v-24-y-2023-i-1-p-59-82/","2024-02-14",4],["p","Trading Behavior of Individual Investors in Mutual Funds","RePEc · Trading, Microstructure & Execution · A study found that individual investors in mutual funds are ","/papers/repec/taf-applec-v-56-y-2024-i-13-p-1489-1508/","2024-02-14",2],["p","Accounting for Spatial Autocorrelation in Hedonic Models","RePEc · Other · The study proposes a spatial cross-validation strategy to co","/papers/repec/kap-jrefec-v-68-y-2024-i-2-d-10-1007-s11146-022-09915-y/","2024-02-14",4],["p","Trading Responses to Credit Rating Announcements","RePEc · Trading, Microstructure & Execution · Investors respond differently to changes in credit ratings, ","/papers/repec/bla-jbfnac-v-51-y-2024-i-1-2-p-84-112/","2024-02-14",2],["p","Portfolio Optimization under Transaction Costs with Recursive Preferences","arXiv · Portfolio & Allocation · The Merton investment-consumption problem is expanded to inc","/papers/arxiv/2402.08387/","2024-02-14",4],["p","End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture","arXiv · Trading, Microstructure & Execution · The research shows that using Autoencoder architectures in S","/papers/arxiv/2402.08233/","2024-02-14",1],["p","Finding moving-band statistical arbitrages via convex–concave optimization","arXiv · Trading, Microstructure & Execution · A Optimization Approach: A new technique is suggested for id","/papers/arxiv/2402.08108/","2024-02-14",1],["p","Scaling Laws for Fine-Grained Mixture of Experts","Machine learning · ML & AI Methods · The research introduces a new hyperparameter, granularity, t","/papers/arxiv/2402.07871/","2024-02-14",188],["p","The Benefits from Bundling Demand in K-12 Broadband Procurement","arXiv · Other · Cost Savings & Improved Speed: A study revealed that New Jer","/papers/arxiv/2402.07277/","2024-02-14",0],["p","A monotone piecewise constant control integration approach for the two-factor uncertain volatility model","arXiv · Derivatives & Volatility · The study introduces a new solution to the Hamilton-Jacobi-B","/papers/arxiv/2402.06840/","2024-02-14",2],["p","Closed-form solutions for generic N-token AMM arbitrage","arXiv · Trading, Microstructure & Execution · The article introduces a new mechanism for identifying arbit","/papers/arxiv/2402.06731/","2024-02-14",1],["p","Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk","arXiv · Risk, Credit & Banking · The paper presents the Causal-NECOVaR, a new method for fina","/papers/arxiv/2402.06032/","2024-02-14",2],["p","WebLINX: Real-World Website Navigation with Multi-Turn Dialogue","Machine learning · Other · Website Navigation: The study presents WEBLINX, a benchmark ","/papers/arxiv/2402.05930/","2024-02-14",193],["p","Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices","arXiv · ML & AI Methods · A new method for merging multivariate probabilistic forecast","/papers/arxiv/2303.10019/","2024-02-14",24],["p","Tapping the Value of Futures Data: A Practitioner’s Perspective","SSRN · Other · The article emphasizes the importance of unbiased and accura","/papers/ssrn/4718895/","2024-02-07",0],["p","True Value Investing in Credits through Machine Learning","SSRN · Risk, Credit & Banking · The research introduces a new machine learning-based value f","/papers/ssrn/4718484/","2024-02-07",0],["p","Risk Factor Disclosures: Materiality","SSRN · Other · Materiality: The article introduces a new method to evaluate","/papers/ssrn/4718265/","2024-02-07",0],["p","News Diffusion and Stock Market Reactions","SSRN · LLMs & Text · The spread of public news through social networks influences","/papers/ssrn/4717833/","2024-02-07",0],["p","Best Timing for Government Asset Purchases","SSRN · Portfolio & Allocation · A study suggests that buying assets in normal times can lead","/papers/ssrn/4717254/","2024-02-07",0],["p","Cyber Risk and Stock Returns","SSRN · ML & AI Methods · A machine learning algorithm that measures a firm's proximit","/papers/ssrn/4716975/","2024-02-07",0],["p","Dynamic Currency Hedging with Non-Gaussianity","SSRN · Derivatives & Volatility · A new currency hedging strategy for global investors, which ","/papers/ssrn/4716896/","2024-02-07",0],["p","Market Quality in High Frequency Markets with Circuit Breakers","SSRN · Trading, Microstructure & Execution · The paper evaluates the efficacy of short-term circuit break","/papers/ssrn/4716722/","2024-02-07",0],["p","Money Anxiety Index: Equity Performance Prediction","SSRN · Portfolio & Allocation · Equity Performance Prediction: The Money Anxiety Index has i","/papers/ssrn/4716491/","2024-02-07",0],["p","Financial Applications of Machine Learning Using R Software","SSRN · ML & AI Methods · The article discusses various Machine Learning techniques us","/papers/ssrn/4716425/","2024-02-07",2],["p","Interpretable ML for Creditor Recovery","SSRN · Risk, Credit & Banking · Interpretable machine learning methods excel over traditiona","/papers/ssrn/4716003/","2024-02-07",0],["p","Pragmatic Asset Allocation Model for Semi-Active Investors","SSRN · Portfolio & Allocation · The Pragmatic Asset Allocation strategy offers a balanced ap","/papers/ssrn/4715415/","2024-02-07",0],["p","European Asset Pricing with Generative AI","SSRN · Asset Pricing & Factors · The study questions traditional factor models in the Europea","/papers/ssrn/4715376/","2024-02-07",0],["p","Does Timely Reporting of Insider Trading Erode Insiders’ Trading Profits?","SSRN · Trading, Microstructure & Execution · The study shows that prompt reporting of insider trading, as","/papers/ssrn/4715160/","2024-02-07",0],["p","Risk Premium with Interpretable Machine Learning","SSRN · Asset Pricing & Factors · The research successfully incorporates the neural additive m","/papers/ssrn/4714819/","2024-02-07",0],["p","Volatility Models: Pricing and Hedging with Fourier","SSRN · Derivatives & Volatility · Pricing and Hedging with Fourier: The research investigates ","/papers/ssrn/4714535/","2024-02-07",34],["p","ML and Expected Returns: Predictive Power","SSRN · Asset Pricing & Factors · Predictive Power: Machine learning models using option-based","/papers/ssrn/4713982/","2024-02-07",0],["p","TSMixer and Realized Volatility Prediction","SSRN · Derivatives & Volatility · Stock Volatility Forecasting with Neural Networks: The TSMix","/papers/ssrn/4713756/","2024-02-07",7],["p","Sparse spanning portfolios and under-diversification with second-order stochastic dominance","SSRN · Portfolio & Allocation · The study explores whether relaxing sparsity constraints on ","/papers/ssrn/4713517/","2024-02-07",15],["p","Leveraged Trading Via Lending Platforms","SSRN · Trading, Microstructure & Execution · The article compares loan positions on decentralized lending","/papers/ssrn/4713126/","2024-02-07",3],["p","Interval Estimation: Uncertain Models","SSRN · Asset Pricing & Factors · Uncertain Models: The paper introduces a new method to build","/papers/ssrn/4712825/","2024-02-07",0],["p","Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks","SSRN · ML & AI Methods · The study shows that using daily satellite images and machin","/papers/ssrn/4712741/","2024-02-07",6],["p","Machine Learning for Landslide Susceptibility in Doboj City","RePEc · ML & AI Methods · A machine learning model was developed to assess landslide r","/papers/repec/taf-tjomxx-v-19-y-2023-i-1-p-2163199/","2024-02-07",3],["p","Covariance Matrix Estimation with Empirical Bayes Method","RePEc · Portfolio & Allocation · A method for improving covariance matrix estimation in portf","/papers/repec/sae-sagope-v-13-y-2023-i-2-p-21582440231174777/","2024-02-07",3],["p","Asset Diversification in Volatile Markets","RePEc · Derivatives & Volatility · The article suggests optimizing the risk-return ratio of an ","/papers/repec/rnp-smmscn-s23412/","2024-02-07",4],["p","ASEAN-4 Countries: Payment System Innovation and Financial System Stability","RePEc · Other · Payment System Innovation and Financial System Stability: Re","/papers/repec/lpe-efijnl-202209/","2024-02-07",2],["p","Opening Price Gaps and Information Adjustment in Stocks","RePEc · LLMs & Text · AI and big data research on gap opening price strategies sho","/papers/repec/kap-compec-v-63-y-2024-i-2-d-10-1007-s10614-023-10363-w/","2024-02-07",2],["p","Macroeconomic Variables Impact on Exchange Rate Volatility in Turkey","RePEc · Derivatives & Volatility · A study found that in Turkey, exchange rate volatility has a","/papers/repec/ist-ekoist-v-0-y-2023-i-39-p-49-64/","2024-02-07",3],["p","Volatility and Equity Returns in South Africa","RePEc · Derivatives & Volatility · The research explores the connection between the South Afric","/papers/repec/ids-afasfa-v-14-y-2024-i-1-p-83-99/","2024-02-07",5],["p","Oil, Gold, and China Stock Market Relationships","RePEc · Other · A study found that the Shanghai Securities Composite Index i","/papers/repec/ibf-ijbfre-v-16-y-2022-i-1-p-35-46/","2024-02-07",2],["p","Uncertainty and Exchange Rates","RePEc · Macro-Finance & Rates · Research shows that economic policy and global financial mar","/papers/repec/eme-sefpps-sef-12-2022-0579/","2024-02-07",5],["p","Dimensionality Reduction with Dynamics & ML","RePEc · ML & AI Methods · A new method that merges dynamical mechanisms and machine le","/papers/repec/eee-matcom-v-218-y-2024-i-c-p-98-111/","2024-02-07",3],["p","Gold Price Prediction with Hurst-based ML","RePEc · ML & AI Methods · A new hybrid model using machine learning and Hurst-oriented","/papers/repec/eee-jrpoli-v-88-y-2024-i-c-s0301420723011418/","2024-02-07",3],["p","VIX and SPX Futures Lead-Lag Relationship","RePEc · Derivatives & Volatility · The study investigates the relationship between VIX futures ","/papers/repec/eee-finmar-v-67-y-2024-i-c-s1386418123000496/","2024-02-07",4],["p","Volatility Spillover and Forecasting in Stock Markets","RePEc · Derivatives & Volatility · Volatility spillover across Shanghai, Hong Kong, and U.S. st","/papers/repec/eee-finana-v-91-y-2024-i-c-s1057521923004805/","2024-02-07",2],["p","Interest Rate Volatility in Developing Countries","RePEc · Derivatives & Volatility · A study reveals that interest rate volatility negatively aff","/papers/repec/dug-actaec-y-2023-i-4-p-176-192/","2024-02-07",4],["p","Machine Learning Simplifies Finance in Real Time","RePEc · ML & AI Methods · The article introduces a new deep learning algorithm designe","/papers/repec/ces-ceswps-10909/","2024-02-07",2],["p","TAC Method for Fitting Exponential Autoregressive Models and Others: Applications in Economy and Finance","arXiv · Other · The study discusses the use of the TAC algorithm to solve ap","/papers/doi/10-3390-math9080862/","2024-02-07",5],["p","What is ”Typological Diversity” in NLP?","Machine learning · LLMs & Text · NLP Research on Diversity: The research explores 'typologica","/papers/arxiv/2402.04222/","2024-02-07",6],["p","Securely Modeling Cyber Risk Based on Security Posture and Peer Comparison","arXiv · Other · The paper presents a new framework for comparing cyber risk ","/papers/arxiv/2402.04166/","2024-02-07",0],["p","Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts","arXiv · Trading, Microstructure & Execution · The study analyzes trader behavior on perpetual future contr","/papers/arxiv/2402.03953/","2024-02-07",1],["p","Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering","arXiv · Risk, Credit & Banking · The use of Explainable Automated Machine Learning (AutoML) i","/papers/arxiv/2402.03806/","2024-02-07",19],["p","QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model","arXiv · LLMs & Text · Enhanced Accuracy in Autonomous Trading: A new system allows","/papers/arxiv/2402.03755/","2024-02-07",44],["p","Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models","arXiv · LLMs & Text · The paper introduces the SEP framework, which uses a self-re","/papers/arxiv/2402.03659/","2024-02-07",85],["p","DeepSeekMath: Pushing the Limits of Mathematical Reasoning in Open Language Models","Machine learning · LLMs & Text · Advancing Math Reasoning in Language Models: DeepSeekMath7B ","/papers/arxiv/2402.03300/","2024-02-07",9718],["p","Predicting the volatility of major energy commodity prices: The dynamic persistence model","arXiv · Derivatives & Volatility · The article proposes a new method for forecasting oil-based ","/papers/arxiv/2402.01354/","2024-02-07",8],["p","'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'","arXiv · Portfolio & Allocation · The paper introduces a model for distributing income and ben","/papers/arxiv/2402.00855/","2024-02-07",1],["p","BootsTAP: Bootstrapped Training for Tracking-Any-Point","Machine learning · Other · Improving Tracking-Any-Point Models with Real-World Data: A ","/papers/arxiv/2402.00847/","2024-02-07",138],["p","Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning","arXiv · ML & AI Methods · A new method is suggested for depicting diverse processing-l","/papers/arxiv/2402.00787/","2024-02-07",7],["p","The extension of Pearson correlation coefficient, measuring noise, and selecting features","arXiv · Portfolio & Allocation · The article discusses the application of random matrix theor","/papers/arxiv/2402.00543/","2024-02-07",1],["p","Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management","arXiv · Portfolio & Allocation · The piece introduces a multi-agent and self-adaptive framewo","/papers/arxiv/2402.00515/","2024-02-07",18],["p","Option pricing for Barndorff–Nielsen and Shephard model by supervised deep learning","arXiv · Derivatives & Volatility · A supervised deep-learning scheme has been developed to accu","/papers/arxiv/2402.00445/","2024-02-07",1],["p","Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction","arXiv · Risk, Credit & Banking · A dynamic multilayer network model has been created for impr","/papers/arxiv/2402.00299/","2024-02-07",50],["p","Extreme Compression of Large Language Models via Additive Quantization","Machine learning · LLMs & Text · The article discusses a new algorithm that enhances the comp","/papers/arxiv/2401.06118/","2024-02-07",290],["p","Decision-making frameworks for network resilience: managing and mitigating systemic (cyber) risk","arXiv · Risk, Credit & Banking · A new type of risk measures has been developed to manage sys","/papers/arxiv/2312.13884/","2024-02-07",1],["p","DSPy Assertions: Computational Constraints for Self-Refining Language Model Pipelines","Machine learning · LLMs & Text · Constraints for Language Model Pipelines: The article introd","/papers/arxiv/2312.13382/","2024-02-07",41],["p","\"Guinea Pig Trials\" Utilizing GPT: A Novel Smart Agent-Based Modeling Approach for Studying Firm Competition and Collusion","arXiv · LLMs & Text · The study presents Smart Agent-Based Modeling (SABM), a meth","/papers/arxiv/2308.10974/","2024-02-07",14],["p","Is Self-Repair a Silver Bullet for Code Generation?","Machine learning · LLMs & Text · Effectiveness: Large language models like CodeLlama, GPT-3.5","/papers/arxiv/2306.09896/","2024-02-07",282],["p","A Bayesian theory of market impact","arXiv · Econometrics & Forecasting · The research explains how large orders, split into smaller o","/papers/arxiv/2303.08867/","2024-02-07",7],["p","Optimal bubble riding: a mean field game with varying entry times","arXiv · Other · The research uses a game-theoretic model to study optimal li","/papers/arxiv/2209.04001/","2024-02-07",4],["p","Do t-Statistic Hurdles Need to Be Raised?","arXiv · Other · The study indicates that increasing statistical barriers to ","/papers/arxiv/2204.10275/","2024-02-07",4],["p","The American put with finite‐time maturity and stochastic interest rate","arXiv · Macro-Finance & Rates · The paper investigates the pricing of American put options i","/papers/arxiv/2104.08502/","2024-02-07",10],["p","Enhancing Returns with Information in Currency Momentum Portfolios","SSRN · Portfolio & Allocation · The study recommends conditional currency momentum strategie","/papers/ssrn/4709606/","2024-01-30",0],["p","Anomalies as Hedge Fund Factors","SSRN · Derivatives & Volatility · A nine-factor model, which includes five anomaly factors, is","/papers/ssrn/4709472/","2024-01-30",0],["p","Does short seller informativeness extend to trading halts?","SSRN · Trading, Microstructure & Execution · The research looks into short selling activity during tradin","/papers/ssrn/4709469/","2024-01-30",1],["p","Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products","SSRN · Derivatives & Volatility · A new method of distributional reinforcement learning is sug","/papers/ssrn/4709441/","2024-01-30",0],["p","Efficiency Principles for Active Portfolio Selection","SSRN · Portfolio & Allocation · The paper introduces a new ABL allocation model that merges ","/papers/ssrn/4709083/","2024-01-30",0],["p","Media Sentiment & Market Volatility","SSRN · LLMs & Text · Financial markets can experience volatility due to media sen","/papers/ssrn/4709058/","2024-01-30",0],["p","ML Predicts Stock Volatility","SSRN · Derivatives & Volatility · Machine learning algorithms, especially neural networks, can","/papers/ssrn/4708642/","2024-01-30",0],["p","Smoothing Volatility-Managed Portfolios","SSRN · Derivatives & Volatility · Using a new variational Bayes inference method to smooth vol","/papers/ssrn/4708509/","2024-01-30",0],["p","NFT Market Investor Sentiment Proxies","SSRN · Crypto & DeFi · Google Trend affects the NFT market during bear markets, whi","/papers/ssrn/4708404/","2024-01-30",0],["p","Mutual Fund Style-Shifting Skill","SSRN · Portfolio & Allocation · Most mutual funds use multiple investment styles, and those ","/papers/ssrn/4708402/","2024-01-30",0],["p","Reinforcement Learning for Arbitrage in Decentralized Exchanges","SSRN · Trading, Microstructure & Execution · The article presents a game-theory model to explain the tact","/papers/ssrn/4708173/","2024-01-30",0],["p","Identifying M&A Targets from Textual Disclosures","SSRN · LLMs & Text · Textual information from firm disclosures, analyzed using a ","/papers/ssrn/4707567/","2024-01-30",0],["p","Asset Pricing Primer for Big Data","SSRN · Asset Pricing & Factors · The lecture notes discuss Big Data Asset Pricing, covering t","/papers/ssrn/4707383/","2024-01-30",0],["p","Observable vs Latent Markov Chains for Volatility","SSRN · Derivatives & Volatility · The latent-regime Betat-EGARCH model outperforms the observa","/papers/ssrn/4706972/","2024-01-30",0],["p","Sentiment Trading with Language Models","SSRN · LLMs & Text · Large language models like OPT, based on GPT-3, are highly e","/papers/ssrn/4706629/","2024-01-30",2],["p","From Whales to Waves: The Role of Social Media Sentiment in Shaping Cryptocurrency Markets","SSRN · Crypto & DeFi · The paper explores the correlation between cryptocurrency ma","/papers/ssrn/4706410/","2024-01-30",4],["p","Model Calibration vs Accuracy in ML for Sports Betting","SSRN · Other · In sports betting, model calibration is found to be more cru","/papers/ssrn/4705918/","2024-01-30",0],["p","Hybrid Random Projection for Enhanced High-Dimensional Data Representation","SSRN · Other · A novel hybrid random projection method, HBP, merges the ben","/papers/ssrn/4705621/","2024-01-30",1],["p","Correlated Demand Shocks and Asset Pricing","SSRN · Asset Pricing & Factors · The correlated demand shocks from institutional investors ca","/papers/ssrn/4705500/","2024-01-30",1],["p","High-frequency trading and stock price crash risk","SSRN · Trading, Microstructure & Execution · High Frequency Trading (HFT) increases the risk of stock pri","/papers/ssrn/4705469/","2024-01-30",0],["p","Unmasking An Unseen Influence: Uninformed Retail Investors and Their Capital Market Effects","SSRN · Trading, Microstructure & Execution · Uninformed trading, especially by less knowledgeable retail ","/papers/ssrn/4705049/","2024-01-30",1],["p","Futures Markets' Impact on Currency Variance Forecasts in Asian Markets","SSRN · Macro-Finance & Rates · The volatility of currency markets has become harder to pred","/papers/ssrn/4704913/","2024-01-30",0],["p","Evidence and Profitable Strategies in Linear Asset Pricing Models","SSRN · Asset Pricing & Factors · The author suggests a new measure of mispricing in asset pri","/papers/ssrn/4704766/","2024-01-30",0],["p","Financial Stability vs. Politics in Third-Country Central Counterparties","SSRN · Risk, Credit & Banking · The article explores the legal regulations governing the acc","/papers/ssrn/4704566/","2024-01-30",0],["p","Portfolio Vulnerability to Systemic Risk: Vine Copula and APARCH-DCC Approach","RePEc · Portfolio & Allocation · Vine Copula and APARCH-DCC Approach: The study assesses the ","/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00559-2/","2024-01-30",2],["p","Active Learning for Ensemble Models","RePEc · ML & AI Methods · Active learning within ensemble learning can achieve similar","/papers/repec/gam-jstats-v-7-y-2024-i-1-p-8-137-d-1325699/","2024-01-30",2],["p","Moderating effects of gender and family responsibilities on the relations between work–family policies and job performance","arXiv · Risk, Credit & Banking · Research on the Spanish banking sector shows that work-famil","/papers/doi/10-1080-09585192-2018-1505762/","2024-01-30",28],["p","Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions","arXiv · Other · The article presents a theory for estimating the continuous ","/papers/arxiv/2401.16286/","2024-01-30",3],["p","Analytic Pricing of SOFR Futures Contracts with Smile and Skew","arXiv · Derivatives & Volatility · The article presents a pricing formula for SOFR futures cont","/papers/arxiv/2401.15728/","2024-01-30",0],["p","Fast and General Simulation of Lévy-driven Ornstein-Uhlenbeck processes for Energy Derivatives","arXiv · Derivatives & Volatility · The article presents a new simulation technique for Lévy-dri","/papers/arxiv/2401.15483/","2024-01-30",1],["p","FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking","arXiv · Portfolio & Allocation · A new method for selecting important variables in complex da","/papers/arxiv/2401.15139/","2024-01-30",9],["p","SliceGPT: Compress Large Language Models by Deleting Rows and Columns","Machine learning · LLMs & Text · Compressing Language Models: The paper introduces SliceGPT, ","/papers/arxiv/2401.15024/","2024-01-30",490],["p","ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market","arXiv · Trading, Microstructure & Execution · The paper suggests an algorithmic trading strategy that comb","/papers/arxiv/2401.14761/","2024-01-30",0],["p","Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors","arXiv · Portfolio & Allocation · A study on portfolio management in an incomplete market mode","/papers/arxiv/2401.14672/","2024-01-30",0],["p","Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data","arXiv · Other · The article presents a new technique called Method of Trunca","/papers/arxiv/2401.14593/","2024-01-30",0],["p","Analysis of an aggregate loss model in a Markov renewal regime","arXiv · Other · A model considering aggregate loss with dependent losses is ","/papers/arxiv/2401.14553/","2024-01-30",2],["p","Cash non-additive risk measures: horizon risk and generalized entropy","arXiv · Macro-Finance & Rates · Horizon Risk & Generalized Entropy: A new risk measure based","/papers/arxiv/2401.14443/","2024-01-30",2],["p","Deconstructing Denoising Diffusion Models for Self-Supervised Learning","Machine learning · ML & AI Methods · The study investigates Denoising Diffusion Models (DDM) and ","/papers/arxiv/2401.14404/","2024-01-30",130],["p","Rethinking Patch Dependence for Masked Autoencoders","Machine learning · ML & AI Methods · The research proposes a new pretraining framework, Cross-Att","/papers/arxiv/2401.14391/","2024-01-30",51],["p","Higher order approximation of option prices in Barndorff-Nielsen and Shephard models","arXiv · Derivatives & Volatility · The paper introduces an approximation method for pricing Eur","/papers/arxiv/2401.14390/","2024-01-30",2],["p","MTRGL: Effective Temporal Correlation Discerning Through Multi-Modal Temporal Relational Graph Learning","arXiv · ML & AI Methods · Temporal Correlation Discerning: The paper introduces a new ","/papers/arxiv/2401.14199/","2024-01-30",4],["p","Evaluating the Determinants of Mode Choice Using Statistical and Machine Learning Techniques in the Indian Megacity of Bengaluru","arXiv · ML & AI Methods · The research examines mode choice decision making behavior u","/papers/arxiv/2401.13977/","2024-01-30",5],["p","Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics","arXiv · Other · The article proposes a new model that enhances the Hawkes pr","/papers/arxiv/2401.13890/","2024-01-30",5],["p","VisualWebArena: Evaluating Multimodal Agents on Realistic Visual Web Tasks","Machine learning · Other · VisualWebArena, a benchmark for assessing the performance of","/papers/arxiv/2401.13649/","2024-01-30",0],["p","Can overfitted deep neural networks in adversarial training generalize? - An approximation viewpoint","Machine learning · ML & AI Methods · The study offers a theoretical insight into the robust overf","/papers/arxiv/2401.13624/","2024-01-30",2],["p","An Explicit Scheme for Pathwise XVA Computations","arXiv · Risk, Credit & Banking · A new simulation/regression scheme for a type of anticipated","/papers/arxiv/2401.13314/","2024-01-30",2],["p","Where models fail: causality and self-reference in financial economics","arXiv · Econometrics & Forecasting · A research paper suggests that the use of unidirectional cau","/papers/arxiv/2311.16570/","2024-01-30",3],["p","No-Arbitrage Deep Calibration for Volatility Smile and Skewness","arXiv · Derivatives & Volatility · The introduction of a Derivative-Constrained Neural Network ","/papers/arxiv/2310.16703/","2024-01-30",8],["p","Can Perturbations Help Reduce Investment Risks? Risk-aware Stock Recommendation via Split Variational Adversarial Training","arXiv · Other · The Split Variational Adversarial Training (SVAT) method has","/papers/arxiv/2304.11043/","2024-01-30",3],["p","A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs","arXiv · Other · A study introduces fourth-order accurate compact schemes for","/papers/arxiv/2209.02873/","2024-01-30",1],["p","Currency Hedging's Impact on Equity Fund Performance","SSRN · Derivatives & Volatility · The study examines the effect of currency hedging on the alp","/papers/ssrn/4703528/","2024-01-23",0],["p","Volatility Estimation and Leverage Effect","SSRN · Derivatives & Volatility · The paper introduces nonparametric estimators for volatility","/papers/ssrn/4703293/","2024-01-23",0],["p","Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux","SSRN · Derivatives & Volatility · The research identifies a shared risk factor structure acros","/papers/ssrn/4703281/","2024-01-23",4],["p","Guidelines for Double/Debiased ML in Economics","SSRN · ML & AI Methods · The article discusses the integration of machine learning in","/papers/ssrn/4703243/","2024-01-23",0],["p","Machine Beta, Statistical Factors, Non-Linear Mechanisms And The [3N] Methodology","SSRN · Other · A Fresh Smart Beta Approach: The article presents Machine Be","/papers/ssrn/4702741/","2024-01-23",0],["p","Overnight Bias in VIX1D Index","SSRN · Other · A study finds an overnight bias in the VIX1D index, suggesti","/papers/ssrn/4702437/","2024-01-23",33],["p","The Expected Returns on Machine-Learning Strategies","SSRN · Asset Pricing & Factors · Despite high turnover rates and the selection of hard-to-arb","/papers/ssrn/4702406/","2024-01-23",2],["p","Higher-Order Financial Networks","SSRN · Portfolio & Allocation · The study explores the role of high-order financial network ","/papers/ssrn/4702262/","2024-01-23",0],["p","Smile Consistent Basket Skew","SSRN · Derivatives & Volatility · A paper introduces analytical approximations for the skew an","/papers/ssrn/4702005/","2024-01-23",3],["p","ECB's PEPP Program and Corporate Bond Market Crisis","SSRN · Macro-Finance & Rates · The study evaluates the effectiveness of the ECB's QE progra","/papers/ssrn/4701825/","2024-01-23",0],["p","Credit Rating Agencies & Options Market","SSRN · Derivatives & Volatility · A study reveals that credit rating agencies' predictive abil","/papers/ssrn/4701505/","2024-01-23",0],["p","Forecasting Bid–Ask Spreads in Foreign Exchange: Analysis and Machine Learning Prediction","SSRN · Econometrics & Forecasting · Machine learning algorithms can effectively predict transact","/papers/ssrn/4701477/","2024-01-23",1],["p","USD Bonds: Exchange Rate Risk and Foreign Discount","SSRN · Macro-Finance & Rates · Exchange Rate Risk and Foreign Discount: The research explor","/papers/ssrn/4700242/","2024-01-23",39],["p","Volatility Indices for Market Tail Risk Hedging","SSRN · Derivatives & Volatility · The Cboe Volatility Index (VIX) and its derivatives are exam","/papers/ssrn/4700223/","2024-01-23",0],["p","Credit Factor Investing Challenges","SSRN · Risk, Credit & Banking · The article suggests that factor investing in corporate bond","/papers/ssrn/4700056/","2024-01-23",165],["p","Decoding Ethereum's Volatility Dynamics","SSRN · Crypto & DeFi · The research focuses on cryptocurrency volatility, particula","/papers/ssrn/4699666/","2024-01-23",0],["p","Monetary Policy's Impact on Household Portfolios","SSRN · Portfolio & Allocation · Research shows that American households invest more in equit","/papers/ssrn/4699632/","2024-01-23",30],["p","Short Selling Pressure & Share Repurchases in China","SSRN · Other · The research analyzes the effect of short selling on share r","/papers/ssrn/4699097/","2024-01-23",0],["p","Modelling the Index Option Smirk in China: Do Non-Affine Two-Factor Stochastic Volatility Models Work?","SSRN · Derivatives & Volatility · A new multifactor stochastic volatility model for the Chines","/papers/ssrn/4698894/","2024-01-23",0],["p","Course 2023-2024 in Portfolio Allocation and Asset Management","SSRN · Portfolio & Allocation · The University of Paris-Saclay offers an advanced asset mana","/papers/ssrn/4698165/","2024-01-23",0],["p","Fourier Spot Volatility Estimator","SSRN · Derivatives & Volatility · The paper demonstrates the reliability and efficiency of the","/papers/ssrn/4698084/","2024-01-23",0],["p","Pricing & Hedging of Temperature Derivatives with Memory","SSRN · Derivatives & Volatility · A new temperature model based on generalized Langevin equati","/papers/ssrn/4698000/","2024-01-23",0],["p","ML Models' Predictability of Commodity Futures Returns","RePEc · ML & AI Methods · Light gradient-boosting machine learning models outperform l","/papers/repec/wly-jfutmk-v-44-y-2024-i-2-p-302-322/","2024-01-23",3],["p","Tech Indicators & Implied Volatility Index","RePEc · Derivatives & Volatility · The article discusses how technical indicators based on unde","/papers/repec/wly-jfutmk-v-44-y-2024-i-1-p-57-74/","2024-01-23",2],["p","Macroeconomic Factors and Financing Strategies in Working Capital","RePEc · Macro-Finance & Rates · A study reveals a complex relationship between working capit","/papers/repec/wly-ijfiec-v-29-y-2024-i-1-p-35-57/","2024-01-23",2],["p","Fractal Analysis for Portfolio Optimization","RePEc · Portfolio & Allocation · The use of a Hurst exponent index in portfolio optimization ","/papers/repec/taf-oaefxx-v-11-y-2023-i-2-p-2286755/","2024-01-23",4],["p","Incorporating ESG Ratings for Profitable Investments","RePEc · ML & AI Methods · Companies with high environmental, social, and corporate gov","/papers/repec/taf-jsustf-v-14-y-2024-i-1-p-184-198/","2024-01-23",3],["p","Cryptocurrency Market Analysis with ML","RePEc · Crypto & DeFi · A study successfully used machine learning to predict Bitcoi","/papers/repec/taf-eurjfi-v-30-y-2024-i-1-p-78-100/","2024-01-23",5],["p","Chaos Theory in Economics","RePEc · ML & AI Methods · The article discusses the growth of chaos mathematics, its a","/papers/repec/gam-jmathe-v-12-y-2023-i-1-p-92-d-1308393/","2024-01-23",3],["p","Implied Volatility and Return Relationship","RePEc · Derivatives & Volatility · The research applies the VIX method to individual equity opt","/papers/repec/gam-jjrfmx-v-17-y-2024-i-1-p-39-d-1321582/","2024-01-23",5],["p","Pseudo-Out-of-Sample Information for Forecasting Stock Volatility","RePEc · Derivatives & Volatility · A new method using technical indicators for predicting volat","/papers/repec/eee-reveco-v-90-y-2024-i-c-p-123-135/","2024-01-23",2],["p","PP Lending Platform Failure Prediction in China","RePEc · ML & AI Methods · Machine learning is used in a study to accurately predict th","/papers/repec/eee-finlet-v-59-y-2024-i-c-s154461232301156x/","2024-01-23",2],["p","Media Hype and Fake News Impact on Commodity Prices","RePEc · LLMs & Text · The study shows that media hype and fake news greatly influe","/papers/repec/eee-finlet-v-59-y-2024-i-c-s1544612323010309/","2024-01-23",2],["p","New ESG Rating Drivers in European Stocks","RePEc · Asset Pricing & Factors · Short-term ESG momentum significantly affects stock returns ","/papers/repec/bla-jfnres-v-46-y-2023-i-s1-p-s133-s162/","2024-01-23",3],["p","ML for Financial Risk Measurement","RePEc · Econometrics & Forecasting · A new sequential learning algorithm based on Kalman filterin","/papers/repec/aza-rmfi00-y-2023-v-17-i-1-p-43-52/","2024-01-23",6],["p","Measures of the capital network of the U.S. economy","arXiv · Other · The article examines the US business network structure, prop","/papers/arxiv/2401.12118/","2024-01-23",0],["p","The Market Consequences of Perceived Strategic Generosity: An Empirical Examination of NFT Charity Fundraisers","arXiv · Crypto & DeFi · Genuine vs Strategic Generosity: Research on NFT charity fun","/papers/arxiv/2401.12064/","2024-01-23",2],["p","Forecasting and backtesting gradient allocations of expected shortfall","arXiv · Trading, Microstructure & Execution · The study introduces a new semiparametric model for predicti","/papers/arxiv/2401.11701/","2024-01-23",1],["p","The geometry of multi-curve interest rate models","arXiv · Macro-Finance & Rates · The research investigates the stability and existence of fin","/papers/arxiv/2401.11619/","2024-01-23",5],["p","Data-driven Option Pricing","arXiv · Derivatives & Volatility · A new data-driven option pricing method is suggested, using ","/papers/arxiv/2401.11158/","2024-01-23",2],["p","BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks","arXiv · LLMs & Text · LLMs for Financial Sentiment Analysis: BioFinBERT, a finetun","/papers/arxiv/2401.11011/","2024-01-23",2],["p","An experimental study of decentralized matching","arXiv · Other · Experimental Study Insights: A study on decentralized two-si","/papers/arxiv/2401.10872/","2024-01-23",0],["p","Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market","arXiv · Trading, Microstructure & Execution · The study analyzes the characteristics of German bond future","/papers/arxiv/2401.10722/","2024-01-23",1],["p","Dynamic Programming: Finite States","arXiv · Other · Applications in Econ & Finance: The book is a detailed guide","/papers/arxiv/2401.10473/","2024-01-23",3],["p","Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review","arXiv · Econometrics & Forecasting · The paper introduces new methods for conditional time series","/papers/arxiv/2401.10370/","2024-01-23",11],["p","Consistent asset modelling with random coefficients and switches between regimes","arXiv · Derivatives & Volatility · A stochastic model is examined that incorporates external in","/papers/arxiv/2401.09955/","2024-01-23",3],["p","Online Performance Estimation with Unlabeled Data: A Bayesian Application of the Hui-Walter Paradigm","Machine learning · Econometrics & Forecasting · The research applies the Hui-Walter paradigm from epidemiolo","/papers/arxiv/2401.09376/","2024-01-23",0],["p","Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets","arXiv · Crypto & DeFi · High Dimension Non-Parametric Estimation: A new method calle","/papers/arxiv/2401.09361/","2024-01-23",6],["p","Equity Premium in Efficient Markets","arXiv · Asset Pricing & Factors · The study offers a new solution to the equity premium puzzle","/papers/arxiv/2401.09265/","2024-01-23",0],["p","AI Thrust: Ranking Emerging Powers for Tech Startup Investment in Latin America","arXiv · ML & AI Methods · The paper ranks Latin American countries on their potential ","/papers/arxiv/2401.09056/","2024-01-23",3],["p","On Conditioning and Consistency for Nonlinear Functionals","arXiv · Other · The research confirms that a state-dependent function inheri","/papers/arxiv/2401.09054/","2024-01-23",1],["p","Spurious Default Probability Projections in Credit Risk Stress Testing Models","arXiv · Risk, Credit & Banking · The paper highlights the complexities of credit risk stress ","/papers/arxiv/2401.08892/","2024-01-23",0],["p","DiarizationLM: Speaker Diarization Post-Processing with Large Language Models","Machine learning · LLMs & Text · Speaker Diarization Post-Processing: DiarizationLM is a fram","/papers/arxiv/2401.03506/","2024-01-23",36],["p","Principled Instructions Are All You Need for Questioning LLaMA-1/2, GPT-3.5/4","Machine learning · LLMs & Text · The article presents 26 principles to enhance querying and p","/papers/arxiv/2312.16171/","2024-01-23",147],["p","Less is More for Long Document Summary Evaluation by LLMs","Machine learning · LLMs & Text · The paper presents Extract-then-Evaluate, a method that sele","/papers/arxiv/2309.07382/","2024-01-23",51],["p","Flame: Simplifying Topology Extension in Federated Learning","Machine learning · ML & AI Methods · Flame is a novel system for distributed machine learning tha","/papers/arxiv/2305.05118/","2024-01-23",13],["p","What is essential is visible to the eye: Saliency in primary school ranking and its effect on academic achievements","arXiv · Other · Research on Italian students shows that visible class rankin","/papers/arxiv/2302.10026/","2024-01-23",0],["p","Accelerated computations of sensitivities for xVA*","arXiv · Portfolio & Allocation · The article highlights the effectiveness of polynomial appro","/papers/arxiv/2211.17026/","2024-01-23",2],["p","MAD risk parity portfolios","arXiv · Portfolio & Allocation · Features & Performance: A study using the Mean Absolute Devi","/papers/arxiv/2110.12282/","2024-01-23",23],["p","Good News Is Not a Sufficient Condition for Motivated Reasoning","arXiv · LLMs & Text · The research explores the impact of news valence on belief u","/papers/arxiv/2012.01548/","2024-01-23",2],["p","The econometrics of happiness: Are We Underestimating the Returns to Education and Income?","arXiv · Econometrics & Forecasting · Value Rounding Behavior: The study addresses the issue of re","/papers/arxiv/1807.11835/","2024-01-23",27],["p","Information and Arbitrage: Applications of Quantum Groups in Mathematical Finance","arXiv · Trading, Microstructure & Execution · The paper discusses the concept of quantum economics, differ","/papers/arxiv/1711.07279/","2024-01-23",2],["p","Boosting Fund Performance","SSRN · ML & AI Methods · Mutual funds that match their investments with similar bench","/papers/ssrn/4697785/","2024-01-17",0],["p","Climate-Optimized Investment Portfolios","SSRN · Portfolio & Allocation · The Climate Capital Efficiency Ratio (CER) ranks companies b","/papers/ssrn/4696468/","2024-01-17",0],["p","Market Instability from Option Flows","SSRN · Derivatives & Volatility · The speculative use of call options can cause price instabil","/papers/ssrn/4695776/","2024-01-17",0],["p","Probabilistic Electricity Price Forecasting with Trading Applications","SSRN · Trading, Microstructure & Execution · A new method for electricity price forecasting using artific","/papers/ssrn/4695159/","2024-01-17",0],["p","Prototype-based Models for Real Estate Valuation: A Machine Learning Model That Explains Prices","SSRN · ML & AI Methods · The article introduces a novel real estate valuation model t","/papers/ssrn/4695079/","2024-01-17",0],["p","Liquidity Provision on DEX","arXiv · Trading, Microstructure & Execution · Decentralized exchanges' infrastructure can lead to arbitrag","/papers/ssrn/4694683/","2024-01-17",0],["p","Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity","SSRN · Derivatives & Volatility · A study using crypto assets indicates that jumps in asset pr","/papers/ssrn/4694674/","2024-01-17",2],["p","Data Preparation for Code Smell Detection: A Literature Review","SSRN · ML & AI Methods · A Literature Review: The review examines data preparation te","/papers/ssrn/4693778/","2024-01-17",0],["p","Extended Overlaps: Optimal Trading Hours in Europe","SSRN · Trading, Microstructure & Execution · Optimal Trading Hours in Europe: The article reveals that ex","/papers/ssrn/4693290/","2024-01-17",0],["p","Deep Calibration for Stochastic Volatility","SSRN · Derivatives & Volatility · A new method using neural networks to calibrate stochastic v","/papers/ssrn/4692741/","2024-01-17",0],["p","Fear in Finance: FoMO Impact","SSRN · Crypto & DeFi · FoMO Impact: The Fear of Missing Out (FoMO) effect in financ","/papers/ssrn/4692691/","2024-01-17",0],["p","Effectiveness of Forex Intervention: Role of Domestic Fundamentals","SSRN · Derivatives & Volatility · Role of Domestic Fundamentals: Foreign exchange intervention","/papers/ssrn/4692676/","2024-01-17",0],["p","DeepTraderX: Disrupting trading strategies with deep learning","SSRN · Trading, Microstructure & Execution · Disrupting trading strategies with deep learning: The paper ","/papers/ssrn/4692622/","2024-01-17",0],["p","From Meteorology to Market: A Geo-Hierarchical Deep Learning Approach for Flood Risk Pricing","SSRN · ML & AI Methods · Geo-Hierarchical Deep Learning: A new deep learning framewor","/papers/ssrn/4692475/","2024-01-17",0],["p","Reducing the Carbon Footprint of an Index: How Low Can You Go?","SSRN · Portfolio & Allocation · The article suggests that investors can lower the carbon foo","/papers/ssrn/4692326/","2024-01-17",0],["p","SpotV2Net: Intraday Spot Volatility Forecasting","SSRN · Derivatives & Volatility · Intraday Spot Volatility Forecasting: SpotV2Net, a new forec","/papers/ssrn/4692194/","2024-01-17",0],["p","0DTEs: Trading, Gamma Risk and Volatility Propagation","SSRN · Derivatives & Volatility · A study reveals that short-term options trading does not inc","/papers/ssrn/4692190/","2024-01-17",6],["p","Global Volatility and Capital Flows","SSRN · Derivatives & Volatility · During high volatility periods, institutional investors glob","/papers/ssrn/4691941/","2024-01-17",0],["p","Model Averaging and Double Machine Learning","SSRN · ML & AI Methods · The article presents two new stacking methods for double-deb","/papers/ssrn/4691169/","2024-01-17",26],["p","Yelp Consumption Sentiment and Asset Pricing","SSRN · LLMs & Text · A sentiment index based on Yelp restaurant reviews can predi","/papers/ssrn/4691145/","2024-01-17",0],["p","Financial Market Developments and Employee Welfare","SSRN · Derivatives & Volatility · Equity options and credit default swaps trading benefits com","/papers/ssrn/4690550/","2024-01-17",0],["p","Fitting random cash management models to data","arXiv · Other · The article introduces a novel method for cash management mo","/papers/doi/10-1016-j-cor-2018-04-007/","2024-01-17",8],["p","Dynamic portfolio selection under generalized disappointment aversion","arXiv · Portfolio & Allocation · The research discusses portfolio selection under generalized","/papers/arxiv/2401.08323/","2024-01-17",2],["p","Do backrun auctions protect traders?","arXiv · Trading, Microstructure & Execution · The study presents a new laminated queueing model for batche","/papers/arxiv/2401.08302/","2024-01-17",0],["p","A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing","arXiv · Derivatives & Volatility · The article suggests a two-step Longstaff Schwartz Monte Car","/papers/arxiv/2401.08093/","2024-01-17",1],["p","Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis","arXiv · Crypto & DeFi · The research uses a transformer-based neural network to fore","/papers/arxiv/2401.08077/","2024-01-17",8],["p","Impermanent Loss Conditions: An Analysis of Decentralized Exchange Platforms","arXiv · Trading, Microstructure & Execution · The paper explores the issue of impermanent loss in decentra","/papers/arxiv/2401.07689/","2024-01-17",7],["p","Graph database while computationally efficient filters out quickly the ESG integrated equities in investment management","arXiv · Other · The study contrasts SQL, No-SQL, and graph databases in term","/papers/arxiv/2401.07483/","2024-01-17",1],["p","Optimal Investment with Herd Behaviour Using Rational Decision Decomposition","arXiv · Other · A study introduces the concept of average deviation to measu","/papers/arxiv/2401.07183/","2024-01-17",6],["p","The Unreasonable Effectiveness of Easy Training Data for Hard Tasks","Machine learning · LLMs & Text · The study suggests that current language models can effectiv","/papers/arxiv/2401.06751/","2024-01-17",56],["p","A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models","arXiv · Derivatives & Volatility · The paper introduces a deep learning method for pricing Euro","/papers/arxiv/2401.06740/","2024-01-17",9],["p","Equity auction dynamics: latent liquidity models with activity acceleration","arXiv · Trading, Microstructure & Execution · Liquidity Models: The study applies the latent/revealed orde","/papers/arxiv/2401.06724/","2024-01-17",5],["p","SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks","arXiv · Derivatives & Volatility · Intraday Volatility Forecasting: The article introduces Spot","/papers/arxiv/2401.06249/","2024-01-17",5],["p","TOFU: A Task of Fictitious Unlearning for LLMs","Machine learning · LLMs & Text · The study presents TOFU, a new benchmark for understanding u","/papers/arxiv/2401.06121/","2024-01-17",612],["p","Transformers are Multi-State RNNs","Machine learning · ML & AI Methods · The research shows that decoder-only transformers can be see","/papers/arxiv/2401.06104/","2024-01-17",134],["p","PANDORA: A Parallel Dendrogram Construction Algorithm for Single Linkage Clustering on GPU","Machine learning · Other · Parallel Dendrogram Construction Algorithm: Parallel Dendrog","/papers/arxiv/2401.06089/","2024-01-17",5],["p","Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution","arXiv · Trading, Microstructure & Execution · The article suggests a new approach to quantum finance, conn","/papers/arxiv/2401.05823/","2024-01-17",3],["p","Designing Heterogeneous LLM Agents for Financial Sentiment Analysis","arXiv · LLMs & Text · A study suggests using large language models without fine-tu","/papers/arxiv/2401.05799/","2024-01-17",141],["p","Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon","arXiv · Derivatives & Volatility · The study explores the super-hedging pricing valuation issue","/papers/arxiv/2401.05713/","2024-01-17",0],["p","Deep Signature Algorithm for Multidimensional Path-Dependent Options","arXiv · Derivatives & Volatility · The research expands the backward scheme for state-dependent","/papers/arxiv/2211.11691/","2024-01-17",16],["p","A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean–Vlasov models","arXiv · Derivatives & Volatility · The paper presents a new regularization approach for solving","/papers/arxiv/2203.01160/","2024-01-17",7],["p","Yield-adjustment Term Decomposition","SSRN · Trading, Microstructure & Execution · The Arbitrage-Free Nelson-Siegel model has been expanded to ","/papers/ssrn/4688044/","2024-01-09",1],["p","Safe Haven Assets in Portfolio Risk Management - A Note on 'Safe Haven'","SSRN · Portfolio & Allocation · Utilizing the geometric mean in asset allocation can yield h","/papers/ssrn/4687941/","2024-01-09",0],["p","Harvesting the FX Skew Premium","SSRN · Derivatives & Volatility · Incorporating Risk premia strategies in multi-asset portfoli","/papers/ssrn/4687408/","2024-01-09",0],["p","Timing the Tide: The Impact of Rebalancing Periods in Momentum Investing in Indian Equities","SSRN · Portfolio & Allocation · Shorter rebalancing periods are more effective in capturing ","/papers/ssrn/4687044/","2024-01-09",2],["p","Style Switching and Asset Pricing","SSRN · Asset Pricing & Factors · A paper suggests that exploiting predictability in style dem","/papers/ssrn/4686997/","2024-01-09",0],["p","Impact of Global Economic Events on Financial Markets","SSRN · Other · The research paper investigates the impact of global economi","/papers/ssrn/4686977/","2024-01-09",0],["p","Connectedness in Major Cryptocurrencies: Dichotomy & Drivers","SSRN · Crypto & DeFi · Dichotomy & Drivers: Research into the volatility dynamics o","/papers/ssrn/4686414/","2024-01-09",0],["p","Backtest overfitting in the machine learning era: A comparison of out-of-sample testing methods in a synthetic controlled environment","SSRN · Trading, Microstructure & Execution · The Combinatorial Purged Cross-Validation (CPCV) method is s","/papers/ssrn/4686376/","2024-01-09",19],["p","News Intensity & Currency Volatility","SSRN · LLMs & Text · Semantic fingerprinting of news headlines can measure the im","/papers/ssrn/4686168/","2024-01-09",0],["p","Risk-taking incentives and risk-talking outcomes -> Incentives and outcomes of risk-taking","SSRN · Derivatives & Volatility · The research reveals a positive link between CEOs' option-ba","/papers/ssrn/4685572/","2024-01-09",0],["p","A Practitioner's Guide to Managing a Privates Program","SSRN · Trading, Microstructure & Execution · A new tool has been created for liquidity stress testing and","/papers/ssrn/4685467/","2024-01-09",0],["p","Artificial Intelligence & Private Equity Fund Perf.","SSRN · ML & AI Methods · Private equity fund performance doesn't correlate with quant","/papers/ssrn/4684754/","2024-01-09",0],["p","Equity Vol. & Spreads in Market Volatility","SSRN · Derivatives & Volatility · Research on the Russell 3000 Index from 2008-2022 shows a po","/papers/ssrn/4684471/","2024-01-09",0],["p","Fundamentals-Based Material ESG Alpha","SSRN · Portfolio & Allocation · Firms with larger size, lower growth, and higher profitabili","/papers/ssrn/4684380/","2024-01-09",0],["p","Economic Uncertainty & the Beta Anomaly","SSRN · Asset Pricing & Factors · The beta-alpha anomaly only occurs during times of low econo","/papers/ssrn/4684356/","2024-01-09",0],["p","Shapley values in credit scoring interpretability -> Shapley values in credit interpretability","SSRN · Risk, Credit & Banking · The paper assesses the use of the Shapley value in credit sc","/papers/ssrn/4684103/","2024-01-09",0],["p","SPX Implied Volatility Inconsistencies","SSRN · Derivatives & Volatility · Research using SPX options data from 2011 to 2022 found that","/papers/ssrn/4684016/","2024-01-09",17],["p","Federated Incremental Learning Algorithm","SSRN · ML & AI Methods · The paper introduces a new learning algorithm that uses Topo","/papers/ssrn/4683585/","2024-01-09",0],["p","Network of Economic Sectors and Return Prediction -> Economic Sector Network and Return Prediction","SSRN · ML & AI Methods · The study employs a hybrid machine learning method, CNN-LSTM","/papers/ssrn/4683418/","2024-01-09",0],["p","Competitive Advantage in Algorithmic Trading -> Competitive Advantage in Trading","SSRN · Trading, Microstructure & Execution · The study investigates the strategic behavior of algorithmic","/papers/ssrn/4683173/","2024-01-09",0],["p","Harnessing Volatility Cascades with Ensemble Learning","SSRN · Derivatives & Volatility · A modification to the base learner in bootstrap aggregation ","/papers/ssrn/4682793/","2024-01-09",2],["p","Machine Learning for Firm Quality Measure.","SSRN · ML & AI Methods · Machine learning outperforms human experts in evaluating fir","/papers/ssrn/4682724/","2024-01-09",0],["p","Reinforcement Learning and Rational Expectations Equilibrium in Limit Order Markets","SSRN · ML & AI Methods · A paper suggests that simple payoff-based reinforcement lear","/papers/ssrn/4682574/","2024-01-09",2],["p","Calibration of Stochastic Volatility Model","RePEc · Derivatives & Volatility · A partially specified stochastic volatility model, calibrate","/papers/repec/wly-jfutmk-v-44-y-2024-i-1-p-75-102/","2024-01-09",3],["p","Profitability Prediction in Europe Using Machine Learning","RePEc · ML & AI Methods · The study uses machine learning algorithms to predict profit","/papers/repec/gam-jjrfmx-v-16-y-2023-i-12-p-520-d-1302258/","2024-01-09",4],["p","Shanghai ETF Efficiency","RePEc · Portfolio & Allocation · The Shanghai 50 ETF index options market operates efficientl","/papers/repec/eee-riibaf-v-67-y-2024-i-pb-s0275531923002556/","2024-01-09",4],["p","Comparing Factor Models for Portfolios","RePEc · Portfolio & Allocation · The paper finds no significant difference in investment outc","/papers/repec/eee-jimfin-v-140-y-2024-i-c-s0261560623001985/","2024-01-09",2],["p","Asset Growth in Pricing Models","RePEc · Asset Pricing & Factors · The effectiveness of new factor models is determined by the ","/papers/repec/eee-jfinec-v-151-y-2024-i-c-s0304405x23001861/","2024-01-09",3],["p","Credit Growth, Yield Curve, and Crisis Prediction with Machine Learning","RePEc · Risk, Credit & Banking · The research uses machine learning to create early warning m","/papers/repec/eee-inecon-v-145-y-2023-i-c-s0022199623000594/","2024-01-09",5],["p","Mean-Variance Optimization with Affine GARCH","RePEc · Portfolio & Allocation · The study shows that Affine GARCH models are more efficient ","/papers/repec/eee-finlet-v-59-y-2024-i-c-s1544612323011212/","2024-01-09",2],["p","Univariate Forecasting Models' Update Frequency","RePEc · Econometrics & Forecasting · Intermediate updating scenarios in univariate time series fo","/papers/repec/eee-ejores-v-314-y-2024-i-1-p-111-121/","2024-01-09",1],["p","Reviewing Large Dynamic Covariance Matrices","RePEc · Econometrics & Forecasting · The article discusses recent advancements in estimating larg","/papers/repec/eee-ecosta-v-29-y-2024-i-c-p-16-30/","2024-01-09",2],["p","Hybrid Model for Index Futures Forecasting","RePEc · Econometrics & Forecasting · A new hybrid model called WT-ARIMA-LSTM has been introduced ","/papers/repec/eee-ecofin-v-69-y-2024-i-pb-s1062940823001456/","2024-01-09",3],["p","Machine Learning for Political Firm Identification","RePEc · ML & AI Methods · Machine learning is used to identify politically connected f","/papers/repec/bla-obuest-v-86-y-2024-i-1-p-137-155/","2024-01-09",2],["p","A Brief History of General-to-Specific Modelling","RePEc · ML & AI Methods · The article discusses the evolution of general-to-specific m","/papers/repec/bla-obuest-v-86-y-2024-i-1-p-1-20/","2024-01-09",1],["p","Displaying Risk in Mergers: A Diagrammatic Approach for Exchange Ratio Determination","arXiv · Corporate Finance · The article expands on previous work on determining feasible","/papers/arxiv/2401.02681/","2024-01-09",1],["p","Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach (preprint)","arXiv · Portfolio & Allocation · The article introduces a new linearization of the Markowitz ","/papers/arxiv/2401.02601/","2024-01-09",0],["p","Learning to Prompt with Text Only Supervision for Vision-Language Models","Machine learning · LLMs & Text · The study suggests a method to modify basic vision-language ","/papers/arxiv/2401.02418/","2024-01-09",63],["p","Generating synthetic data for neural operators","Machine learning · ML & AI Methods · A novel method for creating synthetic functional training da","/papers/arxiv/2401.02398/","2024-01-09",15],["p","TinyLlama: An Open-Source Small Language Model","Machine learning · LLMs & Text · Small Open-Source Language Model: The article presents TinyL","/papers/arxiv/2401.02385/","2024-01-09",934],["p","On the hardness of learning under symmetries","Machine learning · ML & AI Methods · The process of learning neural networks through gradient des","/papers/arxiv/2401.01869/","2024-01-09",18],["p","Notes on the SWIFT method based on Shannon Wavelets for Option Pricing - Revisited","arXiv · Derivatives & Volatility · The note reexamines the SWIFT method for pricing European op","/papers/arxiv/2401.01758/","2024-01-09",1],["p","Text mining arXiv: a look through quantitative finance papers","arXiv · LLMs & Text · The study uses text mining and natural language processing t","/papers/arxiv/2401.01751/","2024-01-09",3],["p","An arbitrage driven price dynamics of Automated Market Makers in the presence of fees","arXiv · Trading, Microstructure & Execution · The article introduces a model for price dynamics in Automat","/papers/arxiv/2401.01526/","2024-01-09",5],["p","Pricing and hedging for a sticky diffusion","arXiv · Derivatives & Volatility · The research investigates a financial market model, proving ","/papers/arxiv/2311.17011/","2024-01-09",1],["p","Global Factors in Non-core Bank Funding and Exchange Rate Flexibility","arXiv · Risk, Credit & Banking · The proportion of non-core to core funding in advanced econo","/papers/arxiv/2310.11552/","2024-01-09",0],["p","Portfolios generated by contingent claim functions, with applications to option pricing","arXiv · Derivatives & Volatility · The article discusses portfolio generating functions and rat","/papers/arxiv/2308.13717/","2024-01-09",1],["p","A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model","arXiv · Derivatives & Volatility · The paper uses the Hamiltonian approach from quantum theory ","/papers/arxiv/2307.07103/","2024-01-09",1],["p","Machine Learning for Synthetic Data Generation: a Review","Machine learning · ML & AI Methods · A Review: The article reviews machine learning models for cr","/papers/arxiv/2302.04062/","2024-01-09",314],["p","Controlling Moments with Kernel Stein Discrepancies","Machine learning · Other · The study examines the control properties of Kernel Stein di","/papers/arxiv/2211.05408/","2024-01-09",15],["p","A note on closed-form spread option valuation under log-normal models","arXiv · Derivatives & Volatility · The study introduces a new formula for pricing spread call o","/papers/arxiv/2109.05431/","2024-01-09",0],["p","Risk-neutral PDE for Diversification in Portfolios","SSRN · Portfolio & Allocation · The article introduces a formula for calculating the conditi","/papers/ssrn/4682446/","2024-01-03",2],["p","Economic Sector Network and Return Prediction -> Sector Network and Return Prediction","SSRN · ML & AI Methods · The CNNLSTM hybrid machine learning approach enhances predic","/papers/ssrn/4682415/","2024-01-03",0],["p","Leveraged Trading and Returns","SSRN · Trading, Microstructure & Execution · Short sellers are found to be more informed than margin trad","/papers/ssrn/4681827/","2024-01-03",0],["p","Fund Flow and Arbitrage","SSRN · Trading, Microstructure & Execution · Research shows non-U.S. stock returns are more influenced by","/papers/ssrn/4680589/","2024-01-03",0],["p","Empirical Asset Pricing Using Explainable Artificial Intelligence","SSRN · Asset Pricing & Factors · The paper demonstrates the use of explainable artificial int","/papers/ssrn/4680571/","2024-01-03",3],["p","A Capital Asset Pricing Model with Idiosyncratic Tail Risk: Comovement of Momentum and Low Risk Anomalies","SSRN · Asset Pricing & Factors · Momentum and Low Risk Anomalies: The new model expands the t","/papers/ssrn/4680248/","2024-01-03",1],["p","Factor Investing: Market Implications","SSRN · Asset Pricing & Factors · Market Implications: Financial innovations like Exchange-Tra","/papers/ssrn/4679940/","2024-01-03",0],["p","Saddlepoint Approximations for Credit Portfolio Distributions with Applications in Equity Risk Management","SSRN · Portfolio & Allocation · A study introduces a saddlepoint approximation for credit po","/papers/ssrn/4679443/","2024-01-03",2],["p","Cash Flow Beliefs in Asset Pricing","SSRN · Asset Pricing & Factors · A study finds that investors form separate beliefs on cash f","/papers/ssrn/4679364/","2024-01-03",0],["p","Big Data's Impact on Analysts","SSRN · Trading, Microstructure & Execution · Sell-side analysts using alternative data in their analyses ","/papers/ssrn/4679197/","2024-01-03",0],["p","Machine Beta: Reshaping Index Construction","SSRN · Other · Reshaping Index Construction: The authors present Machine Be","/papers/ssrn/4679185/","2024-01-03",1],["p","Risk Management for Forex Trading","SSRN · Trading, Microstructure & Execution · The article presents new risk management frameworks for high","/papers/ssrn/4678663/","2024-01-03",0],["p","Imputing Mutual Fund Trades","SSRN · Portfolio & Allocation · The paper introduces a new method to estimate daily mutual f","/papers/ssrn/4678139/","2024-01-03",2],["p","News Volatility and Portfolio Implications","SSRN · LLMs & Text · The article shows how the XGBoost machine learning algorithm","/papers/ssrn/4677789/","2024-01-03",0],["p","Changepoint Detection Approach Using Deep Learning","SSRN · ML & AI Methods · The study presents a method for identifying change points in","/papers/ssrn/4675568/","2024-01-03",0],["p","Optimal Portfolio Choice with Estimation Risk: A Genetic Programming Approach","SSRN · Portfolio & Allocation · A new method using genetic programming to build the best mea","/papers/ssrn/4674858/","2024-01-03",0],["p","Bond Market Fragility and Large Funds","SSRN · Macro-Finance & Rates · The study shows that large fund trades stabilize the corpora","/papers/ssrn/4673873/","2024-01-03",0],["p","Quantum Machine Learning for Option Pricing","SSRN · Derivatives & Volatility · The paper discusses the potential of quantum machine learnin","/papers/ssrn/4673569/","2024-01-03",0],["p","Simulation of Multifactor Stochastic Volatility","SSRN · Derivatives & Volatility · The article suggests a new simulation scheme for the multifa","/papers/ssrn/4673452/","2024-01-03",0],["p","Modeling and Forecasting Cash-Flows in Private Investments","SSRN · Econometrics & Forecasting · The study analyzes cashflows in private investment strategie","/papers/ssrn/4673444/","2024-01-03",0],["p","ML Earnings Forecasts and Investor Expectations","SSRN · Econometrics & Forecasting · The research indicates that machine learning can enhance ear","/papers/ssrn/4673392/","2024-01-03",0],["p","CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning","SSRN · Derivatives & Volatility · The study uses risk-averse Reinforcement Learning for managi","/papers/ssrn/4673150/","2024-01-03",2],["p","Functional Stochastic Discount Factors in the Stochastic Volatility Model","SSRN · Derivatives & Volatility · The stochastic volatility model shows that certain stochasti","/papers/ssrn/4672635/","2024-01-03",0],["p","Why Do Hedgers Hedge? The Role of Ambiguity","SSRN · Derivatives & Volatility · The research shows that uncertainty in commodity futures mar","/papers/ssrn/4672261/","2024-01-03",0],["p","Liquidity Market Impact and Crowding in ESG Integration","SSRN · Trading, Microstructure & Execution · The authors discuss the effect of transaction costs on ESG-a","/papers/ssrn/4671329/","2024-01-03",0],["p","SEC's Data Analytics Rule and the Netflix Problem -> SEC's Data Analytics Rule and the Problem","SSRN · Other · The growing use of algorithmic tools in financial advisory p","/papers/ssrn/4670888/","2024-01-03",0],["p","Almost Perfect Shadow Prices","arXiv · Derivatives & Volatility · A paper finds that a simple shadow price strategy for maximi","/papers/arxiv/2401.00970/","2024-01-03",1],["p","A Portfolio's Common Causal Conditional Risk-neutral PDE","arXiv · Portfolio & Allocation · A formula is introduced for the conditional probability of a","/papers/arxiv/2401.00949/","2024-01-03",2],["p","Matching of Users and Creators in Two-Sided Markets with Departures","arXiv · Other · A new content recommendation model takes into account both u","/papers/arxiv/2401.00313/","2024-01-03",6],["p","User Strategization and Trustworthy Algorithms","Machine learning · Other · Implications and Interventions: The use of strategies by use","/papers/arxiv/2312.17666/","2024-01-03",7],["p","Gemini in Reasoning: Unveiling Commonsense in Multimodal Large Language Models","Machine learning · LLMs & Text · Google's Gemini, a Multimodal Large Language Model, is evalu","/papers/arxiv/2312.17661/","2024-01-03",29],["p","Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data","arXiv · Econometrics & Forecasting · Framework for Understanding Relationships: The article enhan","/papers/arxiv/2312.17375/","2024-01-03",9],["p","Compact Neural Graphics Primitives with Learned Hash Probing","Machine learning · ML & AI Methods · The study introduces a hash table with learned probes for ne","/papers/arxiv/2312.17241/","2024-01-03",35],["p","SparseProp: Efficient Event-Based Simulation and Training of Sparse Recurrent Spiking Neural Networks","Machine learning · ML & AI Methods · SparseProp, an event-based algorithm for simulating and trai","/papers/arxiv/2312.17216/","2024-01-03",15],["p","Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions","arXiv · ML & AI Methods · The article introduces a SHAP-based explainability technique","/papers/arxiv/2312.16223/","2024-01-03",2],["p","Hawkes-based cryptocurrency forecasting via Limit Order Book data","arXiv · Crypto & DeFi · A new algorithm using limit order book data and a continuous","/papers/arxiv/2312.16190/","2024-01-03",4],["p","The implied volatility surface (also) is path-dependent","arXiv · Derivatives & Volatility · A new forecasting model is suggested that uses past returns ","/papers/arxiv/2312.15950/","2024-01-03",2],["p","Deep Reinforcement Learning for Quantitative Trading","arXiv · Trading, Microstructure & Execution · AI and machine learning are revolutionizing quantitative tra","/papers/arxiv/2312.15730/","2024-01-03",27],["p","A graph-based multimodal framework to predict gentrification","arXiv · ML & AI Methods · A new machine learning model can predict gentrification usin","/papers/arxiv/2312.15646/","2024-01-03",0],["p","Forecasting exports in selected OECD countries and Iran using MLP Artificial Neural Network (preprint)","arXiv · Econometrics & Forecasting · The research uses neural networks to predict exports of cert","/papers/arxiv/2312.15535/","2024-01-03",0],["p","Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning","arXiv · Portfolio & Allocation · The article discusses a new reinforcement learning-based mod","/papers/arxiv/2312.15385/","2024-01-03",3],["p","Do LLM Agents Exhibit Social Behavior?","arXiv · LLMs & Text · Large Language Models (LLMs) display human-like social behav","/papers/arxiv/2312.15198/","2024-01-03",72],["p","Scalable Agent-Based Modeling for Complex Financial Market Simulations","arXiv · Trading, Microstructure & Execution · The study presents a computational framework for simulating ","/papers/arxiv/2312.14903/","2024-01-03",4],["p","Shai: A large language model for asset management","arXiv · LLMs & Text · 10B-Level Language Model for Asset Management: The article i","/papers/arxiv/2312.14203/","2024-01-03",5],["p","CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning","arXiv · Derivatives & Volatility · The study explores dynamic risk management of potential cred","/papers/arxiv/2312.14044/","2024-01-03",2],["p","Comparative Evaluation of Anomaly Detection Methods for Fraud Detection in Online Credit Card Payments","arXiv · Risk, Credit & Banking · A study found that LightGBM was the best for fraud detection","/papers/arxiv/2312.13896/","2024-01-03",16],["p","Investigating Assumptions and Proposals for Blockchain Integration in the Circular Economy. A Delphi Study","arXiv · Crypto & DeFi · A study involving blockchain experts found that the technolo","/papers/arxiv/2312.13774/","2024-01-03",15],["p","Real-Time Online Stock Forecasting Utilizing Integrated Quantitative and Qualitative Analysis","Machine learning · Econometrics & Forecasting · A new dataset combining numerical stock data with qualitativ","/papers/arxiv/2311.15218/","2024-01-03",1],["p","PixArt-α: Fast Training of Diffusion Transformer for Photorealistic Text-to-Image Synthesis","Machine learning · ML & AI Methods · PIXART-$\\alpha$, a Transformer-based text-to-image model, ge","/papers/arxiv/2310.00426/","2024-01-03",993],["p","When Foundation Model Meets Federated Learning: Motivations, Challenges, and Future Directions","Machine learning · ML & AI Methods · Motivations, Challenges, Future Directions: The combination ","/papers/arxiv/2306.15546/","2024-01-03",144],["p","Revisiting inference after prediction","Machine learning · ML & AI Methods · Angelopoulos et al.'s method provides valid inference on the","/papers/arxiv/2306.13746/","2024-01-03",14],["p","Transfer Learning for Causal Effect Estimation","Machine learning · Econometrics & Forecasting · A Transfer Causal Learning framework has been developed to i","/papers/arxiv/2305.09126/","2024-01-03",4],["p","Computing Volatility Surfaces using Generative Adversarial Networks with Minimal Arbitrage Violations","arXiv · Derivatives & Volatility · The article introduces a generative adversarial network (GAN","/papers/arxiv/2304.13128/","2024-01-03",3],["p","Robust Risk-Aware Option Hedging","arXiv · Derivatives & Volatility · The study highlights the effectiveness of robust risk-aware ","/papers/arxiv/2303.15216/","2024-01-03",19],["p","The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging","arXiv · Other · The paper introduces a jump risk dimension to the market pri","/papers/arxiv/2303.12527/","2024-01-03",1],["p","Exploratory Control with Tsallis Entropy for Latent Factor Models","arXiv · Asset Pricing & Factors · The research uses Tsallis Entropy in models with latent fact","/papers/arxiv/2211.07622/","2024-01-03",7],["p","Cluster-based Regression using Variational Inference and Applications in Financial Forecasting","arXiv · Econometrics & Forecasting · The paper introduces a method to identify clusters and estim","/papers/arxiv/2205.00605/","2024-01-03",3],["p","Online Portfolio Selection with Deep Sequence Features and Reversal Info","SSRN · Portfolio & Allocation · A new algorithm uses machine learning and financial data to ","/papers/ssrn/4669850/","2023-12-20",0],["p","Forecasting Realized Volatility with Asymmetric Information","SSRN · Derivatives & Volatility · Asymmetric variables like return volume and jump components ","/papers/ssrn/4669728/","2023-12-20",1],["p","Machine Learning for Portfolio Selection","SSRN · Portfolio & Allocation · A new performance ratio is created to address the limitation","/papers/ssrn/4669599/","2023-12-20",0],["p","Option Dealer Flows' Impact on Equity Returns","SSRN · Derivatives & Volatility · Dealers' hedging in options significantly impacts market tre","/papers/ssrn/4669282/","2023-12-20",10],["p","Outperforming Equal Weighting","SSRN · Portfolio & Allocation · The article suggests that an equally-weighted stock portfoli","/papers/ssrn/4669267/","2023-12-20",1],["p","Investors' Risk and Return Expectations","SSRN · Asset Pricing & Factors · The study analyzes risk and return expectations on 19 asset ","/papers/ssrn/4668280/","2023-12-20",121],["p","Unifying Economics and Finance: Solving Equity Premium Puzzle","SSRN · Asset Pricing & Factors · Solving Equity Premium Puzzle: The issue of a high equity pr","/papers/ssrn/4668139/","2023-12-20",0],["p","Cross-ETF Arbitrage","SSRN · Trading, Microstructure & Execution · Due to the unique characteristics of the ETF lending market,","/papers/ssrn/4667997/","2023-12-20",0],["p","Strengthening Investment Portfolios through Resilience – A Primer","SSRN · Portfolio & Allocation · The article promotes an adaptive investment strategy that fo","/papers/ssrn/4667697/","2023-12-20",0],["p","Automated Market Makers: Revolutionizing Finance","SSRN · Trading, Microstructure & Execution · Revolutionizing Finance: Automated Market Makers (AMMs) can ","/papers/ssrn/4667335/","2023-12-20",0],["p","Market Ambiguity and Risk-Return Tradeoff","SSRN · Derivatives & Volatility · The risk-return balance in the stock market is affected by t","/papers/ssrn/4667242/","2023-12-20",0],["p","Sparse Portfolio Optimization via a Novel Fractional Regularization","SSRN · Portfolio & Allocation · The paper introduces a new L1L2 regularized sparse portfolio","/papers/ssrn/4666990/","2023-12-20",2],["p","A Tactical Strategy using ETFs: Harvesting Volatility Risk Premia & Crisis Alpha","SSRN · Derivatives & Volatility · Volatility Risk Premia & Crisis Alpha Harvesting: The author","/papers/ssrn/4666899/","2023-12-20",0],["p","Market Liquidity Estimation with Machine Learning","SSRN · Trading, Microstructure & Execution · Machine learning is used to estimate the average daily bid-a","/papers/ssrn/4666684/","2023-12-20",0],["p","Inflation Forecasting with Economic Narratives","SSRN · Macro-Finance & Rates · The research finds that economic narratives from Wall Street","/papers/ssrn/4666638/","2023-12-20",0],["p","Deep reinforcement learning for arbitrage in decentralized exchanges","SSRN · Trading, Microstructure & Execution · The study explores trading performances under arbitrage cond","/papers/ssrn/4666504/","2023-12-20",1],["p","Advancements in Data Ingestion and Processing using Hadoop","SSRN · Other · The research suggests using advanced components within the H","/papers/ssrn/4666485/","2023-12-20",1],["p","Volatility Modeling in Asset Markets","SSRN · Derivatives & Volatility · The paper investigates the volatilities of nine asset market","/papers/ssrn/4666463/","2023-12-20",0],["p","The Risk and Return of Cryptocurrency Carry Trade","SSRN · Crypto & DeFi · Risk and Return: Cryptocurrency carry trade provides high re","/papers/ssrn/4666425/","2023-12-20",1],["p","The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments","arXiv · Crypto & DeFi · Efficient Investing: Blockchain technology is being utilized","/papers/ssrn/4666033/","2023-12-20",0],["p","Short-Term Signals: Unlocking Alpha","SSRN · Trading, Microstructure & Execution · Unlocking Alpha: Investors can achieve substantial net alpha","/papers/ssrn/4664417/","2023-12-20",0],["p","Short Selling and Arbitrage","RePEc · Trading, Microstructure & Execution · The study reveals that arbitrage opportunities in financial ","/papers/repec/wsi-wschap-9789811280306-0021/","2023-12-20",5],["p","EMA Trading Strategies with Partial Information","RePEc · Trading, Microstructure & Execution · The study investigates optimal trading strategies for a part","/papers/repec/wsi-wschap-9789811280306-0015/","2023-12-20",4],["p","Asset Bubbles and Trading Strategies","RePEc · Trading, Microstructure & Execution · The chapter discusses trading strategies in a single risky a","/papers/repec/wsi-wschap-9789811280306-0014/","2023-12-20",7],["p","Total Positivity and Convexity in Options","RePEc · Derivatives & Volatility · The chapter explores total positivity and relative convexity","/papers/repec/wsi-wschap-9789811280306-0012/","2023-12-20",4],["p","Derivatives' Risks in a Network Model","RePEc · Derivatives & Volatility · The paper introduces a one-period XVA model for bilateral an","/papers/repec/wsi-wschap-9789811280306-0008/","2023-12-20",4],["p","Backtestability and the Ridge Backtest","RePEc · Trading, Microstructure & Execution · The article proposes a formal definition of backtestability ","/papers/repec/wsi-wschap-9789811280306-0003/","2023-12-20",3],["p","Advances in Mathematical Finance","RePEc · Other · The book celebrates Peter Carr's contributions to Quantitati","/papers/repec/wsi-wsbook-13491/","2023-12-20",5],["p","Volatility Spillovers between Oil and Financial Markets","RePEc · Derivatives & Volatility · The article uses a GARCH-VAR-Spillover Index method to study","/papers/repec/spr-jecfin-v-47-y-2023-i-4-d-10-1007-s12197-023-09634-x/","2023-12-20",4],["p","Volatility Estimators for Cryptocurrencies","RePEc · Crypto & DeFi · The paper studies the realized volatility of cryptocurrencie","/papers/repec/gam-jstats-v-6-y-2023-i-4-p-82-1370-d-1298480/","2023-12-20",4],["p","ML Methods for Selecting Mutual Funds with Positive Alpha","RePEc · Portfolio & Allocation · Machine-learning methods can help select profitable mutual f","/papers/repec/eee-jfinec-v-150-y-2023-i-3-s0304405x23001770/","2023-12-20",4],["p","Predicting Corporate Credit Ratings with ML","RePEc · Risk, Credit & Banking · The research recommends restricted CART models for predictin","/papers/repec/eee-finlet-v-58-y-2023-i-pd-s1544612323010206/","2023-12-20",4],["p","Effectiveness of Short-Term Market Swings in Predicting Realized Volatility","RePEc · Derivatives & Volatility · The article assesses the new VIX1D volatility index's effect","/papers/repec/eee-finlet-v-58-y-2023-i-pd-s1544612323010012/","2023-12-20",3],["p","ChatGPT as a Quant Asset Manager","RePEc · LLMs & Text · The research suggests a quantitative investment approach tha","/papers/repec/eee-finlet-v-58-y-2023-i-pd-s1544612323009522/","2023-12-20",3],["p","Jumps and Gold Futures Volatility Prediction","RePEc · Derivatives & Volatility · The article studies the efficiency of the jump component in ","/papers/repec/eee-finlet-v-58-y-2023-i-pc-s1544612323008644/","2023-12-20",3],["p","Alternative Data and Trade Credit Financing","RePEc · Risk, Credit & Banking · The research reveals that the use of alternative data, speci","/papers/repec/eee-finlet-v-58-y-2023-i-pb-s1544612323008413/","2023-12-20",3],["p","Modified Stochastic Volatility Model for Derivative Pricing","RePEc · Derivatives & Volatility · The article suggests an improved 4/2 stochastic volatility m","/papers/repec/eee-finlet-v-58-y-2023-i-pb-s1544612323007468/","2023-12-20",4],["p","Impact of Evaluation Metrics on ML Models for Stock Market Indices","RePEc · Trading, Microstructure & Execution · The study reveals that the choice of machine learning algori","/papers/repec/avo-emipdu-v-32-y-2023-i-2-p-533-545/","2023-12-20",6],["p","Data-Driven Merton's Strategies via Policy Randomization","arXiv · Portfolio & Allocation · The study applies reinforcement learning to determine optima","/papers/arxiv/2312.11797/","2023-12-20",13],["p","Asset and Factor Risk Budgeting: a balanced approach","arXiv · Portfolio & Allocation · A new framework for Risk Budgeting in portfolio optimization","/papers/arxiv/2312.11132/","2023-12-20",0],["p","Managing ESG Ratings Disagreement in Sustainable Portfolio Selection","arXiv · Portfolio & Allocation · A nonlinear optimization model for portfolio selection consi","/papers/arxiv/2312.10739/","2023-12-20",7],["p","A return-diversification approach to portfolio selection","arXiv · Portfolio & Allocation · The article suggests a dual-objective model for portfolio se","/papers/arxiv/2312.09707/","2023-12-20",4],["p","The cost of artificial latency in the PBS context","arXiv · Crypto & DeFi · The study examines the effects of artificial latency in the ","/papers/arxiv/2312.09654/","2023-12-20",2],["p","Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution","arXiv · Trading, Microstructure & Execution · The paper discusses the application of a deep residual U-net","/papers/arxiv/2312.09353/","2023-12-20",0],["p","Let's do the time-warp-attend: Learning topological invariants of dynamical systems","Machine learning · ML & AI Methods · Learning Topological Invariants in Dynamical Systems: The st","/papers/arxiv/2312.09234/","2023-12-20",3],["p","Robust option pricing with volatility term structure -- An empirical study for variance options","arXiv · Derivatives & Volatility · The research examines the robust option pricing issue, disco","/papers/arxiv/2312.09201/","2023-12-20",1],["p","Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process","arXiv · Trading, Microstructure & Execution · The research introduces a new method using Compound Hawkes P","/papers/arxiv/2312.08927/","2023-12-20",13],["p","Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility","arXiv · Derivatives & Volatility · The research identifies the weak convergence of a nearly-uns","/papers/arxiv/2312.08784/","2023-12-20",18],["p","An Invitation to Deep Reinforcement Learning","Machine learning · ML & AI Methods · The guide introduces reinforcement learning as an extension ","/papers/arxiv/2312.08365/","2023-12-20",13],["p","Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition","arXiv · Portfolio & Allocation · The study examines how periodic reward structures affect lon","/papers/arxiv/2311.12517/","2023-12-20",1],["p","Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network","arXiv · ML & AI Methods · A new model for predicting futures prices in high-frequency ","/papers/arxiv/2303.16532/","2023-12-20",0],["p","Evolutionary Dynamics of Investors Expectations and Market Price Movement","arXiv · Asset Pricing & Factors · A study introduces a model for predicting market asset price","/papers/arxiv/1912.11216/","2023-12-20",0],["p","Bridging Portfolio Strategies: From USA ETFs to UCITS ETFs","SSRN · Portfolio & Allocation · Bridging Portfolio Strategies: The paper investigates the us","/papers/ssrn/4663082/","2023-12-13",0],["p","Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations","SSRN · Derivatives & Volatility · The research indicates that dealers' prime brokerage relatio","/papers/ssrn/4662272/","2023-12-13",0],["p","Quantifying Market Psyche","SSRN · LLMs & Text · The paper establishes a link between qualitative information","/papers/ssrn/4662241/","2023-12-13",15],["p","ESG Investments as Luxury","SSRN · Portfolio & Allocation · The article suggests that responsible investments are seen a","/papers/ssrn/4662146/","2023-12-13",20],["p","Hidden Duration: Interest Rate Derivatives in Fixed Income Funds","SSRN · Derivatives & Volatility · Hidden Duration: The research uncovers significant hidden du","/papers/ssrn/4662054/","2023-12-13",1],["p","Bayesian Data Imputation for Risk Management","SSRN · Risk, Credit & Banking · The article highlights the role of Bayesian data imputation ","/papers/ssrn/4661384/","2023-12-13",0],["p","Equity Return Prediction with Deep Learning & Ensemble Methods","SSRN · ML & AI Methods · The article examines forecast combination methods in machine","/papers/ssrn/4660984/","2023-12-13",0],["p","Internal and External Capital Markets of Large Banks","SSRN · Risk, Credit & Banking · Internal and External: The research shows that large U.S. ba","/papers/ssrn/4660712/","2023-12-13",0],["p","Mutual Funds & ETFs","SSRN · Portfolio & Allocation · Mutual funds are shown to invest in ETFs instead of underlyi","/papers/ssrn/4660708/","2023-12-13",0],["p","Optimal Attention Allocation for Portfolio Selection","SSRN · Portfolio & Allocation · The paper demonstrates that the optimal attention strategy i","/papers/ssrn/4660271/","2023-12-13",0],["p","TimesNet for Realized Volatility Prediction","SSRN · Derivatives & Volatility · The study shows that the TimesNet model is effective in pred","/papers/ssrn/4660025/","2023-12-13",3],["p","Portfolio Optimization Model for Supporting Venture Capital Decision-Making","SSRN · Portfolio & Allocation · The article introduces a model for improving venture capital","/papers/ssrn/4660000/","2023-12-13",1],["p","Portfolio Asset Selection with Graph Based Representation Learning","SSRN · Portfolio & Allocation · The Representation Portfolio Selection (RPS) method is intro","/papers/ssrn/4659016/","2023-12-13",0],["p","Optimal Entry and Exit Trading Points using Functional Data Analysis","SSRN · Trading, Microstructure & Execution · The study develops investment strategies using optimal tradi","/papers/ssrn/4658652/","2023-12-13",0],["p","Comparative Analysis of LLMs for Financial Sentiment","SSRN · LLMs & Text · The use of Large Language Models, specifically the gpt3.5tur","/papers/ssrn/4658156/","2023-12-13",0],["p","A Student's Option Price Decomposition Formula With Applications to Stochastic Volatility Calibration","SSRN · Derivatives & Volatility · A formula has been derived for option price in stochastic vo","/papers/ssrn/4658060/","2023-12-13",0],["p","Fed Info & Equity Structure","SSRN · Risk, Credit & Banking · The study suggests that investors view central bank rate dec","/papers/ssrn/4657704/","2023-12-13",56],["p","OTC Liquidity","SSRN · Trading, Microstructure & Execution · The article presents a model of a multi-asset over-the-count","/papers/ssrn/4657599/","2023-12-13",61],["p","Changing VVIX Characteristics in US Stock Market","SSRN · Derivatives & Volatility · The research explores the features of Cboe’s volatility-of-v","/papers/ssrn/4657588/","2023-12-13",0],["p","The Rise and Fall of Investment: Rethinking Q theory in Equilibrium","SSRN · Other · The paper challenges the traditional Q theory of investment,","/papers/ssrn/4657536/","2023-12-13",0],["p","Estimating Prices and Yields for Equity Term Structures","SSRN · Macro-Finance & Rates · The study estimates equity yields using a detailed model of ","/papers/ssrn/4657486/","2023-12-13",300],["p","Volatility Modeling with Covariates using Deep Learning","SSRN · Derivatives & Volatility · The RECHX model, integrating exogenous variables into a recu","/papers/ssrn/4657189/","2023-12-13",1],["p","Optimizing Investment Period Length and Strategies for Private Equity Portfolios with Rounds of Financing","SSRN · Portfolio & Allocation · The Sequential Investment Allocation Model (SIAM) is introdu","/papers/ssrn/4657147/","2023-12-13",0],["p","Beta Factors in Japanese Stocks","SSRN · Other · Research indicates that the Japanese stock market struggles ","/papers/ssrn/4657065/","2023-12-13",1],["p","Euro Area Corporate Bond Service Flows","SSRN · Macro-Finance & Rates · The article examines the euro area corporate bond market, sh","/papers/ssrn/4656963/","2023-12-13",1],["p","Correcting Bias in Mutual Funds' Performance Evaluation","SSRN · Portfolio & Allocation · The functional False Discovery Rate “plus” (fFDR) test, a ne","/papers/ssrn/4656496/","2023-12-13",0],["p","Performance analysis","RePEc · Portfolio & Allocation · The chapter reviews the performance analysis of global bond ","/papers/repec/wsi-wschap-9789811272578-0011/","2023-12-13",3],["p","Bond Portfolios: Markets and Benchmarks","RePEc · Portfolio & Allocation · Markets and Benchmarks: Global bond portfolios invest in var","/papers/repec/wsi-wschap-9789811272578-0002/","2023-12-13",3],["p","Political Clustering in Vietnam Stock Exchange","RePEc · ML & AI Methods · Machine learning is used in a study to group politically aff","/papers/repec/wsi-jicepx-v-14-y-2023-i-03-n-s1793993323500242/","2023-12-13",4],["p","Housing as inflation hedge","RePEc · Derivatives & Volatility · The research uses advanced AI techniques to show that real e","/papers/repec/eme-ijhmap-ijhma-06-2022-0084/","2023-12-13",2],["p","ML Panel Data Regressions for Heavy-Tailed Data","RePEc · Econometrics & Forecasting · A study presents structured machine learning regressions for","/papers/repec/eee-econom-v-237-y-2023-i-2-s0304407622001282/","2023-12-13",3],["p","Sports Performance Analysis with ML and Statistical Models","RePEc · ML & AI Methods · Machine learning can be used in sports prediction, especiall","/papers/repec/blg-reveco-v-75-y-2023-i-2-p-34-39/","2023-12-13",3],["p","Trusting a Smart Contract Means Trusting its Owners: Understanding Centralization Risk","arXiv · Crypto & DeFi · The article highlights the unintended risk of centralization","/papers/doi/10-1109-brains59668-2023-10316813/","2023-12-13",8],["p","Optimal pair trading: consumption-investment problem","arXiv · Trading, Microstructure & Execution · The research offers a straightforward solution to the consum","/papers/arxiv/2312.06842/","2023-12-13",0],["p","Physics Informed Neural Network for Option Pricing","arXiv · Derivatives & Volatility · The PINN method, a deep-learning technique, is used to accur","/papers/arxiv/2312.06711/","2023-12-13",13],["p","Gated Linear Attention Transformers with Hardware-Efficient Training","Machine learning · ML & AI Methods · Efficient Training of Gated Linear Attention Transformers: T","/papers/arxiv/2312.06635/","2023-12-13",578],["p","A unified dataset for pre-processed climate indicators weighted by gridded economic activity","arXiv · Other · Research offers a unified framework for processing and valid","/papers/arxiv/2312.05971/","2023-12-13",13],["p","Dealer Strategies in Agent-Based Models","arXiv · Other · The paper uses agent-based simulations to study market struc","/papers/arxiv/2312.05943/","2023-12-13",0],["p","Detecting toxic flow","arXiv · Econometrics & Forecasting · PULSE, a quick online Bayesian method, is introduced for pre","/papers/arxiv/2312.05827/","2023-12-13",14],["p","A novel scaling approach for unbiased adjustment of risk estimators","arXiv · Other · A novel risk assessment approach is introduced, providing ro","/papers/arxiv/2312.05655/","2023-12-13",1],["p","Standard form of master equations for general non-Markovian jump processes: The Laplace-space embedding framework and asymptotic solution","SSRN · Other · The article introduces a standard form of equations for one-","/papers/arxiv/2312.05475/","2023-12-13",14],["p","Deep Learning for Dynamic NFT Valuation","arXiv · Crypto & DeFi · The research suggests a deep learning model to predict non-f","/papers/arxiv/2312.05346/","2023-12-13",4],["p","Onflow: a model free, online portfolio allocation algorithm robust to transaction fees","arXiv · Portfolio & Allocation · Portfolio Allocation Algorithm: Onflow is a learning method ","/papers/arxiv/2312.05169/","2023-12-13",0],["p","Scaling Laws of Synthetic Images for Model Training … for Now","Machine learning · Other · The study investigates the scaling laws of synthetic images ","/papers/arxiv/2312.04567/","2023-12-13",139],["p","EAGLES: Efficient Accelerated 3D Gaussians with Lightweight EncodingS","Machine learning · Other · The paper introduces a technique that uses quantized embeddi","/papers/arxiv/2312.04564/","2023-12-13",289],["p","Large Language Models for Mathematicians","Machine learning · LLMs & Text · Impact and Potential for Mathematicians: The article explore","/papers/arxiv/2312.04556/","2023-12-13",11],["p","Adversarial Learning for Feature Shift Detection and Correction","Machine learning · ML & AI Methods · The study investigates the use of adversarial learning to id","/papers/arxiv/2312.04546/","2023-12-13",5],["p","AI and Jobs: Has the Inflection Point Arrived? Evidence from an Online Labor Platform","arXiv · ML & AI Methods · Evidence of Change: The paper explores the effect of artific","/papers/arxiv/2312.04180/","2023-12-13",15],["p","Partial Information in a Mean‐Variance Portfolio Selection Game","arXiv · Portfolio & Allocation · The article investigates how limited information affects inv","/papers/arxiv/2312.04045/","2023-12-13",6],["p","Integrating Pre-Trained Speech and Language Models for End-to-End Speech Recognition","Machine learning · LLMs & Text · The study investigates the integration of a pre-trained spee","/papers/arxiv/2312.03668/","2023-12-13",24],["p","Generative agent-based modeling with actions grounded in physical, social, or digital space using Concordia","Machine learning · ML & AI Methods · Concordia is a library designed to help build and operate Ge","/papers/arxiv/2312.03664/","2023-12-13",171],["p","Towards Sobolev Pruning","arXiv · Other · The article suggests a new method for creating surrogate mod","/papers/arxiv/2312.03510/","2023-12-13",3],["p","Depthwise Hyperparameter Transfer in Residual Networks: Dynamics and Scaling Limit","Machine learning · ML & AI Methods · A new method for hyperparameter tuning in deep learning has ","/papers/arxiv/2309.16620/","2023-12-13",73],["p","GPT in Game Theory Experiments","arXiv · LLMs & Text · The research shows that Generative Pre-trained Transformers ","/papers/arxiv/2305.05516/","2023-12-13",30],["p","Defining and comparing SICR-events for classifying impaired loans under IFRS 9","arXiv · Risk, Credit & Banking · The paper presents a new framework for predicting credit det","/papers/arxiv/2303.03080/","2023-12-13",6],["p","Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs","arXiv · ML & AI Methods · The study suggests a new reinforcement learning method for c","/papers/arxiv/2302.11835/","2023-12-13",15],["p","Supply-Side Equilibria in Recommender Systems","arXiv · Other · The research explores how recommendation algorithms like tho","/papers/arxiv/2206.13489/","2023-12-13",53],["p","Kernel-based estimation of spectral risk measures","arXiv · Other · The paper introduces a kernel-based estimator for Spectral R","/papers/arxiv/1903.03304/","2023-12-13",2],["p","Enhanced Sample Quality with Self-Attention Guidance","Machine learning · ML & AI Methods · Denoising diffusion models are becoming increasingly popular","/papers/web/8529a2e645/","2023-12-06",3335],["p","Machine Learning for Portfolio Performance","SSRN · Portfolio & Allocation · The study introduces a method to determine the impact of ind","/papers/ssrn/4655091/","2023-12-06",0],["p","ML and IRB Capital Requirements: Advantages, Risks, and Recommendations","SSRN · Risk, Credit & Banking · Advantages, Risks, and Recommendations: The article explores","/papers/ssrn/4654659/","2023-12-06",0],["p","Active ETFs Cloned from Mutual Funds: Competing for Investor Flows","SSRN · Portfolio & Allocation · The research indicates that less transparent active ETFs do ","/papers/ssrn/4653702/","2023-12-06",1],["p","Sharpening Sharpe Analysis with Machine Learning","SSRN · ML & AI Methods · The research shows that over 95% of mutual funds have multid","/papers/ssrn/4650859/","2023-12-06",0],["p","Historical calibration of SVJD models with deep learning","SSRN · ML & AI Methods · The paper suggests using deep neural networks to calibrate p","/papers/ssrn/4650097/","2023-12-06",1],["p","Volatility and Mispricing with Sentiment and Institutional Investors","SSRN · LLMs & Text · The research suggests that high investor sentiment and incre","/papers/ssrn/4649820/","2023-12-06",0],["p","Pricing VIX Derivatives in a Stochastic Volatility Model based on CBI Processes","SSRN · Derivatives & Volatility · The paper introduces a new stock price model based on contin","/papers/ssrn/4649270/","2023-12-06",1],["p","Deep Reinforcement Learning: Policy Gradients for US Equities Trading","SSRN · Trading, Microstructure & Execution · The study shows that Deep Reinforcement Learning can effecti","/papers/ssrn/4645453/","2023-12-06",1],["p","Bond Selection","RePEc · Macro-Finance & Rates · The chapter discusses the challenges of bond selection and t","/papers/repec/wsi-wschap-9789811272578-0007/","2023-12-06",4],["p","Dynamic limit order placement's impact on stock market quality","RePEc · Other · The study investigates the impact of two system upgrades by ","/papers/repec/spr-annopr-v-330-y-2023-i-1-d-10-1007-s10479-021-04282-y/","2023-12-06",3],["p","Survival Models for Startup Failures","RePEc · ML & AI Methods · The research finds that advanced machine learning models lik","/papers/repec/bba-j00005-v-1-y-2023-i-3-p-1-15-d-264/","2023-12-06",3],["p","Forecasting Parameters in SABR Model","RePEc · Derivatives & Volatility · Two methods for predicting parameters in the SABR model, the","/papers/repec/bba-j00001-v-1-y-2022-i-1-p-66-78-d-13/","2023-12-06",3],["p","A dataset of Uniswap daily transaction indices by network","arXiv · Crypto & DeFi · The study explores the effect of Layer 2 solutions on DeFi b","/papers/arxiv/2312.02660/","2023-12-06",25],["p","An explanation for the distribution characteristics of stock returns","arXiv · Other · A new model suggests that financial markets often underreact","/papers/arxiv/2312.02472/","2023-12-06",4],["p","Valuing Post-Revenue Biopharmaceutical Assets with Pfizer's Current Portfolio as a Case Study","arXiv · Portfolio & Allocation · The research introduces a new model for predicting future sa","/papers/arxiv/2312.02250/","2023-12-06",0],["p","Rough volatility: evidence from range volatility estimators","arXiv · Derivatives & Volatility · Range Volatility Estimators: The study further analyzes vola","/papers/arxiv/2312.01426/","2023-12-06",3],["p","Monotonic mean–deviation risk measures","arXiv · Other · Monotonic mean-deviation measures have been characterized fr","/papers/arxiv/2312.01034/","2023-12-06",3],["p","Decentralized Finance: Protocols, Risks, and Governance","arXiv · Crypto & DeFi · Protocols, Risks, Governance: The article discusses the bene","/papers/arxiv/2312.01018/","2023-12-06",22],["p","Investigate The ESG Score Methodology","arXiv · Derivatives & Volatility · The paper compares the predictive power of raw and aggregate","/papers/arxiv/2312.00202/","2023-12-06",1],["p","The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity","arXiv · Trading, Microstructure & Execution · The research analyzes the paradox of just-in-time (JIT) liqu","/papers/arxiv/2311.18164/","2023-12-06",15],["p","Market Misconduct in Decentralized Finance (DeFi): Analysis, Regulatory Challenges and Policy Implications","arXiv · Crypto & DeFi · The paper investigates the rise of blockchain and DeFi, pote","/papers/arxiv/2311.17715/","2023-12-06",3],["p","Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach","arXiv · Crypto & DeFi · The paper introduces an expectile-based approach to assess t","/papers/arxiv/2311.17239/","2023-12-06",3],["p","Scalable Extraction of Training Data from (Production) Language Models","Machine learning · LLMs & Text · The study shows that large amounts of training data can be e","/papers/arxiv/2311.17035/","2023-12-06",629],["p","Edge Directionality Improves Learning on Heterophilic Graphs","Machine learning · ML & AI Methods · The study presents Directed Graph Neural Network (Dir-GNN), ","/papers/arxiv/2305.10498/","2023-12-06",155],["p","Physics-informed convolutional transformer for predicting volatility surface","arXiv · Derivatives & Volatility · The paper presents a new architecture using physics-informed","/papers/arxiv/2209.10771/","2023-12-06",24],["p","Universalizing Weak Supervision","Machine learning · ML & AI Methods · The article introduces a universal technique for weak superv","/papers/arxiv/2112.03865/","2023-12-06",36],["p","Optimal Stopping via Randomized Neural Networks","arXiv · ML & AI Methods · The article highlights the benefits of using randomized neur","/papers/arxiv/2104.13669/","2023-12-06",49],["p","Disagreement of Disagreement","SSRN · Other · Investor Disagreement Proxies Assessment: The study introduc","/papers/ssrn/4647471/","2023-11-29",2],["p","What Is a Robust Stochastic Volatility Model","SSRN · Derivatives & Volatility · The article explores the use of stochastic volatility models","/papers/ssrn/4647027/","2023-11-29",2],["p","Machine Learning for Path-Dependent Contracts","SSRN · ML & AI Methods · The study introduces machine learning algorithms for pricing","/papers/ssrn/4646847/","2023-11-29",1],["p","Epistemic Limits of Empirical Finance: Causal Reductionism","SSRN · Econometrics & Forecasting · Causal Reductionism: The research criticizes the use of one-","/papers/ssrn/4646664/","2023-11-29",6],["p","Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging","SSRN · Derivatives & Volatility · The study compares Reinforcement Learning and Deep Trajector","/papers/ssrn/4645455/","2023-11-29",1],["p","Dynamic Portfolio Choice with Transaction Costs using Machine Learning","SSRN · Portfolio & Allocation · A new computational framework is introduced for solving dyna","/papers/ssrn/4642269/","2023-11-29",0],["p","Data-Driven Investment Strategies for Large-Cap Universe","SSRN · ML & AI Methods · A deep learning architecture has been used to create advance","/papers/ssrn/4641315/","2023-11-29",0],["p","Asset Returns in India: A Historical Survey, 2023 Inflation's Shadow","SSRN · Macro-Finance & Rates · Historical Survey 1992-2023: The paper examines the historic","/papers/ssrn/4641106/","2023-11-29",0],["p","Multi-Task Learning in Financial NLP","SSRN · LLMs & Text · Improvements in Financial NLP's Multitask Learning can be ac","/papers/ssrn/4640029/","2023-11-29",10],["p","Spoofing and Manipulating Order Books with Learning Algorithms","SSRN · Trading, Microstructure & Execution · The paper presents a model to test if a trading algorithm ca","/papers/ssrn/4639959/","2023-11-29",4],["p","A&I Trader: Integrating Industry Effect into Reinforcement Learning for Balanced Portfolio Management","SSRN · Trading, Microstructure & Execution · Reinforcement Learning for Portfolio Management: AI Trader, ","/papers/ssrn/4639685/","2023-11-29",0],["p","Frictions and Constraints in Intermediary Markets","SSRN · Trading, Microstructure & Execution · Arbitrage activity in various markets is affected by funding","/papers/ssrn/4638543/","2023-11-29",155],["p","Expected Mispricing","SSRN · ML & AI Methods · The paper introduces a new measure of expected mispricing at","/papers/ssrn/4638234/","2023-11-29",1],["p","Machine Learning for Asset Management","SSRN · Portfolio & Allocation · Machine Learning for Asset Management discusses the use of m","/papers/ssrn/4638186/","2023-11-29",0],["p","Shared Causal Manifolds for Risk Management","SSRN · Risk, Credit & Banking · A finance webinar presented a machine learning-based framewo","/papers/ssrn/4637990/","2023-11-29",0],["p","Insider Trading Detection with Big Data and Machine Learning","SSRN · Trading, Microstructure & Execution · A machine learning approach using account-level data can eff","/papers/ssrn/4637051/","2023-11-29",0],["p","Revamping Firm Fixed Effects Models with Machine Learning - New Evidence from Recovering the Missing R&D-Patent Relation","SSRN · ML & AI Methods · Using firm fixed effects in corporate finance research may n","/papers/ssrn/4636846/","2023-11-29",0],["p","Asset Pricing - Deep Structural Model","SSRN · Asset Pricing & Factors · The paper introduces a new modelling framework using machine","/papers/ssrn/4635478/","2023-11-29",0],["p","Yield Curve Attribution for Global Bonds","RePEc · Macro-Finance & Rates · The chapter outlines a yield curve-based method for attribut","/papers/repec/wsi-wschap-9789811272578-0012/","2023-11-29",3],["p","Factor Models in Bond Portfolios","RePEc · Portfolio & Allocation · The chapter highlights the use of factor models in understan","/papers/repec/wsi-wschap-9789811272578-0010/","2023-11-29",3],["p","Real Estate Appraisals: ML vs Traditional Methods","RePEc · ML & AI Methods · ML vs Traditional Methods: Research indicates that XGBoost, ","/papers/repec/spr-gjorer-v-9-y-2023-i-2-d-10-1365-s41056-022-00063-1/","2023-11-29",6],["p","Australian superannuation fund asset allocation","RePEc · Portfolio & Allocation · The paper analyzes the asset class switching behavior of Aus","/papers/repec/spr-annopr-v-330-y-2023-i-1-d-10-1007-s10479-022-04741-0/","2023-11-29",5],["p","Bitcoin Futures Forecasting with ML","RePEc · Crypto & DeFi · Machine learning algorithms have proven to be more effective","/papers/repec/spr-annopr-v-330-y-2023-i-1-d-10-1007-s10479-021-04205-x/","2023-11-29",3],["p","Optimization models for liquidity-constrained index tracking","RePEc · Trading, Microstructure & Execution · The article discusses two models for integrating liquidity c","/papers/repec/spr-annopr-v-330-y-2023-i-1-d-10-1007-s10479-021-04173-2/","2023-11-29",6],["p","Sentiment Difficulty in ABSA","RePEc · LLMs & Text · A study investigates sentence difficulty in aspect-based sen","/papers/repec/gam-jmathe-v-11-y-2023-i-22-p-4647-d-1280114/","2023-11-29",5],["p","Generative Machine Learning for Multivariate Equity Returns","arXiv · ML & AI Methods · The study uses machine learning techniques to model the retu","/papers/doi/10-1145-3604237-3626884/","2023-11-29",8],["p","Machine-learning regression methods for American-style path-dependent contracts","arXiv · ML & AI Methods · The paper presents a comparison of machine learning algorith","/papers/arxiv/2311.16762/","2023-11-29",1],["p","Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe","arXiv · Portfolio & Allocation · The study presents a method for creating synthetic datasets ","/papers/arxiv/2311.16004/","2023-11-29",1],["p","Application of Process Mining and Sequence Clustering in Recognizing an Industrial Issue","arXiv · Other · The paper uses process mining to address bottlenecks in indu","/papers/arxiv/2311.15362/","2023-11-29",0],["p","Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data","arXiv · Crypto & DeFi · The study uses Machine Learning and Natural Language Process","/papers/arxiv/2311.14759/","2023-11-29",29],["p","Deep State-Space Model for Predicting Cryptocurrency Price","arXiv · Crypto & DeFi · The research introduces a deep state-space model for predict","/papers/arxiv/2311.14731/","2023-11-29",0],["p","More is Better in Modern Machine Learning: when Infinite Overparameterization is Optimal and Overfitting is Obligatory","Machine learning · ML & AI Methods · Optimal Overparameterization: The paper offers theoretical s","/papers/arxiv/2311.14646/","2023-11-29",23],["p","Narratives from GPT-derived networks of news and a link to financial markets dislocations","arXiv · LLMs & Text · The study uses natural language processing and network analy","/papers/arxiv/2311.14419/","2023-11-29",5],["p","On Optimal Tracking Portfolio in Incomplete Markets: The Reinforcement Learning Approach","arXiv · Portfolio & Allocation · The paper uses capital injection to solve an optimal trackin","/papers/arxiv/2311.14318/","2023-11-29",15],["p","FinMem: A Performance-Enhanced LLM Trading Agent With Layered Memory and Character Design","arXiv · LLMs & Text · Performance-Enhanced Large Language Model Trading Agent: The","/papers/arxiv/2311.13743/","2023-11-29",266],["p","$\\sigma$-PCA: a building block for neural learning of identifiable linear transformations","Machine learning · ML & AI Methods · Unified Neural Model for PCA: The research proposes a unifie","/papers/arxiv/2311.13580/","2023-11-29",0],["p","High order universal portfolios","arXiv · Portfolio & Allocation · The research explores the properties of the Cover universal ","/papers/arxiv/2311.13564/","2023-11-29",0],["p","Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series","arXiv · Econometrics & Forecasting · The study examines the effectiveness of curriculum and imita","/papers/arxiv/2311.13326/","2023-11-29",5],["p","Provably Efficient High-Dimensional Bandit Learning with Batched Feedbacks","Machine learning · ML & AI Methods · The study presents a sample-efficient algorithm for high-dim","/papers/arxiv/2311.13180/","2023-11-29",3],["p","Optimality in Mean Estimation: Beyond Worst-Case, Beyond Sub-Gaussian, and Beyond 1+α Moments","Machine learning · Other · The research delves into the mean estimation problem, conclu","/papers/arxiv/2311.12784/","2023-11-29",9],["p","Heuristics for Detecting CoinJoin Transactions on the Bitcoin Blockchain","arXiv · Crypto & DeFi · The research explores CoinJoin, a method that combines multi","/papers/arxiv/2311.12491/","2023-11-29",14],["p","Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations","arXiv · ML & AI Methods · Quantum-inspired Nonlinear Galerkin Ansatz for High-dimensio","/papers/arxiv/2311.12239/","2023-11-29",0],["p","Novel exact solutions for PDEs with mixed boundary conditions","arXiv · Other · Exact Solutions: The research introduces new techniques for ","/papers/arxiv/2311.12177/","2023-11-29",0],["p","Banach-Tarski Embeddings and Transformers","Machine learning · ML & AI Methods · Interpretable Transformers: A novel method for embedding rec","/papers/arxiv/2311.09387/","2023-11-29",0],["p","In Search of Dispersed Memories: Generative Diffusion Models Are Associative Memory Networks","Machine learning · ML & AI Methods · Memory Mechanisms: Research indicates that generative diffus","/papers/arxiv/2309.17290/","2023-11-29",66],["p","A Comparison of Reinforcement Learning and Deep Trajectory Based Stochastic Control Agents for Stepwise Mean-Variance Hedging","arXiv · Derivatives & Volatility · The research compares the effectiveness of Reinforcement Lea","/papers/arxiv/2302.07996/","2023-11-29",5],["p","StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series","arXiv · LLMs & Text · Investor Sentiment: The article introduces StockEmotions, a ","/papers/arxiv/2301.09279/","2023-11-29",21],["p","Does Peer-Reviewed Research Help Predict Stock Returns?","arXiv · Asset Pricing & Factors · The research suggests that the predictability of cross-secti","/papers/arxiv/2212.10317/","2023-11-29",5],["p","VeriCompress: A Tool to Streamline the Synthesis of Verified Robust Compressed Neural Networks from Scratch","Machine learning · ML & AI Methods · Streamlining Verified Robust Compressed Neural Networks: Ver","/papers/arxiv/2211.09945/","2023-11-29",0],["p","Missing values handling for machine learning portfolios","arXiv · Portfolio & Allocation · The study shows that using cross-sectional means for simple ","/papers/arxiv/2207.13071/","2023-11-29",35],["p","Online Estimation and Optimization of Utility-Based Shortfall Risk","arXiv · Other · The paper proposes a stochastic gradient descent based algor","/papers/arxiv/2111.08805/","2023-11-29",7],["p","Topological properties of basins of attraction and expressiveness of width bounded neural networks","Machine learning · ML & AI Methods · A study has shown that autoencoders trained with standard SG","/papers/arxiv/2011.04923/","2023-11-29",0],["p","The Double-edged Sword of Data Mining: Implications on Asset Pricing and Information Efficiency","SSRN · Asset Pricing & Factors · The study challenges the belief that data mining always impr","/papers/ssrn/4633293/","2023-11-15",0],["p","Machine learning for IBNR frequencies in non-life reserving","SSRN · ML & AI Methods · The research introduces a machine learning model for predict","/papers/ssrn/4633059/","2023-11-15",0],["p","Machine Learning and the Cross-Section of Emerging Market Corporate Bond Returns","SSRN · Asset Pricing & Factors · Machine learning models considering nonlinearities and inter","/papers/ssrn/4632924/","2023-11-15",1],["p","Long-Term Volatility Shapes the Stock Market's Sensitivity to News","SSRN · LLMs & Text · US. macroeconomic news impacts the SP 500 more when long-ter","/papers/ssrn/4632733/","2023-11-15",2],["p","Dynamic conditional correlation analysis of green and grey investments: Evidence from energy ETFs","SSRN · Portfolio & Allocation · The research finds that green energy ETFs offer better diver","/papers/ssrn/4632706/","2023-11-15",0],["p","Editing Prioritization in Survey Data with Machine Learning","SSRN · ML & AI Methods · Machine learning is used to identify and correct errors in h","/papers/ssrn/4632471/","2023-11-15",0],["p","Asset Returns: Auto Debiased ML","SSRN · Asset Pricing & Factors · Auto Debiased ML: A new machine learning method has been dev","/papers/ssrn/4632395/","2023-11-15",0],["p","Volume Weighted Average Price (VWAP) The Holy Grail for Day Trading Systems","SSRN · Trading, Microstructure & Execution · The article introduces a day trading strategy based on Volum","/papers/ssrn/4631351/","2023-11-15",6],["p","The Demise of § 36(B) Litigation","SSRN · Portfolio & Allocation · The article debates the issue of mutual fund management fees","/papers/ssrn/4631232/","2023-11-15",0],["p","Mortgage Securitization and Information Frictions","SSRN · Other · The study presents a model of the U.S. housing finance syste","/papers/ssrn/4631028/","2023-11-15",0],["p","Chinese Capital Market Yearbook 2022","SSRN · Risk, Credit & Banking · The yearbook provides a comprehensive analysis of the return","/papers/ssrn/4630341/","2023-11-15",0],["p","Tracking Retail and Institutional Investors Activity in China","SSRN · Other · The paper proposes improvements to the order size algorithm ","/papers/ssrn/4630162/","2023-11-15",4],["p","Market Efficiency in Blockchain Marketplaces","SSRN · Crypto & DeFi · The research examines market efficiency in blockchain-enable","/papers/ssrn/4630078/","2023-11-15",0],["p","Meme Stocks and Individual Investor Trading: Evidence from Reddit Outages","SSRN · Trading, Microstructure & Execution · The predictability of retail order imbalance on future retur","/papers/ssrn/4629865/","2023-11-15",1],["p","Chinese Consumption Shocks and U.S. equity returns","SSRN · Asset Pricing & Factors · China's consumption risk significantly influences U.S. equit","/papers/ssrn/4629366/","2023-11-15",0],["p","FX Risk Management by Managers","SSRN · Risk, Credit & Banking · The article shares a survey of 110 corporate risk managers o","/papers/ssrn/4629233/","2023-11-15",0],["p","Predicting Stock Market Trends with Machine Learning: A Comprehensive Study","SSRN · ML & AI Methods · The article presents a study on the use of LSTM neural netwo","/papers/ssrn/4629045/","2023-11-15",2],["p","Relationship between deep hedging and delta hedging: leveraging a statistical arbitrage strategy","SSRN · Derivatives & Volatility · The research examines the link between deep and delta hedgin","/papers/ssrn/4628845/","2023-11-15",0],["p","Simulating Spread Dynamics for VaR & CVA","SSRN · Risk, Credit & Banking · A new model using a Gaussian one factor copula is suggested ","/papers/ssrn/4628754/","2023-11-15",0],["p","The Anatomy of Machine Learning-Based Portfolio Performance","SSRN · Portfolio & Allocation · The SPPC methodology can determine individual predictors' co","/papers/ssrn/4628462/","2023-11-15",0],["p","A Variational Autoencoder Approach to Conditional Generation of Possible Future Volatility Surfaces","SSRN · Derivatives & Volatility · The paper presents a new method for predicting future implie","/papers/ssrn/4628457/","2023-11-15",2],["p","Credit Sentiments in Conference Calls and Bond Market Returns","SSRN · LLMs & Text · Credit sentiments from conference calls affect bond market r","/papers/ssrn/4628305/","2023-11-15",0],["p","Salience Theory and Deep Learning in Energy Market Trading","SSRN · Trading, Microstructure & Execution · A trading system using salience theory and deep learning is ","/papers/ssrn/4628064/","2023-11-15",0],["p","Volatility Modeling with Neural Networks","SSRN · Derivatives & Volatility · A new neural network model is introduced for macroeconomic f","/papers/ssrn/4627773/","2023-11-15",0],["p","ETFs vs Mutual Funds: Liquidity & Performance","SSRN · Trading, Microstructure & Execution · Liquidity & Performance: The study suggests that ETFs may no","/papers/ssrn/4627766/","2023-11-15",0],["p","Global Equity Correlations and Currency Option-Implied Volatilities","RePEc · Derivatives & Volatility · The research finds that exchange rate option-implied volatil","/papers/repec/taf-eurjfi-v-29-y-2023-i-18-p-2128-2153/","2023-11-15",3],["p","Preferred REITs' Portfolio Enhancement Attributes","RePEc · Portfolio & Allocation · The research indicates that REIT preferred stocks offer sign","/papers/repec/kap-jrefec-v-67-y-2023-i-4-d-10-1007-s11146-021-09873-x/","2023-11-15",4],["p","Liquidation Strategies' Effects in Multi-Asset Market","RePEc · Trading, Microstructure & Execution · The paper reveals that certain algorithmic trading strategie","/papers/repec/kap-compec-v-62-y-2023-i-4-d-10-1007-s10614-022-10316-9/","2023-11-15",3],["p","Comparative Study of Methods to Identify Sensitive Parameters","RePEc · ML & AI Methods · The article discusses how supervised machine learning models","/papers/repec/ids-ijbsre-v-17-y-2023-i-6-p-636-658/","2023-11-15",2],["p","Diffusion Models for Earth Observation Use-cases: from cloud removal to urban change detection","Machine learning · ML & AI Methods · Cloud Removal and Urban Change Detection: Diffusion models i","/papers/doi/10-2760-46796/","2023-11-15",7],["p","Multi-Label Topic Model for Financial Textual Data","arXiv · LLMs & Text · The study introduces a multi-label topic model for financial","/papers/arxiv/2311.07598/","2023-11-15",1],["p","Enhancing actuarial non-life pricing models via transformers","arXiv · ML & AI Methods · The paper presents new methods to improve non-life actuarial","/papers/arxiv/2311.07597/","2023-11-15",13],["p","GPT-4V(ision) as A Social Media Analysis Engine","Machine learning · LLMs & Text · The study examines the abilities of Large Multimodal Models ","/papers/arxiv/2311.07547/","2023-11-15",0],["p","Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study","arXiv · Derivatives & Volatility · The practical use of Deep PDE solvers for option pricing is ","/papers/arxiv/2311.07231/","2023-11-15",2],["p","A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options","arXiv · Derivatives & Volatility · Deep Kernel Learning and variational inference are used to i","/papers/arxiv/2311.07211/","2023-11-15",5],["p","The Impact of Generative Artificial Intelligence on Market Equilibrium: Evidence from a Natural Experiment","arXiv · ML & AI Methods · Boosting Market Prosperity and Dismissing Depression Concern","/papers/arxiv/2311.07071/","2023-11-15",2],["p","Centralised or Decentralised? Data Analysis of Transaction Network of Hedera Hashgraph","arXiv · Other · The study shows that Hedera Hashgraph platform has high weal","/papers/arxiv/2311.06865/","2023-11-15",3],["p","The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader","arXiv · Trading, Microstructure & Execution · The QLBS model is expanded to include a large trader's impac","/papers/arxiv/2311.06790/","2023-11-15",3],["p","Withdrawal success optimization","arXiv · Portfolio & Allocation · The likelihood of completing a specific investment and withd","/papers/arxiv/2311.06665/","2023-11-15",1],["p","Portfolio diversification with varying investor abilities","arXiv · Portfolio & Allocation · New mathematical techniques are used to determine the optima","/papers/arxiv/2311.06519/","2023-11-15",3],["p","Smart Agent-Based Modeling: On the Use of Large Language Models in Computer Simulations","arXiv · LLMs & Text · The paper introduces Smart Agent-Based Modeling (SABM), a ne","/papers/arxiv/2311.06330/","2023-11-15",22],["p","Data Contamination Quiz: A Tool to Detect and Estimate Contamination in Large Language Models","Machine learning · LLMs & Text · The paper introduces the Data Contamination Quiz, a method f","/papers/arxiv/2311.06233/","2023-11-15",61],["p","Greedy PIG: Adaptive Integrated Gradients","Machine learning · ML & AI Methods · Feature Attribution: The authors suggest a unified discrete ","/papers/arxiv/2311.06192/","2023-11-15",0],["p","Price-mediated contagion with endogenous market liquidity","arXiv · Trading, Microstructure & Execution · The study presents a framework to understand price-mediated ","/papers/arxiv/2311.05977/","2023-11-15",2],["p","Optimal dividend strategies for a catastrophe insurer","arXiv · Corporate Finance · The research examines the optimal payout of dividends from a","/papers/arxiv/2311.05781/","2023-11-15",4],["p","Advancing Algorithmic Trading: A Multi-Technique Enhancement of Deep Q-Network Models","arXiv · Trading, Microstructure & Execution · The research enhances a Deep Q-Network trading model using a","/papers/arxiv/2311.05743/","2023-11-15",4],["p","A Coefficient Makes SVRG Effective","Machine learning · ML & AI Methods · The article introduces α-SVRG, a new method for optimizing n","/papers/arxiv/2311.05589/","2023-11-15",8],["p","Outlier-Robust Wasserstein DRO","Machine learning · Other · The research introduces an outlier-robust framework for deci","/papers/arxiv/2311.05573/","2023-11-15",26],["p","Intermediating DFMM Asset (IDA)","arXiv · Other · Tradeable Unit in Cross-Chain Finance: The paper investigate","/papers/arxiv/2311.05234/","2023-11-15",0],["p","Survival Instinct in Offline Reinforcement Learning","Machine learning · ML & AI Methods · Survival: Offline reinforcement learning algorithms can stil","/papers/arxiv/2306.03286/","2023-11-15",26],["p","A Unified Framework for Fast Large-Scale Portfolio Optimization","arXiv · Portfolio & Allocation · A new large-scale portfolio optimization framework, using sh","/papers/arxiv/2303.12751/","2023-11-15",6],["p","Price Interpretability of Prediction Markets: A Convergence Analysis","arXiv · Other · A study proposes a multivariate utility-based mechanism for ","/papers/arxiv/2205.08913/","2023-11-15",1],["p","Inventories, Demand Shocks Propagation and Amplification in Supply Chains","arXiv · Other · Research shows that the position of industries in supply cha","/papers/arxiv/2205.03862/","2023-11-15",5],["p","Design-Robust Two-Way-Fixed-Effects Regression For Panel Data","arXiv · Econometrics & Forecasting · A new estimator for average causal effects in binary treatme","/papers/arxiv/2107.13737/","2023-11-15",0],["p","Machine Learning for Insolvency Prediction in Insurance","SSRN · Risk, Credit & Banking · A new machine learning algorithm, SANN, is used to predict i","/papers/ssrn/4626405/","2023-11-08",0],["p","Corporate Culture and Takeover Vulnerability: Evidence from Machine Learning and Earnings Conference Calls","SSRN · ML & AI Methods · Research using machine learning indicates that the threat of","/papers/ssrn/4626185/","2023-11-08",2],["p","Common Ownership of Stocks & the Low Volatility Anomaly","SSRN · Derivatives & Volatility · The study shows that the low volatility anomaly in stock pri","/papers/ssrn/4626091/","2023-11-08",0],["p","Global Macro and Managed Futures Hedge Fund Strategies: Portfolio Differentiators?","SSRN · Derivatives & Volatility · The research evaluates the performance of hedge funds, espec","/papers/ssrn/4625978/","2023-11-08",0],["p","Efficient Simulation for Derivative Pricing","SSRN · Derivatives & Volatility · The article introduces a new simulation-based method for pri","/papers/ssrn/4625397/","2023-11-08",17],["p","Estimating Leverage Effect and Volatility of Volatility in the Presence of Jumps, Microstructure Noise and Irregular Observation Times","SSRN · Derivatives & Volatility · The article presents new methods for estimating leverage eff","/papers/ssrn/4625351/","2023-11-08",0],["p","On the Kelly Criterion in Stock Investment","SSRN · Portfolio & Allocation · A paper suggests using the Kelly criterion and Monte Carlo s","/papers/ssrn/4625295/","2023-11-08",0],["p","Bayesian Data Imputation: Missing Data Filling","SSRN · Econometrics & Forecasting · Missing Data Filling: The article highlights the role of dat","/papers/ssrn/4625229/","2023-11-08",37],["p","Optimal Valuation Ratio: Forward Price Ratios","SSRN · Econometrics & Forecasting · Forward Price Ratios: The research criticizes the use of tra","/papers/ssrn/4625138/","2023-11-08",0],["p","Volatility Timing with ETF Options","SSRN · Derivatives & Volatility · The study finds that hedge funds' positions in ETF options p","/papers/ssrn/4625085/","2023-11-08",0],["p","Trading with Concave Price Impact and Impact Decay - Theory and Evidence","SSRN · Trading, Microstructure & Execution · The research examines statistical arbitrage issues, taking i","/papers/ssrn/4625040/","2023-11-08",14],["p","Interactions in Asset Pricing: Predictors & Returns","SSRN · Asset Pricing & Factors · Predictors & Returns: The research suggests that future stoc","/papers/ssrn/4624629/","2023-11-08",98],["p","Quanto Credit Default Swaps Theory, Pricing & Practice","SSRN · Risk, Credit & Banking · The paper examines Quanto Credit Default Swaps, a financial ","/papers/ssrn/4624435/","2023-11-08",0],["p","Angels or Sinners? Exploring the Halo Effect in ESG Investing in Indian Equities","SSRN · Other · A study of 700 Indian companies shows no significant link be","/papers/ssrn/4624179/","2023-11-08",1],["p","Volatility Disagreement and Equilibrium Volatility Trading","SSRN · Derivatives & Volatility · A model is created to understand how investors' disagreement","/papers/ssrn/4624158/","2023-11-08",0],["p","Assessing the Efficacy of Sector Portfolio HRP: A Comparative Study of Performance and Risk Metrics against the MSCI ACWI","SSRN · Portfolio & Allocation · Performance and Risk Metrics: A diversified portfolio strate","/papers/ssrn/4623991/","2023-11-08",0],["p","Machine Learning Execution Time in Asset Pricing","SSRN · Trading, Microstructure & Execution · The research analyzes the execution time of machine learning","/papers/ssrn/4623947/","2023-11-08",0],["p","Volatility Transformers: an optimal transport-inspired approach to arbitrage-free shaping of implied volatility surfaces","SSRN · Derivatives & Volatility · Arbitrage-Free Volatility Surfaces: The paper presents a fra","/papers/ssrn/4623940/","2023-11-08",3],["p","Investor Risk Appetite and High-Beta Stock Valuation Analysis","SSRN · Macro-Finance & Rates · The study reveals a pattern in high-beta stock returns aroun","/papers/ssrn/4623331/","2023-11-08",0],["p","Commodity Sectors and Factor Investment Strategies","SSRN · Derivatives & Volatility · The study explores the impact of commodity sectors on commod","/papers/ssrn/4622974/","2023-11-08",0],["p","Corporate Bonds: Momentum Spillovers","SSRN · Asset Pricing & Factors · Momentum Spillovers: The article uncovers momentum spillover","/papers/ssrn/4622610/","2023-11-08",0],["p","Identifying Dominance Regimes in the Euro Area with Machine Learning","SSRN · ML & AI Methods · Machine learning has identified periods of fiscal dominance ","/papers/ssrn/4622203/","2023-11-08",0],["p","An Alternate Approach For Estimation Of Generalized Regression Parameters Using Maclaurin Series In Conjunction with Newton Raphson’s Method","SSRN · Derivatives & Volatility · Regression Parameter Estimation: The article presents a new ","/papers/ssrn/4621745/","2023-11-08",0],["p","Strategic Investors and Exchange Rate Dynamics","SSRN · Macro-Finance & Rates · A study shows that exchange rate dynamics are affected by th","/papers/ssrn/4621461/","2023-11-08",0],["p","Market Volatility and the Trend Factor","SSRN · Derivatives & Volatility · The paper explores the link between stock market volatility ","/papers/ssrn/4621388/","2023-11-08",0],["p","Signal Quality's Role in Stock Market Volatility Prediction","RePEc · Derivatives & Volatility · A study finds that high-quality political signals can predic","/papers/repec/wly-jforec-v-42-y-2023-i-8-p-2307-2321/","2023-11-08",3],["p","Risk-Based Certification for Machine Learning with Continuous Auditing","RePEc · ML & AI Methods · The second article introduces a Continuous Audit-Based Certi","/papers/repec/spr-trosos-v-17-y-2023-i-2-d-10-1007-s12626-023-00148-w/","2023-11-08",2],["p","Newsvendor Problem: High-Dimensional Data and Mixed-Frequency Method","RePEc · ML & AI Methods · High-Dimensional Data and Mixed-Frequency Method: The first ","/papers/repec/eee-proeco-v-266-y-2023-i-c-s0925527323002748/","2023-11-08",5],["p","Deep Learning Model for Newsvendor Problem with Textual Review Data","RePEc · LLMs & Text · The article talks about a new inventory management framework","/papers/repec/eee-proeco-v-265-y-2023-i-c-s0925527323002487/","2023-11-08",3],["p","Belief-Based Momentum Indicator and Volatility Predictability in China's Equity Market","RePEc · Derivatives & Volatility · Research shows a belief-based momentum indicator can predict","/papers/repec/eee-intfin-v-88-y-2023-i-c-s1042443123001245/","2023-11-08",3],["p","Time-Variation in Effects on Portfolio Flows","RePEc · Portfolio & Allocation · The research examines the relative significance of push and ","/papers/repec/eee-dyncon-v-156-y-2023-i-c-s0165188923001628/","2023-11-08",2],["p","On an Optimal Stopping Problem with a Discontinuous Reward","arXiv · Other · The study investigates the optimal stopping issue in pricing","/papers/doi/10-13140-rg-2-2-36565-40160/","2023-11-08",2],["p","Joint model for longitudinal and spatio-temporal survival data","arXiv · Risk, Credit & Banking · Longitudinal and Spatio-Temporal Survival Model: The Spatio-","/papers/arxiv/2311.04008/","2023-11-08",4],["p","Bubble economics","arXiv · Asset Pricing & Factors · Nonstationary Phenomenon: The article discusses the theory o","/papers/arxiv/2311.03638/","2023-11-08",43],["p","Uni-O4: Unifying Online and Offline Deep Reinforcement Learning with Multi-Step On-Policy Optimization","Machine learning · ML & AI Methods · Unifying RL: Uni-o4 is a novel method that merges offline an","/papers/arxiv/2311.03351/","2023-11-08",39],["p","Risk of Transfer Learning and its Applications in Finance","arXiv · ML & AI Methods · The paper discusses the concept of transfer risk in transfer","/papers/arxiv/2311.03283/","2023-11-08",10],["p","Relative Arbitrage Opportunities in an Extended Mean Field System","arXiv · Trading, Microstructure & Execution · The article presents a theoretical model to analyze arbitrag","/papers/arxiv/2311.02690/","2023-11-08",6],["p","Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance","arXiv · Crypto & DeFi · The article studies how decentralization in blockchain-based","/papers/arxiv/2311.02434/","2023-11-08",0],["p","Reproducible parameter inference using bagged posteriors","Machine learning · Econometrics & Forecasting · The BayesBag study introduces a technique of applying baggin","/papers/arxiv/2311.02019/","2023-11-08",5],["p","Maximizing Portfolio Predictability with Machine Learning","arXiv · Portfolio & Allocation · Portfolio Predictability Maximization using ML: A stock port","/papers/arxiv/2311.01985/","2023-11-08",3],["p","Idempotent Generative Network","Machine learning · ML & AI Methods · A new generative modeling method is suggested, using an idem","/papers/arxiv/2311.01462/","2023-11-08",29],["p","PPI++: Efficient Prediction-Powered Inference","Machine learning · ML & AI Methods · Efficient Inference: PPI++ is a new approach that utilizes a","/papers/arxiv/2311.01453/","2023-11-08",143],["p","TopicGPT: A Prompt-based Topic Modeling Framework","Machine learning · LLMs & Text · TopicGPT, a new framework, is introduced that uses large lan","/papers/arxiv/2311.01449/","2023-11-08",0],["p","Contrastive Moments: Unsupervised Halfspace Learning in Polynomial Time","Machine learning · ML & AI Methods · UHL: A new algorithm is introduced that can learn high-dimen","/papers/arxiv/2311.01435/","2023-11-08",1],["p","Tailoring Mixup to Data for Calibration","Machine learning · Other · A novel data augmentation technique is proposed that adjusts","/papers/arxiv/2311.01434/","2023-11-08",8],["p","Power law in Sandwiched Volterra Volatility model","arXiv · Derivatives & Volatility · Power Law in Volterra Volatility Model: The Sandwiched Volte","/papers/arxiv/2311.01228/","2023-11-08",2],["p","On Finding Bi-objective Pareto-optimal Fraud Prevention Rule Sets for Fintech Applications","arXiv · Other · The paper introduces PORS, a heuristic-based framework for f","/papers/arxiv/2311.00964/","2023-11-08",1],["p","CodeFusion: A Pre-trained Diffusion Model for Code Generation","Machine learning · ML & AI Methods · Model for Code Generation: CodeFusion is a new model for gen","/papers/arxiv/2310.17680/","2023-11-08",62],["p","Transport meets Variational Inference: Controlled Monte Carlo Diffusions","Machine learning · ML & AI Methods · The paper introduces a new framework for sampling and genera","/papers/arxiv/2307.01050/","2023-11-08",22],["p","Explainable representation learning of small quantum states","Machine learning · ML & AI Methods · The research examines the learned representation of a genera","/papers/arxiv/2306.05694/","2023-11-08",15],["p","Optimal Liquidation with High Risk Aversion in the Almgren--Chriss Model: A Case Study","arXiv · Trading, Microstructure & Execution · The research investigates the Bachelier model with linear pr","/papers/arxiv/2301.01555/","2023-11-08",1],["p","Multimodal Generative Models for Bankruptcy Prediction Using Textual Data","arXiv · LLMs & Text · The research presents multimodal learning in bankruptcy pred","/papers/arxiv/2211.08405/","2023-11-08",3],["p","Coarse Wage-Setting and Behavioral Firms","arXiv · Corporate Finance · The study suggests that companies that set salaries at round","/papers/arxiv/2206.01114/","2023-11-08",3],["p","Deep self-consistent learning of local volatility","arXiv · Derivatives & Volatility · The paper presents a new algorithm that uses deep self-consi","/papers/arxiv/2201.07880/","2023-11-08",3],["p","ETF Closures: Inaction for Investors?","SSRN · Portfolio & Allocation · Inaction for Investors?: Research indicates smaller Exchange","/papers/ssrn/4620553/","2023-11-02",12],["p","Smart Beta ETFs & Increased Flow Sensitivity to Multi-Factor Alphas","SSRN · Portfolio & Allocation · Smart beta ETFs trading activity significantly impacts mutua","/papers/ssrn/4620486/","2023-11-02",0],["p","Cost of Capital: Cross-Sectional Analysis","SSRN · Asset Pricing & Factors · Cross-Sectional Analysis: Research spanning 20 years across ","/papers/ssrn/4620204/","2023-11-02",0],["p","Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets","SSRN · Trading, Microstructure & Execution · The potential existence of algorithmic trading can impact hu","/papers/ssrn/4620189/","2023-11-02",3],["p","Projected Fuzzy C-Means Algorithm","SSRN · ML & AI Methods · The article proposes a new algorithm for high-dimensional da","/papers/ssrn/4619454/","2023-11-02",0],["p","US. Treasuries: Liquidity Premiums and Results","SSRN · Trading, Microstructure & Execution · Liquidity Premiums and Results: A new model of U.S. Treasuri","/papers/ssrn/4619340/","2023-11-02",0],["p","Interpretive Earnings Forecasts via Machine Learning: A High-Dimensional Financial Statement Data Approach","SSRN · Econometrics & Forecasting · Using machine learning models and comprehensive Compustat fi","/papers/ssrn/4619313/","2023-11-02",2],["p","Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation","SSRN · Derivatives & Volatility · A proposal suggests using Bitcoin-denominated derivatives co","/papers/ssrn/4619038/","2023-11-02",0],["p","The Common Factor in Volatility Risk Premia","SSRN · Derivatives & Volatility · Firm-level volatility risk premium has a strong factor struc","/papers/ssrn/4618943/","2023-11-02",0],["p","About Interest of Credits With Public Data and Regional Disparities","SSRN · Risk, Credit & Banking · The paper discusses the use of Google Trends for analyzing c","/papers/ssrn/4618881/","2023-11-02",0],["p","Global Uncertainties and Emerging Market Sectors","SSRN · Other · A study finds a significant link between global financial un","/papers/ssrn/4618546/","2023-11-02",0],["p","Equity and Credit Index Options: Risk & Return Analysis","SSRN · Derivatives & Volatility · Risk & Return Analysis: A new credit risk model accurately p","/papers/ssrn/4618313/","2023-11-02",0],["p","Levered ETF Rebalancing: Market Volatility Impact","SSRN · Derivatives & Volatility · Market Volatility Impact: The study reveals that the interac","/papers/ssrn/4617640/","2023-11-02",0],["p","VolGAN: Realistic Volatility Surfaces","SSRN · Derivatives & Volatility · Realistic Volatility Surfaces: VolGAN, a new model that can ","/papers/ssrn/4617536/","2023-11-02",34],["p","New Tests of the Theory of Storage and the Theory of Normal Backwardation: Time and Frequency Dimensions","SSRN · Derivatives & Volatility · A study of the oil futures market from 1986 to 2020 reveals ","/papers/ssrn/4617533/","2023-11-02",0],["p","Portfolio Diversification Including Art as an Alternative Asset","SSRN · Portfolio & Allocation · Art and collectibles can act as alternative assets for portf","/papers/ssrn/4617318/","2023-11-02",1],["p","KMeans Initialization","SSRN · ML & AI Methods · The article highlights the role of clustering in data mining","/papers/ssrn/4616032/","2023-11-02",0],["p","Indian Mutual Funds Performance Analysis","SSRN · Portfolio & Allocation · The study examines the performance and risk characteristics ","/papers/ssrn/4615710/","2023-11-02",0],["p","Climate Risk and Financial Markets: The Case of Green Derivatives","SSRN · Derivatives & Volatility · The EU Green Deal aims to make Europe carbon-neutral by 2050","/papers/ssrn/4615427/","2023-11-02",1],["p","Private Equity Investment & Liquidity Shocks","SSRN · Trading, Microstructure & Execution · Private equity investment outcomes can be influenced by inve","/papers/ssrn/4615423/","2023-11-02",0],["p","ETFs and Market Efficiency","SSRN · Portfolio & Allocation · Capital constraints on intermediaries can affect the pricing","/papers/ssrn/4615092/","2023-11-02",73],["p","High Frequency Analysis of Bitcoin Volume-Volatility","arXiv · Crypto & DeFi · Research shows that unexpected trading volume is the key fac","/papers/ssrn/4615028/","2023-11-02",0],["p","Bond Funds and Liquidity Provision","SSRN · Trading, Microstructure & Execution · Changes in regulations have moved profits from liquidity pro","/papers/ssrn/4614945/","2023-11-02",4],["p","Investor Returns: Market-Based Statistics","SSRN · Econometrics & Forecasting · Market-Based Statistics: The study presents three market-bas","/papers/ssrn/4614148/","2023-11-02",5],["p","Batch-Stochastic Sub-Gradient Method for Non-Smooth Loss Functions","SSRN · ML & AI Methods · The new machine learning method, Batchstochastic Subgradient","/papers/ssrn/4614051/","2023-11-02",0],["p","Bond-Commodity Volatility Spillover & Global Liquidity Risk","RePEc · Derivatives & Volatility · Research reveals significant volatility spillovers between g","/papers/repec/voj-journl-v-70-y-2023-i-1-p-71-100-id-604/","2023-11-02",4],["p","Explainable AI Reveals Bond Excess Return Determinants","RePEc · Macro-Finance & Rates · The SHapley Additive exPlanations technique is used in a pap","/papers/repec/spr-jbecon-v-93-y-2023-i-9-d-10-1007-s11573-023-01149-5/","2023-11-02",4],["p","Performance of Actively Managed ETFs","RePEc · Portfolio & Allocation · A study from 2018-2021 reveals that actively managed Exchang","/papers/repec/mfa-journl-v-30-y-2022-i-2-p-39-61/","2023-11-02",3],["p","Deeper Hedging: A New Agent-based Model for Effective Deep Hedging","arXiv · Derivatives & Volatility · The Chiarella-Heston model, an advanced agent-based model, e","/papers/doi/10-1145-3604237-3626913/","2023-11-02",14],["p","Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study","arXiv · Other · A research study identifies 13 key investment characteristic","/papers/doi/10-1109-ieem44572-2019-8978725/","2023-11-02",1],["p","Optimal fees in hedge funds with first-loss compensation","arXiv · Derivatives & Volatility · The research suggests alternative fee schemes for hedge fund","/papers/doi/10-1016-j-jbankfin-2020-105884/","2023-11-02",3],["p","From the Top Down: Does Corruption Affect Performance?","arXiv · Corporate Finance · The study investigates the effect of managerial corruption o","/papers/arxiv/2310.20028/","2023-11-02",2],["p","Robust Estimation of Realized Correlation: New Insights about Intraday Fluctuations in Market Betas","arXiv · Trading, Microstructure & Execution · A new method for analyzing high-frequency financial data sho","/papers/arxiv/2310.19992/","2023-11-02",2],["p","Characteristics of price related fluctuations in Non-Fungible Token (NFT) market","arXiv · Crypto & DeFi · Statistical Properties: The study shows that the Non-fungibl","/papers/arxiv/2310.19747/","2023-11-02",15],["p","Law-invariant return and star-shaped risk measures","arXiv · Risk, Credit & Banking · The paper introduces new characterizations for law-invariant","/papers/arxiv/2310.19552/","2023-11-02",16],["p","Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict","arXiv · Other · A study using visibility graph methodology examines the effe","/papers/arxiv/2310.18903/","2023-11-02",1],["p","Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method","arXiv · Risk, Credit & Banking · The article proposes a two-step nonparametric estimation met","/papers/arxiv/2310.18658/","2023-11-02",0],["p","TabR: Tabular Deep Learning Meets Nearest Neighbors","arXiv · ML & AI Methods · Tabular DL Meets Nearest Neighbors: TabR, a new deep learnin","/papers/arxiv/2307.14338/","2023-11-02",119],["p","An Empirical Analysis of Optimal Nonlinear Pricing","arXiv · ML & AI Methods · A paper proposes a method to calculate the best price schedu","/papers/arxiv/2302.11643/","2023-11-02",1],["p","A Levy-Driven Ornstein-Uhlenbeck Process for the Valuation of Credit Index Swaptions","arXiv · Derivatives & Volatility · A Levy-driven Ornstein-Uhlenbeck process is proposed to mode","/papers/arxiv/2301.05332/","2023-11-02",0],["p","On parametric optimal execution and machine learning surrogates","arXiv · Trading, Microstructure & Execution · A study introduces a numerical algorithm using dynamic progr","/papers/arxiv/2204.08581/","2023-11-02",4],["p","Model Aggregation for Risk Evaluation and Robust Optimization","arXiv · Risk, Credit & Banking · The model aggregation (MA) approach is a new method for risk","/papers/arxiv/2201.06370/","2023-11-02",17],["p","Online estimation and community detection of network point processes for event streams","arXiv · Other · The research introduces a fast online variational inference ","/papers/arxiv/2009.01742/","2023-11-02",4],["p","A General Framework on Enhancing Portfolio Management with Reinforcement Learning","arXiv · Portfolio & Allocation · A reinforcement learning framework for portfolio management ","/papers/arxiv/1911.11880/","2023-11-02",7],["p","Carbon Risk Management & Credit Default Swaps","SSRN · Risk, Credit & Banking · Firms with robust carbon risk management have lower credit d","/papers/ssrn/4611661/","2023-10-25",0],["p","Forecasting Transportation Demand in the U.S. Market","SSRN · Econometrics & Forecasting · The study forecasts U.S. domestic transportation demand usin","/papers/ssrn/4611277/","2023-10-25",0],["p","Do Investors Learn from Prices to Form Beliefs? Evidence from the Securities Lending Market","SSRN · Other · A new study suggests investors often overestimate their know","/papers/ssrn/4611162/","2023-10-25",0],["p","Liquidity and Fundamental Risks in a Search Economy","SSRN · Trading, Microstructure & Execution · The paper indicates that liquidity can affect a firm's decis","/papers/ssrn/4610562/","2023-10-25",0],["p","Segmented Market Strategic Arbitrage","SSRN · Trading, Microstructure & Execution · The article suggests a model where arbitrageurs selectively ","/papers/ssrn/4610554/","2023-10-25",0],["p","Bitcoin, Sentiment Analysis and the Efficient Market Hypothesis: A Machine Learning Approach","arXiv · Crypto & DeFi · Machine learning models used to predict Bitcoin trends suppo","/papers/ssrn/4610497/","2023-10-25",0],["p","Machine Learning in Insurance Claims Forecasting","SSRN · Risk, Credit & Banking · A novel approach to insurance claims forecasting is introduc","/papers/ssrn/4610457/","2023-10-25",0],["p","Forecasting Inflation Spikes with Machine Learning","SSRN · Macro-Finance & Rates · A study using machine learning predicts spikes in the U.S. i","/papers/ssrn/4610424/","2023-10-25",1],["p","Economics of Voluntary Portfolio Disclosure","SSRN · Portfolio & Allocation · Mutual funds often willingly reveal their portfolio holdings","/papers/ssrn/4610422/","2023-10-25",0],["p","Volatility & Pricing Kernel","SSRN · Derivatives & Volatility · The study shows that negative stock market returns have a gr","/papers/ssrn/4610387/","2023-10-25",0],["p","The Economics of Wash Trading","arXiv · Trading, Microstructure & Execution · Wash Trading: The study reveals a complex interplay between ","/papers/ssrn/4610162/","2023-10-25",2],["p","COVID Equity Tail Protection Strategies","SSRN · Other · The article discusses the pros and cons of three risk mitiga","/papers/ssrn/4610153/","2023-10-25",0],["p","Cluster-Enhanced IV Portfolios","SSRN · Portfolio & Allocation · The paper proposes a new method for portfolio construction, ","/papers/ssrn/4610075/","2023-10-25",0],["p","Optimizing Levenberg-Marquardt Hyperparameters","SSRN · ML & AI Methods · The effectiveness of the Levenberg-Marquardt algorithm in so","/papers/ssrn/4610057/","2023-10-25",0],["p","Development of a Recommendation News Generator Based on Machine Learning","SSRN · LLMs & Text · A machine learning-based recommendation system can improve n","/papers/ssrn/4609841/","2023-10-25",0],["p","Bank Failures & Optimization Errors","SSRN · Risk, Credit & Banking · The paper attributes the three largest bank failures since 2","/papers/ssrn/4609719/","2023-10-25",0],["p","Asset Allocation with Clustered EF Coefficients","SSRN · Portfolio & Allocation · A new asset allocation model using a Markov process has been","/papers/ssrn/4609682/","2023-10-25",0],["p","Aggregate Net Fund Redemptions and Liquidity of Stocks Holding","SSRN · Trading, Microstructure & Execution · Mutual fund investor withdrawals can adversely affect the li","/papers/ssrn/4609248/","2023-10-25",0],["p","Sustainability Bonds & Market Reaction","SSRN · Macro-Finance & Rates · The research finds that the market reaction to sustainabilit","/papers/ssrn/4608606/","2023-10-25",0],["p","FinDKG: Dynamic Knowledge Graph with Large Language Models for Global Finance","SSRN · LLMs & Text · The study presents a new use of dynamic Knowledge Graphs in ","/papers/ssrn/4608445/","2023-10-25",20],["p","Smart Beta Performance: US vs. EM","SSRN · Other · US vs. EM: Research shows that US large-cap equity Smart Bet","/papers/ssrn/4608423/","2023-10-25",0],["p","Dynamic Minimum Variance Portfolio Models","SSRN · Portfolio & Allocation · A new dynamic minimum variance portfolio model is presented,","/papers/ssrn/4608270/","2023-10-25",0],["p","Does Heterogeneity in Risk Aversion Imply a Downward-Sloping Equity Term Structure?","SSRN · Macro-Finance & Rates · The study explores a two-agent model's ability to explain eq","/papers/ssrn/4608133/","2023-10-25",0],["p","Dynamics of US Economy's Frequency and Connectivity","SSRN · Derivatives & Volatility · A study indicates that the US economy's connectivity is grea","/papers/ssrn/4607668/","2023-10-25",0],["p","A New Closed-Form Discrete-Time Option Pricing Model with Stochastic Volatility","SSRN · Derivatives & Volatility · A new option pricing model with stochastic volatility is int","/papers/ssrn/4607397/","2023-10-25",1],["p","Assessing Network Risk with FRM in Cryptos","SSRN · Crypto & DeFi · The Financial Risk Meter uses quantile-LASSO regression to i","/papers/ssrn/4606863/","2023-10-25",0],["p","Risk Premia in European Sovereign Bonds: The Information in Long-Term Rates","SSRN · Asset Pricing & Factors · The research uses a stochastic volatility model to estimate ","/papers/ssrn/4606828/","2023-10-25",0],["p","Long-Term Yields & Short-Term Risk","SSRN · Derivatives & Volatility · Long-term interest rates can enhance the precision of risk p","/papers/ssrn/4606821/","2023-10-25",55],["p","Bitcoin's Economic Value: Volatility Timing","arXiv · Crypto & DeFi · Volatility Timing: A study suggests Bitcoin outperforms gold","/papers/ssrn/4606787/","2023-10-25",1],["p","Valuation and hedging of cryptocurrency inverse options: with backtest simulations using Deribit options data","SSRN · Crypto & DeFi · Inverse options, highly traded in the crypto market, perform","/papers/ssrn/4606748/","2023-10-25",2],["p","Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation","arXiv · Derivatives & Volatility · The paper presents a machine learning model that uses an inv","/papers/doi/10-1145-3604237-3626870/","2023-10-25",0],["p","Urban wireless traffic evolution: the role of new devices and the effect of policy","arXiv · Other · Devices and Policy Impact: The article explores the growth o","/papers/doi/10-1016-j-telpol-2023-102595/","2023-10-25",5],["p","Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series","arXiv · Econometrics & Forecasting · The paper outlines a successful method for point and probabi","/papers/doi/10-1016-j-ijforecast-2022-01-001/","2023-10-25",17],["p","What Algorithms can Transformers Learn? A Study in Length Generalization","Machine learning · ML & AI Methods · The study suggests that Transformers can demonstrate strong ","/papers/arxiv/2310.16028/","2023-10-25",219],["p","The Quantum Tortoise and the Classical Hare: A simple framework for understanding which problems quantum computing will accelerate (and which it will not)","arXiv · Other · Assessing Quantum Computing Benefits: The research suggests ","/papers/arxiv/2310.15505/","2023-10-25",10],["p","Cognitive Energy Cost of Informed Decisions","arXiv · Other · The paper introduces a measure of cognitive energy cost in b","/papers/arxiv/2310.15082/","2023-10-25",0],["p","Reconciling Open Interest with Traded Volume in Perpetual Swaps","arXiv · Crypto & DeFi · Research shows that major derivatives exchanges often inaccu","/papers/arxiv/2310.14973/","2023-10-25",0],["p","Topological Portfolio Selection and Optimization","arXiv · Portfolio & Allocation · The paper suggests the use of Statistically Robust Informati","/papers/arxiv/2310.14881/","2023-10-25",8],["p","A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market","arXiv · Portfolio & Allocation · The chapter evaluates and compares the MVP, HRP, and HERC po","/papers/arxiv/2310.14748/","2023-10-25",1],["p","Beyond VaR and CVaR: Topological Risk Measures in Financial Markets","arXiv · Other · The article presents a new method for financial risk assessm","/papers/arxiv/2310.14604/","2023-10-25",0],["p","Analysis of the RMM-01 Market Maker","arXiv · Trading, Microstructure & Execution · The study investigates a time-dependent Constant Function Ma","/papers/arxiv/2310.14320/","2023-10-25",0],["p","Unwinding Stochastic Order Flow: When to Warehouse Trades","arXiv · Other · The study investigates strategies for managing stochastic or","/papers/arxiv/2310.14144/","2023-10-25",9],["p","The Martingale Sinkhorn Algorithm","arXiv · Other · The article presents a method for interpolating between meas","/papers/arxiv/2310.13797/","2023-10-25",13],["p","Let's Synthesize Step by Step: Iterative Dataset Synthesis with Large Language Models by Extrapolating Errors from Small Models","Machine learning · LLMs & Text · Synthesis Step by Step (S3) is a new data synthesis framewor","/papers/arxiv/2310.13671/","2023-10-25",48],["p","ManifoldNeRF: View-dependent Image Feature Supervision for Few-shot Neural Radiance Fields","Machine learning · ML & AI Methods · View-dependent Feature Supervision: ManifoldNeRF is a propos","/papers/arxiv/2310.13670/","2023-10-25",6],["p","Automatic Unit Test Data Generation and Actor-Critic Reinforcement Learning for Code Synthesis","Machine learning · ML & AI Methods · A new method for automatically gathering data for reinforcem","/papers/arxiv/2310.13669/","2023-10-25",8],["p","Dynamic Realized Minimum Variance Portfolio Models","arXiv · Portfolio & Allocation · The article introduces a new model for predicting future por","/papers/arxiv/2310.13511/","2023-10-25",2],["p","Variational Inference for SDEs Driven by Fractional Noise","Machine learning · Other · A new variational framework for inference in stochastic diff","/papers/arxiv/2310.12975/","2023-10-25",14],["p","Neural Networks for Insurance Pricing with Frequency and Severity Data: A Benchmark Study from Data Preprocessing to Technical Tariff","arXiv · Risk, Credit & Banking · The research evaluates different models for insurance claim ","/papers/arxiv/2310.12671/","2023-10-25",16],["p","American Option Pricing using Self-Attention GRU and Shapley Value Interpretation","arXiv · Derivatives & Volatility · The study introduces a machine learning technique for predic","/papers/arxiv/2310.12500/","2023-10-25",3],["p","Enhanced Local Explainability and Trust Scores with Random Forest Proximities","arXiv · ML & AI Methods · The study introduces a new method to explain the performance","/papers/arxiv/2310.12428/","2023-10-25",5],["p","Black-Litterman Asset Allocation under Hidden Truncation Distribution","arXiv · Portfolio & Allocation · The study investigates the Black-Litterman asset allocation ","/papers/arxiv/2310.12333/","2023-10-25",0],["p","Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management","arXiv · LLMs & Text · The article reviews different Deep Learning techniques for f","/papers/arxiv/2309.16679/","2023-10-25",3],["p","Data Selection for Language Models via Importance Resampling","Machine learning · LLMs & Text · The Data Selection with Importance Resampling (DSIR) framewo","/papers/arxiv/2302.03169/","2023-10-25",383],["p","Extreme measures in continuous time Conic Finance","arXiv · Other · Dynamic spectral risk measures, determining a claim's value ","/papers/arxiv/2210.13671/","2023-10-25",0],["p","The Evolution of US Retail Concentration","arXiv · Corporate Finance · Retail concentration in the U.S. has grown from 1992 to 2012","/papers/arxiv/2202.07609/","2023-10-25",18],["p","Provably Valid and Diverse Mutations of Real-World Media Data for DNN Testing","Machine learning · Other · The study reexamines two main objectives in media input muta","/papers/arxiv/2112.01956/","2023-10-25",13],["p","Factor Models for Chinese A-Shares: Performance Comparison","SSRN · Asset Pricing & Factors · Performance Comparison: The study evaluates asset pricing mo","/papers/ssrn/4605402/","2023-10-18",0],["p","Expected Returns from Information-Driven Volatility","SSRN · Derivatives & Volatility · The paper presents an asset pricing model that links stock m","/papers/ssrn/4605336/","2023-10-18",0],["p","Access to Finance Bureaucracy and Capital Allocation Efficiency","SSRN · Portfolio & Allocation · The research explores capital allocation efficiency in devel","/papers/ssrn/4605203/","2023-10-18",0],["p","Treasury Market Liquidity Evolution in 2023","SSRN · Trading, Microstructure & Execution · The article discloses that liquidity conditions in the U.S. ","/papers/ssrn/4605041/","2023-10-18",1],["p","Hedge Fund Performance and Managerial Structure","SSRN · Derivatives & Volatility · Solo-managed hedge funds perform better than team-managed on","/papers/ssrn/4604909/","2023-10-18",0],["p","Size Reduction in ML Models with Pyramid Training","SSRN · ML & AI Methods · A study presents a method to reduce the size of machine lear","/papers/ssrn/4604572/","2023-10-18",0],["p","Pricing Perpetual Futures","SSRN · Trading, Microstructure & Execution · The paper offers explicit formulas for the no-arbitrage pric","/papers/ssrn/4603820/","2023-10-18",0],["p","Uncertainty Diversification's Misallocation Effects","SSRN · Portfolio & Allocation · The research highlights a paradox in corporate risk manageme","/papers/ssrn/4603819/","2023-10-18",0],["p","On Detecting and Predicting Structural Changes and Breaks","SSRN · Other · The article highlights the role of data science in identifyi","/papers/ssrn/4603664/","2023-10-18",0],["p","Privacy-Preserving K-Means Clustering Algorithm","SSRN · Other · The paper introduces a privacy-preserving k-means clustering","/papers/ssrn/4603168/","2023-10-18",0],["p","A Preferred-Habitat Model with a Corporate Sector","SSRN · Corporate Finance · The research introduces a model where the same investor pric","/papers/ssrn/4603103/","2023-10-18",0],["p","Sentiment Analysis of Amazon Products using Hybrid Model","SSRN · LLMs & Text · Sentiment Analysis uses social media comments to understand ","/papers/ssrn/4602946/","2023-10-18",0],["p","Neural Tangent Kernel for Nonlinear Implied Volatility Forecasting","SSRN · Derivatives & Volatility · The study proposes a Nonlinear Functional Autoregression fra","/papers/ssrn/4602820/","2023-10-18",0],["p","Liquidity Mismatch in Payment Risk and Bank Lending","SSRN · Trading, Microstructure & Execution · Banks are at risk of liquidity issues due to unpredictable p","/papers/ssrn/4602766/","2023-10-18",0],["p","A Deep Structural Model for Empirical Asset Pricing","SSRN · Asset Pricing & Factors · ML and Theory Integration: The article introduces a new mode","/papers/ssrn/4602537/","2023-10-18",1],["p","Talk vs. Walk: Lessons from Silent Sustainable Investing of Mutual Funds","SSRN · Portfolio & Allocation · Talk vs. Walk: The study finds that investors favor internal","/papers/ssrn/4602285/","2023-10-18",3],["p","Observations Concerning the Estimation of Hestons’ Stochastic Volatility Model Using HF Data","SSRN · Derivatives & Volatility · A study on the Heston stochastic volatility model shows chal","/papers/ssrn/4602112/","2023-10-18",0],["p","Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter","SSRN · Asset Pricing & Factors · New: A new asset pricing model, the generalized ACB, is intr","/papers/ssrn/4602060/","2023-10-18",1],["p","The Upcoming Revolution in Finance…","SSRN · Asset Pricing & Factors · The article suggests that improved assessment of required ri","/papers/ssrn/4601509/","2023-10-18",0],["p","FOMC Announcements and Volume Dynamics","SSRN · Trading, Microstructure & Execution · The research shows that stock market volume decreases before","/papers/ssrn/4601425/","2023-10-18",15],["p","Unique Asset Class: Wine","SSRN · Portfolio & Allocation · Wine: Research indicates that adding a unique South African ","/papers/ssrn/4601285/","2023-10-18",0],["p","Big Data From the Standpoint of a Machine Learning Approach","SSRN · ML & AI Methods · A survey reviews different machine learning techniques and t","/papers/ssrn/4601119/","2023-10-18",0],["p","Tensor Mutual Information for Clustering","SSRN · Other · Researchers suggest new methods for mutual information of te","/papers/ssrn/4601096/","2023-10-18",0],["p","Determinants of Portfolio ESG Performance: Attribution Framework","SSRN · Portfolio & Allocation · Attribution Framework: The study introduces a framework for ","/papers/ssrn/4601050/","2023-10-18",0],["p","ESG Fund Greenwashing Uncovered","SSRN · Portfolio & Allocation · The study reveals that funds focusing on climate change or d","/papers/ssrn/4601047/","2023-10-18",110],["p","ESG Risk Premia Measured with Contingent Claims","SSRN · Asset Pricing & Factors · The study suggests a method to calculate ESG risk premiums u","/papers/ssrn/4600795/","2023-10-18",3],["p","Interest Rate Risk Management Measurement by Financial Institutions","SSRN · Risk, Credit & Banking · A new method measuring financial intermediaries' residual in","/papers/ssrn/4600139/","2023-10-18",1],["p","Managerial Reporting Quality and Investment Efficiency","SSRN · Other · The research examines the effect of enhanced managerial repo","/papers/ssrn/4599595/","2023-10-18",0],["p","HighFrequency Alternative Data for Japan's GDP Nowcasts","RePEc · Macro-Finance & Rates · The study reveals that credit card data can enhance the accu","/papers/repec/spr-jbuscr-v-19-y-2023-i-2-d-10-1007-s41549-023-00085-1/","2023-10-18",3],["p","Performance of ESG ETFs in the U.S.","RePEc · Portfolio & Allocation · The research finds that ESG equity ETFs in the U.S. generall","/papers/repec/mfa-journl-v-31-y-2023-i-2-p-89-101/","2023-10-18",3],["p","Dynamic Bond Portfolio Optimization","RePEc · Portfolio & Allocation · The paper introduces a new framework for dynamic bond portfo","/papers/repec/kap-apfinm-v-30-y-2023-i-4-d-10-1007-s10690-023-09401-2/","2023-10-18",5],["p","HighDimensional Portfolio Optimization with Tree-Structured Factor Model","RePEc · Portfolio & Allocation · The paper proposes a new portfolio optimization method that ","/papers/repec/eee-pacfin-v-81-y-2023-i-c-s0927538x23001774/","2023-10-18",3],["p","Multiperiod Portfolio Allocation","RePEc · Portfolio & Allocation · The research finds that considering volatility clustering re","/papers/repec/eee-ecofin-v-68-y-2023-i-c-s1062940823001201/","2023-10-18",4],["p","ARE SANCTIONS FOR LOSERS? A NETWORK STUDY OF TRADE SANCTIONS","arXiv · Other · A study examines how sanctions affect a country's global eco","/papers/doi/10-7251-noeen2333004t/","2023-10-18",4],["p","Statistical arbitrage portfolio construction based on preference relations","arXiv · Trading, Microstructure & Execution · The article suggests a new method for portfolio construction","/papers/doi/10-1016-j-eswa-2023-121906/","2023-10-18",2],["p","Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle","arXiv · LLMs & Text · The paper investigates the role of Large Language Models (LL","/papers/arxiv/2310.11249/","2023-10-18",1],["p","Robust Algorithmic Trading in a Generalized Lattice Market","arXiv · Trading, Microstructure & Execution · The article presents a new robust trading paradigm, multi-do","/papers/arxiv/2310.11023/","2023-10-18",1],["p","Understanding and managing blockchain protocol risks","arXiv · Crypto & DeFi · The article introduces a risk management framework for block","/papers/arxiv/2310.10797/","2023-10-18",2],["p","Towards reducing hallucination in extracting information from financial reports using Large Language Models","arXiv · LLMs & Text · The paper showcases the use of Large Language Models (LLMs) ","/papers/arxiv/2310.10760/","2023-10-18",25],["p","Interactive Task Planning with Language Models","Machine learning · LLMs & Text · A new framework is proposed that uses language models for in","/papers/arxiv/2310.10645/","2023-10-18",70],["p","Real-time Photorealistic Dynamic Scene Representation and Rendering with 4D Gaussian Splatting","Machine learning · Other · The 4DGS model is introduced, capable of reconstructing dyna","/papers/arxiv/2310.10642/","2023-10-18",635],["p","In-Context Pretraining: Language Modeling Beyond Document Boundaries","Machine learning · LLMs & Text · Modeling Beyond Documents: The paper introduces In-Context P","/papers/arxiv/2310.10638/","2023-10-18",102],["p","OpenAgents: An Open Platform for Language Agents in the Wild","Machine learning · Other · Language Agent Platform: OpenAgents, a platform for utilizin","/papers/arxiv/2310.10634/","2023-10-18",169],["p","Llemma: An Open Language Model For Mathematics","Machine learning · LLMs & Text · Open Math Language Model: The article discusses Llemma, a su","/papers/arxiv/2310.10631/","2023-10-18",506],["p","Quantifying the relative importance of the spatial and temporal resolution in energy systems optimisation model","arXiv · Other · The study emphasizes the significance of structural aspects ","/papers/arxiv/2310.10518/","2023-10-18",0],["p","Few-Shot Learning Patterns in Financial Time Series for Trend-Following Strategies","arXiv · Econometrics & Forecasting · The article introduces X-Trend, a new time-series trend-foll","/papers/arxiv/2310.10500/","2023-10-18",11],["p","Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers","arXiv · Crypto & DeFi · The paper explores the use of Natural Language Processing in","/papers/arxiv/2310.10333/","2023-10-18",1],["p","Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach","arXiv · Risk, Credit & Banking · The research introduces a method using high-frequency data t","/papers/arxiv/2310.10283/","2023-10-18",3],["p","EfficientOCR: An Extensible, Open-Source Package for Efficiently Digitizing World Knowledge","arXiv · Other · Open-Source Text Digitization: EffOCR, a new open-source OCR","/papers/arxiv/2310.10050/","2023-10-18",10],["p","All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant","arXiv · Crypto & DeFi · The study establishes that every DeFi market has an invarian","/papers/arxiv/2310.09782/","2023-10-18",1],["p","Economics unchained: Investigating the role of cryptocurrency, blockchain and intricacies of Bitcoin price fluctuations","arXiv · Crypto & DeFi · The research conducts an economic analysis of Bitcoin, exami","/papers/arxiv/2310.09745/","2023-10-18",1],["p","Uncovering Market Disorder and Liquidity Trends Detection","arXiv · Trading, Microstructure & Execution · The article proposes a new method to detect significant chan","/papers/arxiv/2310.09273/","2023-10-18",4],["p","A generalization of the rational rough Heston approximation","arXiv · Derivatives & Volatility · The research expands the rational approximation of the rough","/papers/arxiv/2310.09181/","2023-10-18",5],["p","Mean-Field Libor Market Model and Valuation of Long Term Guarantees","arXiv · Risk, Credit & Banking · The article introduces a numerical asset-liability managemen","/papers/arxiv/2310.09022/","2023-10-18",1],["p","How does artificial intelligence improve human decision‐making? Evidence from the AI‐powered Go program","arXiv · ML & AI Methods · A study reveals that humans enhance their Go game skills aft","/papers/arxiv/2310.08704/","2023-10-18",42],["p","Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams","arXiv · LLMs & Text · The study assesses the financial understanding of Large Lang","/papers/arxiv/2310.08678/","2023-10-18",33],["p","Belief formation and the persistence of biased beliefs","arXiv · Other · A proposed model indicates that agents are biased towards th","/papers/arxiv/2310.08466/","2023-10-18",0],["p","How would mobility-as-a-service (MaaS) platform survive as an intermediary? From the viewpoint of stability in many-to-many matching","arXiv · Other · A proposed pricing model for Mobility-as-a-Service platforms","/papers/arxiv/2310.08285/","2023-10-18",0],["p","Optimal investment in ambiguous financial markets with learning","arXiv · ML & AI Methods · The paper presents a solution for the multi-asset Merton inv","/papers/arxiv/2303.08521/","2023-10-18",11],["p","Fast American Option Pricing using Nonlinear Stencils","arXiv · Derivatives & Volatility · The study introduces faster and more energy-efficient algori","/papers/arxiv/2303.02317/","2023-10-18",4],["p","The Importance of Being Scrambled: Supercharged Quasi Monte Carlo","arXiv · Other · The research compares two randomizing methods in Quasi Monte","/papers/arxiv/2210.16548/","2023-10-18",3],["p","The Impact of Big Winners on Passive and Active Equity Investment Strategies","arXiv · Other · The research examines the effect of big winner stocks on inv","/papers/arxiv/2210.09302/","2023-10-18",2],["p","Octopus: Embodied Vision-Language Programmer from Environmental Feedback","Machine learning · LLMs & Text · Vision-Language Programmer: Octopus is a vision-language mod","/papers/arxiv/2310.08588/","2023-10-16",104],["p","Pseudo-Generalized Dynamic View Synthesis from a Video","Machine learning · Other · The paper provides an analysis framework for rendering scene","/papers/arxiv/2310.08587/","2023-10-16",30],["p","High-Fidelity and Real-Time Novel View Synthesis for Dynamic Scenes","Machine learning · Other · Real-Time View Synthesis: Im4D is a hybrid scene representat","/papers/arxiv/2310.08585/","2023-10-16",76],["p","Is ImageNet worth 1 video? Learning strong image encoders from 1 long unlabelled video","Machine learning · ML & AI Methods · The study presents a new self-supervised image pretraining m","/papers/arxiv/2310.08584/","2023-10-16",50],["p","Transformers as Decision Makers: Provable In-Context Reinforcement Learning via Supervised Pretraining","Machine learning · ML & AI Methods · The article presents a theoretical framework for training la","/papers/arxiv/2310.08566/","2023-10-16",94],["p","MemGPT: Towards LLMs as Operating Systems","Machine learning · LLMs & Text · Extended Context in LLMs: MemGPT is a system that manages di","/papers/arxiv/2310.08560/","2023-10-16",1558],["p","Growing Brains: Co-emergence of Anatomical and Functional Modularity in Recurrent Neural Networks","Machine learning · ML & AI Methods · The study uses a brain-inspired modular training method in m","/papers/arxiv/2310.07711/","2023-10-16",12],["p","Ferret: Refer and Ground Anything Anywhere at Any Granularity","Machine learning · LLMs & Text · Spatial Referring in Images: Ferret is a Multimodal Large La","/papers/arxiv/2310.07704/","2023-10-16",618],["p","Mistral 7B","Machine learning · LLMs & Text · Superior Language Model: Mistral 7B v0.1 is a language model","/papers/arxiv/2310.06825/","2023-10-16",4011],["p","Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learning","Machine learning · ML & AI Methods · The research proposes new reinforcement learning algorithms ","/papers/arxiv/2310.06793/","2023-10-16",9],["p","SALMON: Self-Alignment with Instructable Reward Models","Machine learning · LLMs & Text · Minimal Human Supervision Language Model Alignment: The pape","/papers/arxiv/2310.05910/","2023-10-16",67],["p","GPT-MolBERTa: GPT Molecular Features Language Model for molecular property prediction","Machine learning · LLMs & Text · Molecular Property Prediction Language Model: GPT-MolBERTa, ","/papers/arxiv/2310.03030/","2023-10-16",28],["p","Tensor Programs VI: Feature Learning in Infinite-Depth Neural Networks","Machine learning · ML & AI Methods · Deep Residual Network Feature Learning: The research explore","/papers/arxiv/2310.02244/","2023-10-16",106],["p","StoryBench: A Multifaceted Benchmark for Continuous Story Visualization","Machine learning · Other · Text-to-Video Model Benchmark: StoryBench is a new benchmark","/papers/arxiv/2308.11606/","2023-10-16",30],["p","LLM-grounded Diffusion: Enhancing Prompt Understanding of Text-to-Image Diffusion Models with Large Language Models","Machine learning · LLMs & Text · Enhancing Text-to-Image Models: The study suggests a two-sta","/papers/arxiv/2305.13655/","2023-10-16",279],["p","FateZero: Fusing Attentions for Zero-shot Text-based Video Editing","Machine learning · Other · Text-based Video Editing: The article introduces FateZero, a","/papers/arxiv/2303.09535/","2023-10-16",589],["p","SelfCheckGPT: Zero-Resource Black-Box Hallucination Detection for Generative Large Language Models","Machine learning · LLMs & Text · Hallucination Detection for LLMs: The paper presents SelfChe","/papers/arxiv/2303.08896/","2023-10-16",1302],["p","Variational representations of annealing paths: Bregman information under monotonic embedding","Machine learning · Other · The research analyzes the 'centroid' property in the context","/papers/arxiv/2209.07481/","2023-10-16",3],["p","Soundify: Matching Sound Effects to Video","Machine learning · Other · Sound-Video Matching: Soundify is a new system that aids vid","/papers/arxiv/2112.09726/","2023-10-16",29],["p","Can Deep Reinforcement Learning Solve the Portfolio Allocation Problem? (PhD Manuscript)","SSRN · Portfolio & Allocation · The thesis shows that deep reinforcement learning (DRL) offe","/papers/ssrn/4599800/","2023-10-12",3],["p","Commodity Market Liquidity Factors","SSRN · Trading, Microstructure & Execution · The research identifies the key factors influencing commodit","/papers/ssrn/4599551/","2023-10-12",0],["p","Remeasuring Scale in Active Management","SSRN · Portfolio & Allocation · The study suggests that previous research significantly over","/papers/ssrn/4599484/","2023-10-12",1],["p","Mitigating Irrationality in Copy Trading","SSRN · Trading, Microstructure & Execution · A new machine learning method is developed to tackle investo","/papers/ssrn/4599313/","2023-10-12",0],["p","Teach Machine Asset Pricing","SSRN · Asset Pricing & Factors · Stock Return Prediction: The article discusses how combining","/papers/ssrn/4598745/","2023-10-12",0],["p","VIX Index Return Prediction Model: MF-DMA and HAR-RV","SSRN · Derivatives & Volatility · MF-DMA and HAR-RV: The paper introduces a model that uses gl","/papers/ssrn/4598740/","2023-10-12",0],["p","Secondary Market Liquidity & the Economy","SSRN · Trading, Microstructure & Execution · The Federal Reserve's Secondary Market Corporate Credit Faci","/papers/ssrn/4598628/","2023-10-12",0],["p","Administrative Law Scholars Amici Brief: SEC v. Coinbase, 1:23-cv-04738-KPF (SDNY, Oct. 10, 2023)","SSRN · Other · SEC v. Coinbase: The SEC is taking action against Coinbase I","/papers/ssrn/4598507/","2023-10-12",0],["p","Exact Computation of Censored Least Absolute Deviations Estimator for Panel Data with Fixed Effects","SSRN · Econometrics & Forecasting · The article shows that the computation of the censored least","/papers/ssrn/4598250/","2023-10-12",0],["p","Bottom-Up Approach to Equity Yield Term Structure","SSRN · Macro-Finance & Rates · The article offers a new approach to understanding the term ","/papers/ssrn/4598202/","2023-10-12",0],["p","End-to-End, Decision-based, Cardinality-Constrained Portfolio Optimization","SSRN · Portfolio & Allocation · The article introduces a comprehensive framework for portfol","/papers/ssrn/4598167/","2023-10-12",12],["p","ETFs & Illiquid Assets: Fire Sales","SSRN · Portfolio & Allocation · Fire Sales: A study indicates that ETFs can cause fire sales","/papers/ssrn/4598157/","2023-10-12",0],["p","Factor Timing in the Chinese Stock Market","SSRN · Asset Pricing & Factors · Research shows that predicting returns of the reversal facto","/papers/ssrn/4598129/","2023-10-12",0],["p","The Intraday Variation of Market Beta in Chinese Stock Market","SSRN · Other · The paper highlights the intraday variation of market beta i","/papers/ssrn/4597891/","2023-10-12",0],["p","Swaption and term structures of volatility risk premiums","SSRN · Derivatives & Volatility · The research investigates volatility risk premiums in the sw","/papers/ssrn/4597776/","2023-10-12",0],["p","Global Volatility Surface and Equity Premia Predictability","SSRN · Derivatives & Volatility · The article creates a global implied volatility surface usin","/papers/ssrn/4597746/","2023-10-12",0],["p","Cumulant Risk Premium: A New Methodology","SSRN · Asset Pricing & Factors · A New Methodology: A new method measures the risk premium of","/papers/ssrn/4597367/","2023-10-12",0],["p","Patent Portfolios and Valuation Uncertainty","SSRN · Portfolio & Allocation · The study analyzes the effect of patent portfolio traits on ","/papers/ssrn/4596801/","2023-10-12",0],["p","ESG Factors and Credit Risk of Firms","SSRN · Risk, Credit & Banking · The study finds a correlation between credit risk and Enviro","/papers/ssrn/4596796/","2023-10-12",0],["p","Machine Learning & the Re-Enchantment of the Admin State","SSRN · ML & AI Methods · The article discusses the conflict between the use of comple","/papers/ssrn/4596562/","2023-10-12",0],["p","Cryptocurrency Liquidity Forecasting","SSRN · Crypto & DeFi · The article introduces an algorithm that uses past transacti","/papers/ssrn/4595672/","2023-10-12",0],["p","Privacy Preserving Machine Learning","SSRN · ML & AI Methods · The tutorial explains how to use machine learning on encrypt","/papers/ssrn/4595287/","2023-10-12",0],["p","The Predictive Power of Central Bank Communication: Evidence from Mexico","SSRN · Risk, Credit & Banking · Predictive Power: The study reveals that Natural Language Pr","/papers/ssrn/4595144/","2023-10-12",2],["p","The Hidden Rise and Risk of Collective Investment Trusts","SSRN · Portfolio & Allocation · The article highlights the growing popularity of collective ","/papers/ssrn/4594657/","2023-10-12",0],["p","Optimal Commodity Hedging","SSRN · Derivatives & Volatility · The paper presents a new procurement policy for data-driven ","/papers/ssrn/4594616/","2023-10-12",0],["p","Fraud Detection Literature Review","SSRN · ML & AI Methods · The study introduces a framework for using machine learning ","/papers/ssrn/4594459/","2023-10-12",0],["p","Inflation Rates Forecast: Micro-Level Data Approach","SSRN · Macro-Finance & Rates · Micro-Level Data Approach: The paper introduces a microecono","/papers/ssrn/4594444/","2023-10-12",0],["p","Bond Fund Industry Concentration and Market Fragility","SSRN · Macro-Finance & Rates · The article investigates the corporate bond fund industry, c","/papers/ssrn/4594337/","2023-10-12",0],["p","Stablecoins vs. Money Market Funds","SSRN · Crypto & DeFi · Stablecoins and money market mutual funds have similar reser","/papers/ssrn/4593861/","2023-10-12",0],["p","Volatility Smile Harvesting: Dynamic Nelson-Siegel Approach","RePEc · Derivatives & Volatility · Dynamic Nelson-Siegel Approach: The research assesses the Dy","/papers/repec/wly-jfutmk-v-43-y-2023-i-11-p-1615-1644/","2023-10-12",4],["p","Hybrid Stock Trading Model","RePEc · Trading, Microstructure & Execution · A study uses deep learning and basic trading rules to create","/papers/repec/wly-jforec-v-42-y-2023-i-7-p-1729-1749/","2023-10-12",8],["p","Forecasting Global Stock Market Volatility with GNN Model","RePEc · Derivatives & Volatility · The article discusses a study that introduces a new volatili","/papers/repec/wly-jforec-v-42-y-2023-i-7-p-1539-1559/","2023-10-12",4],["p","fBetas and Portfolio Optimization with f-Divergence Risk Measures","RePEc · Portfolio & Allocation · The paper presents a new f-Beta for portfolio optimization, ","/papers/repec/taf-quantf-v-23-y-2023-i-10-p-1483-1496/","2023-10-12",3],["p","XGBoost Framework for Fraud Detection in Mobile Payments","RePEc · ML & AI Methods · A proposed XGBoost-based framework for detecting fraud in mo","/papers/repec/spr-infosf-v-25-y-2023-i-5-d-10-1007-s10796-022-10346-6/","2023-10-12",3],["p","Investor Sentiments and Volatility Trading Strategies","RePEc · LLMs & Text · Research examines the link between trader sentiment and mark","/papers/repec/sae-emffin-v-22-y-2023-i-3-p-326-350/","2023-10-12",6],["p","Predictive Model Performance in Covid-19 and Russian-Ukrainian War","RePEc · Derivatives & Volatility · The study explores the use of artificial intelligence in pre","/papers/repec/pfq-journl-v-69-y-2023-i-2-p-118-132/","2023-10-12",3],["p","ML and Trade Agreements","RePEc · ML & AI Methods · The article uses machine learning to study the effect of fre","/papers/repec/kap-openec-v-34-y-2023-i-4-d-10-1007-s11079-022-09685-3/","2023-10-12",4],["p","ML for ReTakaful Contributions","RePEc · Risk, Credit & Banking · The article employs machine learning to find the best ReTaka","/papers/repec/idn-jimfjn-v-9-y-2023-i-3g-p-511-532/","2023-10-12",3],["p","Bitcoin Volatility Estimation Model","SSRN · Crypto & DeFi · The study suggests two semi-nonparametric GARCH models for m","/papers/repec/hig-ecohse-2022-4-6/","2023-10-12",2],["p","Comparing ML Algorithms for Item Difficulty Prediction","RePEc · ML & AI Methods · A comparison of machine learning methods for predicting Engl","/papers/repec/gam-jmathe-v-11-y-2023-i-19-p-4104-d-1249993/","2023-10-12",3],["p","Gender Diversity Prediction in Chinese Boardrooms with Machine Learning","RePEc · ML & AI Methods · A study successfully used machine learning, specifically the","/papers/repec/eee-riibaf-v-66-y-2023-i-c-s0275531923001794/","2023-10-12",4],["p","Machine learning in algorithmic investment strategies on global stock markets","RePEc · ML & AI Methods · Algorithmic investment strategies using machine learning mod","/papers/repec/eee-riibaf-v-66-y-2023-i-c-s0275531923001782/","2023-10-12",6],["p","Machine learning framework for forecasting sales of new products with short life cycles","RePEc · Econometrics & Forecasting · For predicting sales of short-lived products, simple ARIMAX ","/papers/repec/eee-intfor-v-39-y-2023-i-4-p-1874-1894/","2023-10-12",5],["p","Forecasting volatility with machine learning: Panel data approach","RePEc · Derivatives & Volatility · Panel data approach: Machine learning methods using panel da","/papers/repec/eee-empfin-v-73-y-2023-i-c-p-251-271/","2023-10-12",9],["p","Cross-Market Info and Stock Volatility","RePEc · Derivatives & Volatility · The research examines the role of cross-market information f","/papers/repec/eee-ecofin-v-68-y-2023-i-c-s1062940823001006/","2023-10-12",3],["p","Intraday Profitability in Algorithmic Trading","RePEc · Trading, Microstructure & Execution · A study reveals that algorithmic traders profit while non-al","/papers/repec/eee-ecmode-v-128-y-2023-i-c-s0264999323003334/","2023-10-12",5],["p","Predicting Stock Returns with ML","RePEc · ML & AI Methods · The study applies machine learning to predict stock market r","/papers/repec/eee-dyncon-v-155-y-2023-i-c-s0165188923001318/","2023-10-12",3],["p","Investment in Virtual Digital Assets Analysis","SSRN · Other · Digital assets offer higher average returns than equity and ","/papers/repec/aid-journl-v-5-y-2022-i-2-p-95-113/","2023-10-12",5],["p","Risk Valuation of Quanto Derivatives on Temperature and Electricity","arXiv · Derivatives & Volatility · Risk Valuation: The article introduces a model that predicts","/papers/arxiv/2310.07692/","2023-10-12",4],["p","Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions","arXiv · Econometrics & Forecasting · Quantum-Enhanced Forecasting for Time Series: The study intr","/papers/arxiv/2310.07427/","2023-10-12",32],["p","Empirical Analysis of the Impact of Legal Tender Digital Currency on Monetary Policy -Based on China's Data","arXiv · Macro-Finance & Rates · The paper suggests that China should develop a more effectiv","/papers/arxiv/2310.07326/","2023-10-12",2],["p","Risk Aware Benchmarking of Large Language Models","arXiv · LLMs & Text · Statistical Significance in Risk Assessment and Model Select","/papers/arxiv/2310.07132/","2023-10-12",4],["p","Valuation Duration of the Stock Market","arXiv · Corporate Finance · Stock Market Dynamics: The study reveals that market valuati","/papers/arxiv/2310.07110/","2023-10-12",0],["p","Differential quantile-based sensitivity in discontinuous models","arXiv · Risk, Credit & Banking · Discontinuous Model Sensitivity Analysis: The article discus","/papers/arxiv/2310.06151/","2023-10-12",5],["p","Non-uniformly sampled simulated price impact of an order-book","arXiv · Trading, Microstructure & Execution · Order Book Simulation: The paper expands a numerical method ","/papers/arxiv/2310.06079/","2023-10-12",4],["p","Towards Replication-Robust Analytics Markets","arXiv · Portfolio & Allocation · Wind Power Analytics Market: The article explores the creati","/papers/arxiv/2310.06000/","2023-10-12",0],["p","Does Artificial Intelligence benefit UK businesses? An empirical study of the impact of AI on productivity","arXiv · ML & AI Methods · No Effect on Labour Productivity: The paper finds no signifi","/papers/arxiv/2310.05985/","2023-10-12",2],["p","Predicting China's CPI by Scanner Big Data","arXiv · ML & AI Methods · The study uses supermarket sales data to create a Food Consu","/papers/arxiv/2211.16641/","2023-10-12",1],["p","Technical Note - An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification","arXiv · Portfolio & Allocation · The research suggests that diversifying super-Pareto losses ","/papers/arxiv/2208.08471/","2023-10-12",27],["p","Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models","arXiv · Derivatives & Volatility · The article presents a new, efficient method for pricing Eur","/papers/arxiv/2203.08196/","2023-10-12",16],["p","Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective","arXiv · Derivatives & Volatility · The study uses game theory and deep multi-agent reinforcemen","/papers/arxiv/2203.06865/","2023-10-12",1],["p","Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions","arXiv · Other · The paper introduces a new simulation-based method for estim","/papers/arxiv/2201.02958/","2023-10-12",9],["p","Latent Causal Socioeconomic Health Index.","arXiv · Econometrics & Forecasting · The article introduces a national LAtent Causal Socioeconomi","/papers/arxiv/2009.12217/","2023-10-12",1],["p","Revisiting the CEO Effect Through a Machine Learning Lens","SSRN · ML & AI Methods · The study suggests that the influence of CEOs on their compa","/papers/ssrn/4591114/","2023-10-04",3],["p","ML and Kalman Filter for Pair Trading","SSRN · Trading, Microstructure & Execution · The research uses machine learning and Kalman filtering to i","/papers/ssrn/4590815/","2023-10-04",0],["p","Univariate vs Multivariate Models for Forecasting Crude Oil Basis Volatility","SSRN · Derivatives & Volatility · Simple univariate models are more effective than multivariat","/papers/ssrn/4590792/","2023-10-04",0],["p","Deep Learning and GARCH Models for Financial Volatility","SSRN · Derivatives & Volatility · A hybrid approach combining GARCH time series models with de","/papers/ssrn/4589950/","2023-10-04",0],["p","Lower-Tail Risk Premiums in China's Stock Market","SSRN · Asset Pricing & Factors · A study on the Chinese stock market finds that premiums for ","/papers/ssrn/4589935/","2023-10-04",0],["p","Liquidity Shocks and Premium of Volatility","SSRN · Derivatives & Volatility · Stock returns are negatively affected by liquidity volatilit","/papers/ssrn/4589930/","2023-10-04",0],["p","Dynamic Volatility Regulation of Financial Institutions","SSRN · Derivatives & Volatility · The study presents a model that dynamically updates asset ri","/papers/ssrn/4589660/","2023-10-04",0],["p","Advance Tax Payment and Tax Volatility","SSRN · Derivatives & Volatility · Using the current year as the estimation base and increasing","/papers/ssrn/4589052/","2023-10-04",1],["p","Top-tier Law Firm Expertise and Venture Capital Investments: Global Evidence","SSRN · Corporate Finance · Top law firms' involvement in venture capital deals leads to","/papers/ssrn/4588632/","2023-10-04",0],["p","Machine Learning Execution Time in Asset Pricing","SSRN · Trading, Microstructure & Execution · The XGBoost machine learning model is found to be highly acc","/papers/ssrn/4587923/","2023-10-04",0],["p","Multidimensional Time Series Data: Automated Regime Detection","SSRN · Econometrics & Forecasting · Automated Regime Detection: The Wasserstein k-means clusteri","/papers/ssrn/4587877/","2023-10-04",0],["p","Derivatives' Role in UK Pension Crisis","SSRN · Derivatives & Volatility · The use of derivatives in UK pension schemes is questioned d","/papers/ssrn/4587863/","2023-10-04",0],["p","Multi-period Static Hedging of Options","SSRN · Derivatives & Volatility · The paper explores hedging European options over multiple sh","/papers/ssrn/4587517/","2023-10-04",0],["p","Tightening Monetary Policy and Fragile U.S. Banks","SSRN · Risk, Credit & Banking · A study warns that increasing interest rates could cause sig","/papers/ssrn/4587122/","2023-10-04",26421],["p","Political Connections, Corruption, and Investment Decisions of Chinese Mutual Funds","SSRN · Portfolio & Allocation · A study finds a direct correlation between Chinese mutual fu","/papers/ssrn/4586940/","2023-10-04",7],["p","ML for Designing Bcc High Entropy Alloys","SSRN · Derivatives & Volatility · The research discovers eight new alloys for hydrogen storage","/papers/ssrn/4586905/","2023-10-04",1],["p","LIGHT Benchmark - Comprehensive Backtesting Framework for Market Risk Models Comparison","SSRN · Trading, Microstructure & Execution · Market Risk Backtesting: The article presents LIGHT Benchmar","/papers/ssrn/4586897/","2023-10-04",1],["p","Portfolio Choice with Hedging and Costs","SSRN · Derivatives & Volatility · CARA investors keep a steady trading speed in a market with ","/papers/ssrn/4586868/","2023-10-04",72],["p","Local-Currency Bond Markets in Emerging Economies and Foreign Investors","SSRN · Macro-Finance & Rates · When global risk aversion rises, foreign mutual funds increa","/papers/ssrn/4586788/","2023-10-04",0],["p","The Elasticity of Volatility and Correlation (CEVC) Model: Empirical Evidence and Application in Portfolio Optimization","SSRN · Derivatives & Volatility · Volatility and Correlation in Portfolio Optimization: A prop","/papers/ssrn/4586750/","2023-10-04",0],["p","Look-Ahead Bias in Stock Return Predictions","SSRN · LLMs & Text · Large language models like ChatGPT can generate profitable t","/papers/ssrn/4586726/","2023-10-04",1],["p","Mutual Fund Managers' Appeal and Fund Flows","SSRN · Portfolio & Allocation · Research shows that mutual funds managed by 'attractive' man","/papers/ssrn/4586712/","2023-10-04",5],["p","Corporate Bond Factors: Replication Failures and a New Framework","SSRN · Macro-Finance & Rates · The study criticizes inconsistent methodologies in corporate","/papers/ssrn/4586652/","2023-10-04",17],["p","Hedge Fund Option Usage and Skewness Premium","SSRN · Derivatives & Volatility · Hedge fund option usage impacts skewness risk premium in ind","/papers/ssrn/4586637/","2023-10-04",0],["p","Elasticity of Machine Learning and Investment Strategies","SSRN · ML & AI Methods · Modern asset pricing models suggest that statistical arbitra","/papers/ssrn/4586223/","2023-10-04",46],["p","CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy","arXiv · Portfolio & Allocation · Clustering and deep reinforcement learning for multi-period ","/papers/arxiv/2310.01319/","2023-10-04",0],["p","Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering","arXiv · Econometrics & Forecasting · The paper explores the use of Wasserstein k-means clustering","/papers/arxiv/2310.01285/","2023-10-04",4],["p","Multi-period Static Hedging of European Options","arXiv · Derivatives & Volatility · The research expands the hedging of European options to cove","/papers/arxiv/2310.01104/","2023-10-04",1],["p","Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting","arXiv · Derivatives & Volatility · The research introduces a hybrid method for predicting the v","/papers/arxiv/2310.01063/","2023-10-04",8],["p","NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading","arXiv · Trading, Microstructure & Execution · LSTM Stock Return Prediction: NoxTrader, a tool for portfoli","/papers/arxiv/2310.00747/","2023-10-04",0],["p","Robust Asset-Liability Management","arXiv · Derivatives & Volatility · A new model-free bond portfolio selection method helps finan","/papers/arxiv/2310.00553/","2023-10-04",1],["p","A systematic review of early warning systems in finance","arXiv · Macro-Finance & Rates · The bibliometric review studies the research on early warnin","/papers/arxiv/2310.00490/","2023-10-04",17],["p","Handling missing data in Burundian sovereign bond market","arXiv · Macro-Finance & Rates · The Linear Regression method is suggested for handling missi","/papers/arxiv/2309.17379/","2023-10-04",0],["p","Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS","arXiv · Portfolio & Allocation · The Average Oracle, a fast covariance filtering method, outp","/papers/arxiv/2309.17219/","2023-10-04",6],["p","Using Large Language Models for Qualitative Analysis can Introduce Serious Bias","arXiv · LLMs & Text · The study investigates the application of Large Language Mod","/papers/arxiv/2309.17147/","2023-10-04",80],["p","Beyond Gut Feel: Using Time Series Transformers to Find Investment Gems","arXiv · Econometrics & Forecasting · The paper introduces a new data-driven method using a Transf","/papers/arxiv/2309.16888/","2023-10-04",0],["p","Assessing the solvency of virtual asset service providers: are current standards sufficient?","arXiv · Crypto & DeFi · Insights and Strategies: The article suggests a method to ev","/papers/arxiv/2309.16408/","2023-10-04",8],["p","Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data","arXiv · Derivatives & Volatility · A new model combining macroeconomic indicators, stock techni","/papers/arxiv/2309.16196/","2023-10-04",2],["p","Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022","arXiv · Econometrics & Forecasting · The article explores deep learning models for financial fore","/papers/arxiv/2305.04811/","2023-10-04",176],["p","Employer Reputation and the Labor Market: Evidence from Glassdoor.com and Dice.com","arXiv · Corporate Finance · Online reputation of employers, especially smaller and less ","/papers/arxiv/2305.02587/","2023-10-04",1],["p","The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models","arXiv · Macro-Finance & Rates · The paper questions the standard approach to achieving const","/papers/arxiv/2303.12567/","2023-10-04",1],["p","Stressing Dynamic Loss Models","arXiv · Risk, Credit & Banking · A proposed reverse stress testing framework using a compound","/papers/arxiv/2211.03221/","2023-10-04",8],["p","Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities","arXiv · Other · The article introduces an improved multilevel Monte Carlo me","/papers/arxiv/2003.05708/","2023-10-04",2],["p","Data Breach Impact on Bank Operations","SSRN · Risk, Credit & Banking · Data breaches at banks lead to a loss of insured and brokere","/papers/ssrn/4584825/","2023-09-28",14],["p","Improving Realised Volatility Forecast for Emerging Markets","SSRN · Derivatives & Volatility · A study comparing four models for forecasting volatility in ","/papers/ssrn/4584573/","2023-09-28",13],["p","Efficiency Metrics in Investments and Trading: A Comprehensive Examination","SSRN · Trading, Microstructure & Execution · A study emphasizes the need to measure risk-adjusted returns","/papers/ssrn/4584524/","2023-09-28",4],["p","Limited Impact of Big Three Engagements on Firm Performance","SSRN · Corporate Finance · Research indicates that BlackRock, Vanguard, and State Stree","/papers/ssrn/4584464/","2023-09-28",6],["p","Dynamic Price Impact Model","SSRN · Trading, Microstructure & Execution · A dynamic model reveals that the predictability of noise tra","/papers/ssrn/4584375/","2023-09-28",46],["p","Pension Plan Systems and Risk Sharing","SSRN · Asset Pricing & Factors · Including defined benefit pension funds in an asset pricing ","/papers/ssrn/4584374/","2023-09-28",24],["p","Enhanced Model for Valuing S&P 500 and VIX Options","SSRN · Derivatives & Volatility · Current pricing models for SP 500 and VIX options are insuff","/papers/ssrn/4584303/","2023-09-28",31],["p","Loss Harvesting or Gain Deferral? A Surprising Source of Tax Benefits of Tax-Aware Long-Short Strategies","SSRN · Other · Tax-aware long-short factor strategies can lead to net capit","/papers/ssrn/4584287/","2023-09-28",3],["p","Stock Market Index Construction Challenges","SSRN · Other · The process of creating an index, particularly in less activ","/papers/ssrn/4584262/","2023-09-28",14],["p","Equivalence Decisions for Third-Country Central Counterparties","SSRN · Other · The European Market Infrastructure Regulation (EMIR) require","/papers/ssrn/4584252/","2023-09-28",4],["p","Diversification Paradox and Uncertainty Allocation","SSRN · Portfolio & Allocation · Firms diversify investments into various industries to mitig","/papers/ssrn/4584025/","2023-09-28",1],["p","VIX Modeling for Insiders","SSRN · Derivatives & Volatility · The Barndorff-Nielsen Shephard volatility model is expanded ","/papers/ssrn/4584019/","2023-09-28",17],["p","Financial Statement Fraud: News Analysis","SSRN · LLMs & Text · News Analysis: A new system using news coverage and machine ","/papers/ssrn/4583665/","2023-09-28",47],["p","The Undrawn Credit Line Premium","SSRN · Risk, Credit & Banking · According to the research, firms with more unused credit lin","/papers/ssrn/4583504/","2023-09-28",0],["p","Volatility Spillovers in Asymmetric Covariance","SSRN · Derivatives & Volatility · The research introduces a new method for assessing volatilit","/papers/ssrn/4583190/","2023-09-28",0],["p","Multiscale Perspective on Volatility Spillover Network in Chinese Financial Market","SSRN · Derivatives & Volatility · The research investigates the progression of systemic risk i","/papers/ssrn/4583054/","2023-09-28",0],["p","Short-Selling Cost and IV Spreads in Chinese SSE 50ETF Options Market","SSRN · Derivatives & Volatility · The article explores the link between option-implied volatil","/papers/ssrn/4583012/","2023-09-28",0],["p","Corporate Bond Funds and Underpriced New Issues","SSRN · Macro-Finance & Rates · From 2002-2019, active investment-grade corporate bond mutua","/papers/ssrn/4582729/","2023-09-28",24],["p","The Future of Tax Law: Legal Singularity Ahead","SSRN · ML & AI Methods · Legal Singularity Ahead: The idea of legal singularity, wher","/papers/ssrn/4582653/","2023-09-28",0],["p","Finding the Blind Spots Before It's Too Late: A (Reverse) Stress Testing Approach for Asset Liability Management","SSRN · Risk, Credit & Banking · The article presents a new toolkit that uses AI and yield cu","/papers/ssrn/4582564/","2023-09-28",0],["p","Addressing 'Special Issues' in Classifying Trademark Distinctiveness Using GPT-3","SSRN · LLMs & Text · The article discusses the application of Large Language Mode","/papers/ssrn/4582171/","2023-09-28",2],["p","Comparing Deep RL and Traditional Financial Portfolio Methods (ECML PKDD 2023 - MIDAS Slides)","SSRN · Portfolio & Allocation · Deep reinforcement learning (DRL) surpasses traditional meth","/papers/ssrn/4581947/","2023-09-28",0],["p","FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data (ECML PKDD 2023 - LIDTA Slides)","SSRN · Econometrics & Forecasting · The FSDA method combines feature selection and data augmenta","/papers/ssrn/4581944/","2023-09-28",0],["p","On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach","SSRN · Risk, Credit & Banking · A paper suggests using a simulation approach with mortality-","/papers/ssrn/4580817/","2023-09-28",5],["p","Superhuman Speed in Futures Trading Requires Stricter Regulation","SSRN · Trading, Microstructure & Execution · A study suggests that high-frequency traders' use of low-lat","/papers/ssrn/4580566/","2023-09-28",0],["p","Idiosyncratic Volatility and Stock Returns in Industries","SSRN · Derivatives & Volatility · A higher level of idiosyncratic volatility predicts lower st","/papers/ssrn/4580395/","2023-09-28",0],["p","The Effect of Assuring the Cloud User-Related Cybersecurity Risk Management Voluntary Disclosure on the Nonprofessional Investors’ Judgments and Decisions: The Mediating Role of Perceived Management Assertions Reliability-An Experimental Study in Egypt","SSRN · Risk, Credit & Banking · Egyptian investors' decisions are significantly influenced b","/papers/ssrn/4580292/","2023-09-28",2],["p","Public Asset Purchases and Private Risk Sharing","SSRN · Macro-Finance & Rates · Government interventions that increase interest rates enhanc","/papers/ssrn/4580286/","2023-09-28",0],["p","Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds","SSRN · Risk, Credit & Banking · The research reveals that defaulted U.S. corporate bonds are","/papers/ssrn/4579966/","2023-09-28",0],["p","Volatility and Regime Switching in Sustainable Indices","SSRN · Derivatives & Volatility · The performance and volatility of sustainable indices are in","/papers/ssrn/4579948/","2023-09-28",0],["p","Modeling Nested Data in Operation Research","SSRN · LLMs & Text · A paper suggests the contextual effects model as a better me","/papers/ssrn/4579724/","2023-09-28",0],["p","Implementing Portfolio Risk Management and Hedging in Practice","arXiv · Derivatives & Volatility · The research introduces a simple method for managing and hed","/papers/arxiv/2309.15767/","2023-09-28",1],["p","Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices","arXiv · Derivatives & Volatility · The study suggests a new method for hedging risky asset port","/papers/arxiv/2309.15640/","2023-09-28",7],["p","Startup success prediction and VC portfolio simulation using CrunchBase data","arXiv · Portfolio & Allocation · A new deep learning model can predict the success of startup","/papers/arxiv/2309.15552/","2023-09-28",10],["p","The ATM implied skew in the ADO-Heston model","arXiv · Derivatives & Volatility · The paper presents a Markovian approximation of the ADO-Hest","/papers/arxiv/2309.15044/","2023-09-28",0],["p","Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models","arXiv · Derivatives & Volatility · The paper offers quantitative error limits for deep neural n","/papers/arxiv/2309.14784/","2023-09-28",6],["p","Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents*","arXiv · Trading, Microstructure & Execution · A study has shown that a gray-box method can significantly r","/papers/arxiv/2309.14615/","2023-09-28",5],["p","Algorithmic Collusion or Competition: the Role of Platforms' Recommender Systems","arXiv · ML & AI Methods · Research indicates that recommendation algorithms on e-comme","/papers/arxiv/2309.14548/","2023-09-28",3],["p","Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points","arXiv · ML & AI Methods · A new machine learning framework can identify critical chang","/papers/arxiv/2309.14334/","2023-09-28",2],["p","Towards a Theory of Maximal Extractable Value II: Uncertainty","arXiv · Other · The study suggests a combined approach to decrease Maximal E","/papers/arxiv/2309.14201/","2023-09-28",5],["p","Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks","arXiv · Portfolio & Allocation · The paper compares three portfolio design strategies using h","/papers/arxiv/2309.13696/","2023-09-28",0],["p","Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions","arXiv · Other · The newly proposed FaSTMAN framework improves the detection ","/papers/arxiv/2309.13662/","2023-09-28",13],["p","Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol","arXiv · Trading, Microstructure & Execution · Efficiency and Slippage Analysis: The research analyzes the ","/papers/arxiv/2309.13648/","2023-09-28",21],["p","Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models","arXiv · ML & AI Methods · An Investigation: The study investigates the reliability of ","/papers/arxiv/2309.13246/","2023-09-28",2],["p","Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns","arXiv · Trading, Microstructure & Execution · The study uses Arbitrage Pricing Theory and Quantile Regress","/papers/arxiv/2309.13096/","2023-09-28",0],["p","A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies","arXiv · Portfolio & Allocation · The research demonstrates a mean-field control problem in po","/papers/arxiv/2207.00446/","2023-09-28",10],["p","Optimising Rolling Stock Planning including Maintenance with Constraint Programming and Quantum Annealing","arXiv · Other · The paper compares Constraint Programming and Quantum Anneal","/papers/arxiv/2109.07212/","2023-09-28",13],["p","Forecasting Stock Market Volatility with Realized Volatility","SSRN · Derivatives & Volatility · The paper presents the REGARCH-CDJI model for predicting sto","/papers/ssrn/4578463/","2023-09-21",0],["p","ETF Rebalancing & Hedge Fund Trades","SSRN · Derivatives & Volatility · Hedge funds are manipulating ETF rebalancing to their advant","/papers/ssrn/4578092/","2023-09-21",117],["p","Transformers vs LSTMs in Electronic Trading","SSRN · Trading, Microstructure & Execution · The research compares LSTM and Transformer models in financi","/papers/ssrn/4577922/","2023-09-21",14],["p","Cross-Sectional Test for Missing Factors","SSRN · Asset Pricing & Factors · The paper argues that traditional multifactor models like CA","/papers/ssrn/4577921/","2023-09-21",8],["p","Risk Budgeting with Diversity Index","SSRN · Other · The article proposes a new risk diversification method based","/papers/ssrn/4577612/","2023-09-21",4],["p","Ensembling Arimax Model in Algorithmic Investment Strategies on Commodities Market","SSRN · Portfolio & Allocation · ARIMAX/ARIMAX-Garch models are ineffective for making buy or","/papers/ssrn/4577441/","2023-09-21",1],["p","Enhanced Block Rearrangement Algorithm","SSRN · Other · The article discusses improving the block rearrangement algo","/papers/ssrn/4577385/","2023-09-21",0],["p","Decentralized Market Liquidity Provision","SSRN · Trading, Microstructure & Execution · The study examines how liquidity providers in decentralized ","/papers/ssrn/4577268/","2023-09-21",0],["p","Efficient Deep Hedging: No-Transaction Band Network","SSRN · Derivatives & Volatility · No-Transaction Band Network: The research introduces a neura","/papers/ssrn/4577236/","2023-09-21",0],["p","Graph Embedding for Sentiment Analysis","SSRN · LLMs & Text · The research suggests a self-supervised method for Persian s","/papers/ssrn/4576625/","2023-09-21",0],["p","Crypto Skeptics' Supreme Risk","arXiv · Crypto & DeFi · The article explores the debate on the classification of cry","/papers/ssrn/4576608/","2023-09-21",0],["p","Option Total Return and Active Option Portfolio Management","SSRN · Derivatives & Volatility · The total return concept for options and option portfolios c","/papers/ssrn/4576277/","2023-09-21",0],["p","Loss Function for Investment Strategies","SSRN · Econometrics & Forecasting · The article introduces a new Mean Absolute Directional Loss ","/papers/ssrn/4575978/","2023-09-21",0],["p","Bubbly Leverage Cycles","SSRN · Other · The study presents a framework for understanding leverage cy","/papers/ssrn/4575973/","2023-09-21",0],["p","Managerial Capital Gains Taxes and Risk","SSRN · Portfolio & Allocation · A study on the American Taxpayer Relief Act 2012 suggests th","/papers/ssrn/4575792/","2023-09-21",0],["p","Stock Price Crash Prediction Based on Multimodal Data Machine Learning Models","SSRN · ML & AI Methods · The paper suggests a machine learning framework that predict","/papers/ssrn/4575784/","2023-09-21",2],["p","Liquidity Math in Uniswap v3","arXiv · Trading, Microstructure & Execution · Concentrated Liquidity Understanding: The technical note exp","/papers/ssrn/4575232/","2023-09-21",12],["p","Bayesian Modeling of Dynamic Parameters","SSRN · Econometrics & Forecasting · The paper introduces a nonparametric time-varying parameter ","/papers/ssrn/4575128/","2023-09-21",0],["p","Sparse International Portfolio Optimization","SSRN · Portfolio & Allocation · A study shows that a regularized joint optimization approach","/papers/ssrn/4575065/","2023-09-21",0],["p","Explainable ML Models for Cost of Capital","SSRN · ML & AI Methods · The article introduces a machine learning model to evaluate ","/papers/ssrn/4575014/","2023-09-21",0],["p","The Past, Present, and Future of Low-Risk Corporate Bonds","SSRN · Macro-Finance & Rates · The research indicates that low-risk corporate bonds yield h","/papers/ssrn/4574834/","2023-09-21",0],["p","Private Equity, Debt, and Infrastructure for Pension Investments","SSRN · Other · Large institutional asset owners are increasingly incorporat","/papers/ssrn/4574463/","2023-09-21",1],["p","Course 2023-2024 in Financial Risk Management","SSRN · Risk, Credit & Banking · The University of Paris-Saclay offers an advanced course in ","/papers/ssrn/4574403/","2023-09-21",0],["p","Data-driven Investors: Trade-off of Data Technologies","SSRN · Other · Trade-off of Data Technologies: Venture capitalists using da","/papers/ssrn/4573993/","2023-09-21",0],["p","Product Market Competition's Impact on Mutual Funds' Portfolio Choices","SSRN · Portfolio & Allocation · The research shows that mutual funds hold less equity in com","/papers/ssrn/4573836/","2023-09-21",0],["p","Is Media Sentiment Associated with Future Conflict Events?","SSRN · LLMs & Text · Using machine learning and natural language processing, the ","/papers/ssrn/4573695/","2023-09-21",3],["p","Time-Varying Volatility Interactions","SSRN · Derivatives & Volatility · The paper introduces a new volatility model that accounts fo","/papers/ssrn/4573593/","2023-09-21",0],["p","Responsible Investing: Potential and Protection","SSRN · Other · Potential and Protection: The research indicates that respon","/papers/ssrn/4573443/","2023-09-21",0],["p","Wealth Management Democratization: Hedged Fund Blockchain","arXiv · Crypto & DeFi · Hedged Fund Blockchain: The paper proposes innovations to ad","/papers/ssrn/4573057/","2023-09-21",0],["p","CDS Trading and Credit Risk Reallocation","SSRN · Trading, Microstructure & Execution · A study suggests that Credit Default Swaps (CDS) are mainly ","/papers/ssrn/4572812/","2023-09-21",0],["p","Do Hedge Funds Exploit Material Nonpublic Information? Evidence from Corporate Bankruptcies","SSRN · Derivatives & Volatility · The article reveals that hedge funds use nonpublic informati","/papers/ssrn/4572759/","2023-09-21",1],["p","Stochastic Control with Exit Time: Policy Gradient Learning","RePEc · ML & AI Methods · Policy Gradient Learning: The research shows that policy gra","/papers/repec/taf-apmtfi-v-29-y-2022-i-6-p-439-456/","2023-09-21",0],["p","Enhancing Short-term Futures Trading with Deep Learning Indicator Model","RePEc · Trading, Microstructure & Execution · The study finds that using artificial intelligence to determ","/papers/repec/spt-admaec-v-13-y-2023-i-6-f-13-6-6/","2023-09-21",3],["p","Enhancing Reliability Estimation for Numeric Predictions: ML Approach","RePEc · ML & AI Methods · ML Approach: The article presents a machine learning method ","/papers/repec/inm-orijoc-v-34-y-2022-i-1-p-503-521/","2023-09-21",4],["p","Scoring Market Consensus Against Probability Forecasts","RePEc · Econometrics & Forecasting · The paper proposes a new probability scoring rule that incen","/papers/repec/inm-ordeca-v-18-y-2021-i-3-p-169-184/","2023-09-21",0],["p","Portfolio Decision Analysis: Friction and Decision Rules","RePEc · Portfolio & Allocation · Friction and Decision Rules: The research suggests that the ","/papers/repec/inm-ordeca-v-18-y-2021-i-2-p-101-120/","2023-09-21",1],["p","Comparing Cryptocurrency and Stock Market Volatility Forecasts","RePEc · Crypto & DeFi · The article finds that HAR models are more accurate than GAR","/papers/repec/hig-ecohse-2023-1-3/","2023-09-21",5],["p","Spillovers of Return and Volatility in Stock Portfolios by Size","RePEc · Derivatives & Volatility · The study suggests that restricting fund managers to specifi","/papers/repec/gam-jijfss-v-11-y-2023-i-3-p-113-d-1238462/","2023-09-21",4],["p","Herding Behavior in Islamic Bank Market: Gulf Region Evidence","RePEc · Risk, Credit & Banking · Gulf Region Evidence: The study investigates herding behavio","/papers/repec/eme-rbfpps-rbf-02-2021-0018/","2023-09-21",1],["p","Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models","arXiv · Other · The study presents new findings on the existence and uniquen","/papers/arxiv/2309.11416/","2023-09-21",1],["p","Transformers versus LSTMs for electronic trading","arXiv · Trading, Microstructure & Execution · A comparison study of LSTM-based and Transformer-based model","/papers/arxiv/2309.11400/","2023-09-21",33],["p","Is Ethereum Proof of Stake Sustainable? - Considering from the Perspective of Competition Among Smart Contract Platforms -","arXiv · Crypto & DeFi · Doubts are raised about the sustainability and security of E","/papers/arxiv/2309.11394/","2023-09-21",3],["p","Increasing Ticketing Allocative Efficiency Using Marginal Price Auction Theory","arXiv · Other · A proposed ticketing protocol uses a marginal price auction ","/papers/arxiv/2309.11189/","2023-09-21",1],["p","Estimation and testing of forecast rationality with many moments","arXiv · Econometrics & Forecasting · The article examines the use of P-GMM moment selection proce","/papers/arxiv/2309.09481/","2023-09-21",0],["p","Odd period cycles and ergodic properties in price dynamics for an exchange economy","arXiv · Other · A study investigates the conditions needed for topological c","/papers/arxiv/2309.09176/","2023-09-21",0],["p","Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis","arXiv · Derivatives & Volatility · The article investigates various models of sizing in financi","/papers/arxiv/2309.09094/","2023-09-21",0],["p","Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models","arXiv · Asset Pricing & Factors · A new technique using dynamic time warping has been created ","/papers/arxiv/2309.08800/","2023-09-21",5],["p","Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks","arXiv · Portfolio & Allocation · A unique method using Variational Autoencoders has been sugg","/papers/arxiv/2309.08652/","2023-09-21",6],["p","Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision","arXiv · Crypto & DeFi · The study outlines the wealth dynamics of strategic liquidit","/papers/arxiv/2309.08431/","2023-09-21",47],["p","On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets","arXiv · Derivatives & Volatility · The first article introduces a new method for pricing Americ","/papers/arxiv/2309.08287/","2023-09-21",4],["p","Closed-form solutions for VIX derivatives in a Legendre empirical model","arXiv · Derivatives & Volatility · A new model for the VIX index has been proposed, using a con","/papers/arxiv/2309.08175/","2023-09-21",0],["p","Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences","arXiv · Other · The article proposes an optimal investment strategy for defi","/papers/arxiv/2303.08462/","2023-09-21",7],["p","Price impact in equity auctions: zero, then linear","arXiv · Trading, Microstructure & Execution · The research identifies statistical patterns in equity aucti","/papers/arxiv/2301.05677/","2023-09-21",5],["p","Ensemble distributional forecasting for insurance loss reserving","arXiv · Risk, Credit & Banking · The paper introduces a framework for combining multiple stoc","/papers/arxiv/2206.08541/","2023-09-21",6],["p","ETF Measure of Stock Fragility","SSRN · Portfolio & Allocation · Using exchange-traded funds data in an alternative estimatio","/papers/ssrn/4571071/","2023-09-14",19],["p","Radiological Consequences Assessment: Comparative Analysis","SSRN · Econometrics & Forecasting · Comparative Analysis: The Benchmarking on Assessment of Radi","/papers/ssrn/4570883/","2023-09-14",1],["p","Rational Hedging with a Diversity of Implied Volatilities","SSRN · Derivatives & Volatility · The article presents new implied volatility models, explorin","/papers/ssrn/4570758/","2023-09-14",0],["p","Fund Diversification Measures","SSRN · Portfolio & Allocation · The research introduces a new method for assessing risk dive","/papers/ssrn/4570736/","2023-09-14",0],["p","Duration Dependent Volatility Models with Value-weighted Approach","SSRN · Derivatives & Volatility · Using different duration values in a Markov-switching model ","/papers/ssrn/4570144/","2023-09-14",0],["p","Aggregation of Financial Markets","SSRN · Trading, Microstructure & Execution · A new framework for understanding financial markets using ut","/papers/ssrn/4569993/","2023-09-14",0],["p","Theory and Empirics of Prospect Capital Asset Pricing Model","SSRN · Asset Pricing & Factors · A proposed model suggests investors seek a balance between e","/papers/ssrn/4569590/","2023-09-14",0],["p","Circuit Breakers & Market Quality","SSRN · Trading, Microstructure & Execution · Contrary to the belief that circuit breakers cause panic tra","/papers/ssrn/4569362/","2023-09-14",4],["p","Detecting Accounting Frauds with Machine Learning","SSRN · ML & AI Methods · The article introduces Logit-Boost, a new machine learning m","/papers/ssrn/4568957/","2023-09-14",56],["p","High-Frequency Trading and Price Deviations","SSRN · Trading, Microstructure & Execution · The study shows that high-frequency trading can lead to larg","/papers/ssrn/4568645/","2023-09-14",0],["p","Frequency and Purpose of Complex Options in the Market","SSRN · Derivatives & Volatility · Complex options trades, accounting for over 30% of options t","/papers/ssrn/4568445/","2023-09-14",0],["p","Risk Hedging in Fixed-Income Securities by Banks","SSRN · Derivatives & Volatility · Unlike Silicon Valley Bank, other banks use discretionary he","/papers/ssrn/4567780/","2023-09-14",0],["p","Extracting Financial Data from Unstructured Sources: Leveraging Large Language Models","SSRN · LLMs & Text · A study has developed a new framework that can accurately au","/papers/ssrn/4567607/","2023-09-14",52],["p","Retail Option Trading and Liquidity: Evidence from High-Frequency Data","SSRN · Derivatives & Volatility · The study reveals that retail trading in the options market ","/papers/ssrn/4567604/","2023-09-14",0],["p","Passive Investing's Influence on Market Volatility","SSRN · Derivatives & Volatility · The paper disproves the ETF bubble hypothesis, stating that ","/papers/ssrn/4567120/","2023-09-14",0],["p","Analysis of Trends and Drivers in Retail Trading","SSRN · Trading, Microstructure & Execution · The survey shows varying retail participation in global exch","/papers/ssrn/4567018/","2023-09-14",0],["p","Hedging Term SOFR Fixing via SOFR Futures","SSRN · Derivatives & Volatility · The paper outlines a strategy using a Time Weighted Average ","/papers/ssrn/4566882/","2023-09-14",0],["p","Stock Market Volatility in China: Geopolitical Risks","SSRN · Derivatives & Volatility · Geopolitical Risks: The study explores how investor sentimen","/papers/ssrn/4566710/","2023-09-14",0],["p","Global Common Volatility Hedge: Bitcoin and Gold","SSRN · Crypto & DeFi · Bitcoin and Gold: The study reveals that gold is a reliable ","/papers/ssrn/4566562/","2023-09-14",0],["p","Geopolitical Risk in Green and Conventional Bonds","SSRN · Macro-Finance & Rates · Green bonds are significantly influenced by geopolitical ris","/papers/ssrn/4566554/","2023-09-14",0],["p","The CAPM, APT, and PAPM","SSRN · Asset Pricing & Factors · CAPM, APT, and PAPM: The Popularity Asset Pricing Model (PAP","/papers/ssrn/4566414/","2023-09-14",1],["p","Hedging Barrier Options Using Reinforcement Learning","SSRN · Derivatives & Volatility · The research indicates that reinforcement learning can be an","/papers/ssrn/4566384/","2023-09-14",5],["p","Optimal Planning for Wealth Management","SSRN · Other · The paper suggests a semi-analytical method for optimizing f","/papers/ssrn/4566372/","2023-09-14",1],["p","Dynamic Inflation Hedging with Online Prices","SSRN · Derivatives & Volatility · Online retail inflation indices from 21 countries can predic","/papers/ssrn/4566242/","2023-09-14",0],["p","C Design Patterns for Low-Latency Applications Including High-Frequency Trading","SSRN · Trading, Microstructure & Execution · The research focuses on improving high-frequency trading sys","/papers/ssrn/4565813/","2023-09-14",3],["p","The Invisible Hand in the Dark: The Disciplinary Effect of Dark Trading on Firm Overinvestment","SSRN · Trading, Microstructure & Execution · The study indicates that dark trading availability for a sto","/papers/ssrn/4565806/","2023-09-14",1],["p","ESG Risk Management's Impact on Shareholder Value","SSRN · Risk, Credit & Banking · The study reveals that companies with fewer supply chain ESG","/papers/ssrn/4565374/","2023-09-14",0],["p","Ex Post Analysis","RePEc · Trading, Microstructure & Execution · The paper explores the importance of counterfactuals and opt","/papers/repec/wsi-wschap-9789811273827-0006/","2023-09-14",3],["p","Trading Solutions","RePEc · Trading, Microstructure & Execution · The research confirms Campbell et al.'s findings on overall ","/papers/repec/wsi-wschap-9789811273827-0004/","2023-09-14",3],["p","Framework Overview","RePEc · Derivatives & Volatility · The study analyzes the National Pension Service of Korea's t","/papers/repec/wsi-wschap-9789811273827-0002/","2023-09-14",3],["p","Mean-Variance Optimization & Sharpe Ratio","RePEc · Portfolio & Allocation · The author recognizes Harry Markowitz's 1952 paper on Portfo","/papers/repec/wsi-wschap-9789811273827-0001/","2023-09-14",3],["p","Predictive Analytics for Decision-Making","RePEc · Other · Research indicates that managers' operational decisions are ","/papers/repec/taf-euract-v-32-y-2023-i-3-p-637-662/","2023-09-14",2],["p","Improved Dam Break Outflow Prediction with Ensemble ML","RePEc · ML & AI Methods · The DA-IBK machine learning model excels at predicting dam b","/papers/repec/spr-nathaz-v-118-y-2023-i-3-d-10-1007-s11069-023-06060-4/","2023-09-14",4],["p","Football Prediction with Machine Learning","RePEc · ML & AI Methods · The project uses machine learning models to predict English ","/papers/repec/ids-ijbsre-v-17-y-2023-i-5-p-565-586/","2023-09-14",4],["p","Determinant Analysis for Housing Price Prediction","RePEc · ML & AI Methods · A regression-based machine learning model can accurately pre","/papers/repec/eme-ijhmap-ijhma-02-2022-0025/","2023-09-14",1],["p","Limited Predictive Power of ML in Estimating Gold Risk Premium","RePEc · Asset Pricing & Factors · Machine learning struggles to predict gold risk premium bett","/papers/repec/eee-jocoma-v-31-y-2023-i-c-s2405851322000502/","2023-09-14",4],["p","Finance Data Frequency","RePEc · Other · The research discusses Peter Muller’s Rule, the Holding Func","/papers/repec/eee-finana-v-89-y-2023-i-c-s105752192300306x/","2023-09-14",3],["p","High-Frequency Arbitrage on Cross-Listed Stocks: Info Latency Effects","RePEc · Trading, Microstructure & Execution · Info Latency Effects: The study presents a new method to exa","/papers/repec/eee-finana-v-89-y-2023-i-c-s1057521923002934/","2023-09-14",5],["p","Geopolitical Risks & Stock Market Volatility: ML Insights","RePEc · Derivatives & Volatility · ML Insights: The research uses machine learning to analyze h","/papers/repec/eee-finana-v-89-y-2023-i-c-s1057521923002545/","2023-09-14",7],["p","Bayesian ANN for Efficiency Analysis","RePEc · Econometrics & Forecasting · The paper introduces a novel method for frontier estimation ","/papers/repec/eee-econom-v-236-y-2023-i-2-s0304407623002075/","2023-09-14",3],["p","News-Driven Expectations and Volatility Clustering","arXiv · LLMs & Text · The paper attributes the regularities of financial volatilit","/papers/doi/10-3390-jrfm13010017/","2023-09-14",6],["p","Epps Effect and the Signature of Short-Term Momentum Traders","arXiv · Trading, Microstructure & Execution · The study investigates a variation in the Epps effect in the","/papers/arxiv/2309.06711/","2023-09-14",0],["p","Real-time VaR Calculations for Crypto Derivatives in KDB /Q","arXiv · Crypto & DeFi · The thesis focuses on creating a real-time calculation proce","/papers/arxiv/2309.06393/","2023-09-14",0],["p","A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models","arXiv · Portfolio & Allocation · The research introduces an efficient numerical integration m","/papers/arxiv/2309.05977/","2023-09-14",7],["p","A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association","arXiv · Macro-Finance & Rates · The article introduces a new method for estimating the retur","/papers/arxiv/2309.05783/","2023-09-14",2],["p","A compendium of data sources for data science, machine learning, and artificial intelligence","arXiv · ML & AI Methods · Data Sources for ML: The article provides a detailed list of","/papers/arxiv/2309.05682/","2023-09-14",1],["p","Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework","arXiv · Trading, Microstructure & Execution · The study uses a Monte Carlo framework to explore optimal tr","/papers/arxiv/2309.05512/","2023-09-14",0],["p","Gamma hedging and rough paths","arXiv · Derivatives & Volatility · The study uses rough path theory to show that a specific hed","/papers/arxiv/2309.05054/","2023-09-14",2],["p","Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results","arXiv · Other · The research finds unexpected links between financial engine","/papers/arxiv/2309.04547/","2023-09-14",0],["p","Generating drawdown-realistic financial price paths using path signatures","arXiv · ML & AI Methods · A novel machine learning method for simulating financial pri","/papers/arxiv/2309.04507/","2023-09-14",1],["p","C++ Design Patterns for Low-latency Applications Including High-frequency Trading","arXiv · Trading, Microstructure & Execution · C++ Design Patterns for Low-latency: The study concentrates ","/papers/arxiv/2309.04259/","2023-09-14",4],["p","Liquidity Dynamics in RFQ Markets and Impact on Pricing","arXiv · Trading, Microstructure & Execution · The article introduces a Fair Transfer Price concept for val","/papers/arxiv/2309.04216/","2023-09-14",3],["p","Aggregation of Financial Markets","arXiv · Trading, Microstructure & Execution · The article proposes a new framework for aggregating financi","/papers/arxiv/2309.04116/","2023-09-14",0],["p","Domain-adapted Learning and Imitation: DRL for Power Arbitrage","arXiv · Trading, Microstructure & Execution · Leveraging Expertise: A dual-agent reinforcement learning ap","/papers/arxiv/2301.08360/","2023-09-14",1],["p","Domain-adapted Learning and Interpretability: DRL for Gas Trading","arXiv · Trading, Microstructure & Execution · Enhanced Performance: Deep Reinforcement Learning (Deep RL) ","/papers/arxiv/2301.08359/","2023-09-14",0],["p","Credit Information in Earnings Calls","arXiv · LLMs & Text · A new method has been developed to predict credit spread cha","/papers/arxiv/2209.11914/","2023-09-14",1],["p","The long-term effects of early-life pollution exposure: Evidence from the London smog.","arXiv · Other · A UK study found that exposure to the 1952 London smog in ea","/papers/arxiv/2202.11785/","2023-09-14",28],["p","Dynamics of market states and risk assessment","arXiv · Other · Dynamic Approach: Modifying market state selection criteria ","/papers/arxiv/2011.05984/","2023-09-14",10],["p","A Model-Free Approximation for Barrier Options in a General Stochastic Volatility Framework","SSRN · Derivatives & Volatility · The article introduces a formula for calculating single barr","/papers/ssrn/4556330/","2023-08-30",0],["p","Disruptive Innovation and IPO Outcomes: Evidence from Machine Learning","SSRN · ML & AI Methods · The paper presents a new text-based measure of disruptive in","/papers/ssrn/4556095/","2023-08-30",2],["p","Leasing and the Idiosyncratic Volatility Puzzle","SSRN · Derivatives & Volatility · The study explores the negative correlation between past vol","/papers/ssrn/4554812/","2023-08-30",2],["p","Index-Linked Trading: Differences in Returns","SSRN · Trading, Microstructure & Execution · Differences in Returns: The study reveals that index-linked ","/papers/ssrn/4554756/","2023-08-30",48],["p","Effectiveness of Various Options Strategies for Exchange-Traded Funds","SSRN · Derivatives & Volatility · The research compares various option strategies for Exchange","/papers/ssrn/4554651/","2023-08-30",0],["p","Banks' Risk Hedging for Fixed-Income Securities","SSRN · Derivatives & Volatility · The study indicates that banks meet timing requirements for ","/papers/ssrn/4554520/","2023-08-30",0],["p","Nonbanks' Leverage and Liquidity","SSRN · Trading, Microstructure & Execution · Despite high-risk assets and short-term leverage, Nonbank mo","/papers/ssrn/4554317/","2023-08-30",0],["p","Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?","SSRN · LLMs & Text · The paper uses machine learning to predict US economic reces","/papers/ssrn/4553506/","2023-08-30",9],["p","Real Returns of Mutual Fund Investors","SSRN · Portfolio & Allocation · The paper finds that reported mutual fund returns in China a","/papers/ssrn/4553496/","2023-08-30",0],["p","Passive S&P 500 Funds' Discretionary Investing","SSRN · Portfolio & Allocation · The article challenges the belief that passive index funds s","/papers/ssrn/4553420/","2023-08-30",0],["p","Financial Flexibility and Equity Risk","SSRN · Asset Pricing & Factors · The research connects limited financial flexibility to lever","/papers/ssrn/4553410/","2023-08-30",0],["p","Deep Learning for Derivatives Pricing Study","SSRN · Derivatives & Volatility · The research proposes two ways to learn the price of derivat","/papers/ssrn/4553139/","2023-08-30",0],["p","Statistical Arbitrage with Deep Learning: High Returns and Outperformance","SSRN · Trading, Microstructure & Execution · High Returns and Outperformance: The research introduces a n","/papers/ssrn/4553110/","2023-08-30",0],["p","Portfolio Optimization using Machine Learning","SSRN · Portfolio & Allocation · The research shows that machine learning models can be used ","/papers/ssrn/4553078/","2023-08-30",1],["p","Cryptocurrency Replication via Machine Learning","SSRN · Crypto & DeFi · The paper presents a machine learning method to create synth","/papers/ssrn/4552637/","2023-08-30",0],["p","Financialization-Assetization in Energy Industry","SSRN · Other · The paper explores the growing influence of financial market","/papers/ssrn/4552412/","2023-08-30",0],["p","Machine Learning Predictability: Factors Affecting Stock Return Forecasts","SSRN · Econometrics & Forecasting · Factors Affecting Stock Return Forecasts: The study shows th","/papers/ssrn/4552395/","2023-08-30",1],["p","Tradeoff Between Tracking Error & Turnover in Portfolio Rebalancing","SSRN · Portfolio & Allocation · There's a balance between tracking error and turnover in reb","/papers/ssrn/4552359/","2023-08-30",0],["p","Power Sorting","SSRN · Asset Pricing & Factors · The article suggests a new method for creating characteristi","/papers/ssrn/4552208/","2023-08-30",2],["p","Pricing Errors Impact Options Prices & Greeks","SSRN · Derivatives & Volatility · Pricing errors in the base asset can inflate options prices ","/papers/ssrn/4552151/","2023-08-30",0],["p","Generalizing Event Studies: Dollar Tree-Family Dollar Acquisition","SSRN · Corporate Finance · Dollar Tree-Family Dollar Acquisition: The paper suggests a ","/papers/ssrn/4551774/","2023-08-30",26],["p","CFO Pay and Hedging","SSRN · Derivatives & Volatility · The study explores the impact of a CFO's risk-taking incenti","/papers/ssrn/4551639/","2023-08-30",0],["p","Formulations to select assets for constructing sparse index tracking portfolios","SSRN · Portfolio & Allocation · The article introduces new methods for asset selection in sp","/papers/ssrn/4551632/","2023-08-30",1],["p","News Data's Impact on Trading Decisions","SSRN · LLMs & Text · The paper suggests a reinforcement learning approach for hig","/papers/ssrn/4551629/","2023-08-30",0],["p","ML Beats Benchmark Models in Stock Beta Estimation","SSRN · Portfolio & Allocation · Machine learning models, especially random forests, are more","/papers/ssrn/4551604/","2023-08-30",0],["p","'I'm Stranded': Transition Risk Information in CDS and Options","SSRN · Derivatives & Volatility · The research uses CDS and put option prices to gauge the lik","/papers/ssrn/4551442/","2023-08-30",1],["p","Hedge Funds' Demand Linked to Future Stock Returns","SSRN · Derivatives & Volatility · The correlation between short-term institutional demand and ","/papers/ssrn/4551406/","2023-08-30",14],["p","Identifying High Frequency Trading Activity without Proprietary Data","SSRN · Trading, Microstructure & Execution · The article evaluates the reliability of commonly used indic","/papers/ssrn/4551238/","2023-08-30",4],["p","Alumni Ties and Private Equity Investments: Impact on Endowment Choices","SSRN · Other · Impact on Endowment Choices: The research finds that univers","/papers/ssrn/4550860/","2023-08-30",30],["p","Corporate Bond Pricing: Implications of Institutional Demand","SSRN · Macro-Finance & Rates · Implications of Institutional Demand: The research indicates","/papers/ssrn/4550658/","2023-08-30",348],["p","The Cost of Vega-Hedging Structured Products","SSRN · Derivatives & Volatility · The article suggests a method to calculate future hedging co","/papers/ssrn/4550643/","2023-08-30",1],["p","Exchange Rates Forecasting with Interpretable Machine Learning","RePEc · Macro-Finance & Rates · The Light Gradient Boosting Machine model has been found to ","/papers/repec/taf-apeclt-v-30-y-2023-i-15-p-2052-2059/","2023-08-30",2],["p","Enhanced VaR Estimation","RePEc · Portfolio & Allocation · Machine learning is enhancing the accuracy and reliability o","/papers/repec/gam-jdataj-v-8-y-2023-i-8-p-133-d-1219341/","2023-08-30",5],["p","NPS Internal vs. External Management: Market Impact of Trading Strategies","RePEc · Trading, Microstructure & Execution · Market Impact of Trading Strategies: The research investigat","/papers/repec/eme-jdqspp-jdqs-12-2022-0027/","2023-08-30",2],["p","Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance","arXiv · LLMs & Text · Conversational GPT models are suggested for efficient text c","/papers/arxiv/2308.14634/","2023-08-30",37],["p","Deep multi-step mixed algorithm for high dimensional non-linear PDEs and associated BSDEs","arXiv · ML & AI Methods · A new deep learning algorithm has been developed to solve co","/papers/arxiv/2308.14487/","2023-08-30",1],["p","Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport","arXiv · Derivatives & Volatility · The authors present a non-parametric method for joint calibr","/papers/arxiv/2308.14473/","2023-08-30",3],["p","An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics","arXiv · Derivatives & Volatility · Empirical Analysis on Financial Market: The study presents a","/papers/arxiv/2308.14235/","2023-08-30",2],["p","TimeTrail: Unveiling Financial Fraud Patterns through Temporal Correlation Analysis","arXiv · Other · Financial Fraud Patterns: TimeTrail, a new technique for det","/papers/arxiv/2308.14215/","2023-08-30",8],["p","Transaction fee mechanism for Proof-of-Stake protocol","arXiv · Crypto & DeFi · The research expands the transaction fee system in blockchai","/papers/arxiv/2308.13881/","2023-08-30",9],["p","The Potential of Quantum Techniques for Stock Price Prediction","arXiv · Other · The article investigates the use of Quantum Algorithms in pr","/papers/arxiv/2308.13642/","2023-08-30",18],["p","JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading","arXiv · Trading, Microstructure & Execution · JAX-LOB: The paper introduces JAX-LOB, the first GPU-powered","/papers/arxiv/2308.13289/","2023-08-30",32],["p","Grover Search for Portfolio Selection","arXiv · Portfolio & Allocation · The study presents explicit oracles for Grover's algorithm t","/papers/arxiv/2308.13063/","2023-08-30",1],["p","Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance","arXiv · Crypto & DeFi · Mathematical Framework: The research introduces a new framew","/papers/arxiv/2210.01227/","2023-08-30",26],["p","Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals","arXiv · Trading, Microstructure & Execution · The research investigates a differential Riccati equation wi","/papers/arxiv/2202.07478/","2023-08-30",17],["p","Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations","arXiv · Other · A novel continuous-time stochastic gradient descent method i","/papers/arxiv/2202.06637/","2023-08-30",7],["p","Scenario generation for market risk models using generative neural networks","arXiv · ML & AI Methods · The study extends the use of generative adversarial networks","/papers/arxiv/2109.10072/","2023-08-30",23],["p","Optimal Trading with Signals and Stochastic Price Impact","arXiv · Trading, Microstructure & Execution · The research uses singular perturbation methods to study opt","/papers/arxiv/2101.10053/","2023-08-30",20],["p","Double Bottom Country Trading Strategy","SSRN · Trading, Microstructure & Execution · The Quantpedia article discusses the use of technical analys","/papers/ssrn/4549609/","2023-08-24",0],["p","The Effectiveness of Volatility Control Strategies in Incorporating Crypto or Digital Assets Into Portfolios","SSRN · Crypto & DeFi · Effectiveness: Volatility control strategies are effective i","/papers/ssrn/4548964/","2023-08-24",0],["p","Dollar Shorting and Stock Market Surge","SSRN · Derivatives & Volatility · The research shows that global market shocks significantly a","/papers/ssrn/4548592/","2023-08-24",25],["p","Credit Ratings and Bond Volatility: Early Evidence from the Introduction of Credit Ratings","SSRN · Derivatives & Volatility · Early Evidence: The study reveals that the introduction of c","/papers/ssrn/4547988/","2023-08-24",0],["p","Price Discovery in Derivatives","SSRN · Derivatives & Volatility · The study proposes a theory of price discovery across deriva","/papers/ssrn/4547578/","2023-08-24",0],["p","Nonlinear Forecasting of Volatility","SSRN · Derivatives & Volatility · A new framework for forecasting implied volatility in Europe","/papers/ssrn/4547560/","2023-08-24",0],["p","High-Dimensional Datasets: Tensor PCA","SSRN · Asset Pricing & Factors · Tensor PCA: New techniques for analyzing high-dimensional te","/papers/ssrn/4547282/","2023-08-24",0],["p","Panel Data Nowcasting: P/E Ratios","SSRN · Econometrics & Forecasting · P/E Ratios: The paper highlights the superior performance of","/papers/ssrn/4547276/","2023-08-24",0],["p","ML & Deep Learning for Electricity Price Forecasting","SSRN · Econometrics & Forecasting · The paper introduces a seasonal attention mechanism through ","/papers/ssrn/4547250/","2023-08-24",0],["p","Stock Returns and Factor Models in Big Data","SSRN · Asset Pricing & Factors · A model with a high-dimensional state space and multiple ass","/papers/ssrn/4547185/","2023-08-24",0],["p","Bi-objective Cost-sensitive Machine Learning: Predicting Stock Return Direction Using Option Prices","SSRN · Derivatives & Volatility · The research investigates the use of cost-sensitive loss fun","/papers/ssrn/4546402/","2023-08-24",0],["p","GARCH Model Selection Bias","SSRN · Econometrics & Forecasting · Information criteria can impact the robustness of the News I","/papers/ssrn/4546356/","2023-08-24",0],["p","Price Limit Expansion's Impact on Stock Volatility","SSRN · Derivatives & Volatility · The research suggests that expanding price limits can either","/papers/ssrn/4545501/","2023-08-24",0],["p","Sentiment Analysis is Virtually Useless in Financial Forecasting","SSRN · LLMs & Text · The paper criticizes the overemphasis on sentiment analysis ","/papers/ssrn/4545418/","2023-08-24",0],["p","Choice of a Mixed-Asset Portfolio Based on Third-Degree Stochastic Dominance","SSRN · Portfolio & Allocation · A study finds that adding direct real estate investments and","/papers/ssrn/4545395/","2023-08-24",1],["p","Risk Management of Stock Portfolios With Jumps at Exogenous Default Events","SSRN · Portfolio & Allocation · The paper discusses managing equity risk in stock portfolios","/papers/ssrn/4545190/","2023-08-24",0],["p","Self-Exciting Jump Structure in Cryptocurrencies vs. S&P 500","SSRN · Crypto & DeFi · The research introduces a model that captures the dynamics o","/papers/ssrn/4545131/","2023-08-24",0],["p","Bridging the Gap in Legal Document Analysis","SSRN · ML & AI Methods · The article promotes the application of legal theory in mach","/papers/ssrn/4545060/","2023-08-24",0],["p","When Does Bad News Cause Mispricing? A Historical View","SSRN · LLMs & Text · The research suggests that news media sentiment can predict ","/papers/ssrn/4544851/","2023-08-24",0],["p","Bayesian Approach for Credit Risk Parameters","SSRN · Risk, Credit & Banking · The article introduces a Bayesian model to estimate default ","/papers/ssrn/4544025/","2023-08-24",19],["p","Volatility and Foreign Trade in ECOWAS Economies","RePEc · Derivatives & Volatility · A study found that exchange rate volatility negatively affec","/papers/repec/vrs-crebss-v-9-y-2023-i-1-p-1-15-n-3/","2023-08-24",2],["p","Machine Learning vs. Dictionary for Sentiment","RePEc · LLMs & Text · Machine-learning methods, particularly the random-forest-reg","/papers/repec/inm-ormnsc-v-68-y-2022-i-7-p-5514-5532/","2023-08-24",2],["p","Credit Cycles & Returns","RePEc · Risk, Credit & Banking · Research indicates that high leverage credit booms often lea","/papers/repec/inm-ormnsc-v-68-y-2022-i-10-p-7350-7361/","2023-08-24",3],["p","Scaling SMEs Credit Scoring","RePEc · Risk, Credit & Banking · A new method using Gradient Boosting Decision Trees and SHap","/papers/repec/hal-wpaper-hal-04159788/","2023-08-24",3],["p","COVID-19's Impact on Sustainable Stocks Volatility","RePEc · Derivatives & Volatility · COVID-19 significantly affected the volatility of sustainabl","/papers/repec/eme-xjmpps-xjm-08-2021-0213/","2023-08-24",3],["p","Cluster Analysis for Missing Values","RePEc · Other · The study shows that clustering analysis effectively imputes","/papers/repec/anm-alpnmr-v-9-y-2021-i-2-p-299-310/","2023-08-24",2],["p","Student’s t mixture models for stock indices. A comparative study","arXiv · Other · A study comparing equity indices finds that a combination of","/papers/doi/10-1016-j-physa-2021-126143/","2023-08-24",10],["p","Learning to Learn Financial Networks for Optimising Momentum Strategies","arXiv · Asset Pricing & Factors · The L2GMOM machine learning framework enhances portfolio pro","/papers/arxiv/2308.12212/","2023-08-24",4],["p","Retail Demand Forecasting: A Comparative Study for Multivariate Time Series","arXiv · Econometrics & Forecasting · The study creates improved retail demand prediction models u","/papers/arxiv/2308.11939/","2023-08-24",29],["p","Designing an Attack-Defense Game: How to Increase the Robustness of Financial Transaction Models Via a Competition","arXiv · ML & AI Methods · An Attack-Defense Game: The research explores the strengths ","/papers/arxiv/2308.11406/","2023-08-24",0],["p","Network Momentum across Asset Classes","arXiv · Asset Pricing & Factors · The article discusses network momentum, a trading signal fro","/papers/arxiv/2308.11294/","2023-08-24",6],["p","Analysis of Optimal Portfolio Management Using Hierarchical Clustering","arXiv · Portfolio & Allocation · The study improves the Markowitz Model by integrating machin","/papers/arxiv/2308.11202/","2023-08-24",2],["p","NLP-based detection of systematic anomalies among the narratives of consumer complaints","arXiv · LLMs & Text · The paper introduces a method using NLP to identify patterns","/papers/arxiv/2308.11138/","2023-08-24",9],["p","Analytical Valuation of Vulnerable Derivative Claims with Bilateral Cash Flows under Credit, Funding and Wrong Way Risk","arXiv · Derivatives & Volatility · A model for valuing a vulnerable derivative considers bilate","/papers/arxiv/2308.10568/","2023-08-24",0],["p","D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options","arXiv · Derivatives & Volatility · A proposed machine learning algorithm for portfolio optimiza","/papers/arxiv/2308.10556/","2023-08-24",4],["p","Explicit Computations for Delayed Semistatic Hedging","arXiv · Derivatives & Volatility · The research focuses on the problem of maximizing exponentia","/papers/arxiv/2308.10550/","2023-08-24",1],["p","Agree to Disagree: Measuring Hidden Dissents in FOMC Meetings","arXiv · Macro-Finance & Rates · A deep learning model study reveals that disagreement among ","/papers/arxiv/2308.10131/","2023-08-24",1],["p","Do We Price Happiness? Evidence from Korean Stock Market","arXiv · Corporate Finance · Google Trends' search volume for 'happiness' can predict fut","/papers/arxiv/2308.10039/","2023-08-24",1],["p","To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis","arXiv · LLMs & Text · A study finds a strong correlation between Twitter activity ","/papers/arxiv/2308.09968/","2023-08-24",2],["p","Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB","arXiv · Other · Research shows that activity on the WallStreetBets forum dir","/papers/arxiv/2308.09485/","2023-08-24",0],["p","Black-Litterman, Bayesian Shrinkage, and Factor Models in Portfolio Selection: You Can Have It All","arXiv · Portfolio & Allocation · The paper introduces a Bayesian model that combines shrinkag","/papers/arxiv/2308.09264/","2023-08-24",0],["p","Deep Reinforcement Learning for Active High Frequency Trading","arXiv · Trading, Microstructure & Execution · A new Deep Reinforcement Learning framework has been develop","/papers/arxiv/2101.07107/","2023-08-24",52],["p","Machine Learning for Lag Selection in Finance Research","SSRN · ML & AI Methods · Random Regression Forests (RRF) are more effective than trad","/papers/ssrn/4543446/","2023-08-17",0],["p","Volatility Dynamics in Crypto","SSRN · Crypto & DeFi · The fluctuating nature of cryptocurrencies is closely tied t","/papers/ssrn/4542577/","2023-08-17",4],["p","Dynamic Replicaton of Variance Swaps with Three Options","SSRN · Derivatives & Volatility · The article explains how three vanilla options can be used t","/papers/ssrn/4542475/","2023-08-17",0],["p","Valuation of Barrier Options under Risks","SSRN · Derivatives & Volatility · The research offers algorithms to price European and America","/papers/ssrn/4542370/","2023-08-17",0],["p","Bond futures: Delivery Option with Term Structure Modelling","SSRN · Derivatives & Volatility · Delivery & Term Structure Modeling: The article expands a me","/papers/ssrn/4542275/","2023-08-17",0],["p","A robust portfolio selection problem with price impacts in discrete time","SSRN · Trading, Microstructure & Execution · Robust Portfolio Choice Model: A study on portfolio choice s","/papers/ssrn/4541885/","2023-08-17",0],["p","Optimal Liquidity Provision in Market Making","SSRN · Trading, Microstructure & Execution · The study proposes an optimal liquidity provision strategy f","/papers/ssrn/4541822/","2023-08-17",0],["p","Competition for Investment Opportunities and Level of Active Fund Management","SSRN · Other · Fund managers can mitigate the adverse effects of competitio","/papers/ssrn/4541316/","2023-08-17",0],["p","Quantitative Analysis and the Informativeness of Social Media Research","SSRN · Other · A study reveals that the introduction of quantitative rating","/papers/ssrn/4540580/","2023-08-17",0],["p","Machine Learning and Modern Econometrics for Tail-Risk Protection","SSRN · Econometrics & Forecasting · The study introduces a dynamic tail risk protection strategy","/papers/ssrn/4540499/","2023-08-17",0],["p","Enhanced Volatility Forecasting with Dual EMD","SSRN · Derivatives & Volatility · The article presents a new method called Dual Empirical Mode","/papers/ssrn/4540455/","2023-08-17",0],["p","On the Spectral Decomposition of Portfolio Skewness and its Application to Portfolio Optimization","SSRN · Portfolio & Allocation · A new risk measure, negative quadratic skewness, is introduc","/papers/ssrn/4540021/","2023-08-17",0],["p","Adaptive Robust Volatility Estimation for High-Frequency Data","SSRN · Derivatives & Volatility · The paper presents the ARP estimator, a new tool for handlin","/papers/ssrn/4539949/","2023-08-17",0],["p","Corporate Capital Structure: Geopolitical Risk","SSRN · Corporate Finance · Geopolitical Risk: A study using a news-based geopolitical r","/papers/ssrn/4539731/","2023-08-17",0],["p","The Diminishing Role of Active Mutual Funds: Flows and Returns","SSRN · Portfolio & Allocation · Flows & Returns: The research indicates that U.S. active equ","/papers/ssrn/4539706/","2023-08-17",0],["p","Future of Natural Language Processing","SSRN · LLMs & Text · The paper provides an overview of the latest machine learnin","/papers/ssrn/4539657/","2023-08-17",0],["p","Retail Investor Reactions to ESG Scores","SSRN · Other · A study using Robinhood data found that during the COVID-19 ","/papers/ssrn/4539609/","2023-08-17",0],["p","Return Horizon & Investment Alpha","SSRN · Portfolio & Allocation · Mutual funds' performance can greatly differ based on the re","/papers/ssrn/4539467/","2023-08-17",0],["p","Alpha Now, Taxes Later: Tax-Efficient Long-Only Factor Investing","SSRN · Asset Pricing & Factors · Despite high turnover, factor investing can yield significan","/papers/ssrn/4538712/","2023-08-17",2],["p","Crypto Quanto & Inverse Options","SSRN · Crypto & DeFi · The article offers a mathematical breakdown of direct and in","/papers/ssrn/4538564/","2023-08-17",0],["p","ChatGPT for Portfolio Selection","SSRN · LLMs & Text · The research shows AI model ChatGPT is effective in selectin","/papers/ssrn/4538502/","2023-08-17",0],["p","FIVAR-Ito Model for High-Frequency Data","SSRN · Trading, Microstructure & Execution · The article introduces the FIVARIto model, a new Ito diffusi","/papers/ssrn/4537927/","2023-08-17",0],["p","Idiosyncratic Volatility Trends","RePEc · Derivatives & Volatility · The study confirms Campbell et al.'s (2001) findings on aggr","/papers/repec/now-jnlcfr-104-00000127/","2023-08-17",3],["p","Volatility & Expected Returns: Then & Now","RePEc · Derivatives & Volatility · Then & Now: The research confirms previous findings on the i","/papers/repec/now-jnlcfr-104-00000125/","2023-08-17",4],["p","Forecasting GCC Financial Stress with Neural Networks","RePEc · Econometrics & Forecasting · The research uses a One-Dimensional Convolutional Neural Net","/papers/repec/kap-apfinm-v-30-y-2023-i-3-d-10-1007-s10690-022-09387-3/","2023-08-17",3],["p","Enhancing Return Predictability with ML","RePEc · Asset Pricing & Factors · A new prediction model using machine learning can enhance st","/papers/repec/inm-ormnsc-v-68-y-2022-i-10-p-7701-7741/","2023-08-17",3],["p","Econometrics and Analytics for Movie Success Forecasts","RePEc · Econometrics & Forecasting · Machine learning and social media data can enhance forecast ","/papers/repec/inm-ormnsc-v-68-y-2022-i-1-p-189-210/","2023-08-17",4],["p","Deep Learning for Personality Measurement","RePEc · ML & AI Methods · The second article introduces DeepPerson, a tool for text-ba","/papers/repec/inm-orisre-v-34-y-2023-i-1-p-194-222/","2023-08-17",2],["p","Uncertainty Indices in Macroeconomy","RePEc · Macro-Finance & Rates · The paper reveals significant differences in the properties ","/papers/repec/hit-ecorev-v-72-y-2021-i-3-p-246-267/","2023-08-17",3],["p","Machine Learning for Housing Prices","RePEc · ML & AI Methods · Housing price trends can be accurately predicted by machine ","/papers/repec/eme-ijhmap-ijhma-02-2022-0033/","2023-08-17",4],["p","Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction","arXiv · Trading, Microstructure & Execution · A machine learning model using ensemble learning was develop","/papers/doi/10-1504-ijcse-2023-129152/","2023-08-17",4],["p","Modified Verhulst–Solow model for long-term population and economic growth","arXiv · Other · The research modifies Verhulst and Solow models to examine t","/papers/arxiv/2308.08315/","2023-08-17",7],["p","Microstructure-Empowered Stock Factor Extraction and Utilization","arXiv · Trading, Microstructure & Execution · A new model has been suggested to better predict stock trend","/papers/arxiv/2308.08135/","2023-08-17",2],["p","Company Similarity Using Large Language Models","arXiv · LLMs & Text · Large language models can learn company profiles from SEC fi","/papers/arxiv/2308.08031/","2023-08-17",15],["p","Portfolio selection via topological data analysis","arXiv · Portfolio & Allocation · A two-stage method using Topological Data Analysis for build","/papers/arxiv/2308.07944/","2023-08-17",4],["p","Economic complexity and the sustainability transition: a review of data, methods, and literature","arXiv · Other · The article discusses the use of Economic Complexity methods","/papers/arxiv/2308.07172/","2023-08-17",32],["p","The Four Types of Stablecoins: A Comparative Analysis","arXiv · Crypto & DeFi · The study examines the stability of various stablecoins unde","/papers/arxiv/2308.07041/","2023-08-17",10],["p","Insurance pricing on price comparison websites via reinforcement learning","arXiv · Risk, Credit & Banking · The paper presents a new reinforcement learning framework fo","/papers/arxiv/2308.06935/","2023-08-17",4],["p","Quantifying Outlierness of Funds from their Categories using Supervised Similarity","arXiv · Portfolio & Allocation · The study uses machine learning to measure the impact of mut","/papers/arxiv/2308.06882/","2023-08-17",9],["p","Contagion Effects of the Silicon Valley Bank Run","arXiv · Risk, Credit & Banking · The study analyzes the impact of Silicon Valley Bank's failu","/papers/arxiv/2308.06642/","2023-08-17",19],["p","\"Zero Cost\" Majority Attacks on Permissionless Blockchains","arXiv · Crypto & DeFi · Research shows that permissionless blockchains can be attack","/papers/arxiv/2308.06568/","2023-08-17",11],["p","Loan Portfolio Management and Liquidity Risk: The Impact of Limited Liability and Haircut","arXiv · Trading, Microstructure & Execution · The article proposes a new loan portfolio model for banks th","/papers/arxiv/2308.06525/","2023-08-17",0],["p","UAMM: Price-oracle based Automated Market Maker","arXiv · Trading, Microstructure & Execution · UBET Market Maker: A new method, UBET AMM (UAMM), is propose","/papers/arxiv/2308.06375/","2023-08-17",2],["p","A New Approach to Overcoming Zero Trade in Gravity Models to Avoid Indefinite Values in Linear Logarithmic Equations and Parameter Verification Using Machine Learning","arXiv · ML & AI Methods · The paper suggests a two-step method involving linear regres","/papers/arxiv/2308.06303/","2023-08-17",0],["p","ChatGPT-Based Investment Portfolio Selection","arXiv · LLMs & Text · The research shows that AI model ChatGPT is useful in select","/papers/arxiv/2308.06260/","2023-08-17",46],["p","An approach to extend Cross-Impact Balance method in multiple timespans","arXiv · Other · The article presents a simplified method to apply Cross-Impa","/papers/arxiv/2308.06223/","2023-08-17",2],["p","Efficient Convex PCA with Applications to Wasserstein GPCA and Ranked Data","arXiv · Other · The article introduces Convex PCA, a new data reduction meth","/papers/arxiv/2211.02990/","2023-08-17",4],["p","Inflation—Who Cares? Monetary Policy in Times of Low Attention","arXiv · Macro-Finance & Rates · Who Cares?: The decrease in public attention to inflation af","/papers/arxiv/2105.05297/","2023-08-17",29],["p","Model-Free Analysis of Dynamic Trading Strategies","arXiv · Trading, Microstructure & Execution · A new method for analyzing risk and return in dynamic tradin","/papers/arxiv/2011.02870/","2023-08-17",2],["p","The Power of Large Language Models: A ChatGPT-driven Textual Analysis of Fundamental Data","SSRN · LLMs & Text · The study uses large language models to interpret business d","/papers/ssrn/4535647/","2023-08-09",4],["p","Investment Grade Rating with Explainable AI","SSRN · ML & AI Methods · The article explores the use of explainable AI in formulatin","/papers/ssrn/4535478/","2023-08-09",0],["p","Market Participation and Liquidity Effects of Arms Sales in Financial Markets","SSRN · Trading, Microstructure & Execution · The sale of trading advantages can lead to lower market part","/papers/ssrn/4535299/","2023-08-09",0],["p","Portfolio Management Strategy using VIX","SSRN · Derivatives & Volatility · The research suggests a portfolio management strategy that a","/papers/ssrn/4534986/","2023-08-09",0],["p","Forecasting Oil Prices with VRP and Google Data","SSRN · Econometrics & Forecasting · The paper suggests that incorporating variance risk premium ","/papers/ssrn/4534884/","2023-08-09",0],["p","Commodity Dependence and Allocation","SSRN · Portfolio & Allocation · The study demonstrates the benefits of adding commodities to","/papers/ssrn/4534370/","2023-08-09",0],["p","Optimizing Portfolio Allocation","SSRN · Portfolio & Allocation · The BlackLitterman model, BLEnd2End, uses deep learning to o","/papers/ssrn/4534131/","2023-08-09",0],["p","Financial Market Under Knightian Uncertainty About the Informed Trader","SSRN · Trading, Microstructure & Execution · A study suggests that market participants learn from equilib","/papers/ssrn/4534045/","2023-08-09",0],["p","Switching Volatility in an Economy","SSRN · Derivatives & Volatility · Using a dynamic stochastic general equilibrium model, the re","/papers/ssrn/4533645/","2023-08-09",0],["p","Asset Return Covariance Forecasting with Errors","SSRN · Econometrics & Forecasting · The study introduces new models for predicting the covarianc","/papers/ssrn/4533182/","2023-08-09",14],["p","Derivative Instruments in Portfolio Management: Unified Framework","SSRN · Derivatives & Volatility · Unified Framework: The article suggests a unified framework ","/papers/ssrn/4532942/","2023-08-09",0],["p","Volatility Dynamics, Return Predictability, and Leverage in the Campbell-Cochrane Model","SSRN · Derivatives & Volatility · The article critiques the Campbell and Cochrane 1999 habit m","/papers/ssrn/4532711/","2023-08-09",0],["p","Residual Factor Prediction Via Time Series-based Machine Learning","SSRN · Econometrics & Forecasting · The paper presents a Machine Learning model that uses residu","/papers/ssrn/4532565/","2023-08-09",0],["p","Investor Sentiment and Futures Market Mispricing","SSRN · LLMs & Text · The study reveals that investor sentiment significantly infl","/papers/ssrn/4532403/","2023-08-09",23],["p","Market Sentiment Index for Stock Analysis","SSRN · LLMs & Text · The research proposes a dynamic design for aggregating marke","/papers/ssrn/4532195/","2023-08-09",30],["p","Reinforcement Learning for Financial Index Tracking","SSRN · ML & AI Methods · Reinforcement Learning and Deep RL Method: A new model for t","/papers/ssrn/4532072/","2023-08-09",1],["p","Off-Exchange Trading Impact on Stock Price Crashes: Dark Trading","SSRN · Trading, Microstructure & Execution · Dark Trading: Dark trading, or trading that occurs off-excha","/papers/ssrn/4532007/","2023-08-09",0],["p","A Quantitative Approach to Historical Stress Tests","SSRN · Risk, Credit & Banking · The paper introduces a new method for defining historical st","/papers/ssrn/4531808/","2023-08-09",0],["p","Learning from DeFi: Would Automated Market Makers Improve Equity Trading?","SSRN · Crypto & DeFi · The study suggests that optimally designed automated market ","/papers/ssrn/4531670/","2023-08-09",17],["p","Cross-Impact and Price Bubbles: A Two-Asset Lab-Experiment","SSRN · Portfolio & Allocation · A study found that financial bubbles are larger and cross-ma","/papers/ssrn/4529978/","2023-08-09",0],["p","Sampling Methods for Increased Volatility","RePEc · Derivatives & Volatility · The paper proposes a portfolio composition framework resista","/papers/repec/vrs-jecman-v-43-y-2021-i-1-p-70-89-n-1/","2023-08-09",2],["p","Corporate Capital Structure Modeling","RePEc · Corporate Finance · The authors suggest a method for optimizing a company's capi","/papers/repec/nos-voprec-y-2023-id-4201/","2023-08-09",3],["p","Sectoral and Regional Volatility Connection","RePEc · Derivatives & Volatility · A study found increased volatility connectedness between the","/papers/repec/ibn-ijefaa-v-15-y-2023-i-4-p-8/","2023-08-09",3],["p","Options Are Also Options on Options: How to Smile With Black-Scholes","arXiv · Derivatives & Volatility · Black-Scholes Smiles: The research presents a new perspectiv","/papers/arxiv/2308.04130/","2023-08-09",0],["p","DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data","arXiv · Risk, Credit & Banking · Credit Risk Deep Learning Framework: DeRisk, a deep learning","/papers/arxiv/2308.03704/","2023-08-09",8],["p","Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy","arXiv · ML & AI Methods · A study using Graph Neural Networks to identify anomalies in","/papers/arxiv/2308.02914/","2023-08-09",4],["p","Reinforcement Learning for Financial Index Tracking","arXiv · ML & AI Methods · The article suggests a new dynamic model for tracking financ","/papers/arxiv/2308.02820/","2023-08-09",1],["p","AI exposure predicts unemployment risk","arXiv · ML & AI Methods · Research indicates that individual AI exposure models don't ","/papers/arxiv/2308.02624/","2023-08-09",6],["p","Statistically consistent term structures have affine geometry","arXiv · Macro-Finance & Rates · The research examines finite dimensional models for energy f","/papers/arxiv/2308.02246/","2023-08-09",1],["p","Path shadowing Monte Carlo","arXiv · Derivatives & Volatility · Improved Predictions: The paper presents a Path Shadowing Mo","/papers/arxiv/2308.01486/","2023-08-09",12],["p","Online learning techniques for prediction of temporal tabular datasets with regime changes","arXiv · ML & AI Methods · A machine learning pipeline is suggested for ranking predict","/papers/arxiv/2301.00790/","2023-08-09",1],["p","Social contagion and asset prices: Reddit's self-organised bull runs","arXiv · Asset Pricing & Factors · Social Contagion and Asset Prices: The study uses machine le","/papers/arxiv/2104.01847/","2023-08-09",3],["p","On Regularized Optimal Execution Problems and Their Singular Limits","arXiv · Trading, Microstructure & Execution · The research proposes a unique solution for optimal trading ","/papers/arxiv/2101.02731/","2023-08-09",3],["p","Legal Institutions and Fragile Financial Markets","SSRN · Derivatives & Volatility · Equity liquidity varies across countries due to funding cons","/papers/ssrn/4528750/","2023-08-02",0],["p","Expanding the Fama–French Factor Model with the Industry Beta","SSRN · Asset Pricing & Factors · The news-based stock pricing model (NBSPM) performs better t","/papers/ssrn/4528675/","2023-08-02",0],["p","Optimal Securities Screening","SSRN · Trading, Microstructure & Execution · The article explores how asset owners can create asset-backe","/papers/ssrn/4528674/","2023-08-02",14],["p","Private Activity Bonds as Investment Subsidy: Evidence from the 1986 Cap on Bond Volumes","SSRN · Macro-Finance & Rates · The research finds that increased availability of private ac","/papers/ssrn/4528286/","2023-08-02",0],["p","Natural Language Processing meets Accounting and Finance: Review and Performance Comparison of Textual Analysis Approaches","SSRN · LLMs & Text · Performance Comparison: Despite the success of deep learning","/papers/ssrn/4527724/","2023-08-02",2],["p","Multivariate Probabilistic Forecasting of Electricity Prices With Trading Applications","SSRN · Trading, Microstructure & Execution · Research improves probabilistic electricity price forecastin","/papers/ssrn/4527675/","2023-08-02",6],["p","Displaced by Big Data: Evidence from Active Fund Managers","SSRN · Portfolio & Allocation · The use of big data, like satellite imagery tracking firms' ","/papers/ssrn/4527672/","2023-08-02",4],["p","Deep Learning for Corporate Bonds","SSRN · Macro-Finance & Rates · A U.S. corporate bonds market asset pricing model shows that","/papers/ssrn/4527372/","2023-08-02",1],["p","Sentiment Mispricing and Excess Volatility in Institutional Investors","SSRN · LLMs & Text · Sentiment-driven investors and benchmark-focused institution","/papers/ssrn/4527359/","2023-08-02",8],["p","ML vs. Econometrics for Real GDP Predictions","SSRN · Macro-Finance & Rates · Machine learning algorithms are more accurate than OLS model","/papers/ssrn/4526942/","2023-08-02",0],["p","Rebalanced Portfolio Optimization","SSRN · Portfolio & Allocation · Regular intraperiod portfolio rebalancing strategies offer a","/papers/ssrn/4526656/","2023-08-02",1],["p","Optimal Liquidity and Asset Bubbles","SSRN · Trading, Microstructure & Execution · Asset price bubbles can be created by the interaction betwee","/papers/ssrn/4526476/","2023-08-02",0],["p","Illusions in Equity","SSRN · Other · The research investigates employees' understanding of equity","/papers/ssrn/4525981/","2023-08-02",0],["p","Pricing Power of Perpetual Futures","SSRN · Crypto & DeFi · The study presents a new method for pricing power perpetual ","/papers/ssrn/4525788/","2023-08-02",0],["p","Dollar Asset Holding and Hedging by Institutional Investors","SSRN · Derivatives & Volatility · Global institutional investors' holdings of U.S. dollar secu","/papers/ssrn/4524147/","2023-08-02",0],["p","Deep Learning for Price Trend Prediction in ETF Markets","SSRN · Portfolio & Allocation · The channel and spatial attention convolutional neural netwo","/papers/ssrn/4524134/","2023-08-02",36],["p","Jump-Diffusion Model for Climate Risk Assessment","SSRN · ML & AI Methods · A stochastic asset pricing model assesses climate risk at th","/papers/ssrn/4523784/","2023-08-02",15],["p","Overnight GARCH-Itô Models","SSRN · Econometrics & Forecasting · The paper presents a unified factor overnight GARCH-Itô Mode","/papers/ssrn/4523600/","2023-08-02",0],["p","Machine Learning for Exam Fraud Detection","SSRN · ML & AI Methods · A study successfully uses machine learning to detect exam ch","/papers/ssrn/4523598/","2023-08-02",0],["p","Computing Multi-Eigenpairs with Tensor Networks","SSRN · ML & AI Methods · The paper introduces a tensor-neural-network-based machine l","/papers/ssrn/4523254/","2023-08-02",0],["p","Crop Diversification Strategies for Farmers","SSRN · Other · The research reveals that poor and nonpoor farmers adopt dif","/papers/ssrn/4523241/","2023-08-02",0],["p","Good vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies","SSRN · Crypto & DeFi · The volatility dynamics of cryptocurrencies, which have uniq","/papers/ssrn/4522873/","2023-08-02",2],["p","ML Control for Counterfactual Forecasting","SSRN · Econometrics & Forecasting · The Machine Learning Control Method (MLCM) is a new tool for","/papers/ssrn/4522825/","2023-08-02",0],["p","Dynamic Portfolio Choice with Intertemporal Hedging and Transaction Costs","SSRN · Derivatives & Volatility · CARA investors use a constant trading speed to balance their","/papers/ssrn/4522752/","2023-08-02",4],["p","Solvability of Differential Riccati Equations in Algorithmic Trading","SSRN · Trading, Microstructure & Execution · A differential Riccati equation (DRE) with indefinite matrix","/papers/ssrn/4522434/","2023-08-02",0],["p","Funding Constraints, Crisis, & Price Discovery","SSRN · Trading, Microstructure & Execution · Financial crises and funding constraints affect the pricing ","/papers/ssrn/4522243/","2023-08-02",0],["p","Funding Constraints and Liquidity of VIX Futures","SSRN · Derivatives & Volatility · The study suggests that funding constraints significantly im","/papers/ssrn/4522238/","2023-08-02",0],["p","Clustering Zero-Inflated Time Series","RePEc · Econometrics & Forecasting · A novel clustering method for high-dimensional zero-inflated","/papers/repec/spr-jclass-v-40-y-2023-i-2-d-10-1007-s00357-023-09437-z/","2023-08-02",3],["p","Heterogeneous Tail Common Factor Modeling","RePEc · Asset Pricing & Factors · The proposed Factor-HGH model, which handles non-Gaussian er","/papers/repec/spr-digfin-v-5-y-2023-i-2-d-10-1007-s42521-023-00083-z/","2023-08-02",2],["p","Predicting Corporate Fraud with Machine Learning","RePEc · ML & AI Methods · The study applies a machine learning model using the GONE fr","/papers/repec/kap-jbuset-v-186-y-2023-i-1-d-10-1007-s10551-022-05120-2/","2023-08-02",4],["p","Global Economic Policy Uncertainty Index","RePEc · Other · The research introduces a new global economic policy uncerta","/papers/repec/gam-jmathe-v-11-y-2023-i-15-p-3268-d-1202191/","2023-08-02",5],["p","Exploiting the Dynamics of Commodity Futures Curves","arXiv · Other · The research uses the Nelson-Siegel framework to model commo","/papers/arxiv/2308.00383/","2023-08-02",7],["p","Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment","arXiv · LLMs & Text · Alpha-GPT is a new mining paradigm that uses human-AI intera","/papers/arxiv/2308.00016/","2023-08-02",83],["p","Bitcoin Gold, Litecoin Silver: An Introduction to Cryptocurrency's Valuation and Trading Strategy","arXiv · Crypto & DeFi · A study confirms the comparison of Bitcoin to gold and Litec","/papers/arxiv/2308.00013/","2023-08-02",12],["p","Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders","arXiv · Crypto & DeFi · A cryptocurrency market analysis shows Ethereum as the marke","/papers/arxiv/2307.16874/","2023-08-02",0],["p","American Passport options in an exponential L\\'evy model","arXiv · Derivatives & Volatility · The study investigates the valuation of an unusual derivativ","/papers/arxiv/2307.16649/","2023-08-02",0],["p","A common shock model for multidimensional electricity intraday price modelling with application to battery valuation","arXiv · Other · The article presents a statistical model for daily electrici","/papers/arxiv/2307.16619/","2023-08-02",8],["p","Causal Inference for Banking Finance and Insurance A Survey","arXiv · Risk, Credit & Banking · The paper reviews 37 studies on the use of causal inference ","/papers/arxiv/2307.16427/","2023-08-02",8],["p","Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves","arXiv · Derivatives & Volatility · The paper investigates the effect of earnings announcements ","/papers/arxiv/2307.15718/","2023-08-02",0],["p","Machine Learning-powered Pricing of the Multidimensional Passport Option","arXiv · Derivatives & Volatility · The study proposes a discrete-time solution for pricing pass","/papers/arxiv/2307.14887/","2023-08-02",0],["p","Multivariate Lévy models: calibration and pricing","arXiv · Derivatives & Volatility · Calibration and Pricing: The paper investigates the impact o","/papers/arxiv/2303.13346/","2023-08-02",2],["p","Synergistic small worlds that drive technological sophistication","arXiv · Other · The research uses partial information decomposition to find ","/papers/arxiv/2301.04579/","2023-08-02",6],["p","Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles","arXiv · Asset Pricing & Factors · The paper introduces a new theoretical framework to understa","/papers/arxiv/2211.13100/","2023-08-02",10],["p","Are Large Traders Harmed by Front-running HFTs?","arXiv · Trading, Microstructure & Execution · The paper concludes that high-frequency traders always front","/papers/arxiv/2211.06046/","2023-08-02",3],["p","Towards multi‐agent reinforcement learning‐driven over‐the‐counter market simulations","arXiv · ML & AI Methods · The study uses deep reinforcement learning to balance hedgin","/papers/arxiv/2210.07184/","2023-08-02",24],["p","Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach","arXiv · Risk, Credit & Banking · A Mixed-Integer Programming Approach: The research proposes ","/papers/arxiv/1903.08367/","2023-08-02",14],["p","Machine Learning in Mortality Forecasting","SSRN · Econometrics & Forecasting · The article introduces a new machine learning approach for l","/papers/ssrn/4521377/","2023-07-26",0],["p","Retail vs Secondary Market Arbitrage","SSRN · Trading, Microstructure & Execution · The study explores the link between product features and arb","/papers/ssrn/4521147/","2023-07-26",0],["p","Liquidity Premium for Crypto Assets","SSRN · Crypto & DeFi · The research introduces new liquidity premium Beta measures ","/papers/ssrn/4521131/","2023-07-26",0],["p","ChatGPT and Corporate Policies","SSRN · LLMs & Text · The research uses ChatGPT to interpret managerial expectatio","/papers/ssrn/4521096/","2023-07-26",61],["p","A Note on the Option Pricing with Transaction Costs and Stochastic Volatility","SSRN · Derivatives & Volatility · The research uses a specific model to solve a complex equati","/papers/ssrn/4520949/","2023-07-26",0],["p","Dynamic Function Market Maker (DFMM)","SSRN · Trading, Microstructure & Execution · The article suggests a new protocol for efficient asset pric","/papers/ssrn/4520753/","2023-07-26",0],["p","Accounting Quality and Fund Fire Sales","SSRN · Portfolio & Allocation · The study indicates that high accounting quality is linked t","/papers/ssrn/4520446/","2023-07-26",0],["p","Zero-Day Options Trading and Asset Volatility","SSRN · Derivatives & Volatility · The surge in ZeroDaytoExpiry (0DTE) options trading from 201","/papers/ssrn/4520410/","2023-07-26",0],["p","Machine Learning for Automating Monitoring, Review and Testing at Financial Institutions","SSRN · ML & AI Methods · The article investigates the use of machine learning for aut","/papers/ssrn/4519923/","2023-07-26",0],["p","The Volatility Smile Quantified, and Other Stories","SSRN · Derivatives & Volatility · The article examines the impact of maximal trading speed at ","/papers/ssrn/4519663/","2023-07-26",0],["p","Centred Expected Shortfall (CES): A Traditional Asset Manager’s View on Decomposing Downside Investment Risk","SSRN · Risk, Credit & Banking · CES: The paper suggests using Centred Expected Shortfall (CE","/papers/ssrn/4519406/","2023-07-26",0],["p","ChatGPT, Generative AI, and Investment Advisory","SSRN · LLMs & Text · The article shows that AI like ChatGPT can generate portfoli","/papers/ssrn/4519182/","2023-07-26",11],["p","Hedge Fund Evaluation with Machine Learning","SSRN · Derivatives & Volatility · Bayesian Additive Regression Trees (BART), a Bayesian machin","/papers/ssrn/4519123/","2023-07-26",0],["p","Political Uncertainty and VIX Futures","SSRN · Derivatives & Volatility · The research identifies a link between the 2020 U.S. preside","/papers/ssrn/4518944/","2023-07-26",9],["p","Fractional Trading's Impact on Order Book Dynamics","SSRN · Trading, Microstructure & Execution · The implementation of fractional trading in stock markets ha","/papers/ssrn/4518690/","2023-07-26",0],["p","PE and Corporate Borrowing Constraints","SSRN · Corporate Finance · Private equity buyouts help firms increase their leverage by","/papers/ssrn/4517765/","2023-07-26",0],["p","Pricing of Pseudo-Swaps based on Pseudo-Statistics","SSRN · Other · The article introduces a method for pricing different types ","/papers/ssrn/4517749/","2023-07-26",0],["p","Trade Credit Provision and Strategic Use of Captive Finance Subsidiaries","SSRN · Risk, Credit & Banking · The research shows that larger, more active captive finance ","/papers/ssrn/4517691/","2023-07-26",0],["p","Bond Fund Herding","SSRN · Macro-Finance & Rates · The study reveals that collective behavior of mutual funds, ","/papers/ssrn/4517569/","2023-07-26",13],["p","Asset Pricing Outliers","SSRN · Asset Pricing & Factors · The article discusses how using a Minimum Covariance Determi","/papers/ssrn/4517498/","2023-07-26",1],["p","ETF Pricing Dynamics","SSRN · Portfolio & Allocation · Policymakers are exploring swing pricing, a method that adju","/papers/ssrn/4517382/","2023-07-26",17],["p","Market Fragmentation","SSRN · Trading, Microstructure & Execution · A rise in market fragmentation, the spread of market trading","/papers/ssrn/4517362/","2023-07-26",21],["p","Optimization of Trading Strategies on Indian Stock Market System using Moving Average Convergence Divergence (MACD) Indicator","SSRN · Trading, Microstructure & Execution · The article explores the use of the Moving Average Convergen","/papers/ssrn/4516905/","2023-07-26",1],["p","Market Ambiguity Attitude and the Risk-Return Tradeoff","SSRN · Derivatives & Volatility · The research shows that the link between the conditional equ","/papers/ssrn/4516515/","2023-07-26",0],["p","Anomaly Predictability with the Mean-Variance Portfolio","SSRN · Portfolio & Allocation · Discussed above - the study suggests that past pricing error","/papers/ssrn/4516438/","2023-07-26",0],["p","Testing for Stationarity of Volatility Curves","SSRN · Derivatives & Volatility · The paper introduces a test for stability of hidden volatili","/papers/ssrn/4516345/","2023-07-26",2],["p","Auto ML Technique Analysis","SSRN · ML & AI Methods · The paper reviews Auto Machine Learning (AutoML), its pros a","/papers/ssrn/4516309/","2023-07-26",0],["p","Modeling Shanghai Composite Index Opening Spread","SSRN · Econometrics & Forecasting · The research uses hybrid models to predict the opening price","/papers/ssrn/4516288/","2023-07-26",0],["p","Augmented HAR","SSRN · Econometrics & Forecasting · The Augmented HAR algorithm, combined with artificial neural","/papers/ssrn/4516177/","2023-07-26",6],["p","A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty","SSRN · Derivatives & Volatility · The article suggests that the fluctuation of sovereign credi","/papers/ssrn/4515924/","2023-07-26",8],["p","Generation of SQL Query Using Natural Language Processing","SSRN · LLMs & Text · The paper explores the creation of systems for generating SQ","/papers/ssrn/4515801/","2023-07-26",3],["p","Robust Monitoring Machine for R2-Hacking","RePEc · ML & AI Methods · The research introduces a method using collective machine le","/papers/repec/spr-fininn-v-9-y-2023-i-1-d-10-1186-s40854-023-00497-z/","2023-07-26",2],["p","External Debt & Exchange Rate Volatility in South Asia","RePEc · Derivatives & Volatility · External debt significantly increases exchange rate volatili","/papers/repec/sae-smppub-v-12-y-2023-i-1-p-83-110/","2023-07-26",2],["p","Facial Characteristics & Returns in Economics","RePEc · ML & AI Methods · The paper applies computer vision and machine learning to id","/papers/repec/sae-jospec-v-24-y-2023-i-6-p-737-758/","2023-07-26",2],["p","Deep Reinforcement Learning for Robust Goal-Based Wealth Management","arXiv · ML & AI Methods · The paper suggests a new approach for goal-based wealth mana","/papers/doi/10-1007-978-3-031-34111-3-7/","2023-07-26",1],["p","Dynamic Function Market Maker (DFMM)","arXiv · Trading, Microstructure & Execution · The article introduces a Dynamic Function Market Maker proto","/papers/arxiv/2307.13624/","2023-07-26",0],["p","Transfer Learning for Portfolio Optimization","arXiv · Portfolio & Allocation · The study presents the concept of transfer risk in transfer ","/papers/arxiv/2307.13546/","2023-07-26",2],["p","VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning","arXiv · Derivatives & Volatility · The article presents a new stock market trading strategy usi","/papers/arxiv/2307.13422/","2023-07-26",8],["p","Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling","arXiv · Derivatives & Volatility · The study introduces adversarial deep hedging, a new method ","/papers/arxiv/2307.13217/","2023-07-26",10],["p","Assessing Large Language Models' ability to predict how humans balance self-interest and the interest of others","arXiv · LLMs & Text · A study reveals that only the GPT-4 chatbot could predict hu","/papers/arxiv/2307.12776/","2023-07-26",7],["p","Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation","arXiv · Portfolio & Allocation · The study highlights the importance of considering the memor","/papers/arxiv/2307.12744/","2023-07-26",9],["p","Propagation of a carbon price in a credit portfolio through macroeconomic factors","arXiv · Portfolio & Allocation · The study examines the impact of carbon taxes on firm value ","/papers/arxiv/2307.12695/","2023-07-26",3],["p","Multimodal Document Analytics for Banking Process Automation","arXiv · Risk, Credit & Banking · The research investigates the use of advanced document analy","/papers/arxiv/2307.11845/","2023-07-26",12],["p","ESG Reputation Risk Matters: An Event Study Based on Social Media Data","arXiv · Corporate Finance · The paper examines the influence of social media on sharehol","/papers/arxiv/2307.11571/","2023-07-26",111],["p","Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise","arXiv · Other · The paper improves the optimal bubble riding model by allowi","/papers/arxiv/2307.11340/","2023-07-26",6],["p","An adaptive dual-level reinforcement learning approach for optimal trade execution","arXiv · Trading, Microstructure & Execution · The research introduces a reinforcement learning strategy th","/papers/arxiv/2307.10649/","2023-07-26",6],["p","Mean Field Games for Optimal Investment Under Relative Performance Criteria","arXiv · Portfolio & Allocation · The paper discusses the use of the Mean Field Game framework","/papers/arxiv/2307.10540/","2023-07-26",0],["p","FinGPT: Democratizing Internet-scale Data for Financial Large Language Models","arXiv · LLMs & Text · Democratizing Internet-scale Data for Financial Large: The p","/papers/arxiv/2307.10485/","2023-07-26",126],["p","Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors","arXiv · Risk, Credit & Banking · The paper presents a pricing model for a corporate bond with","/papers/arxiv/2301.10898/","2023-07-26",3],["p","Duality in optimal consumption–investment problems with alternative data","arXiv · Other · The research presents a new duality theory for optimal consu","/papers/arxiv/2210.08422/","2023-07-26",2],["p","Nonparametric estimator of the tail dependence coefficient: balancing bias and variance","arXiv · Other · The study provides a theoretical expression for the mean squ","/papers/arxiv/2111.11128/","2023-07-26",4],["p","What If Option Closing Prices Were Trustworthy? A Machine Learning Approach","SSRN · Derivatives & Volatility · ML Approach: A new machine learning model uses stock prices ","/papers/ssrn/4515200/","2023-07-19",1],["p","Big Data Forecasting in SCM","SSRN · Econometrics & Forecasting · The article introduces a new framework for supply chain fore","/papers/ssrn/4515014/","2023-07-19",0],["p","Machine Learning Alpha in Stock Return Predictions","SSRN · ML & AI Methods · Machine learning models can predict stock returns effectivel","/papers/ssrn/4514890/","2023-07-19",0],["p","When Vegas Comes to Wall Street: Associations Between Stock Price Volatility and Trading Frequency Among Gamblers","SSRN · Derivatives & Volatility · The study reveals that manipulated market volatility increas","/papers/ssrn/4514502/","2023-07-19",0],["p","Liquidity Premium in Crypto Assets","SSRN · Crypto & DeFi · New ways of measuring liquidity premium Beta for crypto asse","/papers/ssrn/4514422/","2023-07-19",2],["p","Sig-Splines: Time Series Generative Models Calibration","SSRN · Econometrics & Forecasting · Time Series Generative Models Calibration: A new model for a","/papers/ssrn/4514421/","2023-07-19",9],["p","ETFs and Insider Trading","SSRN · Trading, Microstructure & Execution · Insider trading is hidden through 'shadow trading' in ETFs t","/papers/ssrn/4513419/","2023-07-19",0],["p","Dynamic Connectedness between Private Equities and High-Demand Assets","SSRN · Derivatives & Volatility · Research shows a modest connection between a private equity ","/papers/ssrn/4513308/","2023-07-19",0],["p","Portable Alpha for Taxable Investors","SSRN · Macro-Finance & Rates · Capital efficient retail products, like a 90/60 equity/bond ","/papers/ssrn/4513238/","2023-07-19",0],["p","Navigating Challenges and Future Trends in Sentiment Analysis for Investment Decision Making","SSRN · LLMs & Text · Sentiment analysis can inform investment choices by interpre","/papers/ssrn/4513208/","2023-07-19",1],["p","Hedge Funds With(out) Edge","SSRN · Derivatives & Volatility · With(out) Edge: A new benchmark for assessing hedge fund per","/papers/ssrn/4513205/","2023-07-19",0],["p","Equal Weight Index: Investing in Leading Companies Equally","SSRN · Other · Investing in Leading Companies Equally: Standard & Poor's ha","/papers/ssrn/4512783/","2023-07-19",0],["p","Strategic Bargaining and Portfolio Choice in Intermediated Markets","SSRN · Portfolio & Allocation · The article presents a theory examining the relationship bet","/papers/ssrn/4512642/","2023-07-19",2],["p","ESG Investing: Factor-Tilt Approach","SSRN · Portfolio & Allocation · Factor-Tilt Approach: A new portfolio construction method in","/papers/ssrn/4512638/","2023-07-19",0],["p","GANs and Synthetic Financial Data: VaR Calculation","SSRN · Econometrics & Forecasting · VaR Calculation: The article discusses the unique characteri","/papers/ssrn/4512017/","2023-07-19",0],["p","Sparse Modeling with Grouped Heterogeneity for Asset Pricing","SSRN · Asset Pricing & Factors · The paper presents a framework for clustering observations a","/papers/ssrn/4511953/","2023-07-19",1],["p","Risk Model of Machine Learning in Software Project Development","SSRN · ML & AI Methods · The research identifies key risk factors causing failures in","/papers/ssrn/4511875/","2023-07-19",0],["p","Reverse Causality: Credit Markets & Macroeconomic Shocks","SSRN · Risk, Credit & Banking · Credit Markets & Macroeconomic Shocks: Corporate bond credit","/papers/ssrn/4511662/","2023-07-19",0],["p","Application of Fundamental Analysis in Stock Valuation in the Capital Market and Investment Decisions by Price Methods Earnings Ratio (PER)","SSRN · LLMs & Text · The study finds that while fundamental analysis methods are ","/papers/ssrn/4509690/","2023-07-19",1],["p","Value of Textual Data in Forecasting Macroeconomic Tail Risk","SSRN · LLMs & Text · News-based data offers valuable insights not provided by eco","/papers/ssrn/4509043/","2023-07-19",7],["p","Machine Learning for Fake Job Detection","SSRN · ML & AI Methods · The research introduces a machine learning technique to dete","/papers/ssrn/4508792/","2023-07-19",0],["p","Linking Asset Prices to News without Mentions","SSRN · LLMs & Text · Semantic fingerprinting, a new Natural Language Processing t","/papers/ssrn/4508392/","2023-07-19",0],["p","Asset Volatility & Capital Structure in Corporate Mergers","RePEc · Derivatives & Volatility · The study reveals that post-merger changes in leverage and c","/papers/repec/inm-ormnsc-v-67-y-2021-i-5-p-2773-2798/","2023-07-19",4],["p","Risk-Shifting & Volatility Puzzle","RePEc · Derivatives & Volatility · The research indicates that shareholders face high unique ri","/papers/repec/inm-ormnsc-v-67-y-2021-i-5-p-2751-2772/","2023-07-19",3],["p","ML Approach for Predicting Pig Iron Production","RePEc · ML & AI Methods · Machine learning is used to predict production levels in pig","/papers/repec/inm-orinte-v-51-y-2021-i-3-p-213-235/","2023-07-19",3],["p","Explainable ML Methods for Actuarial Problems","RePEc · Risk, Credit & Banking · The article examines different explainable AI methods for da","/papers/repec/gam-jmathe-v-11-y-2023-i-14-p-3088-d-1193020/","2023-07-19",4],["p","Choice Model vs. ML Techniques for Vehicle Ownership Decisions","RePEc · ML & AI Methods · The piece explores the use of Machine Learning as an alterna","/papers/repec/eee-transa-v-173-y-2023-i-c-s0965856423001477/","2023-07-19",3],["p","Cement Tracking with Satellites and Neural Networks","RePEc · ML & AI Methods · A new three-step machine learning method for predicting worl","/papers/repec/bfr-banfra-917/","2023-07-19",3],["p","Rough PDEs for Local Stochastic Volatility Models","arXiv · Derivatives & Volatility · The article presents a new way to set prices in local stocha","/papers/arxiv/2307.09216/","2023-07-19",20],["p","Estimation of an Order Book Dependent Hawkes Process for Large Datasets","arXiv · Trading, Microstructure & Execution · A new high-frequency trading model uses a Hawkes process and","/papers/arxiv/2307.09077/","2023-07-19",7],["p","The Beginning of the Trend: Interest Rates, Profits, and Markups","arXiv · Macro-Finance & Rates · Research indicates that altering the start dates of economic","/papers/arxiv/2307.08968/","2023-07-19",0],["p","Decentralized Prediction Markets and Sports Books","arXiv · Trading, Microstructure & Execution · The article suggests a decentralized framework for predictio","/papers/arxiv/2307.08768/","2023-07-19",3],["p","Temporal and Geographical Analysis of Real Economic Activities in the Bitcoin Blockchain","arXiv · Crypto & DeFi · The research investigates the real economic activity in the ","/papers/arxiv/2307.08616/","2023-07-19",0],["p","Datalism and Data Monopolies in the Era of A.I.: A Research Agenda","arXiv · Corporate Finance · Datalism and Data Monopolies: The emergence of data monopoli","/papers/arxiv/2307.08049/","2023-07-19",6],["p","Contrasting the efficiency of stock price prediction models using various types of LSTM models aided with sentiment analysis","arXiv · LLMs & Text · Researchers aim to create a model that uses company forecast","/papers/arxiv/2307.07868/","2023-07-19",1],["p","Generative Meta-Learning Robust Quality-Diversity Portfolio","SSRN · Portfolio & Allocation · The paper suggests a meta-learning method for creating a rob","/papers/arxiv/2307.07811/","2023-07-19",2],["p","Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation","SSRN · Portfolio & Allocation · The study finds that PPO and A2C deep reinforcement learning","/papers/arxiv/2307.07694/","2023-07-19",4],["p","Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors","arXiv · Econometrics & Forecasting · A new dynamic forecasting method using supervised Principal ","/papers/arxiv/2307.07689/","2023-07-19",17],["p","Machine learning for option pricing: an empirical investigation of network architectures","arXiv · Derivatives & Volatility · A study finds that the generalized highway network and a DGM","/papers/arxiv/2307.07657/","2023-07-19",6],["p","Approximately optimal trade execution strategies under fast mean-reversion","arXiv · Trading, Microstructure & Execution · A study models market quality using uncertain volatility and","/papers/arxiv/2307.07024/","2023-07-19",1],["p","A fast Monte Carlo scheme for additive processes and option pricing","arXiv · Derivatives & Volatility · The article introduces a quick Monte Carlo method for additi","/papers/arxiv/2112.08291/","2023-07-19",11],["p","Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing","arXiv · Derivatives & Volatility · New ultra-fast and highly accurate neural Transition Probabi","/papers/arxiv/2105.10467/","2023-07-19",9],["p","Averaging plus learning models and their asymptotics","arXiv · ML & AI Methods · The paper introduces unique models for agents interacting in","/papers/arxiv/1904.08131/","2023-07-19",3],["p","Machine Learning-Based Variable Selection for Clustered Credit Risk Modeling","SSRN · Risk, Credit & Banking · The piece proposes a machine learning-based method for selec","/papers/ssrn/4506537/","2023-07-12",5],["p","Address Challenges Markowitz (1952) Faces: A New Measure of Asset Risk","SSRN · Derivatives & Volatility · The article challenges the traditional concept of asset risk","/papers/ssrn/4506410/","2023-07-12",0],["p","Side-by-Side Management and Bond Fund Performance","SSRN · Macro-Finance & Rates · The research reveals that bond mutual funds managed by manag","/papers/ssrn/4506409/","2023-07-12",1],["p","International Corporate Bond Returns Prediction with ML","SSRN · Macro-Finance & Rates · Machine learning is used to forecast global corporate bond r","/papers/ssrn/4506223/","2023-07-12",47],["p","Retail Investors’ Behavior in the Digital Age: How Digitalization is Impacting Investment Decisions","SSRN · Other · The Impact of Digitalization: Technological innovations like","/papers/ssrn/4506007/","2023-07-12",6],["p","Measuring Informed Trading Intensity with ML","SSRN · Trading, Microstructure & Execution · A machine learning technique is used to create a new measure","/papers/ssrn/4505962/","2023-07-12",0],["p","A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the U.S. Equity Market Obsolete?","SSRN · Derivatives & Volatility · New Index for Volatility Forecasting: The Cboe's 1-Day Volat","/papers/ssrn/4505785/","2023-07-12",3],["p","Time-Varying Equity Premia & Sentiment","SSRN · LLMs & Text · From 1990 to 2022, equity market returns can be predicted us","/papers/ssrn/4505699/","2023-07-12",21],["p","SFDR Article 9: Is It All About Impact?","SSRN · Other · Impact vs. ESG Investments: Under the EU Sustainable Finance","/papers/ssrn/4505637/","2023-07-12",3],["p","ML Predicts Fund Performance","SSRN · Portfolio & Allocation · Machine learning can forecast top-performing mutual funds us","/papers/ssrn/4505281/","2023-07-12",1000],["p","Self-Supervised Learning for Diversifying Portfolios","SSRN · Portfolio & Allocation · The article discusses the use of self-supervised learning to","/papers/ssrn/4504962/","2023-07-12",0],["p","Forecasting Financial Risk with Quantile RF","SSRN · Econometrics & Forecasting · The study introduces a financial risk forecasting model usin","/papers/ssrn/4504950/","2023-07-12",0],["p","Machine Learning for Merger Arbitrage Takeover Failure Prediction","SSRN · Trading, Microstructure & Execution · The study explores the use of feed forward neural networks (","/papers/ssrn/4504043/","2023-07-12",0],["p","Estimation of Panel Data Models with Cross-Sectionally Heteroskedastic Data","SSRN · Asset Pricing & Factors · The research provides a condition for accurately estimating ","/papers/ssrn/4503961/","2023-07-12",0],["p","Unsupervised ML in Financial Time-Series Analysis","SSRN · Econometrics & Forecasting · The study merges ontological methodology and temporal cluste","/papers/ssrn/4503933/","2023-07-12",0],["p","0DTE Option Pricing","SSRN · Derivatives & Volatility · Capturing Volatility Dynamics: The market for ultra short-te","/papers/ssrn/4503344/","2023-07-12",8],["p","Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of Green versus Conventional Bonds","SSRN · Trading, Microstructure & Execution · Green bonds from governments and energy companies are more l","/papers/ssrn/4503175/","2023-07-12",2],["p","Market Concentration & Wealth Dynamics","SSRN · Portfolio & Allocation · A new theory suggests that financial market concentration is","/papers/ssrn/4502970/","2023-07-12",30],["p","ML, AI, and PCA Insights for Profitability Prediction","SSRN · ML & AI Methods · AI and machine learning models have proven effective in pred","/papers/ssrn/4502775/","2023-07-12",0],["p","Deep Unsupervised Anomaly Detection in High-Frequency Markets","SSRN · Trading, Microstructure & Execution · A new anomaly detection framework for stock trading data use","/papers/ssrn/4502662/","2023-07-12",0],["p","A Supply-Chain-Centric View of Redefined Supply Chain Finance","SSRN · Derivatives & Volatility · The chapter provides a detailed overview of Integrated Suppl","/papers/ssrn/4502534/","2023-07-12",0],["p","Thematic Investing: Fund Performance","SSRN · Portfolio & Allocation · Fund Performance: Mutual fund managers can outperform by usi","/papers/ssrn/4501859/","2023-07-12",85],["p","Credit Market Fragility: Evidence from Asset Demand System","SSRN · Risk, Credit & Banking · Evidence from Asset Demand System: A two-layer asset demand ","/papers/ssrn/4501772/","2023-07-12",74],["p","Financial Machine Learning","SSRN · ML & AI Methods · A Survey: A review of the emerging literature on machine lea","/papers/ssrn/4501707/","2023-07-12",2],["p","SMARTboost: Efficient Tabular Learning","SSRN · ML & AI Methods · Efficient Tabular Learning: SMARTboost, a new machine learni","/papers/ssrn/4501547/","2023-07-12",79],["p","Decentralised Finance and Automated Market Making: Execution and Speculation","arXiv · Crypto & DeFi · The study investigates automated market makers, particularly","/papers/ssrn/4144743/","2023-07-12",49],["p","Herding effect and volatility forecast in Chinese stock market","RePEc · Derivatives & Volatility · The market herding effect significantly enhances the predict","/papers/repec/wly-jforec-v-42-y-2023-i-5-p-1275-1290/","2023-07-12",3],["p","Artificial Neural Networks Enhance Credit Risk Prediction","RePEc · Risk, Credit & Banking · The study reveals that machine learning is superior to logis","/papers/repec/taf-oaefxx-v-11-y-2023-i-1-p-2210916/","2023-07-12",2],["p","Loss-Cutting and Gain-Riding Strategies","RePEc · Trading, Microstructure & Execution · A new trading strategy is proposed that targets left tail ri","/papers/repec/taf-apmtfi-v-29-y-2022-i-5-p-402-438/","2023-07-12",3],["p","High-Frequency Trading Volume Prediction with Neural Networks","RePEc · Trading, Microstructure & Execution · A study successfully used a neural network to predict tradin","/papers/repec/kap-fmktpm-v-37-y-2023-i-2-d-10-1007-s11408-022-00421-y/","2023-07-12",4],["p","Adaptive Data Clustering Method with Density Peaks","RePEc · Other · The proposed AMDPC method improves data clustering accuracy ","/papers/repec/hin-complx-6742120/","2023-07-12",2],["p","Long Memory and Fractality in Volatility Indices","RePEc · Derivatives & Volatility · A study of nine volatility indices reveals evidence of long ","/papers/repec/hin-complx-6728432/","2023-07-12",2],["p","Convolutional Neural Network for Enterprise Default Risk Prediction","RePEc · Risk, Credit & Banking · The study proposes a comprehensive metric model to address i","/papers/repec/hin-complx-5139562/","2023-07-12",3],["p","Fama-French Five-Factor Model vs. Machine Learning","RePEc · Asset Pricing & Factors · The paper develops a seven-factor model for the A-share mark","/papers/repec/gam-jmathe-v-11-y-2023-i-13-p-2988-d-1186815/","2023-07-12",4],["p","Bagging vs combination for oil futures volatility","RePEc · Derivatives & Volatility · The bagging method in machine learning is more effective tha","/papers/repec/eee-reveco-v-87-y-2023-i-c-p-457-467/","2023-07-12",3],["p","Enhancing Stock Market Volatility Prediction with New Bagging Model","RePEc · Derivatives & Volatility · A new model combining an autoregressive model and bagging me","/papers/repec/eee-reveco-v-87-y-2023-i-c-p-445-456/","2023-07-12",2],["p","Machine Learning for Inflation Forecasting in Brazil","RePEc · Macro-Finance & Rates · The paper investigates the use of machine learning for impro","/papers/repec/eee-lajcba-v-4-y-2023-i-2-s2666143823000042/","2023-07-12",2],["p","Crude Oil Volatility Prediction with Structural Regime Switching","RePEc · Derivatives & Volatility · The article introduces a new model using Markov regime switc","/papers/repec/eee-jrpoli-v-83-y-2023-i-c-s0301420723003239/","2023-07-12",3],["p","Factor Models for Large and Incomplete Data Sets with Unknown Group Structure","RePEc · Asset Pricing & Factors · The article proposes a new technique for managing large econ","/papers/repec/eee-intfor-v-39-y-2023-i-3-p-1205-1220/","2023-07-12",2],["p","Mixed-frequency ML for weekly claims","RePEc · Risk, Credit & Banking · A new method combining mixed-data sampling and machine learn","/papers/repec/eee-intfor-v-39-y-2023-i-3-p-1122-1144/","2023-07-12",4],["p","Hawkes Model Parameter Estimation with Recurrent Neural Networks","RePEc · ML & AI Methods · A recurrent neural network was used to estimate parameters o","/papers/repec/eee-finlet-v-55-y-2023-i-pa-s1544612323002945/","2023-07-12",2],["p","Text-Based Managerial Climate Attention Index for Chinese Listed Firms","RePEc · Corporate Finance · A measure of managerial climate attention for Chinese listed","/papers/repec/eee-finlet-v-55-y-2023-i-pa-s1544612323002830/","2023-07-12",2],["p","Alpha-factor Risk Parity for Global Equity FoFs","RePEc · Portfolio & Allocation · The study introduces a risk parity strategy for Fund-of-Fund","/papers/repec/eee-finana-v-88-y-2023-i-c-s1057521923001709/","2023-07-12",5],["p","VaR and ES Forecasting in Large Portfolios: A Dynamic Factor Model Approach","RePEc · Portfolio & Allocation · A Dynamic Factor Model Approach: The article introduces two ","/papers/repec/eee-ecosta-v-27-y-2023-i-c-p-1-15/","2023-07-12",3],["p","Factor-based Portfolio Optimization with Forward Returns","RePEc · Portfolio & Allocation · The research applies a factor model and machine learning to ","/papers/repec/eee-ecolet-v-228-y-2023-i-c-s0165176523001623/","2023-07-12",4],["p","Algorithmic Trading and Block Ownership Initiation: An Information Perspective","RePEc · Trading, Microstructure & Execution · An Information Perspective: The paper reveals that algorithm","/papers/repec/eee-bracre-v-55-y-2023-i-4-s0890838922000828/","2023-07-12",3],["p","Forecasting financial markets with semantic network analysis in the COVID-19 crisis","arXiv · Econometrics & Forecasting · A novel textual data index has been utilized to forecast Ita","/papers/doi/10-1002-for-2936/","2023-07-12",20],["p","Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer","arXiv · ML & AI Methods · A new graph neural network, STA-GT, is proposed for transact","/papers/arxiv/2307.05121/","2023-07-12",12],["p","Portfolio Optimization: A Comparative Study","arXiv · Portfolio & Allocation · A study comparing three portfolio design methods found that ","/papers/arxiv/2307.05048/","2023-07-12",4],["p","A causal interactions indicator between two time series using extreme variations in the first eigenvalue of lagged correlation matrices","arXiv · Econometrics & Forecasting · The article discusses a method to examine the relationship b","/papers/arxiv/2307.04953/","2023-07-12",0],["p","Interpretable ML for High-Frequency Execution","arXiv · Trading, Microstructure & Execution · The research employs high-frequency data and survival analys","/papers/arxiv/2307.04863/","2023-07-12",0],["p","Action-State Dependent Dynamic Model Selection","arXiv · Portfolio & Allocation · An algorithm using reinforcement learning is developed to se","/papers/arxiv/2307.04754/","2023-07-12",0],["p","Fast Empirical Scenarios","arXiv · Portfolio & Allocation · Two new algorithms are introduced to extract key scenarios f","/papers/arxiv/2307.03927/","2023-07-12",1],["p","Are There Dragon Kings in the Stock Market?","arXiv · Derivatives & Volatility · A study of market volatility over 50 years shows that the hi","/papers/arxiv/2307.03693/","2023-07-12",6],["p","On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management","arXiv · Portfolio & Allocation · The paper presents a new adaptive portfolio management frame","/papers/arxiv/2307.03391/","2023-07-12",1],["p","A cohort-based Partial Internal Model for demographic risk","arXiv · Portfolio & Allocation · The research provides formulas for measuring demographic ris","/papers/arxiv/2307.03090/","2023-07-12",0],["p","Unifying Market Microstructure and Dynamic Asset Pricing","arXiv · Trading, Microstructure & Execution · The article presents a new model for valuing contingent clai","/papers/arxiv/2304.02356/","2023-07-12",0],["p","Rough Volatility: Fact or Artefact?","arXiv · Derivatives & Volatility · Fact or Artifact: The study proposes a new method to estimat","/papers/arxiv/2203.13820/","2023-07-12",54],["p","Expert Aggregation for Financial Forecasting","arXiv · Econometrics & Forecasting · The Bernstein Online Aggregation procedure merges prediction","/papers/arxiv/2111.15365/","2023-07-12",12],["p","Increased Portfolio Transparency and Mutual Funds","SSRN · Portfolio & Allocation · Portfolio transparency enhances investment efficiency but do","/papers/ssrn/4499487/","2023-07-05",23],["p","Inventory Hedging in Corporate Bonds","SSRN · Derivatives & Volatility · Corporate bond portfolio trading is boosted by inventory hed","/papers/ssrn/4499432/","2023-07-05",32],["p","Decentralized Governance in Data Economy","SSRN · Corporate Finance · Blockchain-based decentralized governance with a token leads","/papers/ssrn/4499024/","2023-07-05",28],["p","Hedge Fund Performance, Classification With Machine Learning, and Managerial Implications","SSRN · Derivatives & Volatility · Machine learning used to analyze hedge fund strategies and p","/papers/ssrn/4498649/","2023-07-05",0],["p","Sales Order Backlog and FX Hedge","SSRN · Derivatives & Volatility · Companies with high sales backlogs use fewer FX derivatives ","/papers/ssrn/4496940/","2023-07-05",0],["p","Intraday Stock Predictability Everywhere","SSRN · ML & AI Methods · Machine learning techniques show consistent predictability i","/papers/ssrn/4496917/","2023-07-05",1],["p","Arbitrage Opportunities and Efficiency Tests in Crypto Options","SSRN · Crypto & DeFi · Bitcoin and ether derivatives markets are becoming more effi","/papers/ssrn/4495548/","2023-07-05",1],["p","Bond Market Illiquidity: Is Portfolio Trading the Solution?","SSRN · Trading, Microstructure & Execution · Portfolio trading benefits bond market liquidity, but may be","/papers/ssrn/4495516/","2023-07-05",4],["p","Leverage Covering Strategy for Equity Momentum","SSRN · Asset Pricing & Factors · Constant Leverage strategy improves performance of momentum ","/papers/ssrn/4495435/","2023-07-05",0],["p","Portfolio Entropy for Asset Allocation","SSRN · Portfolio & Allocation · Portfolio Entropy outperforms benchmark portfolios in long-t","/papers/ssrn/4495117/","2023-07-05",1],["p","Short selling amount and tick size change; Impact of Korea’s tick size change in 2023","SSRN · Other · A tick size change in Korea increased short selling for cert","/papers/ssrn/4494988/","2023-07-05",0],["p","Intraday Implied Volatility for Equities","SSRN · Derivatives & Volatility · Implied volatility measures derived for individual equity op","/papers/ssrn/4494957/","2023-07-05",0],["p","An Arbitrage Approach to Informed Order Flow","SSRN · Trading, Microstructure & Execution · A new model analyzes the impact of informed order flows on p","/papers/ssrn/4494763/","2023-07-05",0],["p","Stablecoin Arbitrage","SSRN · Crypto & DeFi · Stablecoin issuers face risk due to illiquid assets and fixe","/papers/ssrn/4494679/","2023-07-05",48],["p","Insurance Companies and Liquidity Shocks","SSRN · Trading, Microstructure & Execution · Insurance companies contribute to economic downturns by spre","/papers/ssrn/4494559/","2023-07-05",47],["p","Machine Learning for Portfolio Optimization","SSRN · Portfolio & Allocation · CPO is a machine learning method that beats traditional opti","/papers/ssrn/4493441/","2023-07-05",335],["p","Customer-Supplier Relationships and Diversification","SSRN · Corporate Finance · Supplier diversification is linked to major corporate custom","/papers/ssrn/4493332/","2023-07-05",2],["p","Predictive Performance in Credit Scoring","SSRN · Risk, Credit & Banking · XPER method breaks down machine learning model performance t","/papers/ssrn/4492913/","2023-07-05",74],["p","Time-Series Predictability in Portfolio Management","SSRN · Portfolio & Allocation · Factor investing benefits from timeseries predictability, wi","/papers/ssrn/4492826/","2023-07-05",102],["p","Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models","arXiv · LLMs & Text · ChatGPT predicts stock market returns using sentiment analys","/papers/ssrn/4412788/","2023-07-05",416],["p","Technical Analysis: Improving Entry and Exit Timing","RePEc · LLMs & Text · Improving Entry and Exit Timing: Technical analysis and sent","/papers/repec/wsi-rpbfmp-v-26-y-2023-i-02-n-s0219091523500133/","2023-07-05",6],["p","GMDH Neural Network Predicts US REIT Market Returns","RePEc · ML & AI Methods · The study compares the accuracy of GMDH neural network with ","/papers/repec/spr-fininn-v-9-y-2023-i-1-d-10-1186-s40854-023-00486-2/","2023-07-05",4],["p","Biases and Volatility in Market Dealers","RePEc · Derivatives & Volatility · Forex traders' biases cause market volatility, study shows.","/papers/repec/eme-rbfpps-rbf-10-2021-0223/","2023-07-05",5],["p","Asymmetric Volatility of European Stock Markets","RePEc · Derivatives & Volatility · Investigates volatility changes in stock markets during and ","/papers/repec/cbu-jrnlec-y-2023-v-1-p-134-146/","2023-07-05",4],["p","Some challenges of calibrating differentiable agent-based models","arXiv · Other · Discusses challenges and solutions in constructing agent-bas","/papers/arxiv/2307.01085/","2023-07-05",8],["p","Blockchain Scaling and Liquidity Concentration on Decentralized Exchanges","arXiv · Crypto & DeFi · Decentralized exchanges can improve liquidity and reduce sli","/papers/arxiv/2306.17742/","2023-07-05",15],["p","Triangle Fees","arXiv · Other · Triangle fees decrease with trade size, improving accuracy a","/papers/arxiv/2306.17316/","2023-07-05",1],["p","Retail Pricing Format and Rigidity of Regular Prices","arXiv · Other · Different store formats have varying price rigidity, affecti","/papers/arxiv/2306.17309/","2023-07-05",1],["p","Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components.","arXiv · Crypto & DeFi · External factors like macroeconomic reports and stock indice","/papers/arxiv/2306.17095/","2023-07-05",14],["p","Endogenous Barriers to Learning","arXiv · ML & AI Methods · Agents' accuracy in decision-making can cause instability in","/papers/arxiv/2306.16904/","2023-07-05",2],["p","Discount models","arXiv · Other · A new framework is proposed as an alternative to the Heath-J","/papers/arxiv/2306.16871/","2023-07-05",2],["p","Data-driven Multiperiod Robust Mean-Variance Optimization","arXiv · Portfolio & Allocation · Robust mean-variance optimization in portfolio selection sho","/papers/arxiv/2306.16681/","2023-07-05",0],["p","Neural Networks Can Detect Model-Free Static Arbitrage Strategies","arXiv · Trading, Microstructure & Execution · Neural networks can identify model-free static arbitrage opp","/papers/arxiv/2306.16422/","2023-07-05",3],["p","The Frtb-Ima Computational Challenge for Equity Autocallables","arXiv · Portfolio & Allocation · The Orthogonal Chebyshev Sliding Technique reduces computati","/papers/arxiv/2305.06215/","2023-07-05",1],["p","Revealing production networks from firm growth dynamics","arXiv · Corporate Finance · Firm growth rates are correlated through a common factor, bu","/papers/arxiv/2302.09906/","2023-07-05",6],["p","Bounded (O(1)) Regret Recommendation Learning via Synthetic Controls Oracle","arXiv · ML & AI Methods · Bounded regret can be achieved in recommender systems modele","/papers/arxiv/2301.12571/","2023-07-05",2],["p","Calibrating Distribution Models from PELVE","arXiv · Risk, Credit & Banking · PELVE converts VaR to ES and provides insights on distributi","/papers/arxiv/2204.08882/","2023-07-05",2],["p","Limited Partners versus Unlimited Machines; Artificial Intelligence and the Performance of Private Equity Funds","SSRN · ML & AI Methods · Private equity fund performance is not influenced by quantit","/papers/ssrn/4490991/","2023-06-28",1],["p","Leverage's Impact on Trading Performance","SSRN · Trading, Microstructure & Execution · Implied leverage hurts trading performance due to higher cos","/papers/ssrn/4489876/","2023-06-28",321],["p","Predicting Corporate Bond Illiquidity with ML","SSRN · Trading, Microstructure & Execution · Machine learning techniques are better than traditional meth","/papers/ssrn/4489504/","2023-06-28",2],["p","VIX and SPX Futures: Lead-Lag Relationship","SSRN · Derivatives & Volatility · Lead-Lag Relationship: VIX futures lead SPX futures in high ","/papers/ssrn/4488912/","2023-06-28",242],["p","Analyzing Systemic Risk with Volatility","SSRN · Derivatives & Volatility · IVRVSRI measures the impact of market turmoil and varies acr","/papers/ssrn/4488478/","2023-06-28",86],["p","Reversal Patterns in Asset Pricing","SSRN · Asset Pricing & Factors · Pricing errors in asset pricing models show a predictable re","/papers/ssrn/4486790/","2023-06-28",284],["p","Dynamic Margining Long/Short Equity Trading Strategies","SSRN · Trading, Microstructure & Execution · A quantitative model calculates dynamic margin for long/shor","/papers/ssrn/4486606/","2023-06-28",0],["p","Offshore Bonds and Maturity Diversification","SSRN · Macro-Finance & Rates · Offshore bonds can diversify the maturity structure of domes","/papers/ssrn/4486422/","2023-06-28",0],["p","Discretionary Decisions in Solvency II Capital","RePEc · Other · Insurers optimize solvency by reducing capital requirements ","/papers/repec/zbw-icirwp-5023/","2023-06-28",3],["p","ASEAN-5 Initiatives and Market Portfolios","RePEc · Portfolio & Allocation · ASEAN-5 equity markets still not fully integrated, volatilit","/papers/repec/taf-oabmxx-v-10-y-2023-i-1-p-2167292/","2023-06-28",3],["p","Volatility and Trend Profits in Stocks","RePEc · Derivatives & Volatility · Stock volatility impacts trend-following profits, investors ","/papers/repec/taf-applec-v-55-y-2023-i-32-p-3788-3805/","2023-06-28",3],["p","Risk Assessment in Post-Pandemic Household Cryptocurrency Investments","RePEc · Crypto & DeFi · Study finds top machine learning algorithm for assessing ris","/papers/repec/pal-assmgt-v-24-y-2023-i-4-d-10-1057-s41260-022-00302-z/","2023-06-28",5],["p","Volatility index futures hedging: a cointegration approach","RePEc · Derivatives & Volatility · A cointegration approach: The paper explores the relationshi","/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01153-4/","2023-06-28",7],["p","Intraday crypto algorithmic trading strategies","RePEc · Crypto & DeFi · Machine learning algorithms are used to trade cryptocurrenci","/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01139-2/","2023-06-28",5],["p","Global Liquidity and Housing Prices","RePEc · Trading, Microstructure & Execution · Global liquidity affects housing prices more in developing e","/papers/repec/eme-ijhmap-ijhma-11-2021-0130/","2023-06-28",3],["p","Sentiment and Volatility in Shanghai A-shares Market","RePEc · LLMs & Text · Investor sentiment in China's stock market impacts stock vol","/papers/repec/eme-cfripp-cfri-01-2021-0007/","2023-06-28",4],["p","Unveiling Credit Risk Models","RePEc · Risk, Credit & Banking · Explainable AI helps understand credit risk in machine learn","/papers/repec/bde-revist-y-2022-i-11-n-4/","2023-06-28",0],["p","Earnings Volatility and Stock Price Delay","RePEc · Derivatives & Volatility · Earnings volatility affects stock price response negatively.","/papers/repec/aic-saebjn-v-69-y-2022-i-1-p-99-110-n-2/","2023-06-28",3],["p","Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning","arXiv · Risk, Credit & Banking · Reinforcement learning techniques automate optimal credit ca","/papers/arxiv/2306.15585/","2023-06-28",13],["p","Higher-order Graph Attention Network for Stock Selection with Joint Analysis","arXiv · Other · A higher-order graph attention network is proposed for stock","/papers/arxiv/2306.15526/","2023-06-28",3],["p","Sea Change in Software Development: Economic and Productivity Analysis of the AI-Powered Developer Lifecycle","arXiv · ML & AI Methods · GitHub Copilot boosts developer productivity and generative ","/papers/arxiv/2306.15033/","2023-06-28",47],["p","Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?","arXiv · LLMs & Text · A framework assesses large language models for sentiment fac","/papers/arxiv/2306.14222/","2023-06-28",25],["p","Statistical electricity price forecasting: A structural approach","arXiv · Econometrics & Forecasting · Encoding domain knowledge improves electricity price forecas","/papers/arxiv/2306.14186/","2023-06-28",0],["p","Latent Factor Analysis in Short Panels","arXiv · Other · New tools for analyzing stock returns in short panels are de","/papers/arxiv/2306.14004/","2023-06-28",5],["p","Exact Solution to a Generalised Lillo–Mike–Farmer Model with Heterogeneous Order-Splitting Strategies","arXiv · Other · Heterogeneity and ACF Analysis: A new model proposed for ana","/papers/arxiv/2306.13378/","2023-06-28",9],["p","Fractal properties, information theory, and market efficiency","arXiv · Other · Entropy and Hurst Exponent Link: This article discusses how ","/papers/arxiv/2306.13371/","2023-06-28",33],["p","Optimal Investment with Stochastic Interest Rates and Ambiguity","arXiv · Macro-Finance & Rates · Study finds investors hedge risk but not ambiguity in dynami","/papers/arxiv/2306.13343/","2023-06-28",1],["p","Generic Forward Curve Dynamics for Commodity Derivatives","arXiv · Derivatives & Volatility · A framework is presented for modeling forward curves in comm","/papers/arxiv/2306.12921/","2023-06-28",0],["p","Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness","arXiv · Trading, Microstructure & Execution · Conditional generative models used for order book simulation","/papers/arxiv/2306.12806/","2023-06-28",27],["p","Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models","arXiv · LLMs & Text · A new approach improves financial sentiment analysis by addr","/papers/arxiv/2306.12659/","2023-06-28",143],["p","A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach","arXiv · Other · The Heath-Jarrow-Morton framework is used in energy markets,","/papers/arxiv/2305.01485/","2023-06-28",0],["p","On-line reinforcement learning for optimization of real-life energy trading strategy","arXiv · Trading, Microstructure & Execution · An automated trading strategy using reinforcement learning a","/papers/arxiv/2303.16266/","2023-06-28",0],["p","The Legacy of Authoritarianism in a Democracy","arXiv · Other · The authoritarian rule in India during the 1970s resulted in","/papers/arxiv/2202.03682/","2023-06-28",3],["p","Data-Driven Risk Measurement by SV-GARCH-EVT Model","arXiv · Econometrics & Forecasting · A new financial risk measurement model that considers fat-ta","/papers/arxiv/2201.09434/","2023-06-28",1],["p","EmTract: Extracting emotions from social media","arXiv · Other · Emotion Extraction from Financial Social Media: EmTract is a","/papers/arxiv/2112.03868/","2023-06-28",16],["p","Closed‐loop Nash competition for liquidity","arXiv · Trading, Microstructure & Execution · In a multi-player stochastic differential game, excessive tr","/papers/arxiv/2112.02961/","2023-06-28",15],["p","Better Bunching, Nicer Notching","arXiv · Other · New estimators overcome sensitivity issues in bunching ident","/papers/arxiv/2101.01170/","2023-06-28",39],["p","Deep Factor Model for Crop Yield Forecasting and Insurance","SSRN · Risk, Credit & Banking · A new deep factor model for crop yield forecasting and crop ","/papers/ssrn/4476951/","2023-06-14",0],["p","Market Risk Hedging with Crowding Networks","SSRN · Derivatives & Volatility · Proposing a method for hedging portfolio risk using network ","/papers/ssrn/4476724/","2023-06-14",13],["p","Emerging Market Debt Diversification","SSRN · Portfolio & Allocation · Examining diversification of bonds on Banja Luka Stock Excha","/papers/ssrn/4475729/","2023-06-14",66],["p","The Quest for Alpha in Equity Gamma","SSRN · Derivatives & Volatility · Opportunities & Risks: A paper examines relative value and o","/papers/ssrn/4474815/","2023-06-14",0],["p","Sovereign Debt & Equity Returns in Disasters","SSRN · Macro-Finance & Rates · Firms with high exposure to sovereign debt have increased co","/papers/ssrn/4474659/","2023-06-14",168],["p","Risk Budget Portfolios With Convex Non-negative Matrix Factorization","SSRN · Portfolio & Allocation · Proposing a portfolio allocation method based on risk factor","/papers/ssrn/4474100/","2023-06-14",1],["p","Robust Log-normal Stochastic Volatility for Interest Rates","SSRN · Derivatives & Volatility · Dispersion trade strategy improves risk return profile in eq","/papers/ssrn/4473790/","2023-06-14",0],["p","Optimal Asset Allocation with Hedging Demands","SSRN · Derivatives & Volatility · Non-myopic agents benefit from hedging against shocks even w","/papers/ssrn/4473419/","2023-06-14",19],["p","Korean Active Equity ETF Performance","SSRN · Portfolio & Allocation · Analyzing daily risk-adjusted excess performance of active E","/papers/ssrn/4473392/","2023-06-14",0],["p","Option Mispricing & Alpha Portfolios","SSRN · Derivatives & Volatility · A study shows significant mispricing in the options market r","/papers/ssrn/4472551/","2023-06-14",0],["p","Predicting Noble Metal Prices with Technical Analysis","RePEc · Other · Study finds that Technical Analysis indicators can predict n","/papers/repec/war-wpaper-2023-13/","2023-06-14",4],["p","Cryptocurrencies and Google Trends","RePEc · Crypto & DeFi · Cryptocurrencies are linked to specific Google Trends attent","/papers/repec/urv-wpaper-2072-534919/","2023-06-14",1],["p","Investor Sentiment and Bank Credit","RePEc · LLMs & Text · Investor sentiment affects bank lending and financial stabil","/papers/repec/urv-wpaper-2072-534915/","2023-06-14",2],["p","Machine Learning for European Stocks","RePEc · ML & AI Methods · Machine learning used to examine predictability of equity re","/papers/repec/spr-snbeco-v-3-y-2023-i-7-d-10-1007-s43546-023-00487-4/","2023-06-14",5],["p","Multi-Source Employment Statistics with Machine Learning","RePEc · ML & AI Methods · Machine learning used to predict individual employment statu","/papers/repec/spr-metron-v-81-y-2023-i-1-d-10-1007-s40300-023-00242-7/","2023-06-14",4],["p","Quantitative Finance Research Bibliometrics","RePEc · Trading, Microstructure & Execution · The article examines the current state of quantitative finan","/papers/repec/rfa-aefjnl-v-10-y-2023-i-2-p-117/","2023-06-14",5],["p","Basel III and Bankruptcy Prediction","RePEc · Trading, Microstructure & Execution · Machine learning models show capital is a stronger predictor","/papers/repec/gat-wpaper-2308/","2023-06-14",4],["p","Large Datasets and Hybrid Models","RePEc · LLMs & Text · Study explores using machine learning and sentiment analysis","/papers/repec/gam-jjrfmx-v-16-y-2023-i-6-p-298-d-1167483/","2023-06-14",6],["p","Trading with Deep Reinforcement Learning","RePEc · Trading, Microstructure & Execution · Deep reinforcement learning applied to trading on financial ","/papers/repec/gam-jdataj-v-6-y-2021-i-11-p-119-d-680602/","2023-06-14",4],["p","Interpretable Learning in Credit Risk","RePEc · Risk, Credit & Banking · Neural network with selective interpretability introduced fo","/papers/repec/eee-riibaf-v-65-y-2023-i-c-s0275531923000661/","2023-06-14",3],["p","Bank Risk Projection with Sentiment Analysis","RePEc · LLMs & Text · Machine learning used to build new insolvency risk rating me","/papers/repec/eee-reecon-v-77-y-2023-i-2-p-226-238/","2023-06-14",5],["p","Quantum Continual Learning for Data","RePEc · ML & AI Methods · Continual learning proposed as solution to catastrophic forg","/papers/repec/eee-phsmap-v-620-y-2023-i-c-s0378437123003345/","2023-06-14",4],["p","Trend-Based Forecasting for Cryptocurrencies","RePEc · Crypto & DeFi · Efficacy of trend-based technical indicators in predicting c","/papers/repec/eee-ecmode-v-124-y-2023-i-c-s0264999323001359/","2023-06-14",3],["p","Learning Not to Spoof","arXiv · ML & AI Methods · Reinforcement learning agents in stock trading need to follo","/papers/doi/10-1145-3533271-3561767/","2023-06-14",9],["p","Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach","arXiv · Portfolio & Allocation · A new investment strategy model has been developed and teste","/papers/arxiv/2306.07928/","2023-06-14",0],["p","A comparative study of factor models for different periods of the electricity spot price market","arXiv · Asset Pricing & Factors · A 4-factor model is better at predicting electricity spot pr","/papers/arxiv/2306.07731/","2023-06-14",4],["p","Auctioning Corporate Bonds: A Uniform-Price under Investment Mandates","arXiv · Macro-Finance & Rates · Study examines how risk and budget limits affect bidding str","/papers/arxiv/2306.07134/","2023-06-14",0],["p","Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization","arXiv · Portfolio & Allocation · Reinforcement learning and barrier functions used in portfol","/papers/arxiv/2306.07013/","2023-06-14",1],["p","FinGPT: Open-Source Financial Large Language Models","arXiv · LLMs & Text · FinGPT developed for finance sector language model","/papers/arxiv/2306.06031/","2023-06-14",509],["p","Liquidity takers behavior representation through a contrastive learning approach","arXiv · Trading, Microstructure & Execution · Triplet loss used to identify distinct market order behavior","/papers/arxiv/2306.05987/","2023-06-14",1],["p","An Empirical Analysis of the Effect of Ballot Truncation on Ranked-Choice Electoral Outcomes","arXiv · Other · Ranked-choice voting with a truncation level of at least thr","/papers/arxiv/2306.05966/","2023-06-14",5],["p","Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach","arXiv · Risk, Credit & Banking · Banks' refusal to roll over short-term interbank liabilities","/papers/arxiv/2306.05860/","2023-06-14",5],["p","Causality between Sentiment and Cryptocurrency Prices","arXiv · Crypto & DeFi · A Narrative Study: A study has been conducted to examine the","/papers/arxiv/2306.05803/","2023-06-14",2],["p","Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure","arXiv · Derivatives & Volatility · Two simulation methods have been developed to compute option","/papers/arxiv/2306.05750/","2023-06-14",4],["p","Maximally Machine-Learnable Portfolios","arXiv · Portfolio & Allocation · MACE algorithm optimizes portfolio weights for predictabilit","/papers/arxiv/2306.05568/","2023-06-14",6],["p","Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers","arXiv · Trading, Microstructure & Execution · A deep learning method outperforms other approaches in estim","/papers/arxiv/2306.05479/","2023-06-14",28],["p","Risk Budget Portfolios With Convex Non-negative Matrix Factorization","arXiv · Portfolio & Allocation · A risk factor budgeting portfolio allocation method using NM","/papers/arxiv/2204.02757/","2023-06-14",1],["p","The Shared Costs of Pursuing Shareholder Values","arXiv · Other · Shareholders who are closely-connected individuals support c","/papers/arxiv/2103.12138/","2023-06-14",1],["p","Can Loss Aversion Explain the Stylized Facts of Implied Volatility?","SSRN · Derivatives & Volatility · Loss aversion can explain the stylized facts of implied vola","/papers/ssrn/4471421/","2023-06-07",0],["p","The Stock Market Impact of Volatility Hedging: Evidence from End-of-Day Trading by VIX ETPs","SSRN · Derivatives & Volatility · VIX futures hedging activities can move SPX futures market f","/papers/ssrn/4470636/","2023-06-07",0],["p","Pairs Trading with Costly Short-Selling","SSRN · Trading, Microstructure & Execution · Optimal pairs-trading model with costly short-selling can be","/papers/ssrn/4470496/","2023-06-07",0],["p","MBS Valuation with Portfolio Credit Derivatives","SSRN · Derivatives & Volatility · RMBS can be viewed as portfolio credit derivatives.","/papers/ssrn/4470293/","2023-06-07",0],["p","Sustainable Investment Linking Alpha, ESG, and SDGs","SSRN · Other · ESG investing can generate positive alpha and measure a comp","/papers/ssrn/4467718/","2023-06-07",0],["p","Machine Learning Predicts Bond Liquidity","SSRN · Trading, Microstructure & Execution · Machine learning can forecast bond liquidity in the US corpo","/papers/ssrn/4466528/","2023-06-07",0],["p","Measuring Transition Risk","SSRN · Portfolio & Allocation · Investment portfolios suffer moderate losses upon materializ","/papers/ssrn/4465908/","2023-06-07",0],["p","Machine Learning for Positive Alpha Mutual Fund Selection","SSRN · Portfolio & Allocation · Machine learning can help select mutual fund portfolios with","/papers/ssrn/4465371/","2023-06-07",379],["p","Goodwill Disclosure Lowers Equity Capital Costs","SSRN · Corporate Finance · Increased corporate disclosure leads to lower cost of equity","/papers/ssrn/4464665/","2023-06-07",578],["p","Machine Learning for Finance","SSRN · ML & AI Methods · Hybrid model combining machine learning and asset-pricing mo","/papers/ssrn/4464555/","2023-06-07",6],["p","Bitcoin Volatility Factors","RePEc · Crypto & DeFi · Study evaluates role of macroeconomic and technical indicato","/papers/repec/wly-jforec-v-42-y-2023-i-4-p-970-988/","2023-06-07",3],["p","Oil Volatility Risk Premium and Stock Market Forecasting","RePEc · Derivatives & Volatility · The uncertainty-driven oil volatility risk premium predicts ","/papers/repec/wly-jforec-v-42-y-2023-i-4-p-872-904/","2023-06-07",5],["p","Machine Learning for Bitcoin Trading","RePEc · Crypto & DeFi · Machine learning and narrative sentiments used to trade Bitc","/papers/repec/wly-jforec-v-42-y-2023-i-4-p-852-871/","2023-06-07",6],["p","Exchange Rate Volatility","RePEc · Derivatives & Volatility · Study finds exchange rate volatility impacts Turkey's export","/papers/repec/tcb-cebare-v-22-y-2022-i-2-p-77-89/","2023-06-07",5],["p","Volatility Spillovers among BRICS Stock Markets","RePEc · Derivatives & Volatility · Own volatility spillover is higher than cross-market spillov","/papers/repec/sae-emffin-v-22-y-2023-i-2-p-164-188/","2023-06-07",4],["p","Carry Trade and Equity Market Returns in BRICS Countries","RePEc · Other · Dynamic correlations between carry trade and equity markets ","/papers/repec/pra-mprapa-117461/","2023-06-07",4],["p","Optimal Trading Strategies","RePEc · Trading, Microstructure & Execution · Paper proposes optimal trading strategies using Heston stoch","/papers/repec/kap-compec-v-62-y-2023-i-1-d-10-1007-s10614-022-10272-4/","2023-06-07",4],["p","Explainable AI","RePEc · ML & AI Methods · Article explores need for explainability in machine learning","/papers/repec/gam-jdataj-v-7-y-2022-i-7-p-93-d-857104/","2023-06-07",4],["p","Equity Trading and Research Trends","RePEc · Trading, Microstructure & Execution · The article discusses equity trading, its history, current t","/papers/repec/elg-eechap-20173-16/","2023-06-07",3],["p","A systematic literature review on solution approaches for the index tracking problem in the last decade","arXiv · Portfolio & Allocation · Passive management seeks practical solutions for tracking po","/papers/doi/10-1093-imaman-dpad007/","2023-06-07",12],["p","Swing contract pricing: With and without neural networks","arXiv · ML & AI Methods · Two parametric approaches to price swing contracts with firm","/papers/arxiv/2306.03822/","2023-06-07",7],["p","Global universal approximation of functional input maps on weighted spaces","arXiv · ML & AI Methods · Functional input neural networks can be used for uncertainty","/papers/arxiv/2306.03303/","2023-06-07",40],["p","‘Ergodicity Economics’ is Pseudoscience","arXiv · Other · Ergodicity economics criticized for lack of falsifiable impl","/papers/arxiv/2306.03275/","2023-06-07",0],["p","Toward Textual Internet Immunity","arXiv · LLMs & Text · The Supreme Court may change Section 230 of the Communicatio","/papers/arxiv/2306.02875/","2023-06-07",1],["p","Big Tech's Tightening Grip on Internet Speech","arXiv · Other · Centralized control over online speech by select platforms h","/papers/arxiv/2306.02874/","2023-06-07",2],["p","HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE","arXiv · Asset Pricing & Factors · HireVAE is a deep learning-based model that outperforms prev","/papers/arxiv/2306.02848/","2023-06-07",8],["p","Explaining AI in Finance: Past, Present, Prospects","arXiv · ML & AI Methods · Explainable AI is important in finance and further research ","/papers/arxiv/2306.02773/","2023-06-07",7],["p","Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis","arXiv · Trading, Microstructure & Execution · An optimal market making framework is used to analyze the Ch","/papers/arxiv/2306.02764/","2023-06-07",0],["p","Efficient simulation of a new class of Volterra-type SDEs","arXiv · Derivatives & Volatility · A new theoretical framework transforms a stochastic process ","/papers/arxiv/2306.02708/","2023-06-07",2],["p","Physical energy cost serves as the “invisible hand” governing economic valuation: Direct evidence from biogeochemical data and the U.S. metal market","arXiv · Other · Energy cost has a clear correlation with market prices of 65","/papers/arxiv/2306.02328/","2023-06-07",15],["p","The Role of Twitter in Cryptocurrency Pump-and-Dumps","arXiv · Crypto & DeFi · Article 2 shows that Twitter promotion leads to significant ","/papers/arxiv/2306.02148/","2023-06-07",2],["p","Financial sentiment analysis using FinBERT with application in predicting stock movement","arXiv · LLMs & Text · LSTM-based neural network predicts market movement using sen","/papers/arxiv/2306.02136/","2023-06-07",20],["p","The disruption index is biased by citation inflation","arXiv · Macro-Finance & Rates · Scientific publications and patents are not becoming less di","/papers/arxiv/2306.01949/","2023-06-07",39],["p","The Shape of Business Cycles: A Cross-country Analysis of Friedman’s Plucking Theory","arXiv · Macro-Finance & Rates · Flexible labor markets lead to cyclical unemployment rates i","/papers/arxiv/2306.01552/","2023-06-07",1],["p","The Dynamic Persistence of Economic Shocks","arXiv · Other · Model proposed for smoothly varying heterogeneous persistenc","/papers/arxiv/2306.01511/","2023-06-07",5],["p","Post-COVID inflation and the monetary policy dilemma: an agent-based scenario analysis","arXiv · Macro-Finance & Rates · A new modelling approach using the Mark-0 Agent-Based Model ","/papers/arxiv/2306.01284/","2023-06-07",19],["p","Blockchain-based Decentralized Co-governance: Innovations and Solutions for Sustainable Crowdfunding","arXiv · Crypto & DeFi · Article 1 suggests a new crowdfunding model using digital to","/papers/arxiv/2306.00869/","2023-06-07",4],["p","Optimal execution and speculation with trade signals","arXiv · Trading, Microstructure & Execution · Price impact model based on order flow in the market.","/papers/arxiv/2306.00621/","2023-06-07",6],["p","The Cost of Misspecifying Price Impact","arXiv · Trading, Microstructure & Execution · Misspecification costs of portfolio managers' orders are asy","/papers/arxiv/2306.00599/","2023-06-07",15],["p","Life after (soft) default","arXiv · Risk, Credit & Banking · Soft credit default has substantial and long-lasting negativ","/papers/arxiv/2306.00574/","2023-06-07",0],["p","Measuring Consistency in Text-based Financial Forecasting Models","arXiv · Econometrics & Forecasting · FinTrust proposes a tool to improve consistency in financial","/papers/arxiv/2305.08524/","2023-06-07",6],["p","The self-exciting nature of the bid-ask spread dynamics","arXiv · Econometrics & Forecasting · A new State-dependent Spread Hawkes model has been proposed ","/papers/arxiv/2303.02038/","2023-06-07",2],["p","Common Idiosyncratic Quantile Factors and Asset Prices","arXiv · Asset Pricing & Factors · A new risk factor predicts market returns by analyzing upsid","/papers/arxiv/2208.14267/","2023-06-07",0],["p","Robustness and sensitivity analyses of rough Volterra stochastic volatility models","arXiv · Derivatives & Volatility · The sensitivity of stochastic volatility models is analyzed ","/papers/arxiv/2107.12462/","2023-06-07",2],["p","Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices","arXiv · ML & AI Methods · Deep Learning for PCA: Researchers have developed Denise, a ","/papers/arxiv/2004.13612/","2023-06-07",3],["p","Synchronization of Endogenous Business Cycles","arXiv · Other · Business cycles are driven by non-linear dynamics, generatin","/papers/arxiv/2002.06555/","2023-06-07",9],["p","Equity Return Expectations and Portfolios","SSRN · Portfolio & Allocation · Asset managers' equity premium expectations are countercycli","/papers/ssrn/4451942/","2023-06-01",131],["p","Transaction Frictions in Homebuying","SSRN · Other · All cash homebuyers in the US account for one-third of home ","/papers/ssrn/4451800/","2023-06-01",420],["p","Hidden Markov Chain Approximations","SSRN · Other · New method proposed for Markov processes with continuous sup","/papers/ssrn/4451765/","2023-06-01",60],["p","Crowdsourcing Market Design","SSRN · Portfolio & Allocation · Crowdsourcing proposed for optimal allocations with imperfec","/papers/ssrn/4451725/","2023-06-01",107],["p","The Politics of Academic Research","SSRN · Other · Research in Economics and Political Science displays a liber","/papers/ssrn/4451697/","2023-06-01",2],["p","Hedge Fund Fees and Long-Run Outcomes","SSRN · Derivatives & Volatility · Asset managers' performance-based fees often don't align wit","/papers/ssrn/4451531/","2023-06-01",545],["p","Trade Aid and Exchange Rate Volatility","RePEc · Derivatives & Volatility · Aid for Trade negatively affects exchange rate volatility, m","/papers/repec/wsi-jicepx-v-13-y-2022-i-01-n-s1793993322500016/","2023-06-01",4],["p","Volatility Transmission in Forex Market","RePEc · Derivatives & Volatility · A new approach for evaluating portfolio performance using Eu","/papers/repec/spt-apfiba-v-13-y-2023-i-3-f-13-3-3/","2023-06-01",3],["p","Modelling Systemic Risk in Morocco's Banks","RePEc · Risk, Credit & Banking · QRNN optimized by Adam algorithm shows increased systemic ri","/papers/repec/gam-jijfss-v-11-y-2023-i-2-p-70-d-1151988/","2023-06-01",2],["p","Asian Emerging Markets and Central Bank Transparency","RePEc · Risk, Credit & Banking · A new model and classification for accounting for a specific","/papers/repec/cbk-journl-v-12-y-2023-i-2-p-133-163/","2023-06-01",2],["p","Forex Market Jumps and Semivariances","RePEc · Portfolio & Allocation · A reliability-based design optimization framework is develop","/papers/repec/cai-finpug-fina-pr-018/","2023-06-01",3],["p","Financial misstatement detection: a realistic evaluation","arXiv · Other · Examining evaluation process for detecting financial misstat","/papers/doi/10-1145-3490354-3494453/","2023-06-01",11],["p","Modeling and evaluating conditional quantile dynamics in VaR forecasts","arXiv · Econometrics & Forecasting · Simulation shows improved time-varying VaR models for foreca","/papers/arxiv/2305.20067/","2023-06-01",1],["p","Parameter Estimation Methods of Required Rate of Return on Stock","arXiv · Corporate Finance · New estimation methods introduced for required rate of retur","/papers/arxiv/2305.19708/","2023-06-01",8],["p","Deep Into the Domain Shift: Transfer Learning Through Dependence Regularization","arXiv · ML & AI Methods · Proposing new domain adaptation approach for learning machin","/papers/arxiv/2305.19499/","2023-06-01",16],["p","Generalized Autoregressive Score Trees and Forests","arXiv · Econometrics & Forecasting · Proposal to improve GAS model forecasts by localizing parame","/papers/arxiv/2305.18991/","2023-06-01",5],["p","Playing the System: Address Manipulation and Access to Schools","arXiv · Other · Research shows affluent households more likely to manipulate","/papers/arxiv/2305.18949/","2023-06-01",4],["p","A Game of Competition for Risk","arXiv · Other · Study presents model for analyzing strategic risk-taking in ","/papers/arxiv/2305.18941/","2023-06-01",1],["p","Exponential Utility Maximization in a Discrete Time Gaussian Framework","arXiv · Other · Solution presented for investor informed about risky asset's","/papers/arxiv/2305.18136/","2023-06-01",3],["p","Integrating Different Informations for Portfolio Selection","arXiv · Portfolio & Allocation · New forecasting tool proposed that combines historical data ","/papers/arxiv/2305.17881/","2023-06-01",0],["p","Large Banks and Systemic Risk: Insights from a Mean-Field Game Model","arXiv · Risk, Credit & Banking · Insights from a Game Model: Study investigates impact of lar","/papers/arxiv/2305.17830/","2023-06-01",8],["p","A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market","arXiv · Portfolio & Allocation · Comparing portfolio optimization approaches on stock data","/papers/arxiv/2305.17523/","2023-06-01",4],["p","Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature","arXiv · Macro-Finance & Rates · Review of literature on inflation targeting finds no convinc","/papers/arxiv/2305.17474/","2023-06-01",3],["p","On random number generators and practical market efficiency","arXiv · Other · Efficient market hypothesis tested using random number gener","/papers/arxiv/2305.17419/","2023-06-01",3],["p","Duration Dependence and Heterogeneity: Learning from Early Notice of Layoff","arXiv · ML & AI Methods · New approach to distinguish impact of duration-dependent for","/papers/arxiv/2305.17344/","2023-06-01",1],["p","When is cross impact relevant?","arXiv · Other · Study identifies features that make cross-impact relevant in","/papers/arxiv/2305.16915/","2023-06-01",8],["p","The Economics of Augmented and Virtual Reality","arXiv · Other · Economic value of AR and VR technologies evaluated with prop","/papers/arxiv/2305.16872/","2023-06-01",4],["p","Accounting statement analysis at industry level. A gentle introduction to the compositional approach","arXiv · Other · Article presents use of compositional data analysis for fina","/papers/arxiv/2305.16842/","2023-06-01",5],["p","Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets","arXiv · Portfolio & Allocation · Article discusses construction of environment-friendly green","/papers/arxiv/2305.16712/","2023-06-01",1],["p","Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks","arXiv · LLMs & Text · Investigating effectiveness of zero-shot large language mode","/papers/arxiv/2305.16633/","2023-06-01",22],["p","Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models","arXiv · Asset Pricing & Factors · A methodology for detecting lead-lag relationships in time s","/papers/arxiv/2305.06704/","2023-06-01",5],["p","Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives","arXiv · Derivatives & Volatility · A model of insider trading on higher moments of the underlyi","/papers/arxiv/2302.13426/","2023-06-01",1],["p","Canonical Portfolios: Optimal Asset and Signal Combination","arXiv · Portfolio & Allocation · New framework offers economic insights into optimal asset an","/papers/arxiv/2202.10817/","2023-06-01",7],["p","The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features","arXiv · Other · Study finds limited interpretability of LSTM models for pred","/papers/arxiv/2201.00350/","2023-06-01",6],["p","Quickest Detection of Ecological Regimes for Natural Resource Management","arXiv · Other · A Pareto optimal framework for regime shift detection under ","/papers/arxiv/2005.11500/","2023-06-01",0],["p","A default system with overspilling contagion","arXiv · Risk, Credit & Banking · Model captures contagious impact of default system on global","/papers/arxiv/1709.09255/","2023-06-01",2],["p","An Impact of Greenhouse Gas Aversion on Optimal Portfolios","SSRN · Portfolio & Allocation · The introduction of greenhouse gas aversion into the mean-va","/papers/ssrn/4453686/","2023-05-24",0],["p","An Examination of Number of Holdings and Universe Size in Momentum Strategies: Evidence from India","SSRN · Asset Pricing & Factors · An analysis of momentum strategies in India finds that conce","/papers/ssrn/4453680/","2023-05-24",1],["p","Proper Generative AI Prompting for Financial Analysis","SSRN · ML & AI Methods · A guide to prompt usage in generative AI for financial analy","/papers/ssrn/4453664/","2023-05-24",20],["p","Supplement to 'An Empirical Model of Bargaining with Equilibrium of Fear: Application to Retail Mergers in the French Soft Drink Industry'","SSRN · Corporate Finance · Supplemental material for article on bargaining with equilib","/papers/ssrn/4453663/","2023-05-24",0],["p","Large Generative AI Models vs Smaller Parameter Models with More Data: A Comprehensive Literature Review","SSRN · ML & AI Methods · Literature review comparing large generative AI models and s","/papers/ssrn/4453658/","2023-05-24",2],["p","Investor Expectations for Net-Zero","SSRN · Corporate Finance · Study shows international divergence in energy transition pa","/papers/ssrn/4445458/","2023-05-24",898],["p","Fractional Trading with High-Priced Stocks","SSRN · Trading, Microstructure & Execution · Fractional trading removes barriers to high-priced stocks an","/papers/ssrn/4445456/","2023-05-24",147],["p","DAO Disruption Across Industries","SSRN · Other · A paper evaluates the suitability of decentralized autonomou","/papers/ssrn/4445422/","2023-05-24",1],["p","Retail Investor Reaction to Earnings","SSRN · Other · Novice retail investors' attention-driven trades can cause s","/papers/ssrn/4445396/","2023-05-24",263],["p","Currency Network Risk and Volatility","SSRN · Derivatives & Volatility · Volatility network strategy generates excess returns by buyi","/papers/ssrn/4445357/","2023-05-24",47],["p","Macro Finance Model for Ethereum","SSRN · Crypto & DeFi · Study of Ethereum's monetary and fee policies shows staking ","/papers/ssrn/4445322/","2023-05-24",39],["p","Target Rate Factors","SSRN · Risk, Credit & Banking · Study on risk associated with uncertainties in central bank ","/papers/ssrn/4445293/","2023-05-24",1],["p","The Adaptive Markets Hypothesis Provides New Insights Into the Efficiency of Small Stock Markets: Evidence From Finland","SSRN · Other · A study examines the efficiency of the Finnish stock market ","/papers/ssrn/4444999/","2023-05-24",1],["p","Investment Management Model Coordination","RePEc · Other · A new model and algorithm have been proposed to address non-","/papers/repec/wsi-igtrxx-v-25-y-2023-i-01-n-s0219198923500020/","2023-05-24",2],["p","Company Fundamentals and Equity Premiums in Pakistan","RePEc · Asset Pricing & Factors · Company fundamentals affect equity premiums in Pakistan stoc","/papers/repec/voj-journl-v-68-y-2021-i-5-p-681-697/","2023-05-24",3],["p","Portfolio Optimization","RePEc · Portfolio & Allocation · A Reliability-Based Design Optimization framework is develop","/papers/repec/spr-sankhb-v-85-y-2023-i-1-d-10-1007-s13571-022-00285-2/","2023-05-24",2],["p","Statistical Modeling of High-Frequency Trading Data","RePEc · Trading, Microstructure & Execution · The paper discusses statistical modeling approaches for anal","/papers/repec/spr-sankhb-v-85-y-2023-i-1-d-10-1007-s13571-022-00280-7/","2023-05-24",8],["p","Binary Regime Models with Jump Discontinuities","RePEc · Derivatives & Volatility · A statistical technique for jump detection and volatility es","/papers/repec/spr-sankhb-v-85-y-2023-i-1-d-10-1007-s13571-022-00277-2/","2023-05-24",4],["p","Multi-Population Mortality Modelling with Neural Networks","RePEc · ML & AI Methods · Neural network model proposed for large-scale mortality mode","/papers/repec/spr-decfin-v-46-y-2023-i-1-d-10-1007-s10203-022-00382-x/","2023-05-24",1],["p","Bitcoin Price Prediction with Machine Learning","RePEc · Crypto & DeFi · Machine learning techniques can predict Bitcoin prices with ","/papers/repec/kap-compec-v-61-y-2023-i-4-d-10-1007-s10614-022-10262-6/","2023-05-24",4],["p","Stock Price Formation","RePEc · Trading, Microstructure & Execution · Better-performing agents in a multi-agent stock market simul","/papers/repec/kap-compec-v-61-y-2023-i-4-d-10-1007-s10614-022-10249-3/","2023-05-24",3],["p","Predicting Fund Survival with Neural Networks","RePEc · ML & AI Methods · Neural networks predict mutual fund survival with 87% accura","/papers/repec/gam-jmathe-v-9-y-2021-i-6-p-695-d-522910/","2023-05-24",4],["p","Modeling Recovery Rates of US Banks","RePEc · Risk, Credit & Banking · Unified recovery rate analysis can improve modeling for US b","/papers/repec/gam-jmathe-v-9-y-2021-i-2-p-188-d-482845/","2023-05-24",3],["p","Adaptive Portfolio Strategy with User-Specified Risk Tolerance","RePEc · Portfolio & Allocation · The simple moving average strategy is improved by incorporat","/papers/repec/gam-jmathe-v-11-y-2023-i-7-p-1637-d-1109769/","2023-05-24",4],["p","Predicting Stock Market Volatility with Financial Report Tone","RePEc · Derivatives & Volatility · Study finds that periods of increased disagreement in financ","/papers/repec/gam-jmathe-v-11-y-2023-i-7-p-1591-d-1107077/","2023-05-24",3],["p","Forecasting High-Dimensional Portfolios","RePEc · Portfolio & Allocation · New methodology for forecasting and portfolio formation in l","/papers/repec/gam-jmathe-v-11-y-2023-i-6-p-1513-d-1102706/","2023-05-24",3],["p","SA Stock Market Volatility Prediction","RePEc · Derivatives & Volatility · Newspapers-based macroeconomic attention indexes and news se","/papers/repec/gam-jmathe-v-11-y-2023-i-6-p-1371-d-1094820/","2023-05-24",4],["p","Improved Gaussian Process Mix Model","RePEc · Corporate Finance · A bibliometric analysis found that corporate governance, fra","/papers/repec/gam-jmathe-v-11-y-2023-i-10-p-2251-d-1144540/","2023-05-24",2],["p","Portfolio Evaluation","RePEc · Portfolio & Allocation · A new approach for evaluating portfolio performance using Eu","/papers/repec/gam-jmathe-v-11-y-2023-i-1-p-221-d-1022556/","2023-05-24",3],["p","Transfer Learning for Selection","RePEc · ML & AI Methods · Study explores knowledge transfer problem between artificial","/papers/repec/gam-jmathe-v-10-y-2022-i-3-p-432-d-737832/","2023-05-24",4],["p","Algorithm for Portfolio Optimization","RePEc · Portfolio & Allocation · Algorithm for active business management can increase income","/papers/repec/gam-jmathe-v-10-y-2022-i-22-p-4262-d-972674/","2023-05-24",3],["p","Timing US Sector Funds","RePEc · Trading, Microstructure & Execution · Algorithmic trading is extended to study US sector funds and","/papers/repec/gam-jjrfmx-v-16-y-2023-i-5-p-275-d-1149208/","2023-05-24",4],["p","Gold as a Zero-Beta Asset","RePEc · Asset Pricing & Factors · Using gold as a zero-beta asset improves asset pricing model","/papers/repec/gam-jjrfmx-v-16-y-2023-i-3-p-204-d-1098335/","2023-05-24",5],["p","Bermudan Commodity Options Pricing with Neural Networks","RePEc · Derivatives & Volatility · Multi-layered neural networks used for option pricing in com","/papers/repec/gam-jjrfmx-v-16-y-2023-i-3-p-192-d-1094945/","2023-05-24",5],["p","Contagion Effects of Finance Crisis","RePEc · Other · The global financial crisis had significant contagion effect","/papers/repec/gam-jjrfmx-v-16-y-2023-i-3-p-182-d-1091262/","2023-05-24",1],["p","Timing the Roller Coaster","RePEc · Trading, Microstructure & Execution · Algorithmic trading can help small investors outperform the ","/papers/repec/gam-jjrfmx-v-16-y-2023-i-2-p-106-d-1063150/","2023-05-24",2],["p","Shrinkage Estimator for Portfolios","RePEc · Portfolio & Allocation · Study proposes shrinkage estimator for portfolio selection, ","/papers/repec/gam-jjrfmx-v-15-y-2022-i-6-p-249-d-829749/","2023-05-24",5],["p","Beta Anomaly in SA Markets","RePEc · Asset Pricing & Factors · Beta anomaly disappears in South African stock market after ","/papers/repec/gam-jjrfmx-v-15-y-2022-i-5-p-214-d-810895/","2023-05-24",4],["p","Smart Beta ETFs","RePEc · Portfolio & Allocation · Study finds only two sub-categories of smart beta ETFs outpe","/papers/repec/gam-jjrfmx-v-14-y-2021-i-7-p-283-d-579482/","2023-05-24",7],["p","Optimal Diversification","RePEc · Portfolio & Allocation · Paper analyzes optimal number of stocks in diversified portf","/papers/repec/gam-jjrfmx-v-14-y-2021-i-11-p-551-d-679488/","2023-05-24",6],["p","NonNormal Risk Measures","RePEc · Risk, Credit & Banking · Paper examines statistical properties of risk measures in no","/papers/repec/gam-jjrfmx-v-14-y-2021-i-11-p-540-d-676017/","2023-05-24",4],["p","Hybrid Neural Network for High-Frequency Stock Trading","RePEc · Trading, Microstructure & Execution · New online time series forecasting method for high-frequency","/papers/repec/gam-jecnmx-v-11-y-2023-i-2-p-13-d-1149628/","2023-05-24",4],["p","Money Laundering's Impact on Economic Performance Analysis","RePEc · Portfolio & Allocation · The portfolio selection problem can be treated as a two-play","/papers/repec/eme-csefzz-s1569-37592023000110a011/","2023-05-24",1],["p","Machine Learning for Socially Responsible Portfolio Optimisation","arXiv · Portfolio & Allocation · MV model amended to consider ESG scores for socially respons","/papers/doi/10-1145-3596947-3596966/","2023-05-24",5],["p","The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis","arXiv · Crypto & DeFi · New method proposed to compute security prices without third","/papers/doi/10-1016-j-frl-2023-103993/","2023-05-24",38],["p","The Quadratic Local Variance Gamma Model: An Arbitrage-Free Interpolation of Class C3 for Option Prices","arXiv · Derivatives & Volatility · Piecewise quadratic local variance function formulated for a","/papers/arxiv/2305.13791/","2023-05-24",2],["p","Unimodal Maps Perturbed by Heteroscedastic Noise: An Application to a Financial Systems","arXiv · Risk, Credit & Banking · Investigation of mathematical properties of perturbed unimod","/papers/arxiv/2305.13475/","2023-05-24",2],["p","Trustless Price Feeds of Cryptocurrencies: Pathfinder","arXiv · Crypto & DeFi · A new report suggests that the use of blockchain technology ","/papers/arxiv/2305.13227/","2023-05-24",0],["p","The Missing Link: Exploring the Relationship Between Transformational Leadership and Change in team members in Construction","arXiv · Other · Transformational leadership has a positive relationship with","/papers/arxiv/2305.13121/","2023-05-24",3],["p","The Key to Organizational and construction Excellence: A Study of Total Quality Management","arXiv · Other · Total Quality Management improves organizational performance","/papers/arxiv/2305.13104/","2023-05-24",5],["p","A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios","arXiv · Portfolio & Allocation · VBA software component for optimal portfolio creation using ","/papers/arxiv/2305.12826/","2023-05-24",2],["p","Deformation of Marchenko–Pastur Distribution for the Correlated Time Series","arXiv · Econometrics & Forecasting · Study of eigenvalue distribution of Wishart matrix with temp","/papers/arxiv/2305.12632/","2023-05-24",1],["p","Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market","arXiv · Portfolio & Allocation · Study compares VaR-based and constant proportion portfolio i","/papers/arxiv/2305.12539/","2023-05-24",6],["p","The Federal Reserve’s Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis","arXiv · Econometrics & Forecasting · Quantitative easing positively affected US GDP but did not i","/papers/arxiv/2305.12318/","2023-05-24",1],["p","Efficient Learning of Nested Deep Hedging using Multiple Options","arXiv · Derivatives & Volatility · Study proposes nested deep hedging method for derivatives wi","/papers/arxiv/2305.12264/","2023-05-24",2],["p","Volatility jumps and the classification of monetary policy announcements","arXiv · Derivatives & Volatility · A new model classifies monetary announcements based on their","/papers/arxiv/2305.12192/","2023-05-24",1],["p","Study on Intelligent Forecasting of Credit Bond Default Risk","arXiv · Risk, Credit & Banking · Intelligent forecasting framework for default risk in China'","/papers/arxiv/2305.12142/","2023-05-24",1],["p","Trustworthy, responsible and ethical artificial intelligence in manufacturing and supply chains: synthesis and emerging research questions","arXiv · ML & AI Methods · Risks of AI in manufacturing explored, with focus on respons","/papers/arxiv/2305.11581/","2023-05-24",13],["p","The Global Governance of Artificial Intelligence: Next Steps for Empirical and Normative Research","arXiv · ML & AI Methods · Research agenda for global governance of AI.","/papers/arxiv/2305.11528/","2023-05-24",101],["p","AI Regulation in the European Union: Examining Non-State Actor Preferences","arXiv · ML & AI Methods · Non-state actors want AI regulation.","/papers/arxiv/2305.11523/","2023-05-24",40],["p","Artificial intelligence moral agent as Adam Smith's impartial spectator","arXiv · ML & AI Methods · External tools can help with moral assessment.","/papers/arxiv/2305.11519/","2023-05-24",1],["p","Practical algorithms and experimentally validated incentives for equilibrium-based fair division (A-CEEI)","arXiv · Other · Development of heuristic algorithm for fair division of disc","/papers/arxiv/2305.11406/","2023-05-24",7],["p","Weighing Anchor on Credit Card Debt","arXiv · Risk, Credit & Banking · Consumers tend to pay credit card minimums, but an intervent","/papers/arxiv/2305.11375/","2023-05-24",8],["p","Risk Budgeting Allocation for Dynamic Risk Measures","arXiv · Portfolio & Allocation · Risk budgeting allocation approach developed using dynamic r","/papers/arxiv/2305.11319/","2023-05-24",17],["p","Extreme ATM skew in a local volatility model with discontinuity: joint density approach","arXiv · Derivatives & Volatility · Local volatility model with two possible values for volatili","/papers/arxiv/2305.10849/","2023-05-24",1],["p","Gated Deeper Models are Effective Factor Learners","arXiv · ML & AI Methods · Layer deep neural network proposed for predicting excess ret","/papers/arxiv/2305.10693/","2023-05-24",0],["p","Option pricing under jump diffusion model","arXiv · Derivatives & Volatility · European option pricing formula provided under double Levy j","/papers/arxiv/2305.10678/","2023-05-24",2],["p","Deep incremental learning models for financial temporal tabular datasets with distribution shifts","arXiv · ML & AI Methods · A robust incremental learning model is presented for regress","/papers/arxiv/2303.07925/","2023-05-24",1],["p","Effective Experience Rating for Large Insurance Portfolios via Surrogate Modeling","arXiv · Portfolio & Allocation · A surrogate modeling approach is proposed to compute Bayesia","/papers/arxiv/2211.06568/","2023-05-24",3],["p","Neural variance reduction for stochastic differential equations","arXiv · ML & AI Methods · Neural SDEs with control variates are proposed to reduce var","/papers/arxiv/2209.12885/","2023-05-24",5],["p","E-backtesting","arXiv · Trading, Microstructure & Execution · A new backtesting procedure for Expected Shortfall forecasts","/papers/arxiv/2209.00991/","2023-05-24",24],["p","Change point detection in dynamic Gaussian graphical models: The impact of COVID-19 pandemic on the U.S. stock market","arXiv · Portfolio & Allocation · A Bayesian model is developed to capture changes in dependen","/papers/arxiv/2208.00952/","2023-05-24",2],["p","Reinforcement Learning Policy Recommendation for Interbank Network Stability","arXiv · ML & AI Methods · Reinforcement learning is used to analyze the effect of a po","/papers/arxiv/2204.07134/","2023-05-24",6],["p","A Reverse ES (CVaR) Optimization Formula","arXiv · Risk, Credit & Banking · An optimization formula is established for Expected Shortfal","/papers/arxiv/2203.02599/","2023-05-24",10],["p","Deep reinforcement trading with predictable returns","arXiv · Trading, Microstructure & Execution · The performance of model-free deep reinforcement learning tr","/papers/arxiv/2104.14683/","2023-05-24",7],["r","Turso: SQLite SQL Database","GitHub · SQLite SQL Database: Turso is a SQL database that ","https://github.com/tursodatabase/turso","2026-05-20",375],["r","Optimizing LLM Inference","GitHub · The article focuses on improving inference proxies","https://github.com/algorithmicsuperintelligence/optillm","2026-05-20",76],["r","Fullstack China AShare Toolkit","GitHub · A new toolkit helps AI coding assistants analyze C","https://github.com/simonlin1212/a-stock-data","2026-05-20",28],["r","Ashare Multi-Agent Framework","GitHub · A research framework uses AI agents to discuss inv","https://github.com/simonlin1212/TradingAgents-astock","2026-05-20",7],["r","LLMDriven Alpha Factory","GitHub · An agent-based alpha factory enables LLMs to indep","https://github.com/Miasyster/QuantGPT","2026-05-20",4],["r","AffaanmECC: AI Performance Optimization","GitHub · AI Performance Optimization: Claude Code Codex imp","https://github.com/affaan-m/ECC","2026-05-20",3741],["r","RiskLabAI: Advanced Risk Management","GitHub · Advanced Risk Management: The article discusses ho","https://github.com/RiskLabAI/RiskLabAI.py","2026-05-20",2],["r","ViktorAxelsenMemSkill: Evolving AI Memory Skills","GitHub · Evolving AI Memory Skills: MemSkill enhances AI ag","https://github.com/ViktorAxelsen/MemSkill","2026-05-20",9],["r","Struktoaimirage: Unified AI Filesystem","GitHub · Unified AI Filesystem: The article introduces a un","https://github.com/strukto-ai/mirage","2026-05-20",42],["r","MVanHornCliprintingPress: AI CLI with SQLite Sync","GitHub · AI CLI with SQLite Sync: This tool picks out key f","https://github.com/mvanhorn/cli-printing-press","2026-05-20",41],["r","Alpha Stock Factors via RL","GitHub · The article explores how reinforcement learning ca","https://github.com/ICT-FinD-Lab/alphagen","2026-04-16",21],["r","Financial Features","GitHub · It compiles 300 features and factors drawn from bo","https://github.com/YuxinSUN89/quant-ohlcv-feature","2026-04-16",1],["r","Feature Engineering for Quant","GitHub · The paper outlines effective methods for feature a","https://github.com/lucasinglese/oryon","2026-04-16",0],["r","Science Agent Skills","GitHub · It presents practical skills for agents to improve","https://github.com/K-Dense-AI/scientific-agent-skills","2026-04-16",362],["r","Open Source AI Trading Agent","GitHub · The article introduces an autonomous open-source A","https://github.com/alsk1992/CloddsBot","2026-04-16",3],["r","MaalSalan Tool","GitHub · A terminal tool enables users to manage spreadshee","https://github.com/maaslalani/sheets","2026-04-16",35],["r","JackWener OpenCLI","GitHub · A platform transforms websites or apps into comman","https://github.com/jackwener/OpenCLI","2026-04-16",298],["r","MemPalace AI System","GitHub · A free, highly effective AI memory system has been","https://github.com/MemPalace/mempalace","2026-04-16",859],["r","Caveman Token Tech","GitHub · Claude Code is a new skill that minimizes token us","https://github.com/JuliusBrussee/caveman","2026-04-16",207],["r","Small Fish 9M LLM","GitHub · A lightweight language model, with 9 million param","https://github.com/arman-bd/guppylm","2026-04-16",42],["r","NVIDIA AI Portfolio Optimization","GitHub · The article provides a developer example for enhan","https://github.com/NVIDIA-AI-Blueprints/quantitative-portfolio-optimization","2026-04-03",4],["r","Modular RL Trading Framework","GitHub · It introduces a flexible system that uses reinforc","https://github.com/TorchTrade/torchtrade","2026-04-03",5],["r","Rust Optopsy Engine Rewrite","GitHub · This article covers a Rust-based update of Optopsy","https://github.com/goldspanlabs/optopsy-mcp","2026-04-03",0],["r","LLM Trading System for ETFs","GitHub · It highlights a paper trading system using LLM and","https://github.com/45ck/llm-quant","2026-04-03",0],["r","Apache Fluss: Real-Time Analytics","GitHub · Real-Time Analytics: Apache Fluss is presented as ","https://github.com/apache/fluss","2026-04-03",36],["r","Repo Ownership Transfer","GitHub · The repository is locked for ownership transfer; u","https://github.com/ultraworkers/claw-code","2026-04-03",2906],["r","Rust Rebuild of Claude","GitHub · Better Harness Tools aims to archive leaked Claude","https://github.com/instructkr/claw-code","2026-04-03",824],["r","Enhance Codex","GitHub · OmX Oh My codeX upgrades your codex with new featu","https://github.com/Yeachan-Heo/oh-my-codex","2026-04-03",157],["r","Terse CLAUDE.md Workflows","GitHub · The CLAUDE.md file simplifies responses by keeping","https://github.com/drona23/claude-token-efficient","2026-04-03",50],["r","Cognitive Architecture for Claude","GitHub · The article describes a cognitive architecture for","https://github.com/marciopuga/cog","2026-04-03",6],["r","VectorBT Trading Skills","GitHub · VectorBT provides tools for testing trading strate","https://github.com/marketcalls/vectorbt-backtesting-skills","2026-03-04",1],["r","HTML & Slide Agent","GitHub · An agent skill that generates HTML pages or presen","https://github.com/nicobailon/visual-explainer","2026-03-04",78],["r","AI Options Research Library","GitHub · An AI-powered Python library designed for options ","https://github.com/goldspanlabs/optopsy","2026-03-04",25],["r","Code Review Database","GitHub · A system that continuously reviews code to improve","https://github.com/roborev-dev/roborev","2026-03-04",12],["r","AlphaEvolve Implementation","GitHub · An open-source version of AlphaEvolve is now acces","https://github.com/algorithmicsuperintelligence/openevolve","2026-03-04",110],["r","Anthropics Plugins","GitHub · The Allinone AI framework toolkit provides an exte","https://github.com/anthropics/financial-services-plugins","2026-03-04",76],["r","Mindfold Toolkit","GitHub · A new stealthy rootkit targets and compromises mod","https://github.com/mindfold-ai/Trellis","2026-03-04",60],["r","MatheuZ Rootkit","GitHub · OpenClaw introduces an easy-to-use web dashboard t","https://github.com/MatheuZSecurity/Singularity","2026-03-04",29],["r","OpenClaw Dashboard","GitHub · GitHub Copilot CLI enables users to use Copilot's ","https://github.com/grp06/openclaw-studio","2026-03-04",25],["r","Prediction Market Framework","GitHub · A new framework gathers and analyzes data from pre","https://github.com/Jon-Becker/prediction-market-analysis","2026-02-12",13],["r","TradingView Asset Screener","GitHub · The TradingView Screener API offers comprehensive ","https://github.com/deepentropy/tvscreener","2026-02-12",14],["r","AKQuant Trading Framework","GitHub · AKQuant is an open-source research and trading fra","https://github.com/akfamily/akquant","2026-02-12",1],["r","AIPowered Bloomberg Terminal","GitHub · An AI-driven terminal, akin to Bloomberg, uses Red","https://github.com/feremabraz/bloomberg-terminal","2026-02-12",13],["r","Curated Stock Trading Resources","GitHub · A curated resource collection for stock traders, i","https://github.com/shi-rudo/awesome-stock-trading","2026-02-12",8],["r","Deep Learning Skills","GitHub · A new AI assistant prioritizes user privacy by wor","https://github.com/https-deeplearning-ai/sc-agent-skills-files","2026-02-12",7],["r","Local GPT","GitHub · A smart LLM router reduces costs by overseeing dif","https://github.com/localgpt-app/localgpt","2026-02-12",11],["r","Rolling Window Calculations Library","GitHub · Alpha Library is a Rust library designed for quick","https://github.com/msd-rs/py-alpha-lib","2026-02-02",0],["r","LLM Crypto Trading Strategy","GitHub · A new framework helps explore automated trading st","https://github.com/JiangZhihao123/llmalpha","2026-02-02",1],["r","CryptoFetch: Binance Downloader","GitHub · Binance Downloader: CryptoFetch allows users to ea","https://github.com/varshithkarkera/cryptofetch","2026-02-02",0],["r","ChatGPT Microcap Portfolio Management","GitHub · This project tests how ChatGPT can manage a real-m","https://github.com/LuckyOne7777/LLM-Trading-Lab","2026-02-02",146],["r","Protocol Buffers Data Format","GitHub · Protocol Buffers is an efficient data interchange ","https://github.com/protocolbuffers/protobuf","2026-02-02",1412],["r","OpenClaw: AI Assistant","GitHub · AI Assistant: An AI assistant designed to function","https://github.com/openclaw/openclaw","2026-02-02",2319],["r","MoltBot: AI Assistant","GitHub · AI Assistant: A user-friendly AI assistant compati","https://github.com/moltbot/moltbot","2026-02-02",1349],["r","FPrompts: ChatGPT Prompts","GitHub · ChatGPT Prompts: A platform dedicated to finding, ","https://github.com/f/prompts.chat","2026-02-02",2881],["r","Optimization Problems","GitHub · A collection of different mathematical optimizatio","https://github.com/teorth/optimizationproblems","2026-02-02",3],["r","Awesome Web Agents","GitHub · A detailed resource list for building and developi","https://github.com/steel-dev/awesome-web-agents","2026-02-02",20],["r","TickVault: Forex Data Processing","GitHub · Forex Data Processing: A Python library that allow","https://github.com/keyhankamyar/TickVault","2026-01-16",0],["r","Rust Market Makers: Stoikov Model","GitHub · Stoikov Model: A Rust library for automated tradin","https://github.com/joaquinbejar/market-maker-rs","2026-01-16",0],["r","Rust Quant Trading System","GitHub · A quantitative trading system built with the Rust ","https://github.com/Erio-Harrison/rust-trade","2026-01-16",5],["r","AlphaGPT: Factor Mining in Markets","GitHub · Factor Mining in Markets: A method for analyzing s","https://github.com/imbue-bit/AlphaGPT","2026-01-16",8],["r","Unified API for Prediction Trading","GitHub · A single API that facilitates trading across diffe","https://github.com/qoery-com/pmxt","2026-01-16",2],["r","CoinorPulp: LP API","GitHub · LP API: A Python library has been developed to sol","https://github.com/coin-or/pulp","2026-01-16",47],["r","IQuestLab: Coding Tool","GitHub · Coding Tool: GPT-5 Pro allows users to customize c","https://github.com/IQuestLab/IQuest-Coder-V1","2026-01-16",23],["r","Steipeteoracle: GPT-5","GitHub · GPT-5: Makepad enables the creation of application","https://github.com/steipete/oracle","2026-01-16",20],["r","ZhangHanDong: AI Building","GitHub · AI Building: Claude Skills improve note-taking in ","https://github.com/ZhangHanDong/makepad-skills","2026-01-16",11],["r","Lucinda's Trading Resources","GitHub · This guide provides resources and tips for develop","https://github.com/LucindaYa/quant-resources","2025-12-28",3],["r","Prabakar's Book List","GitHub · A compilation of AI projects that explore complex ","https://github.com/prabakar2610/TradingBooks","2025-12-28",3],["r","Kalyan's AI Gallery","GitHub · An unbiased personal finance app available to all ","https://github.com/KalyanM45/AI-Project-Gallery","2025-12-28",12],["r","Wepromise Finance App","GitHub · A Python library dedicated to Kalman filtering and","https://github.com/we-promise/sure","2025-12-28",58],["r","Agentic Design Patterns","GitHub · Agentic Design Patterns provides methods for devel","https://github.com/sarwarbeing-ai/Agentic_Design_Patterns","2025-12-28",131],["r","Agent Skills Guide","GitHub · The guidelines help in defining and documenting th","https://github.com/agentskills/agentskills","2025-12-28",67],["r","Meta SAM Code","GitHub · The repository offers code for the Meta Segment An","https://github.com/facebookresearch/sam-audio","2025-12-28",48],["r","Multi-session AI Coding","GitHub · The article explores AI systems that can autonomou","https://github.com/AndyMik90/Auto-Claude","2025-12-28",72],["r","Fast Terminal Editor","GitHub · The terminal text editor is built to be easy to us","https://github.com/sinelaw/fresh","2025-12-28",51],["r","UK AI Model Evaluation","GitHub · Inspect provides a framework for assessing the per","https://github.com/UKGovernmentBEIS/inspect_ai","2025-12-19",31],["r","Volatility Workshop 2025","GitHub · QuantMinds 2025 shares insights from a workshop on","https://github.com/jgatheral/RoughVolatilityWorkshop2025","2025-12-19",0],["r","AI Investment Agent","GitHub · Agentic AI presents LangGraphGemini, a tool for an","https://github.com/rgoerwit/ai-investment-agent","2025-12-19",0],["r","Context Data Platform","GitHub · Context Data Platform for Agents encourages users ","https://github.com/memodb-io/Acontext","2025-12-19",38],["r","Olares: Open-Source Cloud","GitHub · Open-Source Cloud: Olares is an open-source cloud ","https://github.com/beclab/Olares","2025-12-19",72],["r","KaijuEngine: Game Engine","GitHub · Game Engine: A game engine designed for creating b","https://github.com/KaijuEngine/kaiju","2025-12-19",69],["r","Polymarket: AI Trading Tool","GitHub · AI Trading Tool: An AI-powered server for Polymark","https://github.com/caiovicentino/polymarket-mcp-server","2025-12-19",1],["r","MistralVibe: CLI Agent","GitHub · CLI Agent: A lightweight coding agent for command-","https://github.com/mistralai/mistral-vibe","2025-12-19",36],["r","JustHTML: HTML Parser","GitHub · HTML Parser: A simple HTML5 parser written in pure","https://github.com/EmilStenstrom/justhtml","2025-12-19",15],["r","Dashy: Personal Dashboard","GitHub · Personal Dashboard: A customizable personal dashbo","https://github.com/Lissy93/dashy","2025-12-19",467],["r","Automated Trading with Real-Time Data","GitHub · A library that automates trading ideas with DTN IQ","https://github.com/rburkholder/trade-frame","2025-12-14",12],["r","Python Derivatives Pricing Implementation","GitHub · A Python tool that implements a willow tree lattic","https://github.com/federicomariamassari/willowtree","2025-12-14",6],["r","High-Performance Financial Charting Library","GitHub · An open-source Python library for financial data v","https://github.com/alihaskar/pycharting","2025-12-14",1],["r","Claude Toolkit: AI Workflow","GitHub · AI Workflow: Claude Code offers optimized commands","https://github.com/applied-artificial-intelligence/claude-code-toolkit","2025-12-14",0],["r","BERTTopic: Topic Modeling","GitHub · Topic Modeling: BERT and cTFIDF techniques are use","https://github.com/MaartenGr/BERTopic","2025-12-14",144],["r","Hacker News Capsule: LLM Analysis","GitHub · LLM Analysis: A study examines Hacker News discuss","https://github.com/karpathy/hn-time-capsule","2025-12-14",4],["r","NubsKrawlrus: Kafka in Rust","GitHub · Kafka in Rust: A Rust-based solution provides a hi","https://github.com/nubskr/walrus","2025-12-14",22],["r","Optimization Techniques","GitHub · The article reviews different genetic algorithms a","https://github.com/anyoptimization/pymoo","2025-12-01",54],["r","Quick Data Client","GitHub · A database client that allows developers to quickl","https://github.com/Rohithgilla12/data-peek","2025-12-01",19],["r","Graph Database Essentials","GitHub · This paper presents a fast graph database that use","https://github.com/FalkorDB/FalkorDB","2025-12-01",43],["r","Boost LLM Evaluations","GitHub · An article outlining strategies to improve the ass","https://github.com/vibrantlabsai/ragas","2025-12-01",230],["r","Simplified Data Access","GitHub · A focus on tools and techniques for effective data","https://github.com/allmonday/fastapi-voyager","2025-12-01",6],["r","DeepSeek","GitHub · Measuring variables helps create more precise pred","https://github.com/deepseek-ai/DeepSeek-Math-V2","2025-12-01",20],["r","Micropred","GitHub · The precommit tool has been redesigned in Rust for","https://github.com/microprediction/microprediction","2025-12-01",7],["r","Precommit","GitHub · Methods to eliminate incorrect results from AI age","https://github.com/j178/prek","2025-12-01",51],["r","DTQ Workshop","GitHub · Teaches practical math and coding methods to build","https://github.com/dan-the-quant/DTQ-Portfolio_Management_Course","2025-11-19",1],["r","Options Predictor","GitHub · No summary available — title or content missing.","https://github.com/NavnoorBawa/Options-Flow-Predictor","2025-11-19",0],["r","Numerai Kit","GitHub · Open-source toolkit to process Numerai data and au","https://github.com/numerai/numerai-tools","2025-11-19",0],["r","Agentic Engineer","GitHub · Autonomous system that automates machine‑learning ","https://github.com/K-Dense-AI/karpathy","2025-11-19",11],["r","Pandas TA","GitHub · Pandas extension providing 200+ technical indicato","https://github.com/xgboosted/pandas-ta-classic","2025-11-19",2],["r","Otter","GitHub · Otterlang — announces a new programming language a","https://github.com/jonathanmagambo/otterlang","2025-11-19",11],["r","Alpaca Client","GitHub · Alpaca Python client — a Python library to access ","https://github.com/alpacahq/alpaca-trade-api-python","2025-11-19",36],["r","AI Call","GitHub · AI phone-call guide — shows how to make an AI agen","https://github.com/microsoft/call-center-ai","2025-11-19",57],["r","Whisky (Wine Wrapper)","GitHub · SwiftUI Wine app — a modern macOS app that wraps W","https://github.com/Whisky-App/Whisky","2025-11-19",295],["r","Claude Tools","GitHub · Claude Skills roundup — a curated list of resource","https://github.com/ComposioHQ/awesome-claude-skills","2025-11-19",53],["r","PyPortOpt","GitHub · Python portfolio guide — Shows how to use Python t","https://github.com/PyPortfolio/PyPortfolioOpt","2025-11-12",105],["r","PGLake","GitHub · Pglake — Lets you use PostgreSQL to query and mana","https://github.com/Snowflake-Labs/pg_lake","2025-11-12",20],["r","Hyperliq SDK","GitHub · Hyperliquid Python SDK — A Python library to conne","https://github.com/hyperliquid-dex/hyperliquid-python-sdk","2025-11-12",24],["r","DeepN","GitHub · Deepnote — A cloud notebook that replaces Jupyter ","https://github.com/deepnote/deepnote","2025-11-12",23],["r","MegaDL","GitHub · GPUoptimized diffusion LM framework — A toolkit fo","https://github.com/JinjieNi/MegaDLMs","2025-11-12",4],["r","AgntFlow","GitHub · Shows techniques to make multiple autonomous agent","https://github.com/lupantech/AgentFlow","2025-11-12",24],["r","MCP Rmt","GitHub · No information provided — cannot make a summary.","https://github.com/geelen/mcp-remote","2025-11-12",22],["r","Agentic WF","GitHub · Describes a system where agents discover tasks and","https://github.com/Ido-Levi/Hephaestus","2025-11-12",10],["r","FFmpeg Asm","GitHub · Teaches assembly language and low-level optimizati","https://github.com/FFmpeg/asm-lessons","2025-11-12",200],["r","Vald","GitHub · Introduces Valdi, a cross-platform UI framework th","https://github.com/Snapchat/Valdi","2025-11-12",96],["r","Quant Resources","GitHub · Curated study materials and tools to help people p","https://github.com/cybergeekgyan/Quant-Developers-Resources","2025-11-04",26],["r","Top Rust ML Libs","GitHub · A ranked list of the best machine-learning librari","https://github.com/e-tornike/best-of-ml-rust","2025-11-04",8],["r","NOFX Trading OS","GitHub · NOFX proposes a next-generation, AI-powered tradin","https://github.com/NoFxAiOS/nofx","2025-11-04",120],["r","Paper Trading","GitHub · An AI paper-trading project (inspired by nof1 Alph","https://github.com/etrobot/open-alpha-arena","2025-11-04",6],["r","DeepFund","GitHub · NeurIPS25 demo DeepFund Pilot showcasing deep-lear","https://github.com/HKUSTDial/DeepFund","2025-11-04",4],["r","TOONJSON","GitHub · TOON — a compact JSON-like prompt format that roug","https://github.com/toon-format/toon","2025-11-04",160],["r","OA Interview","GitHub · Guide — explains how online assessments and interv","https://github.com/Leader-board/OA-and-Interviews","2025-11-04",44],["r","Agent CLI Mux","GitHub · Cmux — runs multiple coding-agent CLIs (Claude, Co","https://github.com/manaflow-ai/cmux","2025-11-04",7],["r","PyStack","GitHub · No title provided — no content available to summar","https://github.com/h2oai/pystacknet","2025-11-04",5],["r","LG Drive","GitHub · Opensource Google Drive alternative for storing an","https://github.com/linagora/twake-drive","2025-11-04",36],["r","sstmodels.dev — Model Database","GitHub · An open, free database that lists and describes AI","https://github.com/sst/models.dev","2025-10-27",25],["r","detasurf — AI Notebooks","GitHub · Personal AI Notebooks organize your files and web ","https://github.com/deta/surf","2025-10-27",33],["r","Pringledpyversity — Search Diversification","GitHub · A fast technique to make search results more diver","https://github.com/Pringled/pyversity","2025-10-27",7],["r","DeepAnalyze (rucdatalab) — Autonomous DS LLM","GitHub · DeepAnalyze is an autonomous AI that runs data‑sci","https://github.com/ruc-datalab/DeepAnalyze","2025-10-27",14],["r","ValueCell — Finance Agent","GitHub · ValueCell — a community-built multiagent platform ","https://github.com/ValueCell-ai/valuecell","2025-10-27",29],["r","scmd — S3 CLI","GitHub · Scmd — a command-line tool to manage S3-compatible","https://github.com/s3tools/s3cmd","2025-10-27",96],["r","Blind Watermark","GitHub · BlindInvisible Watermark — an image watermarking t","https://github.com/guofei9987/blind_watermark","2025-10-27",203],["r","Anthropic","GitHub · Public Skills repository — a shared collection of ","https://github.com/anthropics/skills","2025-10-27",182],["r","Claude Skills","GitHub · Curated Claude Skills — a handpicked list of prebu","https://github.com/BehiSecc/awesome-claude-skills","2025-10-27",31],["r","TensorFlow: ML Framework","GitHub · ML Framework: The article talks about a universall","https://github.com/tensorflow/tensorflow","2025-10-09",3838],["r","AzulGarza TimeCopilot: GenAI Agent","GitHub · GenAI Agent: TimeCopilot, a GenAI Forecasting Agen","https://github.com/AzulGarza/timecopilot","2025-10-09",4],["r","Tardis Machine: Market Data Server","GitHub · Market Data Server: The article presents a local s","https://github.com/tardis-dev/tardis-machine","2025-10-09",5],["r","Luke Hinds DeepFabric: Training Data","GitHub · Training Data: The piece investigates the generati","https://github.com/lukehinds/deepfabric","2025-10-09",11],["r","Vivek Vrao Return Distributions: Return Analysis","GitHub · Return Analysis: The article explores fitting diff","https://github.com/vivek-v-rao/ReturnDistributions","2025-10-09",0],["r","Fast CLI with Multiagent Orchestration","GitHub · The article explores a high-speed coding CLI with ","https://github.com/just-every/code","2025-10-09",37],["r","RustGPT: Transformer LLM","GitHub · Transformer LLM: The article delves into the topic","https://github.com/tekaratzas/RustGPT","2025-10-09",55],["r","Passive Radar Code for KrakenSDR","GitHub · The article provides insights into the passive rad","https://github.com/mfkiwl/krakensdr_pr","2025-10-09",4],["r","自建Claude Code镜像","GitHub · The article talks about the development of a Claud","https://github.com/Wei-Shaw/claude-relay-service","2025-10-09",75],["r","ShinkaEvolve: Program Evolution","GitHub · Program Evolution: The article investigates Shinka","https://github.com/SakanaAI/ShinkaEvolve","2025-10-09",9],["r","Python DS Handbook in Jupyter","GitHub · The article provides the full text of the Python D","https://github.com/jakevdp/PythonDataScienceHandbook","2025-10-03",912],["r","QuantAgent Code","GitHub · The article presents the official programming code","https://github.com/Y-Research-SBU/QuantAgent","2025-10-03",2],["r","OpenTSLM for Med Text and TimeSeries","GitHub · The article discusses a language model for analyzi","https://github.com/StanfordBDHG/OpenTSLM","2025-10-03",8],["r","GGUF Quantization for ComfyUI","GitHub · The article details the quantization support for n","https://github.com/city96/ComfyUI-GGUF","2025-10-03",52],["r","Kuzu Embedded Property Graph DB","GitHub · The article describes a fast property graph databa","https://github.com/kuzudb/kuzu","2025-10-03",67],["r","AHK Macro Creation","GitHub · AutoHotkey is a software that allows users to auto","https://github.com/AutoHotkey/AutoHotkey","2025-10-03",222],["r","jgraphdrawiodesktop Electron","GitHub · Draw's official electron build, a framework for cr","https://github.com/jgraph/drawio-desktop","2025-10-03",1140],["r","llmd Distributed Inference","GitHub · Llmd improves the efficiency of distributed LLM in","https://github.com/llm-d/llm-d","2025-10-03",36],["r","MengRaofmtlog Library","GitHub · Fmtlog is a fast logging library, similar to fmtli","https://github.com/MengRao/fmtlog","2025-10-03",18],["r","QFM","GitHub · A new open-source financial machine learning libra","https://github.com/quantscious/finmlkit","2025-09-22",0],["r","FC","GitHub · A new Web Data API for AI has been launched, enabl","https://github.com/firecrawl/firecrawl","2025-09-22",1149],["r","IFMPMCP","GitHub · The Model Context Protocol (MCP) has been introduc","https://github.com/imbenrabi/Financial-Modeling-Prep-MCP-Server","2025-09-22",0],["r","SEC","GitHub · A new toolkit for Deep Reinforcement Learning has ","https://github.com/sadighian/crypto-rl","2025-09-22",18],["r","KLF","GitHub · A novel system for data retrieval for AI agents ha","https://github.com/kruskal-labs/toolfront","2025-09-22",15],["r","RAG with LEANN","GitHub · LEANN has launched a RAG application that saves st","https://github.com/yichuan-w/LEANN","2025-09-22",53],["r","winfuncopcode: GUI App and Toolkit","GitHub · GUI App and Toolkit: The Claude Code Toolkit is a ","https://github.com/winfunc/opcode","2025-09-22",328],["r","TencentCloudADPyoutuagent: Powerful Agent Framework","GitHub · Powerful Agent Framework: An agent framework is av","https://github.com/TencentCloudADP/youtu-agent","2025-09-22",59],["r","anthropicsclaudecookbooks: Using Claude","GitHub · Using Claude: Various notebooks and recipes show i","https://github.com/anthropics/claude-cookbooks","2025-09-22",400],["r","DigitalPlatDevFreeDomain: Free Domain","GitHub · Free Domain: DigitalPlat FreeDomain provides free ","https://github.com/DigitalPlatDev/FreeDomain","2025-09-22",1973],["r","Simple Market Making","GitHub · The article guides on executing basic market makin","https://github.com/rodlaf/KalshiMarketMaker","2025-09-13",2],["r","Claudable Web Builder","GitHub · The article presents Claudable, an open-source web","https://github.com/opactorai/Claudable","2025-09-13",42],["r","ZeroShot TextToSpeech System","GitHub · The article explores a high-level, manageable, and","https://github.com/index-tts/index-tts","2025-09-13",131],["r","SM Blocks","GitHub · The article Shadcn marketing blocks explains the a","https://github.com/tailark/blocks","2025-09-13",34],["r","AS AI","GitHub · AgentScope AgentOriented Programming for Building ","https://github.com/agentscope-ai/agentscope","2025-09-13",213],["r","Codebuff","GitHub · Generate code from the terminal offers a tutorial ","https://github.com/CodebuffAI/codebuff","2025-09-13",7],["r","AOTF Memento","GitHub · Official Code of Memento Finetuning LLM Agents wit","https://github.com/Agent-on-the-Fly/Memento","2025-09-13",25],["r","PlutoPrint","GitHub · A Python Library for Generating PDFs and Images fr","https://github.com/plutoprint/plutoprint","2025-09-13",17],["r","Vectorized Backtesting Python Framework","GitHub · Python pandas has launched a vectorized backtestin","https://github.com/ematvey/pybacktest","2025-08-29",16],["r","Finnhub Python API","GitHub · Finnhub Python API Client provides real-time, high","https://github.com/Finnhub-Stock-API/finnhub-python","2025-08-29",15],["r","Efficient AlphaEval Framework","GitHub · AlphaEval, a thorough and efficient evaluation sys","https://github.com/BerkinChen/AlphaEval","2025-08-29",0],["r","AlphaEval Implementation LeoDingggg","GitHub · AlphaEval, a comprehensive and efficient evaluatio","https://github.com/LeoDingggg/AlphaEval","2025-08-29",0],["r","NucleusCloud Neosync Security Platform","GitHub · A new open-source data security platform allows de","https://github.com/nucleuscloud/neosync","2025-08-29",82],["r","Agile Ai Breakthrough","GitHub · The article explores a novel approach to creating ","https://github.com/bmad-code-org/BMAD-METHOD","2025-08-29",221],["r","Postgres MCP Pro","GitHub · The piece highlights the features of Postgres MCP ","https://github.com/crystaldba/postgres-mcp","2025-08-29",19],["r","DeepCode Agentic Coding","GitHub · The article showcases DeepCode's unique method of ","https://github.com/HKUDS/DeepCode","2025-08-29",80],["r","Asterisk Toolkit","GitHub · The article presents a powerful GUI app and toolki","https://github.com/getAsterisk/gooey","2025-08-29",296],["r","OpenMower Upgrade","GitHub · The piece suggests an upgrade for budget-friendly ","https://github.com/ClemensElflein/OpenMower","2025-08-29",114],["r","Systematic Trading Toolbox","GitHub · The article offers a guide on creating systematic ","https://github.com/paperswithbacktest/pwb-toolbox","2025-08-20",0],["r","Double ML in Python","GitHub · The article explores DoubleML, a system that utili","https://github.com/DoubleML/doubleml-for-py","2025-08-20",12],["r","Fast Volatility Library","GitHub · The article presents a high-efficiency library des","https://github.com/vgalanti/fastvol","2025-08-20",0],["r","Kronos Financial Language","GitHub · The article introduces Kronos, a model designed to","https://github.com/shiyu-coder/Kronos","2025-08-20",0],["r","MultiAgent Trading System","GitHub · The article details a trading system that uses mul","https://github.com/FinStep-AI/ContestTrade","2025-08-20",1],["r","Clone Website React App","GitHub · The article explores a tool that can instantly clo","https://github.com/firecrawl/open-lovable","2025-08-20",303],["r","Go PWA Package","GitHub · The article presents a package that facilitates th","https://github.com/maxence-charriere/go-app","2025-08-20",175],["r","KBLaM Language Model","GitHub · The article unveils the official implementation of","https://github.com/microsoft/KBLaM","2025-08-20",27],["r","Go Programming Language","GitHub · The article gives a comprehensive overview of the ","https://github.com/golang/go","2025-08-20",2588],["r","CLI Claude Code","GitHub · The article details a CLI tool for setting up and ","https://github.com/davila7/claude-code-templates","2025-08-20",85],["r","JAX World Codebase","GitHub · The article explores a JAX-based codebase that off","https://github.com/p-doom/jasmine","2025-08-12",1],["r","Web Scraping Tool","GitHub · The article details a Python Commandline tool that","https://github.com/adbar/trafilatura","2025-08-12",90],["r","Open Source Fund","GitHub · The article focuses on the Quantitative Open Sourc","https://github.com/OpenQuant-Community/quant-fund","2025-08-12",3],["r","ColBERT Search","GitHub · The article talks about ColBERT, a cutting-edge ne","https://github.com/stanford-futuredata/ColBERT","2025-08-12",70],["r","TDengine Database","GitHub · The article presents a high-performance, scalable ","https://github.com/taosdata/TDengine","2025-08-12",484],["r","QwenLMImage","GitHub · QwenImage is a sophisticated tool that creates and","https://github.com/QwenLM/Qwen-Image","2025-08-12",38],["r","OpenAI GPToss","GitHub · OpenAI has developed language models named gptoss1","https://github.com/openai/gpt-oss","2025-08-12",176],["r","EvgeniaVolkovaJaneStreet","GitHub · A proposed solution has been presented for the Jan","https://github.com/evgeniavolkova/kagglejanestreet","2025-08-12",3],["r","KittenMLTTS","GitHub · A new Text-to-Speech model has been developed, whi","https://github.com/KittenML/KittenTTS","2025-08-12",129],["r","LangChainSWE","GitHub · A new open-source software has been launched for a","https://github.com/langchain-ai/open-swe","2025-08-12",60],["r","AI for ML","GitHub · The article delves into an advanced AI and machine","https://github.com/HuaizhengZhang/AI-Infra-from-Zero-to-Hero","2025-08-07",63],["r","LeadLag Finance","GitHub · The piece investigates the use of LeadLag relation","https://github.com/ARahimiQuant/lead-lag-portfolios","2025-08-07",0],["r","ML Design Case Studies","GitHub · The article offers a vast database of 450 machine ","https://github.com/mallahyari/ml-practical-usecases","2025-08-07",5],["r","Advances in FinML","GitHub · The article features exercises and summaries from ","https://github.com/CanerIrfanoglu/advances_in_ml","2025-08-07",0],["r","LLMQuant","GitHub · The article examines the assets of LLMQuant, a fir","https://github.com/LLMQuant/asset","2025-08-07",6],["r","Cloud Tier Comparison","GitHub · The article evaluates and compares the free servic","https://github.com/cloudcommunity/Cloud-Free-Tier-Comparison","2025-08-07",107],["r","Grok CLI","GitHub · The piece presents an open-source AI agent that in","https://github.com/superagent-ai/grok-cli","2025-08-07",26],["r","Design Principles","GitHub · The article introduces a Periodic Table of System ","https://github.com/jarulraj/periodic-table","2025-08-07",19],["r","Prob. & Stats for Data Science","GitHub · The article delves into the importance of probabil","https://github.com/cfgranda/ps4ds","2025-07-25",8],["r","Free DB tool & SQL client","GitHub · The article presents a free universal database too","https://github.com/dbeaver/dbeaver","2025-07-25",890],["r","Estimating L3 order book on Binance","GitHub · The article explores the use of L2 data changes ov","https://github.com/OctopusTakopi/binance_l3_est","2025-07-25",2],["r","MCP Server for Jupyter Model Context Protocol","GitHub · The article introduces the Model Context Protocol ","https://github.com/datalayer/jupyter-mcp-server","2025-07-25",10],["r","Mathiasdotfiles","GitHub · The article provides an in-depth explanation on th","https://github.com/mathiasbynens/dotfiles","2025-07-25",617],["r","ShareAIanalysiscode","GitHub · The article offers insights into the Claude Code v","https://github.com/shareAI-lab/analysis_claude_code","2025-07-25",80],["r","Rbaronparasite","GitHub · The article presents a DIY project on creating an ","https://github.com/rbaron/b-parasite","2025-07-25",44],["r","Grafanamcpgrafana","GitHub · The article details the MCP server's role and usag","https://github.com/grafana/mcp-grafana","2025-07-25",24],["r","RoyaltyCrux","GitHub · The article explores the latest advancements and t","https://github.com/Royaltyprogram/Crux","2025-07-25",1],["r","Trading Platform","GitHub · The article explores a platform that aids in the r","https://github.com/automatedalgo/apex","2025-07-17",0],["r","Historical Data Package","GitHub · The article details a Python PYPI package that eas","https://github.com/stas-prokopiev/binance_historical_data","2025-07-17",2],["r","Matrix Shrinkage Estimation","GitHub · The article presents a package specifically create","https://github.com/pald22/covShrinkage","2025-07-17",0],["r","Engineering Cookbook","GitHub · The article provides an in-depth guide on the diff","https://github.com/andkret/Cookbook","2025-07-17",287],["r","Time Series Forecasting","GitHub · The article introduces a new feature learning algo","https://github.com/getml/getml-community","2025-07-17",3],["r","Autumn: Pricing Billing Platform","GitHub · Pricing Billing Platform: Autumn is a platform tha","https://github.com/useautumn/autumn","2025-07-17",25],["r","Finviz API","GitHub · Finviz offers an unofficial API for creating finan","https://github.com/mariostoev/finviz","2025-07-17",22],["r","AI Stock Tool","GitHub · An AI tool is available for analyzing stocks from ","https://github.com/ArvinLovegood/go-stock","2025-07-17",37],["r","Custom Vision Recipes","GitHub · There are guidelines available for optimizing and ","https://github.com/merveenoyan/smol-vision","2025-07-17",30],["r","Causal Discovery Python","GitHub · Causal Discovery in Python is a feature that allow","https://github.com/py-why/causal-learn","2025-07-17",28],["r","Data Testing Library","GitHub · The article introduces a new library for efficient","https://github.com/unionai-oss/pandera","2025-07-10",77],["r","Backtest to Live Trading","GitHub · The article outlines the fastest way to move from ","https://github.com/StrateQueue/StrateQueue","2025-07-10",0],["r","Fundamental Factor Models Code","GitHub · The article shares the source code for Deep Fundam","https://github.com/mfrdixon/Deep_Fundamental_Factors","2025-07-10",1],["r","Deep Learning Paper Implementations","GitHub · The article provides 60 deep learning paper implem","https://github.com/labmlai/annotated_deep_learning_paper_implementations","2025-07-10",1232],["r","Time Series Trend Labeling","GitHub · The article explores an unofficial implementation ","https://github.com/YuxuanXiu/Financial-Time-Series-Trend-Labeling","2025-07-10",0],["r","GitHub Extractor","GitHub · The article provides a method to simplify a codeba","https://github.com/coderamp-labs/gitingest","2025-07-10",215],["r","Realtime Monitor","GitHub · The article discusses a system for tracking Claude","https://github.com/Maciek-roboblog/Claude-Code-Usage-Monitor","2025-07-10",47],["r","Python Polygon Client","GitHub · The article announces the availability of the offi","https://github.com/polygon-io/client-python","2025-07-10",21],["r","Self-Hosted Rom Manager","GitHub · The article reviews a self-hosted ROM manager and ","https://github.com/rommapp/romm","2025-07-10",108],["r","Open Next.js Cloudflare","GitHub · The article introduces Open Next, a new software o","https://github.com/opennextjs/opennextjs-cloudflare","2025-07-10",21],["r","Winner Takes All","GitHub · The article explores a winner-takes-all strategy f","https://github.com/Victorletzelter/timeMCL","2025-07-03",0],["r","Kalman Filter for Python","GitHub · The piece presents a Python-based tool for impleme","https://github.com/pykalman/pykalman","2025-07-03",23],["r","Automated Speedrunning Benchmark","GitHub · The article introduces the Automated LLM Speedrunn","https://github.com/facebookresearch/llm-speedrunner","2025-07-03",1],["r","Efficient Scaling Library for RL","GitHub · The article discusses a new, user-friendly scaling","https://github.com/alibaba/ROLL","2025-07-03",25],["r","Python SEC Filings API","GitHub · The piece details a Python SEC EDGAR Filings API, ","https://github.com/janlukasschroeder/sec-api-python","2025-07-03",4],["r","Best Programmer Websites","GitHub · The article shares a compilation of useful website","https://github.com/sdmg15/Best-websites-a-programmer-should-visit","2025-07-03",1415],["r","Oraios Serena Toolkit","GitHub · The article reviews a coding toolkit integrated wi","https://github.com/oraios/serena","2025-07-03",64],["r","Ryoppippicc Usage CLI Tool","GitHub · The article presents a CLI tool for analyzing Clau","https://github.com/ryoppippi/ccusage","2025-07-03",58],["r","RapidFuzz String Matching","GitHub · The article provides a guide on executing quick fu","https://github.com/rapidfuzz/RapidFuzz","2025-07-03",63],["r","YouTube Transcript API","GitHub · The article introduces a Python API for extracting","https://github.com/jdepoix/youtube-transcript-api","2025-07-03",111],["r","Backtesting Portfolio Allocation Framework","GitHub · The article explores a flexible and clean backtest","https://github.com/StuartFarmer/portwine","2025-06-25",0],["r","Unstructured Data Extraction Toolkit","GitHub · The piece presents a toolkit for extracting unstru","https://github.com/NanoNets/docext","2025-06-25",22],["r","OpenSource Web Analytics","GitHub · The article introduces PostHog, a self-hosted, ope","https://github.com/PostHog/posthog","2025-06-25",547],["r","PDF to Markdown Converter","GitHub · The article offers guidance on quickly and accurat","https://github.com/datalab-to/marker","2025-06-25",520],["r","Codebase Blast","GitHub · The article explores a simplified solution for han","https://github.com/glebkudr/shotgun_code","2025-06-25",27],["r","Awesome OSINT List","GitHub · The piece offers a detailed list of exceptional op","https://github.com/jivoi/awesome-osint","2025-06-25",433],["r","OpenAI Agents Demo","GitHub · The article showcases a customer service situation","https://github.com/openai/openai-cs-agents-demo","2025-06-25",54],["r","Chonkie: RAG Chunking","GitHub · RAG Chunking: The article presents Chonkie, a simp","https://github.com/chonkie-inc/chonkie","2025-06-25",31],["r","AA Protocol","GitHub · The piece talks about an open protocol aimed at en","https://github.com/a2aproject/A2A","2025-06-25",345],["r","Pixeltable Data Infrastructure","GitHub · Pixeltable is an AI system that uses a step-by-ste","https://github.com/pixeltable/pixeltable","2025-06-18",7],["r","Alchemist Trading System","GitHub · Alchemist is a fast, automated trading system that","https://github.com/lokhiufung/alchemist","2025-06-18",0],["r","Proactive Time Series Forecasting","GitHub · KDD25 is a new system for predicting online time s","https://github.com/SJTU-DMTai/OnlineTSF","2025-06-18",0],["r","AutoHedge","GitHub · The article explores automated methods for risk pr","https://github.com/kgeoffrey/AutoHedge.jl","2025-06-18",1],["r","OCR Layout Analysis","GitHub · The article introduces an OCR tool that can identi","https://github.com/datalab-to/surya","2025-06-18",352],["r","Node","GitHub · The article delves into the functionalities and fe","https://github.com/nodejs/node","2025-06-18",2233],["r","Whisper","GitHub · The article outlines the procedure of converting O","https://github.com/ggml-org/whisper.cpp","2025-06-18",814],["r","Coding Environments","GitHub · The article investigates coding environments for m","https://github.com/dagger/container-use","2025-06-18",32],["r","Python PGlite Wrapper","GitHub · The article presents a PGLite wrapper in Python fo","https://github.com/wey-gu/py-pglite","2025-06-18",8],["r","Data Science Scratch Code","GitHub · The article shares the coding content from the 'Da","https://github.com/joelgrus/data-science-from-scratch","2025-06-11",180],["r","Interactive Python Dashboards","GitHub · The article explores the use of Python interactive","https://github.com/GeostatsGuy/DataScienceInteractivePython","2025-06-11",33],["r","MCP Server Financial Datasets","GitHub · The article details an MCP server's interaction wi","https://github.com/financial-datasets/mcp-server","2025-06-11",6],["r","AI Stock Analysis Framework","GitHub · The article introduces an AI framework for stock a","https://github.com/QuantML-Com/AI-Kline","2025-06-11",2],["r","AI Stock Analysis Github","GitHub · The article reiterates the introduction of an AI f","https://github.com/QuantML-Github/AI-Kline","2025-06-11",2],["r","Apple Tools","GitHub · The article explores a toolkit designed for the mo","https://github.com/supermemoryai/apple-mcp","2025-06-11",34],["r","Resemble TTS","GitHub · The piece introduces a cutting-edge open-source te","https://github.com/resemble-ai/chatterbox","2025-06-11",114],["r","Agentic PM Framework","GitHub · The article presents an AI-based framework for han","https://github.com/sdi2200262/agentic-project-management","2025-06-11",8],["r","Google Quickstart","GitHub · The article provides a guide on creating Fullstack","https://github.com/google-gemini/gemini-fullstack-langgraph-quickstart","2025-06-11",102],["r","ScrapydWeb Management","GitHub · The piece discusses a web application for managing","https://github.com/my8100/scrapydweb","2025-06-11",65],["r","MCP Server","GitHub · The article talks about an MCP server that enables","https://github.com/raeudigerRaeffi/turbular","2025-06-04",1],["r","Tensor2Tensor Library","GitHub · The article introduces a collection of deep learni","https://github.com/tensorflow/tensor2tensor","2025-06-04",323],["r","US Stock Notebooks","GitHub · The article provides a series of notebooks for com","https://github.com/shinathan/polygon.io-stock-database","2025-06-04",0],["r","KLlamaGym","GitHub · The article provides guidance on how to optimize L","https://github.com/KhoomeiK/LlamaGym","2025-06-04",23],["r","LightlyTrain Framework","GitHub · The article presents LightlyTrain, the first PyTor","https://github.com/lightly-ai/lightly-train","2025-06-04",6],["r","StableBaselines Tutorial","GitHub · StableBaselines tutorial for Journées Nationales d","https://github.com/araffin/rl-tutorial-jnrr19","2025-06-04",13],["r","Successor of UndetectedChromedriver","GitHub · Successor of UndetectedChromedriver talks about th","https://github.com/ultrafunkamsterdam/nodriver","2025-06-04",50],["r","AppleMCP Tools Collection","GitHub · Collection of applenative tools for the model cont","https://github.com/Dhravya/apple-mcp","2025-06-04",33],["r","Minimal JS InfrastructureasCode Library","GitHub · A minimal embeddable JSnative InfrastructureasCode","https://github.com/sam-goodwin/alchemy","2025-06-04",9],["r","Google AI Edge Gallery","GitHub · A gallery that showcases ondevice MLGenAI use case","https://github.com/google-ai-edge/gallery","2025-06-04",164],["r","Google Gemini Extractor","GitHub · A new tool uses Google's Gemini 2.5 Flash Preview ","https://github.com/lesteroliver911/google-gemini-pdf-table-extractor","2025-05-30",0],["r","Python Coding Challenges","GitHub · The article provides 120 interactive Python coding","https://github.com/donnemartin/interactive-coding-challenges","2025-05-30",606],["r","Research Agent Tool","GitHub · A company analysis tool, powered by LangGraph and ","https://github.com/pogjester/company-research-agent","2025-05-30",22],["r","NL Web","GitHub · Natural Language Web explores the incorporation of","https://github.com/microsoft/NLWeb","2025-05-30",72],["r","CVPR 2025","GitHub · CVPR 2025 论文和开源项目合集 compiles papers and open-sourc","https://github.com/amusi/CVPR2025-Papers-with-Code","2025-05-30",400],["r","AA","GitHub · An open protocol enabling communication and intero","https://github.com/google-a2a/A2A","2025-05-30",323],["r","HC Web Agent","GitHub · A research prototype of a human-centered web agent","https://github.com/microsoft/magentic-ui","2025-05-30",50],["r","LTXVideo UI Support","GitHub · LTXVideo Support for ComfyUI examines the integrat","https://github.com/Lightricks/ComfyUI-LTXVideo","2025-05-30",39],["r","MLTT - Machine Learning Trading Toolkit","GitHub · Machine Learning Trading Toolkit details how machi","https://github.com/VladKochetov007/MLTT","2025-05-21",0],["r","AIfinBERT - Financial Sentiment Analysis with BERT","GitHub · Financial Sentiment Analysis with BERT examines th","https://github.com/ProsusAI/finBERT","2025-05-21",33],["r","Quantsbin - Quantitative Finance tools","GitHub · Quantitative Finance tools gives a rundown of diff","https://github.com/quantsbin/Quantsbin","2025-05-21",11],["r","HelixDB - Powerful opensource graphvector database","GitHub · HelixDB is a powerful opensource graphvector datab","https://github.com/HelixDB/helix-db","2025-05-21",30],["r","FinancialDataScienceinPython - Scripts and notebooks for financial data science","GitHub · This collects the scripts and notebooks required t","https://github.com/Farmhouse121/Financial-Data-Science-in-Python","2025-05-21",0],["r","Elegant Python API for Google Gemini","GitHub · The article presents a new asynchronous Python API","https://github.com/HanaokaYuzu/Gemini-API","2025-05-21",12],["r","Fully Local Manus AI","GitHub · The piece introduces Manus AI, an artificial intel","https://github.com/Fosowl/agenticSeek","2025-05-21",53],["r","AI companion for reading papers","GitHub · The article showcases an AI tool that aids in comp","https://github.com/LYiHub/mad-professor-public","2025-05-21",27],["r","Visualization library for Rust","GitHub · The article highlights a visualization library cre","https://github.com/yuankunzhang/charming","2025-05-21",44],["r","Continuous Thought Machines","GitHub · The piece discusses the idea of Continuous Thought","https://github.com/SakanaAI/continuous-thought-machines","2025-05-21",14],["r","Paper2Code: Automating Code Generation","GitHub · Automating Code Generation: Paper2Code is a new to","https://github.com/going-doer/Paper2Code","2025-05-14",31],["r","EasyStreamingIndicators: Python Library for Analysis","GitHub · Python Library for Analysis: The article introduce","https://github.com/mr-easy/streaming_indicators","2025-05-14",2],["r","WebRLPlayground: Interactive RL Algorithm Demo","GitHub · Interactive RL Algorithm Demo: The piece presents ","https://github.com/awjuliani/web-rl-playground","2025-05-14",0],["r","ArkFlow: Rust Stream Processing Engine","GitHub · Rust Stream Processing Engine: The article discuss","https://github.com/arkflow-rs/arkflow","2025-05-14",17],["r","ChatLog: Use Your Own Chat Data","GitHub · Use Your Own Chat Data: The piece introduces a cha","https://github.com/sjzar/chatlog","2025-05-14",83],["r","ScriptsNotebooks for Medium","GitHub · The article shares a collection of scripts and not","https://github.com/erykml/medium_articles","2025-05-14",9],["r","RealWorld ML System Design","GitHub · The article reviews 500 case studies of real-world","https://github.com/themanojdesai/genai-llm-ml-case-studies","2025-05-14",17],["r","Horizontal Scaling PostgreSQL","GitHub · The article explains how to horizontally scale Pos","https://github.com/pgdogdev/pgdog","2025-05-14",27],["r","ContextGem: LLM Extraction","GitHub · LLM Extraction: The article presents ContextGem, a","https://github.com/shcherbak-ai/contextgem","2025-05-14",6],["r","Microsoft Playwright: Web Testing","GitHub · Web Testing: The article introduces Playwright, a ","https://github.com/microsoft/playwright","2025-05-14",1449],["r","Global Macro DB","GitHub · The repository includes the replication code and r","https://github.com/KMueller-Lab/Global-Macro-Database","2025-05-07",2],["r","Quantcodeframe","GitHub · The article explores a declarative native data fra","https://github.com/Quantco/dataframely","2025-05-07",5],["r","Math Books","GitHub · Books explores different genres of literature and ","https://github.com/PlamenStilyianov/FinMathematics","2025-05-07",22],["r","System Leaks","GitHub · Collection of leaked system prompts reveals a set ","https://github.com/jujumilk3/leaked-system-prompts","2025-05-07",109],["r","MetaGPT Software","GitHub · The MultiAgent Framework First AI Software Company","https://github.com/FoundationAgents/MetaGPT","2025-05-07",1103],["r","FB Type Checker","GitHub · A fast type checker and IDE for Python introduces ","https://github.com/facebook/pyrefly","2025-05-07",9],["r","Nuitka Compiler","GitHub · Nuitka is a Python compiler written in Python desc","https://github.com/Nuitka/Nuitka","2025-05-07",261],["r","High Performance Python Compute Engine","GitHub · The article explores a high-powered Python engine ","https://github.com/bodo-ai/Bodo","2025-04-30",5],["r","Legacy QuantCoder for Finance","GitHub · The piece discusses the outdated version of QuantC","https://github.com/SL-Mar/quantcoder-legacy","2025-04-30",1],["r","Jupyter Notebook Tutorials for Python Finance","GitHub · This article offers tutorials from QuantConnect on","https://github.com/QuantConnect/Tutorials","2025-04-30",11],["r","Turing Change Point Detection","GitHub · The article conducts a comprehensive benchmark ass","https://github.com/alan-turing-institute/TCPDBench","2025-04-30",2],["r","TTRL Test-Time Reinforcement Learning","GitHub · The piece examines Test-Time Reinforcement Learnin","https://github.com/PRIME-RL/TTRL","2025-04-30",5],["r","Pocket Flow","GitHub · The Pocket Flow Tutorial Project uses AI to conver","https://github.com/The-Pocket/PocketFlow-Tutorial-Codebase-Knowledge","2025-04-30",133],["r","Cursor Rules","GitHub · The article presents a comprehensive list of remar","https://github.com/sanjeed5/awesome-cursor-rules-mdc","2025-04-30",17],["r","AI Kit","GitHub · The repository provides an in-depth guide on build","https://github.com/Seeed-Projects/Tutorial-of-AI-Kit-with-Raspberry-Pi-From-Zero-to-Hero","2025-04-30",4],["r","Realtime Speech","GitHub · The article explores the application of OpenAI Rea","https://github.com/akdeb/ElatoAI","2025-04-30",16],["r","Advanced Alchemy","GitHub · The article presents a thoroughly developed, teste","https://github.com/litestar-org/advanced-alchemy","2025-04-30",10],["r","Mean Reversion Strategy","GitHub · The article explains the development and testing o","https://github.com/thekioskman/mean_reversion_strategies","2025-04-23",1],["r","GAN Options Simulator","GitHub · The article explores the functionalities and uses ","https://github.com/halfaipg/gan-options-simulator","2025-04-23",0],["r","Equity Compensation","GitHub · The article offers a comprehensive guide on the ta","https://github.com/jlevy/og-equity-compensation","2025-04-23",219],["r","DeepSeek Algorithm","GitHub · The article provides a step-by-step guide on how t","https://github.com/policy-gradient/GRPO-Zero","2025-04-23",18],["r","Maple Mono Font","GitHub · The article presents Maple Mono, a customizable op","https://github.com/subframe7536/maple-font","2025-04-23",292],["r","Terminal Agent","GitHub · The article introduces a new lightweight coding ag","https://github.com/openai/codex","2025-04-23",257],["r","Codebase AI","GitHub · The piece discusses the potential of AI in convert","https://github.com/The-Pocket/Tutorial-Codebase-Knowledge","2025-04-23",88],["r","Machine Lib","GitHub · The article provides a review of an upgraded machi","https://github.com/rocky-d/wqb","2025-04-23",2],["r","Browser Server","GitHub · The article details how the Browser MCP server all","https://github.com/BrowserMCP/mcp","2025-04-23",19],["r","Video Tool","GitHub · The piece promotes the idea of making video diffus","https://github.com/lllyasviel/FramePack","2025-04-23",65],["r","Algorithmic Trading Books","GitHub · The article recommends two books and provides rela","https://github.com/zslucky/algorithmic_trading_book","2025-04-16",9],["r","Arbitrage-Free IV Surface Generation","GitHub · The article shares a code repository for creating ","https://github.com/BrianNingUT/ArbFreeIV-VAE","2025-04-16",0],["r","Synthetic Data Generation","GitHub · The article explores the process of generating syn","https://github.com/sdv-dev/SDV","2025-04-16",51],["r","Apache ECharts Data Visualization","GitHub · The article presents Apache ECharts, a powerful to","https://github.com/apache/echarts","2025-04-16",1261],["r","Monte Carlo Algorithms","GitHub · The article showcases a set of Monte Carlo and Mar","https://github.com/wiseodd/MCMC","2025-04-16",7],["r","Visual NoCode Editor","GitHub · The article explores a visual nocode editor specif","https://github.com/jnsahaj/tweakcn","2025-04-16",20],["r","Run GitHub Actions Locally","GitHub · This piece provides a guide on how to operate GitH","https://github.com/nektos/act","2025-04-16",1192],["r","JavaScript Animation Engine","GitHub · The article introduces a new JavaScript engine des","https://github.com/juliangarnier/anime","2025-04-16",1143],["r","OpenSource Python Toolkit","GitHub · The piece presents a Python toolkit that is open-s","https://github.com/google/adk-python","2025-04-16",45],["r","Open Protocol","GitHub · The article discusses an open protocol that enable","https://github.com/google/A2A","2025-04-16",104],["r","PyTorch Finance","GitHub · The article explores the application of the PyTorc","https://github.com/jialuechen/torchquant","2025-04-09",3],["r","Causal Discovery Bayesian","GitHub · The piece introduces a Python package for causal d","https://github.com/erdogant/bnlearn","2025-04-09",10],["r","TensorTradeNG Algorithms","GitHub · TensorTradeNG is an article about an open-source P","https://github.com/erhardtconsulting/tensortrade-ng","2025-04-09",2],["r","FastAPI MCP","GitHub · The article presents a tool that automatically con","https://github.com/tadata-org/fastapi_mcp","2025-04-09",10],["r","Label Unbalance Trading","GitHub · The report discusses the problem of label imbalanc","https://github.com/RS2002/Label-Unbalance-in-High-Frequency-Trading","2025-04-09",0],["r","Deliver Web Apps 🚀","GitHub · The article offers guidance on effectively launchi","https://github.com/angular/angular","2025-04-09",1948],["r","WhatsApp Server","GitHub · The piece explores the workings of the WhatsApp MC","https://github.com/lharries/whatsapp-mcp","2025-04-09",57],["r","Python Programs Profiler","GitHub · The article details the application of a sampling ","https://github.com/benfred/py-spy","2025-04-09",269],["r","AI Richtext Editor","GitHub · The article presents an AI-powered rich text edito","https://github.com/udecode/plate","2025-04-09",267],["r","NCA Toolkit API","GitHub · The piece explains how the NCA Toolkit API simplif","https://github.com/stephengpope/no-code-architects-toolkit","2025-04-09",11],["r","StarVector Generation","GitHub · The piece presents StarVector, a base model that u","https://github.com/joanrod/star-vector","2025-04-02",55],["r","CPP Finance Programming","GitHub · The article reports the successful completion of a","https://github.com/beratkirik/CPP-Programming-for-Financial-Engineering","2025-04-02",1],["r","Efficient Subtitling Tool","GitHub · VideoCaptioner is a smart tool based on LLM that a","https://github.com/WEIFENG2333/VideoCaptioner","2025-04-02",113],["r","Statsmodels 2021","GitHub · Statsmodels 2021 offers sample notebooks for stati","https://github.com/ChadFulton/sm-notebooks-2021","2025-04-02",0],["r","Automatic Transcription","GitHub · PyTranscriber is an easy-to-use tool that automati","https://github.com/raryelcostasouza/pyTranscriber","2025-04-02",64],["r","HighPerformance VMs","GitHub · High-performance virtual machines for macOS and Li","https://github.com/trycua/cua","2025-04-02",65],["r","Community RAG Hub","GitHub · A community-driven collection of RAG Retrieval-Aug","https://github.com/Andrew-Jang/RAGHub","2025-04-02",13],["r","Financial Astrology ML Research","GitHub · The article explores the application of machine le","https://github.com/financial-astrology-research/financial-astrology-machine-learning","2025-03-26",0],["r","Trading Automation Scripts 2025","GitHub · The article predicts the future of trading automat","https://github.com/tg12/2025-trading-automation-scripts","2025-03-26",0],["r","Financial Time Series Benchmark","GitHub · The article offers a standard measure for financia","https://github.com/TongjiFinLab/FinTSB","2025-03-26",0],["r","Trading Algos Generator QuantConnect","GitHub · The article discusses the development of trading a","https://github.com/SL-Mar/QuantCoder","2025-03-26",0],["r","Reinforcement Learning GSM8K RLVR","GitHub · The article introduces a simplified method to expe","https://github.com/Mohammadjafari80/GSM8K-RLVR","2025-03-26",1],["r","AI Framework","GitHub · The article talks about a community-based AI autom","https://github.com/langmanus/langmanus","2025-03-26",57],["r","Chromium Library","GitHub · The article presents Pydoll, a library that automa","https://github.com/autoscrape-labs/pydoll","2025-03-26",56],["r","CVPR 2025","GitHub · The article discusses the CVPR 2025 VGGT Visual Ge","https://github.com/facebookresearch/vggt","2025-03-26",38],["r","Web Assistant","GitHub · The article outlines a fully local web research an","https://github.com/langchain-ai/local-deep-researcher","2025-03-26",118],["r","vLLM Stack","GitHub · The article details vLLM’s reference system for K8","https://github.com/vllm-project/production-stack","2025-03-26",17],["r","AI Data Indexing Framework","GitHub · A new ETL framework has been created to index data","https://github.com/cocoindex-io/cocoindex","2025-03-20",5],["r","OrderBook Visualization","GitHub · The OrderBook Heatmap project uses live data from ","https://github.com/Elenchev/order-book-heatmap","2025-03-20",8],["r","Autonomous Research Agent Training","GitHub · Researchagent LLMs can be trained independently on","https://github.com/dCaples/AutoDidact","2025-03-20",8],["r","Quantitative Finance Intro","GitHub · A beginner's guide to quantitative investment has ","https://github.com/Barca0412/Introduction-to-Quantitative-Finance","2025-03-20",9],["r","Gen AI Doc Prep","GitHub · The article emphasizes the need for proper documen","https://github.com/docling-project/docling","2025-03-20",479],["r","Startup CTO Handbook","GitHub · The article provides a review of The Startup CTO's","https://github.com/ZachGoldberg/Startup-CTO-Handbook","2025-03-20",256],["r","AI Eng Task Agent","GitHub · The piece highlights an AI agent that can manage e","https://github.com/smallcloudai/refact","2025-03-20",36],["r","Top Papers for Stock Prediction","GitHub · The article compiles top research papers on predic","https://github.com/marcuswang6/stock-top-papers","2025-03-12",5],["r","HighFrequency Trading in Order Book","GitHub · The article explores the concept of high-frequency","https://github.com/rspadim/hft-avellaneda","2025-03-12",1],["r","Preswald: Interactive Data Apps with Python","GitHub · Interactive Data Apps with Python: The article int","https://github.com/StructuredLabs/preswald","2025-03-12",33],["r","Deep CNNs for Order Books","GitHub · The article provides a jupyter notebook demonstrat","https://github.com/zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books","2025-03-12",8],["r","Trading Indicators for Platforms","GitHub · The article presents a collection of trading indic","https://github.com/vikaschouhan/algotrade","2025-03-12",0],["r","OWL Task Automation","GitHub · OWL Optimized Workforce Learning is a tool that im","https://github.com/camel-ai/owl","2025-03-12",128],["r","OpenManus: Open Ground","GitHub · Open Ground: OpenManus is a revolutionary new plat","https://github.com/mannaandpoem/OpenManus","2025-03-12",213],["r","Pydoll: Automating Browsers","GitHub · Automating Browsers: Pydoll is a Python library th","https://github.com/thalissonvs/pydoll","2025-03-12",17],["r","FastRTC: Realtime Communication Library","GitHub · Realtime Communication Library: The article presen","https://github.com/freddyaboulton/fastrtc","2025-03-12",49],["r","Windmill: Developer Platform","GitHub · Developer Platform: The article explores an open-s","https://github.com/windmill-labs/windmill","2025-03-12",248],["r","PrimoGPT Finance","GitHub · PrimoGPT Finance is a financial application that i","https://github.com/ivebotunac/PrimoGPT","2025-03-05",3],["r","Mojo ML Framework","GitHub · Pure Mojo is used to develop a new machine learnin","https://github.com/Benny-Nottonson/basalt","2025-03-05",8],["r","Quant Finance Python Framework","GitHub · A new quantitative finance framework is introduced","https://github.com/jsmidt/QuantPy","2025-03-05",15],["r","TLOB Stock Price Model","GitHub · The official repository for TLOB, a unique transfo","https://github.com/LeonardoBerti00/TLOB","2025-03-05",0],["r","PIXIU Financial LLMs","GitHub · PIXIU is an open-source platform that introduces t","https://github.com/The-FinAI/PIXIU","2025-03-05",12],["r","Inference Benchmarking with Multiple GPUs","GitHub · The article explores how NVIDIA GPUs or Apple Sili","https://github.com/XiongjieDai/GPU-Benchmarks-on-LLM-Inference","2025-03-05",28],["r","Conversational Speech Model","GitHub · The piece presents a new model designed to generat","https://github.com/SesameAILabs/csm","2025-03-05",50],["r","Python SDK for Model Context","GitHub · The article informs about the official Python SDK ","https://github.com/modelcontextprotocol/python-sdk","2025-03-05",45],["r","Deep Research Web UI","GitHub · The piece describes DeepSeek R1, an AI research as","https://github.com/AnotiaWang/deep-research-web-ui","2025-03-05",22],["r","Phi Family Cookbook","GitHub · The article provides a beginner's guide to using P","https://github.com/microsoft/PhiCookBook","2025-03-05",57],["r","Quant Finance Codes","GitHub · The article shares coding examples for various qua","https://github.com/JynxC98/quantitative_finance","2025-02-26",0],["r","Solana Trading Bot","GitHub · The article talks about an open-source trading bot","https://github.com/ChainBuff/open-sol-bot","2025-02-26",3],["r","Python Time Series Toolkit","GitHub · The article presents a Python toolkit designed for","https://github.com/WenjieDu/PyPOTS","2025-02-26",25],["r","Options Probability","GitHub · The article teaches how to use options data to pre","https://github.com/tyrneh/options-implied-probability","2025-02-26",2],["r","RAG App Builder","GitHub · The article introduces an open-source tool as an a","https://github.com/taishikato/supavec","2025-02-26",9],["r","GenAI","GitHub · GenAI Cookbook is a manual for developing artifici","https://github.com/mongodb-developer/GenAI-Showcase","2025-02-26",33],["r","Algo","GitHub · The NextGen Algorithmic Trading Framework 🚀 Early ","https://github.com/himanshu2406/Algo.Py","2025-02-26",4],["r","JAX","GitHub · JAX A curated list of resources httpsgithub is a c","https://github.com/n2cholas/awesome-jax","2025-02-26",34],["r","Verilog UART","GitHub · Verilog UART discusses the Universal Asynchronous ","https://github.com/alexforencich/verilog-uart","2025-02-26",8],["r","Realtime Radar","GitHub · A realtime passive radar delves into the idea and ","https://github.com/30hours/blah2","2025-02-26",6],["r","HRPA","GitHub · The article explores the use of hierarchical risk ","https://github.com/tschm/pyhrp","2025-02-19",0],["r","NexusTrader","GitHub · NexusTrader, a professional-level open-source plat","https://github.com/Quantweb3-com/NexusTrader","2025-02-19",4],["r","Microsoft KMAI","GitHub · The use of RAG architecture, LLM, and natural lang","https://github.com/microsoft/kernel-memory","2025-02-19",35],["r","Zjh819LLMDataHub","GitHub · The guide offers tips on fine-tuning datasets for ","https://github.com/Zjh-819/LLMDataHub","2025-02-19",56],["r","Sinaptikaipandasai","GitHub · The article introduces PandasAI, a tool that facil","https://github.com/sinaptik-ai/pandas-ai","2025-02-19",290],["r","ABIDES Simulation","GitHub · ABIDES AgentBased Interactive Discrete Event Simul","https://github.com/abides-sim/abides","2025-02-19",8],["r","Warez and Piracy Links","GitHub · A curated list of awesome warez and piracy links c","https://github.com/Igglybuff/awesome-piracy","2025-02-19",490],["r","AI Web Browsing","GitHub · Use your locally running AI models to assist you i","https://github.com/n4ze3m/page-assist","2025-02-19",97],["r","Research Assistant","GitHub · Fully local web research and report writing assist","https://github.com/langchain-ai/ollama-deep-researcher","2025-02-19",45],["r","Vercel Builder","GitHub · Build AIpowered applications with React Svelte Vue","https://github.com/vercel/ai","2025-02-19",238],["r","Causality List","GitHub · The article offers a detailed guide on resources f","https://github.com/msuzen/looper","2025-02-05",5],["r","Transformer Evolution","GitHub · The article explores the potential of a transforme","https://github.com/lucidrains/transformer-directed-evolution","2025-02-05",0],["r","Data Curation","GitHub · The article delves into the idea of completely ope","https://github.com/open-thoughts/open-thoughts","2025-02-05",9],["r","RL Human Feedback","GitHub · The article provides a review of a textbook focusi","https://github.com/natolambert/rlhf-book","2025-02-05",7],["r","Panel Platform","GitHub · The article presents a platform designed for const","https://github.com/appsmithorg/appsmith","2025-02-05",709],["r","OSRE","GitHub · The article explores an open-source software desig","https://github.com/OpenSourceRisk/Engine","2025-02-05",10],["r","CSC","GitHub · The piece highlights an open-source screen recordi","https://github.com/CapSoftware/Cap","2025-02-05",126],["r","GGT","GitHub · The article details a self-hosted software develop","https://github.com/go-gitea/gitea","2025-02-05",937],["r","CSLPFB","GitHub · The article explains the operation of a fully func","https://github.com/chainstacklabs/pump-fun-bot","2025-02-05",7],["r","MCPSPS","GitHub · The piece offers a tutorial on how to set up a Pyt","https://github.com/modelcontextprotocol/create-python-server","2025-02-05",2],["r","Genetic Algorithm Python","GitHub · PyGAD is a Python 3 library used for developing ge","https://github.com/ahmedfgad/GeneticAlgorithmPython","2025-01-23",38],["r","OpenAI Gym","GitHub · The toolkit is intended for the development and co","https://github.com/openai/gym","2025-01-23",703],["r","jless JSON","GitHub · Jless is a command-line tool for viewing, explorin","https://github.com/PaulJuliusMartinez/jless","2025-01-23",97],["r","Kiln AI","GitHub · This tool aids in fine-tuning LLM models, creating","https://github.com/Kiln-AI/Kiln","2025-01-23",15],["r","OpStrat Options Trading","GitHub · The project provides implementations of popular op","https://github.com/atkrish0/OpStrat","2025-01-23",0],["r","Open Source Gemini Research","GitHub · The article presents an open-source AI tool that r","https://github.com/btahir/open-deep-research","2025-01-23",4],["r","The Scikit-Learn Sidekick","GitHub · The article discusses scikitlearn sidekick, a tool","https://github.com/probabl-ai/skore","2025-01-23",4],["r","Python Stats Package","GitHub · The article details a Python-based statistical pac","https://github.com/raphaelvallat/pingouin","2025-01-23",33],["r","Simple Concurrent Python","GitHub · The article provides a simplified explanation of c","https://github.com/pyper-dev/pyper","2025-01-23",13],["r","Smartphone User LLM Framework","GitHub · The article unveils AppAgent, a framework that use","https://github.com/TencentQQGYLab/AppAgent","2025-01-23",108],["r","Skimpy: Data Frame Summary Tool","GitHub · Data Frame Summary Tool: Skimpy is a tool that pro","https://github.com/aeturrell/skimpy","2025-01-15",8],["r","Dendrite SDK: AI Agent Builder","GitHub · AI Agent Builder: The article explores tools for d","https://github.com/dendrite-systems/dendrite-python-sdk","2025-01-15",4],["r","StockStats: DataFrame Wrapper","GitHub · DataFrame Wrapper: The article introduces a StockD","https://github.com/jealous/stockstats","2025-01-15",26],["r","Monaco: Model Uncertainty Library","GitHub · Model Uncertainty Library: The piece presents a Mo","https://github.com/scottshambaugh/monaco","2025-01-15",2],["r","Cosmograph: Visual Analytics Binder","GitHub · Visual Analytics Binder: The article discusses a b","https://github.com/cosmograph-org/py_cosmograph","2025-01-15",1],["r","Arch Agent Gateway","GitHub · Arch is a smart gateway developed by Envoy proxy's","https://github.com/katanemo/archgw","2025-01-15",24],["r","OpenAI: Structured Output Apps","GitHub · Structured Output Apps: Developers are provided wi","https://github.com/openai/openai-structured-outputs-samples","2025-01-15",7],["r","Resume Matcher: Resume Improvement","GitHub · Resume Improvement: Resume Matcher is an open-sour","https://github.com/srbhr/Resume-Matcher","2025-01-15",151],["r","LightningAI: Multi-GPU AI Pretraining","GitHub · Multi-GPU AI Pretraining: AI models of any size ca","https://github.com/Lightning-AI/pytorch-lightning","2025-01-15",575],["r","Pythonic Trading with QTPyLib","GitHub · The article QTPyLib Pythonic Algorithmic Trading d","https://github.com/ranaroussi/qtpylib","2025-01-08",43],["r","ML Framework from Scratch with Pure Mojo","GitHub · A Machine Learning framework from scratch in Pure ","https://github.com/basalt-org/basalt","2025-01-08",8],["r","Options Toolkit for Backtesting","GitHub · Collection of scripts to help with Options and Bac","https://github.com/namuan/options-toolkit","2025-01-08",0],["r","Low Code ML Ranking Service","GitHub · The piece A low code Machine Learning personalized","https://github.com/metarank/metarank","2025-01-08",42],["r","ETF Extractor with Pandas","GitHub · This repository is used to extract the constituent","https://github.com/sap215/ETFConstituentExtractor","2025-01-08",0],["r","Python Risk Budgeting","GitHub · The article gives a tutorial on using Python for c","https://github.com/jcrichard/pyrb","2025-01-08",2],["r","Social Media TrendFinder AI","GitHub · The article explores the use of AI in monitoring t","https://github.com/ericciarla/trendFinder","2025-01-08",38],["r","Image to Markdown Converter","GitHub · The article presents an open-source Python3 tool t","https://github.com/breezedeus/Pix2Text","2025-01-08",41],["r","Binance API Connector","GitHub · The article provides a guide on using a connector ","https://github.com/binance/binance-connector-python","2025-01-08",42],["r","Large Systems Scalability Patterns","GitHub · The article examines the patterns that enhance the","https://github.com/binhnguyennus/awesome-scalability","2025-01-08",1195],["r","Crypto Bot Strategy","GitHub · The article offers a guide on creating a trading s","https://github.com/iterativv/NostalgiaForInfinity","2025-01-01",42],["r","Reinforcement Learning Investment","GitHub · The piece explores a deep reinforcement learning f","https://github.com/nshen7/alpha-gfn","2025-01-01",0],["r","Chinese ML Systems Design","GitHub · This article discusses the Chinese version of the ","https://github.com/openmlsys/openmlsys-zh","2025-01-01",82],["r","Charting Library Integrations","GitHub · The article demonstrates how the Charting Library ","https://github.com/tradingview/charting-library-examples","2025-01-01",29],["r","Large Astronomical Dataset","GitHub · The article introduces a large-scale multimodal da","https://github.com/MultimodalUniverse/MultimodalUniverse","2025-01-01",6],["r","AI Engineer Platform","GitHub · The article discusses a unique terminal-based plat","https://github.com/AntonOsika/gpt-engineer","2025-01-01",1055],["r","OpenAI Library","GitHub · The piece introduces the official Python library m","https://github.com/openai/openai-python","2025-01-01",475],["r","AI Agent Toolkit","GitHub · The article presents a detailed toolkit for managi","https://github.com/JoshuaC215/agent-service-toolkit","2025-01-01",12],["r","AutoJobsApplier Agent","GitHub · The article talks about AutoJobsApplierAIAgent, an","https://github.com/feder-cr/Jobs_Applier_AI_Agent","2025-01-01",477],["r","IPython Plotting Library","GitHub · The piece describes a plotting library specificall","https://github.com/bqplot/bqplot","2025-01-01",72],["r","Answers for Exercises in Financial ML","GitHub · A detailed solution guide for the exercises in Dr ","https://github.com/boyboi86/AFML","2024-12-18",12],["r","Stocks Portfolio Tracker","GitHub · A portfolio tracker for stocks, futures, and optio","https://github.com/PaulSquires/TradeTracker","2024-12-18",1],["r","AI Jupyter Notebook","GitHub · An AI-powered Jupyter Notebook capable of generati","https://github.com/alishobeiri/thread","2024-12-18",21],["r","FilterNet Time Series Forecasting","GitHub · The official implementation of the 'FilterNet: Har","https://github.com/aikunyi/FilterNet","2024-12-18",2],["r","Ready Datasets for ML","GitHub · A hub offering ready-to-use datasets for machine l","https://github.com/huggingface/datasets","2024-12-18",386],["r","StackBlitz Bolt","GitHub · The article explores the use of LLM in quickly edi","https://github.com/stackblitz-labs/bolt.diy","2024-12-18",111],["r","Thammo4uva Tradier Wrapper","GitHub · The article presents a Python wrapper specifically","https://github.com/thammo4/uvatradier","2024-12-18",0],["r","HashiCorp Nomad Orchestrator","GitHub · The article details Nomad, a versatile workload or","https://github.com/hashicorp/nomad","2024-12-18",300],["r","VRCAR VMD Python","GitHub · The article discusses the application of Variation","https://github.com/vrcarva/vmdpy","2024-12-18",6],["r","Google OR Tools","GitHub · The article gives a comprehensive overview of the ","https://github.com/google/or-tools","2024-12-18",227],["r","Machine Learning Bot","GitHub · The article explores how a trading bot utilizes ma","https://github.com/yeonholee50/AmpyFin","2024-12-12",1],["r","Quantitative Finance","GitHub · This piece discusses how quantitative finance play","https://github.com/quantmind/quantflow","2024-12-12",0],["r","Quantitative Strategies","GitHub · The article provides a step-by-step guide on how t","https://github.com/SpencerPao/Quantitative_Strategies","2024-12-12",2],["r","Metadata Platform","GitHub · OpenMetadata is a platform that offers data discov","https://github.com/open-metadata/OpenMetadata","2024-12-12",113],["r","Superlinearairaglite RAGLite Toolkit","GitHub · The article presents RAGLite, a Python toolkit for","https://github.com/superlinear-ai/raglite","2024-12-12",8],["r","Algorithmic Trading","GitHub · The article offers an updated compilation of resou","https://github.com/merovinh/best-of-algorithmic-trading","2024-12-04",3],["r","Neural Networks","GitHub · The article provides a tutorial on building and tr","https://github.com/endia-ai/Endia","2024-12-04",4],["r","AI Investment Papers","GitHub · The article showcases research papers focusing on ","https://github.com/SJTU-DMTai/Quant-Reading-List","2024-12-04",1],["r","Time Series Forecasting","GitHub · The article details a new method for time series f","https://github.com/ForestsKing/GLAFF","2024-12-04",1],["r","Hedge Fund Team","GitHub · The article profiles a team developing an AI-power","https://github.com/virattt/ai-hedge-fund","2024-12-04",5],["r","Context Protocol Servers","GitHub · Model Context Protocol Servers outlines the struct","https://github.com/modelcontextprotocol/servers","2024-12-04",35],["r","Collection Utils for Go","GitHub · Generic collection utils for Go discusses a set of","https://github.com/charbz/gophers","2024-12-04",1],["r","KeepHQKeep Platform","GitHub · The opensource alert management and AIOps platform","https://github.com/keephq/keep","2024-12-04",125],["r","Model Alignment Course","GitHub · A course on aligning smol models presents a course","https://github.com/huggingface/smol-course","2024-12-04",16],["r","Pyca Cryptography Package","GitHub · Cryptography is a package designed to expose crypt","https://github.com/pyca/cryptography","2024-12-04",134],["r","Python Probabilistic ML Book","GitHub · The article shares Python code to apply the probab","https://github.com/probml/pyprobml","2024-11-27",131],["r","LLMs in Finance AI Agents","GitHub · The article explores the use of AI agents in Gener","https://github.com/hananedupouy/LLMs-in-Finance","2024-11-27",4],["r","Fastest Deep RL Library","GitHub · The article presents the quickest library for exec","https://github.com/rl-tools/rl-tools","2024-11-27",6],["r","HtmlRAG: HTML vs Plain Text","GitHub · HTML vs Plain Text: The article advocates for Html","https://github.com/plageon/HtmlRAG","2024-11-27",3],["r","Opensource Data Extraction Platform","GitHub · The article introduces an open-source platform tha","https://github.com/DocumindHQ/documind","2024-11-27",18],["r","PayloadCMS Framework","GitHub · Payload is a new open-source framework that uses N","https://github.com/payloadcms/payload","2024-11-27",559],["r","Awesome LLM Agents","GitHub · The article presents a selection of notable LLM ag","https://github.com/kaushikb11/awesome-llm-agents","2024-11-27",10],["r","Bbot Internet Scanner","GitHub · The article introduces a new internet scanner tool","https://github.com/blacklanternsecurity/bbot","2024-11-27",135],["r","Llama Implementation","GitHub · The piece provides a guide on how to use Llama to ","https://github.com/bkitano/llama-from-scratch","2024-11-27",10],["r","MATCC Stock Prediction","GitHub · MATCC introduces a new technique for precise stock","https://github.com/caozhiy/MATCC","2024-11-27",0],["r","Time Series Analysis in Python","GitHub · The article presents a Python toolkit for performi","https://github.com/tslearn-team/tslearn","2024-11-20",58],["r","Shapley Interactions in ML","GitHub · The piece investigates the application of Shapley ","https://github.com/mmschlk/shapiq","2024-11-20",4],["r","Macrosynergy Quant Research","GitHub · The article reviews Macrosynergy's research in qua","https://github.com/macrosynergy/macrosynergy","2024-11-20",2],["r","Workflow Orchestration with Prefect","GitHub · The article presents Prefect, a Python framework f","https://github.com/PrefectHQ/prefect","2024-11-20",348],["r","Unofficial Yahoo Finance API","GitHub · The piece details a Python wrapper for interacting","https://github.com/dpguthrie/yahooquery","2024-11-20",15],["r","DearPyGui","GitHub · Dear PyGui is a fast and reliable GUI toolkit for ","https://github.com/hoffstadt/DearPyGui","2024-11-20",265],["r","AIHawkFOSS","GitHub · AIHawk's AutoJobsApplierAIAgent is an AI tool that","https://github.com/AIHawk-FOSS/Auto_Jobs_Applier_AI_Agent","2024-11-20",444],["r","DIYgod","GitHub · Everything is RSSible explores the wide range of u","https://github.com/DIYgod/RSSHub","2024-11-20",672],["r","mjhea0","GitHub · The article offers a detailed list of valuable res","https://github.com/mjhea0/awesome-fastapi","2024-11-20",173],["r","PygmalionAI","GitHub · Largescale LLM inference engine examines a large-s","https://github.com/PygmalionAI/aphrodite-engine","2024-11-20",22],["r","Algorithmic Trading","GitHub · The course provides a comprehensive understanding ","https://github.com/AliHabibnia/Algorithmic_Trading_with_Python","2024-11-13",2],["r","FactorLab Library","GitHub · FactorLab is a Python tool designed to assist in i","https://github.com/systamental/factorlab","2024-11-13",0],["r","Price Data Downloader","GitHub · The project enables users to access historical pri","https://github.com/Leo4815162342/dukascopy-node","2024-11-13",7],["r","Pairs Trading Project","GitHub · The project employs statistics and financial theor","https://github.com/KidQuant/Pairs-Trading-With-Python","2024-11-13",6],["r","Sharebookkrpykrx","GitHub · KRX stock information scraping discusses the proce","https://github.com/sharebook-kr/pykrx","2024-11-13",13],["r","Pytrade.org","GitHub · Pytrade is an article about a trading platform tha","https://github.com/PFund-Software-Ltd/pytrade.org","2024-11-13",1],["r","Stock Market Analyzer with Elasticsearch","GitHub · The article presents a tool that predicts stock ma","https://github.com/shirosaidev/stocksight","2024-11-06",42],["r","Machine Learning for the Web","GitHub · The piece discusses the application of advanced ma","https://github.com/huggingface/transformers.js","2024-11-06",236],["r","SEC Data Package with DataMule","GitHub · The article introduces a package that facilitates ","https://github.com/john-friedman/datamule-python","2024-11-06",1],["r","Large Language Model for Stock Trading","GitHub · The article explores a study on stock trading simu","https://github.com/MingyuJ666/Stockagent","2024-11-06",1],["r","JavaScript Algorithms","GitHub · The piece offers a beginner's guide to implementin","https://github.com/TheAlgorithms/JavaScript","2024-11-06",649],["r","MathOptLibraries","GitHub · The article offers a detailed guide on resources f","https://github.com/ebrahimpichka/awesome-optimization","2024-11-06",5],["r","FlyVPS","GitHub · The article provides a step-by-step guide on setti","https://github.com/MightyMoud/sidekick","2024-11-06",105],["r","AutoJobsHawk","GitHub · The article introduces AutoJobsApplierAIHawk, an A","https://github.com/AIHawk-app/Auto_Jobs_Applier","2024-11-06",434],["r","ScreenshotToHTML","GitHub · The article showcases a tool that can transform sc","https://github.com/liseami/screenshot-to-code","2024-11-06",18],["r","Pythonxlwings","GitHub · The article explores xlwings, a Python library tha","https://github.com/xlwings/xlwings","2024-11-06",59],["r","Python Trend Detection","GitHub · A new Python package has been launched to identify","https://github.com/alvarobartt/trendet","2024-10-31",9],["r","RL Resources","GitHub · A regularly updated list of resources for reinforc","https://github.com/opendilab/awesome-RLHF","2024-10-31",67],["r","Portfolio Backtesting Engine","GitHub · An open-source engine has been released for backte","https://github.com/santoshlite/EigenLedger","2024-10-31",18],["r","Equity Trading Workflow","GitHub · A workflow has been developed for factor-based equ","https://github.com/jerryxyx/AlphaTrading","2024-10-31",6],["r","Time Series Forecasting with ML","GitHub · Machine learning models are being used to forecast","https://github.com/skforecast/skforecast","2024-10-31",22],["r","Interview Tips","GitHub · The article offers detailed guidance on job huntin","https://github.com/kdn251/interviews","2024-10-31",1271],["r","期货实盘ctp交易框架","GitHub · The article presents a user-friendly live trading ","https://github.com/ctpbee/ctpbee","2024-10-31",15],["r","Probabilistic Programming","GitHub · The article delves into probabilistic programming ","https://github.com/pyro-ppl/numpyro","2024-10-31",43],["r","Fast ASR","GitHub · The article showcases a high-speed, precise automa","https://github.com/usefulsensors/moonshine","2024-10-31",25],["r","DQL for Algorithmic Trading","GitHub · The article explores the use of Deep QLearning for","https://github.com/adamd1985/Deep-Q-Learning-Applied-to-Algorithmic-Trading","2024-10-23",0],["r","RL for Finance Code","GitHub · The article offers the coding resources for a book","https://github.com/yhilpisch/rl4f","2024-10-23",0],["r","Pyramidal Flow Matching for Video","GitHub · The article provides the coding for Pyramidal Flow","https://github.com/jy0205/Pyramid-Flow","2024-10-23",37],["r","Fast Data Pipeline Building with Ploomber","GitHub · The article introduces a quick method for creating","https://github.com/ploomber/ploomber","2024-10-23",70],["r","PPS in Python","GitHub · The article Predictive Power Score PPS in Python e","https://github.com/8080labs/ppscore","2024-10-23",22],["r","Official Inference Framework","GitHub · Official inference framework for 1bit LLMs introdu","https://github.com/microsoft/BitNet","2024-10-23",15],["r","LightRAG RetrievalAugmented Generation","GitHub · LightRAG Simple and Fast RetrievalAugmented Genera","https://github.com/HKUDS/LightRAG","2024-10-23",78],["r","Agent in Terminal","GitHub · Your agent in your terminal equipped with local to","https://github.com/ErikBjare/gptme","2024-10-23",41],["r","Sandboxie","GitHub · The Sandboxie application reviews Sandboxie, a sof","https://github.com/sandboxie/sandboxie","2024-10-23",71],["r","Feature Engineering Repo","GitHub · The article shares the code repository for the boo","https://github.com/alicezheng/feature-engineering-book","2024-10-17",28],["r","Time Series Forecasting PyTorch","GitHub · The article explains the process of forecasting ti","https://github.com/sktime/pytorch-forecasting","2024-10-17",78],["r","Systematic Trading Examples","GitHub · The article presents code examples related to the ","https://github.com/robcarver17/systematictradingexamples","2024-10-17",7],["r","Feature Engineering Package FeatureEngine","GitHub · The article presents a new feature engineering pac","https://github.com/feature-engine/feature_engine","2024-10-17",37],["r","DPI Bypass","GitHub · The article explores a technique to circumvent Dee","https://github.com/bol-van/zapret","2024-10-17",143],["r","Hidden Markov Models","GitHub · The piece introduces the application of Hidden Mar","https://github.com/hmmlearn/hmmlearn","2024-10-17",60],["r","Workflow Automation","GitHub · The article presents zap, a multi-language workflo","https://github.com/kestra-io/kestra","2024-10-17",198],["r","Prompt Engineering","GitHub · The article offers a series of tutorials and examp","https://github.com/NirDiamant/Prompt_Engineering","2024-10-17",17],["r","Autonomous Coding","GitHub · The piece presents an autonomous coding agent that","https://github.com/cline/cline","2024-10-17",151],["r","Machine Learning Standard","GitHub · The article emphasizes the need for a universal st","https://github.com/onnx/onnx","2024-10-09",354],["r","Data Stack Guide","GitHub · This article offers a detailed guide on constructi","https://github.com/bylethquant/simple-data-stack","2024-10-09",0],["r","IB Fundamental Data","GitHub · The piece describes how Interactive Brokers delive","https://github.com/quantbelt/ib_fundamental","2024-10-09",0],["r","Compute VIX","GitHub · The article outlines the method of calculating VIX","https://github.com/khrapovs/vix","2024-10-09",1],["r","Time Series Models","GitHub · This article introduces TimeMoE, a base model desi","https://github.com/Time-MoE/Time-MoE","2024-10-09",3],["r","macOS Monitor","GitHub · The article discusses a macOS system monitor that ","https://github.com/exelban/stats","2024-10-09",502],["r","21 Engineer Books","GitHub · The 2021 roundup suggests a variety of books benef","https://github.com/0voice/expert_readed_books","2024-10-09",149],["r","Foundry: Ethereum Rust Toolkit","GitHub · Ethereum Rust Toolkit: Foundry, a toolkit for Ethe","https://github.com/foundry-rs/foundry","2024-10-09",163],["r","Killbill: Billing Platform","GitHub · Billing Platform: The article explores an open-sou","https://github.com/killbill/killbill","2024-10-09",91],["r","Awesome Web Apps","GitHub · The piece presents a collection of open-source, fr","https://github.com/snowfort-ai/awesome-llm-webapps","2024-10-09",6],["r","Prepping Tables for ML","GitHub · The article offers tips on how to set up tables fo","https://github.com/skrub-data/skrub","2024-10-03",23],["r","Local AI Screen Recording","GitHub · The piece explores a local AI system that uses scr","https://github.com/mediar-ai/screenpipe","2024-10-03",62],["r","VisionTS Visual Masked AE","GitHub · This article provides the coding for a study on Vi","https://github.com/Keytoyze/VisionTS","2024-10-03",2],["r","Connect Data Sources to LLMs","GitHub · The article presents an API that simplifies linkin","https://github.com/panoratech/Panora","2024-10-03",16],["r","Fast Python JSON Lib","GitHub · The piece evaluates a speedy and precise Python JS","https://github.com/ijl/orjson","2024-10-03",121],["r","Llama Stack Components","GitHub · The article provides an in-depth analysis of the c","https://github.com/meta-llama/llama-stack","2024-10-03",39],["r","Nocode LLM Platform","GitHub · The piece presents a no-code LLM platform that ena","https://github.com/Zipstack/unstract","2024-10-03",42],["r","Pythonic Image Generation","GitHub · The article investigates the application of Python","https://github.com/brycedrennan/imaginAIry","2024-10-03",158],["r","Nutlo Napkins","GitHub · The article, presumably about napkins, lacks suffi","https://github.com/Nutlope/napkins","2024-10-03",13],["r","Convex Optimization Layers","GitHub · The article explores the idea of differentiable co","https://github.com/cvxgrp/cvxpylayers","2024-10-03",35],["r","Financial Analytics with Python","GitHub · The article DX Analytics Financial and Derivatives","https://github.com/yhilpisch/dx","2024-09-25",14],["r","Optiver Trader Go Competition","GitHub · Implemented the AvellanedaStoikov marketmaking str","https://github.com/keanekwa/Optiver-Ready-Trader-Go","2024-09-25",1],["r","Portfolio Optimization with Deep Learning","GitHub · Portfolio optimization with deep learning explores","https://github.com/jankrepl/deepdow","2024-09-25",17],["r","StockEmotions Sentiment Analysis","GitHub · Repository for StockEmotions Discover Investor Emo","https://github.com/adlnlp/StockEmotions","2024-09-25",0],["r","Time Series Analysis","GitHub · Collection of notebooks for time series analysis i","https://github.com/marcopeix/time-series-analysis","2024-09-25",6],["r","Fast MMRelated Toolbox","GitHub · The article explores a toolbox designed to simplif","https://github.com/beatzxbt/mm-toolbox","2024-09-25",2],["r","AutoJobsApplierAIHawk","GitHub · AutoJobsApplierAIHawk, an AI tool that automates a","https://github.com/feder-cr/Auto_Jobs_Applier_AIHawk","2024-09-25",252],["r","PyTorch Geometric Library","GitHub · The article presents a new Graph Neural Network Li","https://github.com/pyg-team/pytorch_geometric","2024-09-25",419],["r","IcedTrade","GitHub · The piece introduces a desktop application that di","https://github.com/akenshaw/iced-trade","2024-09-25",0],["r","Temporal Graph Builder","GitHub · The article provides a guide on constructing and q","https://github.com/getzep/graphiti","2024-09-25",16],["r","Python Web Mining","GitHub · The Python web mining module offers tools for data","https://github.com/clips/pattern","2024-09-18",174],["r","Binance API","GitHub · Binance API collaborates with Backtrader to enable","https://github.com/WISEPLAT/backtrader_binance","2024-09-18",2],["r","AlphaCodium Code Generation","GitHub · The AlphaCodium paper's official implementation em","https://github.com/Codium-ai/AlphaCodium","2024-09-18",67],["r","THGNN Financial Time Series","GitHub · The Temporal and Heterogeneous Graph Neural Networ","https://github.com/TongjiFinLab/THGNN","2024-09-18",1],["r","AlphaPy AutoML Trading Systems","GitHub · Python AutoML is utilized for developing trading s","https://github.com/ScottfreeLLC/AlphaPy","2024-09-18",22],["r","MicrosoftTrace: AutoDiff for AI","GitHub · AutoDiff for AI: The article introduces AutoDiff, ","https://github.com/microsoft/Trace","2024-09-18",5],["r","AllenaiOLMoE: Open Language Models","GitHub · Open Language Models: The piece delves into the OL","https://github.com/allenai/OLMoE","2024-09-18",7],["r","Giampaolopsutil: System Monitoring in Python","GitHub · System Monitoring in Python: The article details a","https://github.com/giampaolo/psutil","2024-09-18",203],["r","AmruthPillaiReactiveResume: Resume Builder","GitHub · Resume Builder: The piece reviews a privacy-focuse","https://github.com/AmruthPillai/Reactive-Resume","2024-09-18",455],["r","FFmpegFFmpeg: FFmpeg Repository Mirror","GitHub · FFmpeg Repository Mirror: The article discusses a ","https://github.com/FFmpeg/FFmpeg","2024-09-18",899],["r","Python Trading Cookbook","GitHub · Packt has released a guidebook on how to utilize P","https://github.com/PacktPublishing/Python-for-Algorithmic-Trading-Cookbook","2024-09-10",1],["r","PyPika SQL Query Builder","GitHub · PyPika is a Python-based SQL query builder, benefi","https://github.com/kayak/pypika","2024-09-10",49],["r","Microsoft LightGBM Framework","GitHub · A high-performance gradient boosting framework, ba","https://github.com/microsoft/LightGBM","2024-09-10",330],["r","AsyncAlgoTrading","GitHub · Python and C languages are employed for asynchrono","https://github.com/AsyncAlgoTrading/aat","2024-09-10",13],["r","IntroStatLearning Package","GitHub · The ISLP package offers data and coding resources ","https://github.com/intro-stat-learning/ISLP","2024-09-10",2],["r","Auto Update IPTV","GitHub · The article provides a guide on how to automatical","https://github.com/HerbertHe/iptv-sources","2024-09-10",121],["r","Python System Identification","GitHub · The piece introduces a Python package that uses NA","https://github.com/wilsonrljr/sysidentpy","2024-09-10",7],["r","Python Scientific Visualization","GitHub · The article offers an open access book on creating","https://github.com/rougier/scientific-visualization-book","2024-09-10",204],["r","MLX FLUX Port","GitHub · The article discusses a Machine Learning eXchange ","https://github.com/filipstrand/mflux","2024-09-10",7],["r","Probabilistic Model Selection","GitHub · The piece presents a probabilistic programming fra","https://github.com/christophmark/bayesloop","2024-09-10",3],["r","Smart Trading Concepts","GitHub · A new Python package has been launched, specifical","https://github.com/joshyattridge/smart-money-concepts","2024-09-05",6],["r","AlphaForge Framework","GitHub · A new alpha mining framework has been introduced, ","https://github.com/DulyHao/AlphaForge","2024-09-05",0],["r","VolGAN Implied Volatility Model","GitHub · The VolGAN paper, along with its code, presents a ","https://github.com/milenavuletic/VolGAN","2024-09-05",0],["r","Financial Indicators Library","GitHub · The article explores a Python library with various","https://github.com/kylejusticemagnuson/pyti","2024-09-05",13],["r","Gradient Boosting Hyperparameters Tuning","GitHub · The piece presents a Python package for tuning hyp","https://github.com/cerlymarco/shap-hypetune","2024-09-05",11],["r","RAG Document Chat Tool","GitHub · The piece introduces a tool that enables users to ","https://github.com/Cinnamon/kotaemon","2024-09-05",49],["r","Algorithmic Trading","GitHub · Learn Algorithmic Trading Published by Packt is a ","https://github.com/PacktPublishing/Learn-Algorithmic-Trading","2024-08-28",15],["r","Quantitative Finance","GitHub · Quantitative Finance book is a detailed guide on f","https://github.com/LechGrzelak/QuantFinanceBook","2024-08-28",8],["r","PyTrendFollow","GitHub · PyTrendFollow systematic futures trading using tre","https://github.com/chrism2671/PyTrendFollow","2024-08-28",6],["r","Stocknear UI","GitHub · UI of stocknear Stock Analysis for Data Freaks ❤️ ","https://github.com/stocknear/frontend","2024-08-28",1],["r","Stocknear Backend","GitHub · Backend of stocknear Stock Analysis for Data Freak","https://github.com/stocknear/backend","2024-08-28",1],["r","Node Practices","GitHub · The Node article delves into a specific feature of","https://github.com/goldbergyoni/nodebestpractices","2024-08-28",1978],["r","LongWriter Unleashed","GitHub · LongWriter Unleashing 10000 Word Generation from L","https://github.com/THUDM/LongWriter","2024-08-28",15],["r","Cloning Environment","GitHub · A different way of cloning a conda environment off","https://github.com/CatChenal/new_conda_env","2024-08-28",0],["r","Custom 12ft","GitHub · My own custom 12ft probably shares the author's jo","https://github.com/wasi-master/13ft","2024-08-28",44],["r","CS Papers to Read","GitHub · Papers from the computer science community to read","https://github.com/papers-we-love/papers-we-love","2024-08-28",1725],["r","Algorithmic Trading with Python","GitHub · Packt has released a guidebook on using Python for","https://github.com/PacktPublishing/Algorithmic-Trading-with-Python-Cookbook","2024-08-21",0],["r","JAXLOB: GPU-Accelerated Order Book Simulator","GitHub · GPU-Accelerated Order Book Simulator: JAXLOB is a ","https://github.com/KangOxford/AlphaTrade","2024-08-21",1],["r","Boar Bear: Stock Market Prediction Library","GitHub · Stock Market Prediction Library: Boar bear is a Py","https://github.com/achillesrasquinha/bulbea","2024-08-21",40],["r","Jupyter Notebooks for Graph Data Science","GitHub · Jupyter notebooks are utilized to aid in creating ","https://github.com/tomasonjo/blogs","2024-08-21",23],["r","Prometheus Monitoring System","GitHub · The Prometheus system is a tool for monitoring and","https://github.com/prometheus/prometheus","2024-08-21",1086],["r","OpenHands Code Less","GitHub · OpenHands provides a platform that simplifies codi","https://github.com/All-Hands-AI/OpenHands","2024-08-21",604],["r","Inference Library for TTS Models","GitHub · The article talks about a library designed for cre","https://github.com/huggingface/parler-tts","2024-08-21",75],["r","Genetic Programming in Python","GitHub · The piece investigates the application of genetic ","https://github.com/trevorstephens/gplearn","2024-08-21",31],["r","BAML for Typed LLM Functions","GitHub · BAML presents a new templating language for creati","https://github.com/BoundaryML/baml","2024-08-21",12],["r","Backtrader QMT Store","GitHub · The article centers on the Backtrader QMT Store.","https://github.com/zsrl/bt-qmt-store","2024-08-21",0],["r","Industry ML Resources","GitHub · The article offers a detailed list of machine lear","https://github.com/firmai/industry-machine-learning","2024-08-15",143],["r","Pyqstrat: Backtesting","GitHub · Backtesting: The piece presents a flexible, clear,","https://github.com/abbass2/pyqstrat","2024-08-15",7],["r","Trusted AI: Interpretability","GitHub · Interpretability: The article explores the underst","https://github.com/Trusted-AI/AIX360","2024-08-15",31],["r","Replicatecog: ML Containers","GitHub · ML Containers: The article highlights the applicat","https://github.com/replicate/cog","2024-08-15",151],["r","Vizly Notebook: Jupyter Tool","GitHub · Jupyter Tool: The article showcases an AI-driven J","https://github.com/squaredtechnologies/vizly-notebook","2024-08-15",20],["r","LLM Web Agent","GitHub · An LLMbased Web Navigating Agent KDD24 presents a ","https://github.com/THUDM/AutoWebGLM","2024-08-15",11],["r","Python WebApps","GitHub · WebApps in pure Python examines the creation and o","https://github.com/rio-labs/rio","2024-08-15",11],["r","Face Swap and Video Deepfake","GitHub · Real time face swap and oneclick video deepfake wi","https://github.com/hacksider/Deep-Live-Cam","2024-08-15",181],["r","Independent Browser","GitHub · Truly independent web browser discusses a web brow","https://github.com/LadybirdBrowser/ladybird","2024-08-15",283],["r","Secret Management Platform","GitHub · Infisical is the opensource secret management plat","https://github.com/Infisical/infisical","2024-08-15",281],["r","Advanced Trading Strategies","GitHub · The repository offers research papers and code sam","https://github.com/Mikma03/Advanced_Trading","2024-08-07",0],["r","Automating Technical Analysis","GitHub · The article explores the use of data analytics in ","https://github.com/akurgat/automating-technical-analysis","2024-08-07",4],["r","AI for Trading Projects","GitHub · The repository contains comprehensive notes and Py","https://github.com/purvasingh96/AI-for-Trading","2024-08-07",5],["r","Pair Trading Environments","GitHub · The article investigates the use of reinforcement ","https://github.com/Hongshen-Yang/pair-trading-envs","2024-08-07",0],["r","Quantorch: Derivatives Pricing Library","GitHub · Derivatives Pricing Library: The article presents ","https://github.com/jialuechen/quantorch","2024-08-07",2],["r","Event Backtester","GitHub · The article reviews a tool that tests trading stra","https://github.com/tobiasbrodd/backtester","2024-08-07",1],["r","Audio/Video Downloader","GitHub · The piece describes a command-line tool for downlo","https://github.com/yt-dlp/yt-dlp","2024-08-07",1577],["r","SP 500 Components","GitHub · The article offers updated and historical lists of","https://github.com/fja05680/sp500","2024-08-07",7],["r","Attention Transformer","GitHub · The article investigates a full-attention transfor","https://github.com/lucidrains/x-transformers","2024-08-07",88],["r","JSON Generator","GitHub · The article introduces a reliable method for creat","https://github.com/1rgs/jsonformer","2024-08-07",83],["r","Big Stocks Prediction","GitHub · The article explores the use of machine learning a","https://github.com/tradytics/surpriver","2024-07-31",34],["r","Bayesian Modeling","GitHub · The piece delves into the application of Bayesian ","https://github.com/pymc-devs/pymc","2024-07-31",170],["r","Enhanced Backtester","GitHub · The article details an improved Python-based, even","https://github.com/DavidCico/Enhanced-Event-Driven-Backtester","2024-07-31",0],["r","Columnar Data Format","GitHub · The article presents a new columnar data format fo","https://github.com/lancedb/lance","2024-07-31",73],["r","Optimization Modeling","GitHub · The piece talks about a Python-embedded language s","https://github.com/cvxpy/cvxpy","2024-07-31",105],["r","Passive Investing Guide","GitHub · The article offers tips for average people on how ","https://github.com/JerBouma/ThePassiveInvestor","2024-07-31",10],["r","Agentless Development Solutions","GitHub · The piece explores an automated, agentless solutio","https://github.com/OpenAutoCoder/Agentless","2024-07-31",10],["r","Awesome Lists for Interests","GitHub · This article presents a compilation of interesting","https://github.com/sindresorhus/awesome","2024-07-31",6317],["r","Netflix's Workflow Manager","GitHub · The write-up details the workings of Netflix's Wor","https://github.com/Netflix/maestro","2024-07-31",41],["r","Convert Codebase to LLM","GitHub · The article presents a CLI tool that converts your","https://github.com/mufeedvh/code2prompt","2024-07-31",24],["r","Equity Risk Model","GitHub · The article explores a complex equity risk model d","https://github.com/0xfdf/toraniko","2024-07-24",2],["r","Vizro Toolkit","GitHub · Vizro, a toolkit for building modular data visuali","https://github.com/mckinsey/vizro","2024-07-24",49],["r","FeatHub Feature Store","GitHub · The article introduces FeatHub, a combined stream ","https://github.com/alibaba/feathub","2024-07-24",6],["r","Quant Training Materials","GitHub · The article recommends top training resources for ","https://github.com/PythonCharmers/QuantFinance","2024-07-24",7],["r","Pair Trading","GitHub · The article discusses findings from experiments co","https://github.com/financialnoob/pairs_trading","2024-07-24",4],["r","Tailwind CSS Component Library","GitHub · The article reviews the top free and open-source l","https://github.com/saadeghi/daisyui","2024-07-24",646],["r","RAG Framework for GenAI","GitHub · The article presents the RAG Framework, an open-so","https://github.com/QuivrHQ/quivr","2024-07-24",684],["r","dotneteShop Reference","GitHub · The article serves as a reference guide.","https://github.com/dotnet/eShop","2024-07-24",96],["r","Polars Extension for TaLib","GitHub · The article provides a tutorial on how to integrat","https://github.com/Yvictor/polars_ta_extension","2024-07-24",0],["r","Homelab Setup Command","GitHub · The article provides a guide on how to automate a ","https://github.com/khuedoan/homelab","2024-07-24",158],["r","HighFrequency Trading with Data Science","GitHub · The article explores the application of data scien","https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy","2024-07-17",37],["r","Online Machine Learning Python","GitHub · The piece provides a tutorial on implementing onli","https://github.com/online-ml/river","2024-07-17",97],["r","Investment Research","GitHub · The article discusses how to make investment resea","https://github.com/OpenBB-finance/OpenBB","2024-07-17",532],["r","Rust Machine Learning","GitHub · The article introduces a new machine learning fram","https://github.com/rust-ml/linfa","2024-07-17",71],["r","HighPerformance Trading","GitHub · The piece showcases a high-performance trading lib","https://github.com/f0cii/moxt","2024-07-17",0],["r","CrewAI: Collaborative AI for Autonomous Agents","GitHub · Collaborative AI for Autonomous Agents: CrewAI off","https://github.com/crewAIInc/crewAI","2024-07-17",343],["r","PyroPPL: Deep Probabilistic Programming","GitHub · Deep Probabilistic Programming: The article explor","https://github.com/pyro-ppl/pyro","2024-07-17",168],["r","Terraform Provider for Proxmox","GitHub · A new Terraform provider plugin designed for Proxm","https://github.com/Telmate/terraform-provider-proxmox","2024-07-17",40],["r","ModelScope: Model as a Service","GitHub · Model as a Service: ModelScope is working towards ","https://github.com/modelscope/modelscope","2024-07-17",130],["r","Tegon: Open-Source AI for Jira Linear","GitHub · Open-Source AI for Jira Linear: Tegon is a new ope","https://github.com/tegonhq/tegon","2024-07-17",22],["r","Algorithmic Trading Platform for Interactive Brokers","GitHub · The article talks about a Python-based trading pla","https://github.com/9600dev/mmr","2024-07-10",1],["r","Crypto Algorithmic Trading Framework","GitHub · The piece examines a Python framework for algorith","https://github.com/gbeced/basana","2024-07-10",9],["r","Reinforcement Learning Implementation","GitHub · The article explains a Python version of the intro","https://github.com/ShangtongZhang/reinforcement-learning-an-introduction","2024-07-10",266],["r","Options Trading Strategies","GitHub · The piece discusses the creation of options tradin","https://github.com/PyPatel/Options-Trading-Strategies-in-Python","2024-07-10",14],["r","High Frequency Trading Model","GitHub · The article introduces a high-frequency trading mo","https://github.com/jamesmawm/High-Frequency-Trading-Model-with-IB","2024-07-10",48],["r","ML App Dev Guide","GitHub · The article offers a tutorial on developing, execu","https://github.com/GokuMohandas/Made-With-ML","2024-07-10",731],["r","Unofficial Python Client for Uniswap","GitHub · The article explores an unofficial Python client f","https://github.com/uniswap-python/uniswap-python","2024-07-10",18],["r","SQLite Vector Search Extension","GitHub · The article details the development of a universal","https://github.com/asg017/sqlite-vec","2024-07-10",19],["r","AIBased Python Scraper","GitHub · The article presents a Python-powered web scraper ","https://github.com/ScrapeGraphAI/Scrapegraph-ai","2024-07-10",258],["r","Open Source Code Gen Suite","GitHub · The article introduces OpenCodeInterpreter, an ope","https://github.com/OpenCodeInterpreter/OpenCodeInterpreter","2024-07-10",29],["r","Time Series ML Toolkit","GitHub · The article offers a detailed guide on using machi","https://github.com/aeon-toolkit/aeon","2024-07-03",17],["r","Algo Trading System","GitHub · The piece explores a trading system that utilizes ","https://github.com/austin-starks/NextTrade","2024-07-03",13],["r","Vanilla Deep Hedging","GitHub · The article explains the process of setting up a b","https://github.com/hansbuehler/deephedging","2024-07-03",3],["r","Trading Calendars","GitHub · The piece discusses how to use exchange calendars ","https://github.com/rsheftel/pandas_market_calendars","2024-07-03",14],["r","RL Baselines3 Framework","GitHub · The article introduces a training structure for St","https://github.com/DLR-RM/rl-baselines3-zoo","2024-07-03",37],["r","Gemma Cookbook","GitHub · The article provides a collection of guides and ex","https://github.com/google-gemini/gemma-cookbook","2024-07-03",1],["r","Mirascope","GitHub · The piece introduces a simple approach for buildin","https://github.com/Mirascope/mirascope","2024-07-03",10],["r","PyTorch Transformer","GitHub · The article explores a PyTorch version of the Tran","https://github.com/jadore801120/attention-is-all-you-need-pytorch","2024-07-03",171],["r","PyOD","GitHub · The article presents a robust and scalable Python ","https://github.com/yzhao062/pyod","2024-07-03",164],["r","MakeMore","GitHub · The piece introduces an autoregressive character-l","https://github.com/karpathy/makemore","2024-07-03",45],["r","ML Foundations","GitHub · The article provides an overview of the fundamenta","https://github.com/jonkrohn/ML-foundations","2024-06-20",62],["r","MultiFactor Backtesting","GitHub · The article outlines the development of a MultiFac","https://github.com/etccapital/MultiFactor","2024-06-20",0],["r","Airbyte Integration","GitHub · The article presents a top data integration platfo","https://github.com/airbytehq/airbyte","2024-06-20",291],["r","Cryptocurrency Arbitrage","GitHub · The article delves into the idea of funding rate a","https://github.com/aoki-h-jp/funding-rate-arbitrage","2024-06-20",2],["r","Dockerized Quant Environment","GitHub · The article introduces a dockerized Jupyter enviro","https://github.com/quantbelt/jupyter-quant","2024-06-20",1],["r","Boltzmann Entropy Interviews","GitHub · The book is recommended for postgraduates, jobseek","https://github.com/BoltzmannEntropy/interviews.ai","2024-06-20",89],["r","Crowd Cent Numerblox","GitHub · The article delves into the process of building so","https://github.com/crowdcent/numerblox","2024-06-20",2],["r","Deep Charles Ruptures","GitHub · The piece investigates the use of ruptures in Pyth","https://github.com/deepcharles/ruptures","2024-06-20",30],["r","Chain Lit Chain Lit","GitHub · The article offers a tutorial on the quick and eff","https://github.com/Chainlit/chainlit","2024-06-20",118],["r","Google Max Text","GitHub · The piece introduces a simple, efficient, and scal","https://github.com/google/maxtext","2024-06-20",26],["r","Empyrial: Portfolio Backtesting Engine","GitHub · Portfolio Backtesting Engine: An Open Source Portf","https://github.com/santoshlite/Empyrial","2024-06-12",17],["r","TheFinAItrials: Trade Implementation","GitHub · Trade Implementation: Our codebase trials showcase","https://github.com/The-FinAI/trials","2024-06-12",1],["r","NVIDIAMerlinNVTabular: Data Preprocessing Library","GitHub · Data Preprocessing Library: NVTabular is a library","https://github.com/NVIDIA-Merlin/NVTabular","2024-06-12",20],["r","Technical Analysis Indicators for polars","GitHub · Technical Analysis Indicators for polars provides ","https://github.com/wukan1986/polars_ta","2024-06-12",1],["r","Informed Trading Probability Implementation","GitHub · Implementation of PIN Probability of Informed trad","https://github.com/shuangology/Probability-of-Informed-Trading","2024-06-12",0],["r","Langflow: Multiagent Applications Framework","GitHub · Multiagent Applications Framework: Langflow is a P","https://github.com/langflow-ai/langflow","2024-06-12",374],["r","Python Causal Impact with TensorFlow Probability","GitHub · Python Causal Impact is a tool developed using Ten","https://github.com/WillianFuks/tfcausalimpact","2024-06-12",11],["r","Linear Algebra Graphic Notes by Gilbert Strang","GitHub · Graphic notes provide a summary of Gilbert Strang'","https://github.com/kenjihiranabe/The-Art-of-Linear-Algebra","2024-06-12",304],["r","Low Latency Applications with CPP","GitHub · Packt Publishing offers a guide on how to build lo","https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP","2024-06-12",6],["r","AI Courses and Resources Collection","GitHub · This repository provides a comprehensive list of l","https://github.com/SkalskiP/courses","2024-06-12",92],["r","Quant Strategies","GitHub · QIS package offers tools for visualizing and analy","https://github.com/ArturSepp/QuantInvestStrats","2024-06-05",1],["r","Time Series Kit","GitHub · Kats is a toolkit for analyzing time series data, ","https://github.com/facebookresearch/Kats","2024-06-05",96],["r","Optimal Portfolios","GitHub · The article explores the use of optimization analy","https://github.com/ArturSepp/OptimalPortfolios","2024-06-05",0],["r","Time Series Library","GitHub · The article presents an open-source library for ma","https://github.com/RJT1990/pyflux","2024-06-05",41],["r","Tigramite Causal Package","GitHub · Tigramite is a Python package designed for determi","https://github.com/jakobrunge/tigramite","2024-06-05",24],["r","Chart Pattern Detection","GitHub · The article explores methods for automating the id","https://github.com/zeta-zetra/chart_patterns","2024-06-05",0],["r","Odoo Business Apps","GitHub · The piece presents Odoo, an open-source applicatio","https://github.com/odoo/odoo","2024-06-05",707],["r","Free Self-Hosted Network","GitHub · The article lists free software network services a","https://github.com/awesome-selfhosted/awesome-selfhosted","2024-06-05",3640],["r","Python Stock Scanner","GitHub · The article details a Python scanner capable of de","https://github.com/BennyThadikaran/stock-pattern","2024-06-05",1],["r","Keyboard-Centric Language Models","GitHub · The piece introduces a quick, keyboard-centric ter","https://github.com/darrenburns/elia","2024-06-05",26],["r","ABPyAlgoTrading","GitHub · AlgoBulls has launched a Python package for algori","https://github.com/algobulls/pyalgotrading","2024-05-28",4],["r","ABPyAlgoStrategyPool","GitHub · AlgoBulls offers a collection of official algorith","https://github.com/algobulls/pyalgostrategypool","2024-05-28",2],["r","DBStatMLedu","GitHub · Advanced educational resources for statistics and ","https://github.com/dobriban/stat-ml-edu","2024-05-28",1],["r","A0DLTimeSeries","GitHub · A collection of resources on using deep learning f","https://github.com/Alro10/deep-learning-time-series","2024-05-28",49],["r","BCIOCryptoBots","GitHub · A list of notable crypto trading bots is available","https://github.com/botcrypto-io/awesome-crypto-trading-bots","2024-05-28",33],["r","KolmogorovArnold RL Network","GitHub · The article discusses the first set of experiments","https://github.com/riiswa/kanrl","2024-05-28",3],["r","Unified AI Framework: TranspileAIivy","GitHub · TranspileAIivy: This article provides a detailed r","https://github.com/Transpile-AI/ivy","2024-05-28",280],["r","Llama3 Scratch Implementation","GitHub · The article provides a detailed, step-by-step guid","https://github.com/naklecha/llama3-from-scratch","2024-05-28",115],["r","KDB Developer Samples: KxSystemskdbaisamples","GitHub · KxSystemskdbaisamples: This piece offers practical","https://github.com/KxSystems/kdbai-samples","2024-05-28",1],["r","AStock Crawler: StockFundXCrawler","GitHub · StockFundXCrawler: The article describes a simple,","https://github.com/Stock-Fund/XCrawler","2024-05-28",5],["r","Bisheng: LLM DevOps Platform","GitHub · LLM DevOps Platform: Bisheng is a platform designe","https://github.com/dataelement/bisheng","2024-05-22",136],["r","QuantEssential: Grad Internships","GitHub · Grad Internships: A job compilation is available f","https://github.com/QuantEssential-io/New-Grad-Internships","2024-05-22",1],["r","Fortitudo.tech: CVaR Portfolio Optimization","GitHub · CVaR Portfolio Optimization: Python is utilized fo","https://github.com/fortitudo-tech/fortitudo.tech","2024-05-22",3],["r","DataDreamer: Synthetic Data Generation","GitHub · Synthetic Data Generation: DataDreamer Prompt is a","https://github.com/datadreamer-dev/DataDreamer","2024-05-22",13],["r","Binancegridtrader: Grid Strategy Bot Trading","GitHub · Grid Strategy Bot Trading: Binancegridtrader is a ","https://github.com/51bitquant/binance_grid_trader","2024-05-22",14],["r","Financial Time Series","GitHub · The article analyzes patterns and momentum trends ","https://github.com/tr8dr/tseries-patterns","2024-05-22",4],["r","Pure Python Web Apps","GitHub · The piece details the process of building web appl","https://github.com/reflex-dev/reflex","2024-05-22",341],["r","Fast Terminal File Manager","GitHub · The article presents a fast terminal file manager ","https://github.com/sxyazi/yazi","2024-05-22",178],["r","Python Frame Info","GitHub · The article offers guidance on extracting informat","https://github.com/alexmojaki/executing","2024-05-22",6],["r","Quantitative Finance Notebooks","GitHub · The article offers educational insights on quantit","https://github.com/LongOnly/Quantitative-Notebooks","2024-05-15",18],["r","Portfolio Engineering Framework","GitHub · The piece explores a portfolio engineering and bac","https://github.com/ForecastOS/investos","2024-05-15",2],["r","Open Source ML Platform","GitHub · The article presents an open-source platform for m","https://github.com/mlflow/mlflow","2024-05-15",347],["r","Differential ML Reproduction","GitHub · The piece explains the application of findings fro","https://github.com/differential-machine-learning/notebooks","2024-05-15",2],["r","Robotics ML State-of-the-Art","GitHub · The article introduces LeRobot, an advanced machin","https://github.com/huggingface/lerobot","2024-05-15",46],["r","Electricity Forecasting Benchmark","GitHub · The article introduces a new benchmark and toolbox","https://github.com/jeslago/epftoolbox","2024-05-15",3],["r","WTF Python","GitHub · The article explores the unexpected features and p","https://github.com/satwikkansal/wtfpython","2024-05-15",702],["r","Quality TTS System","GitHub · The article outlines the creation of a superior mu","https://github.com/neonbjb/tortoise-tts","2024-05-15",237],["r","Jupyter Trace Extension","GitHub · The article presents a JupyterLab extension that a","https://github.com/teticio/jupyter-stack-trace","2024-05-15",0],["r","Instrumented PCA","GitHub · The article delves into the theory and use of Inst","https://github.com/bkelly-lab/ipca","2024-05-15",3],["r","Machine Learning for Asset Managers","GitHub · The article explores the use of machine learning t","https://github.com/Eric-Kim-HY/machine-learning-for-asset-managers","2024-05-08",0],["r","Fixed Income Library for Bond Pricing","GitHub · The piece reviews a library for pricing financial ","https://github.com/attack68/rateslib","2024-05-08",1],["r","Python Backtesting for Trading Strategies","GitHub · The article presents a Python library for backtest","https://github.com/mementum/backtrader","2024-05-08",261],["r","Free MLOps Course","GitHub · The article highlights a free MLOps course provide","https://github.com/DataTalksClub/mlops-zoomcamp","2024-05-08",179],["r","Investment Finance Research with Python Notebooks","GitHub · The article investigates the application of Python","https://github.com/Hvass-Labs/FinanceOps","2024-05-08",15],["r","IBKR Docker GatewayTWS","GitHub · The article provides instructions on operating IBK","https://github.com/extrange/ibkr-docker","2024-05-08",2],["r","Penpot Tool","GitHub · The article presents Penpot, an open-source tool t","https://github.com/penpot/penpot","2024-05-08",557],["r","Project Nuclei Scanner","GitHub · The article explores a fast, customizable vulnerab","https://github.com/projectdiscovery/nuclei","2024-05-08",346],["r","MeloTTS Library","GitHub · The article evaluates a multilingual text-to-speec","https://github.com/myshell-ai/MeloTTS","2024-05-08",71],["r","Pyinfra Automation","GitHub · The article details how pyinfra, a Python tool, ca","https://github.com/pyinfra-dev/pyinfra","2024-05-08",63],["r","Algorithmic Trading","GitHub · The article investigates the application of deep l","https://github.com/Rachnog/Deep-Trading","2024-05-01",28],["r","Python Backtesting","GitHub · The piece talks about a Python framework created f","https://github.com/constverum/Quantdom","2024-05-01",13],["r","ML HFT Futures","GitHub · The article highlights a high-frequency trading sy","https://github.com/bradleyboyuyang/ML-HFT","2024-05-01",4],["r","Finance ML","GitHub · This article showcases a set of finance-related in","https://github.com/FutureSharks/ml-finance","2024-05-01",1],["r","Timeseries ML","GitHub · The article explores a large-scale time-series mac","https://github.com/functime-org/functime","2024-05-01",17],["r","Python Retry Library","GitHub · The article explores a Python library that enables","https://github.com/jd/tenacity","2024-05-01",119],["r","Python PDF Fitting","GitHub · The piece highlights distfit, a Python library cre","https://github.com/erdogant/distfit","2024-05-01",6],["r","Python Smart Contract Framework","GitHub · The article introduces a Python-oriented framework","https://github.com/eth-brownie/brownie","2024-05-01",51],["r","Central Bank Announcement Analysis","GitHub · The article outlines techniques for analyzing cent","https://github.com/yukit-k/centralbank_analysis","2024-05-01",1],["r","FOMC NLP Codebase","GitHub · The article reveals the codebase for FOMCNLP, whic","https://github.com/gtfintechlab/fomc-hawkish-dovish","2024-05-01",0],["r","Machine Learning for Algorithmic Trading","GitHub · HandsOn Machine Learning for Algorithmic Trading i","https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading","2024-04-24",25],["r","Data Quality and Machine Learning","GitHub · The article discusses an AI package designed to en","https://github.com/cleanlab/cleanlab","2024-04-24",172],["r","Bitcoin Volatility Forecasting","GitHub · The piece investigates the use of GARCH and Multiv","https://github.com/chibui191/bitcoin_volatility_forecasting","2024-04-24",3],["r","Supplemental Material for Algorithmic Trading","GitHub · The article offers extra resources for understandi","https://github.com/NehrenD/algo_trading_and_quant_strategies","2024-04-24",4],["r","Quantitative Finance and Algorithmic Trading","GitHub · The article explores the connection between quanti","https://github.com/paulperry/quant","2024-04-24",5],["r","Bridging LLM and Recommender System","GitHub · The article explores the combination of Language M","https://github.com/microsoft/RecAI","2024-04-24",6],["r","Productionise Jupyter Notebooks","GitHub · The piece offers a tutorial on efficiently schedul","https://github.com/man-group/notebooker","2024-04-24",16],["r","List of papers code and resources","GitHub · The article compiles a wide range of papers, codes","https://github.com/cuge1995/awesome-time-series","2024-04-24",17],["r","ThinPlate Spline Motion Model","GitHub · The piece introduces the ThinPlate Spline Motion M","https://github.com/yoyo-nb/Thin-Plate-Spline-Motion-Model","2024-04-24",65],["r","Scikitlearn compatible neural network","GitHub · The article evaluates a scikit-learn compatible ne","https://github.com/skorch-dev/skorch","2024-04-24",112],["r","Machine Learning Trading","GitHub · The article shares the coding for the updated vers","https://github.com/stefan-jansen/machine-learning-for-trading","2024-04-17",234],["r","Microsoft Qlib","GitHub · Qlib is an AI platform that uses machine learning ","https://github.com/microsoft/qlib","2024-04-17",282],["r","Superalgos","GitHub · The article introduces a free, open-source bot for","https://github.com/Superalgos/Superalgos","2024-04-17",76],["r","Automated Bug Fixing","GitHub · SWEagent uses advanced language models like GPT4 t","https://github.com/princeton-nlp/SWE-agent","2024-04-10",170],["r","StockFormer Implementation","GitHub · The article showcases a PyTorch implementation of ","https://github.com/gsyyysg/StockFormer","2024-04-10",1],["r","Machine Learning Models","GitHub · The article explores quantified machine learning, ","https://github.com/QuantML-Github/QuantML","2024-04-10",1],["r","Unified Time Series Forecasting","GitHub · The article presents a unified training method for","https://github.com/SalesforceAIResearch/uni2ts","2024-04-10",5],["r","LocalSearch","GitHub · The article explains LLocalSearch, a local search ","https://github.com/nilsherzig/LLocalSearch","2024-04-10",84],["r","Python Client","GitHub · The piece introduces a Python client specifically ","https://github.com/questdb/py-questdb-client","2024-04-10",0],["r","Karpathy LLM","GitHub · The article discusses the process of training LLMs","https://github.com/karpathy/llm.c","2024-04-10",172],["r","Rust Market Simulation","GitHub · The piece unveils a Rust Market Simulation Library","https://github.com/zombie-einstein/bourse","2024-04-10",0],["r","Lightweight LLM Evaluation Suite","GitHub · The article presents LightEval, a lightweight eval","https://github.com/huggingface/lighteval","2024-04-03",5],["r","Python Package for TradingView Screeners","GitHub · The piece explores a Python package that enables u","https://github.com/shner-elmo/TradingView-Screener","2024-04-03",2],["r","Python Library for Nasdaq Data Links API","GitHub · The article talks about a Python library that enab","https://github.com/Nasdaq/data-link-python","2024-04-03",7],["r","Local and API Model Experiments","GitHub · Local and API-available models are being used in o","https://github.com/majacinka/crewai-experiments","2024-04-03",12],["r","New Approach to Processing LOB Data","GitHub · LOBFrame is a new open-source code base that provi","https://github.com/FinancialComputingUCL/LOBFrame","2024-03-27",0],["r","TensorFlow Implementation for Volatility Forecasting","GitHub · The HARNet model, used for forecasting realized vo","https://github.com/mdsunivie/HARNet","2024-03-27",0],["r","Interact with Documents Privately","GitHub · GPT 100 offers private interaction with documents,","https://github.com/zylon-ai/private-gpt","2024-03-27",1000],["r","Python 3 Source Code","GitHub · Python 3 source code is utilized for conducting di","https://github.com/ThomasWangWeiHong/Time-Series-Directional-Change-Analysis","2024-03-27",0],["r","GRANDE","GitHub · The piece delves into GRANDE, a decision tree meth","https://github.com/s-marton/GRANDE","2024-03-27",0],["r","devika","GitHub · The article presents Devika, an AI software engine","https://github.com/stitionai/devika","2024-03-27",44],["r","LLM4Decompile","GitHub · The piece examines the application of large langua","https://github.com/albertan017/LLM4Decompile","2024-03-27",38],["r","DiCE for Diverse Explanations","GitHub · The article provides a guide on generating differe","https://github.com/interpretml/DiCE","2024-03-20",25],["r","Jupyterquant: Dockerized Research Environment","GitHub · Dockerized Research Environment: The piece offers ","https://github.com/gnzsnz/jupyter-quant","2024-03-20",0],["r","Chronosforecasting: Language Models for Forecasting","GitHub · Language Models for Forecasting: The article intro","https://github.com/amazon-science/chronos-forecasting","2024-03-20",3],["r","Ubicloud: Portable Cloud Services","GitHub · Portable Cloud Services: The piece presents a new ","https://github.com/ubicloud/ubicloud","2024-03-20",50],["r","Grok1","GitHub · Grok has publicly released its software for open u","https://github.com/xai-org/grok-1","2024-03-20",669],["r","DeepSeekVL","GitHub · DeepSeekVL is advancing in the field of vision-lan","https://github.com/deepseek-ai/DeepSeek-VL","2024-03-20",23],["r","bigAGI","GitHub · A new AI suite, powered by the latest LLMs, offers","https://github.com/enricoros/big-AGI","2024-03-20",64],["r","Llama Inference","GitHub · A code for inference has been developed specifical","https://github.com/meta-llama/llama","2024-03-20",1027],["r","Mindgraph","GitHub · A prototype has been developed that uses AI to gen","https://github.com/yoheinakajima/mindgraph","2024-03-20",11],["r","Stock Indicators with Python","GitHub · Stock Indicators for Python is a tool designed to ","https://github.com/DaveSkender/Stock.Indicators.Python","2024-03-13",2],["r","pgvectorize: Postgres Vector Search","GitHub · Postgres Vector Search: The article provides a sim","https://github.com/tembo-io/pg_vectorize","2024-03-13",9],["r","TransformersAreWhatYouDontNeed: Non-Transformer Time Series Models","GitHub · Non-Transformer Time Series Models: The repository","https://github.com/valeman/Transformers_Are_What_You_Dont_Need","2024-03-13",4],["r","textclustering: Labeling Text Data","GitHub · Labeling Text Data: This tool simplifies the proce","https://github.com/huggingface/text-clustering","2024-03-13",2],["r","litgpt: Hackable LLM","GitHub · Hackable LLM: A customizable version of the latest","https://github.com/Lightning-AI/litgpt","2024-03-13",104],["r","PyRIT: AI Security Risk Tool","GitHub · AI Security Risk Tool: PyRIT is an open-source sof","https://github.com/Azure/PyRIT","2024-03-13",21],["r","HSBC Order Book Project","GitHub · University students and HSBC's AI team have develo","https://github.com/mlwynne24/HSBC-Limit-Order-Book-Data-Project-","2024-03-06",0],["r","Math Finance Analysis","GitHub · The article explores the application of financial ","https://github.com/qarix3/mathematical-finance","2024-03-06",0],["r","ML USU Repository","GitHub · The piece details a Github repository for a machin","https://github.com/PJalgotrader/Machine_Learning-USU","2024-03-06",0],["r","Real-time Data Pipelines","GitHub · The article provides a guide on creating real-time","https://github.com/Paulescu/real-time-data-pipelines-in-python","2024-03-06",1],["r","Python Made Easy","GitHub · The article offers tips for a smoother experience ","https://github.com/astral-sh/rye","2024-03-06",205],["r","Smart Contract Empowerment","GitHub · The piece provides guidance on creating reliable a","https://github.com/FuelLabs/sway","2024-03-06",1152],["r","CleverCSV: Messy CSV Python Package","GitHub · Messy CSV Python Package: The article introduces C","https://github.com/alan-turing-institute/CleverCSV","2024-02-21",23],["r","Scalping Algorithm","GitHub · The article presents an algorithm for implementing","https://github.com/alpacahq/example-scalping","2024-02-21",13],["r","Postgres Analytics","GitHub · The use of Postgres for search and analytics funct","https://github.com/paradedb/paradedb","2024-02-21",61],["r","PandasAI Chat","GitHub · The article introduces PandasAI, a tool that enabl","https://github.com/Sinaptik-AI/pandas-ai","2024-02-21",195],["r","Local LLMs Analysis","GitHub · The article investigates the use of local LLMs, pa","https://github.com/thu-vu92/local-llms-analyse-finance","2024-02-21",8],["r","Observable Data Framework","GitHub · Observable Framework, a static site generator for ","https://github.com/observablehq/framework","2024-02-21",22],["r","openwebui: ChatGPT WebUI","GitHub · ChatGPT WebUI: The piece announces the rebranding ","https://github.com/open-webui/open-webui","2024-02-21",104],["r","Orion: Signal Anomaly Detection","GitHub · Signal Anomaly Detection: The piece introduces a m","https://github.com/sintel-dev/Orion","2024-02-14",18],["r","TradingTechnicalIndicators: Trading Indicators Library","GitHub · Trading Indicators Library: The article discusses ","https://github.com/vsaveris/trading-technical-indicators","2024-02-14",1],["r","Probatus: Classifier and Data Validation","GitHub · Classifier and Data Validation: The piece focuses ","https://github.com/ing-bank/probatus","2024-02-14",2],["r","TimeLLM: Large Language Model Forecasting","GitHub · Large Language Model Forecasting: The article deta","https://github.com/KimMeen/Time-LLM","2024-02-14",3],["r","LLMs: Low Latency JSON Generation","GitHub · Low Latency JSON Generation: The article explains ","https://github.com/varunshenoy/super-json-mode","2024-02-14",5],["r","pkl: Config as Code Language with Validation and Tooling","GitHub · Config as Code Language with Validation and Toolin","https://github.com/apple/pkl","2024-02-14",133],["r","High-Frequency Arbitrage","GitHub · The article explores the concept and use of high-f","https://github.com/bradleyboyuyang/Statistical-Arbitrage","2024-02-07",1],["r","OLMo: Modeling & Inference Code","GitHub · Modeling & Inference Code: The article details the","https://github.com/allenai/OLMo","2024-02-07",17],["r","Improving Data for LLMs with Lilac","GitHub · The article highlights the necessity of gathering ","https://github.com/lilacai/lilac","2024-02-07",12],["r","StarRocks: Next-Gen MPP OLAP Database","GitHub · Next-Gen MPP OLAP Database: The article presents S","https://github.com/StarRocks/starrocks","2024-02-07",144],["r","StableIdentity: Anybody Anywhere","GitHub · Anybody Anywhere: StableIdentity introduces a tech","https://github.com/qinghew/StableIdentity","2024-02-07",2],["r","lightninghydratemplate: Userfriendly ML","GitHub · Userfriendly ML: PyTorch Lightning Hydra offers a ","https://github.com/ashleve/lightning-hydra-template","2024-02-07",67],["r","MiniCPM2B: Endside LLM Outperforms Llama213B","GitHub · Endside LLM Outperforms Llama213B: MiniCPM2B, an e","https://github.com/OpenBMB/MiniCPM","2024-02-07",22],["r","mergekit: Language Model Merging Tools","GitHub · Language Model Merging Tools: The article presents","https://github.com/arcee-ai/mergekit","2024-02-07",39],["r","Testing Market Trading Systems","GitHub · Timothy Masters shares source code to help test an","https://github.com/Apress/testing-and-tuning-market-trading-systems","2024-01-30",0],["r","PandoraTrader: C Trade Platform","GitHub · C Trade Platform: C Trade Platform provides a plat","https://github.com/pegasusTrader/PandoraTrader","2024-01-30",14],["r","Google Indexing Script","GitHub · A new script can help get your website indexed on ","https://github.com/goenning/google-indexing-script","2024-01-30",76],["r","Unleashing Large-Scale Unlabeled Data","GitHub · Depth Anything is investigating the possibilities ","https://github.com/LiheYoung/Depth-Anything","2024-01-30",66],["r","BentoML: AI App Builder","GitHub · AI App Builder: The article offers guidance on cre","https://github.com/bentoml/BentoML","2024-01-30",123],["r","Visualize Autogen Workforce with ide","GitHub · The article details the process of visualizing aut","https://github.com/xforceai/ide","2024-01-30",2],["r","Ollama Python Library: Simplified","GitHub · Simplified: The article presents the Ollama Python","https://github.com/ollama/ollama-python","2024-01-30",9],["r","OpenGFW: Easy GFW Implementation","GitHub · Easy GFW Implementation: The article explores Open","https://github.com/apernet/OpenGFW","2024-01-30",90],["r","Get Started with Llama 2 Mistral","GitHub · The article provides a tutorial on installing and ","https://github.com/ollama/ollama","2024-01-30",659],["r","Systematic Trading Resources","GitHub · The article compiles a variety of resources for sy","https://github.com/paperswithbacktest/awesome-systematic-trading","2024-01-23",48],["r","Easy Data Processing with Datatrove","GitHub · The article proposes a solution for efficient data","https://github.com/huggingface/datatrove","2024-01-23",11],["r","Embeddings for Numerical Features in Deep Learning","GitHub · The article reports on the NeurIPS 2022 conference","https://github.com/yandex-research/rtdl-num-embeddings","2024-01-23",4],["r","Scratch Conformal Predictions","GitHub · Various Conformal Prediction techniques have been ","https://github.com/joneswack/conformal-predictions-from-scratch","2024-01-23",2],["r","GPTs Leak: Message Limit Bypass","GitHub · Message Limit Bypass: Leaked GPTs enable users to ","https://github.com/friuns2/Leaked-GPTs","2024-01-23",20],["r","ViTST: Time Series as Images Transformer","GitHub · Time Series as Images Transformer: NeurIPS 2023 in","https://github.com/Leezekun/ViTST","2024-01-17",1],["r","Stockformer: Swing Trading with STL Decomposition and Self-Attention","GitHub · Swing Trading with STL Decomposition and Self-Atte","https://github.com/Eric991005/Stockformer","2024-01-17",0],["r","Piepilot: Portfolio Optimizer","GitHub · Portfolio Optimizer: A straightforward tool design","https://github.com/ranaroussi/piepilot","2024-01-17",0],["r","Fast AI Gateway","GitHub · The article explores a high-speed AI Gateway capab","https://github.com/Portkey-AI/gateway","2024-01-17",27],["r","ChatGPT Web UI","GitHub · The piece presents a web user interface client for","https://github.com/ollama-webui/ollama-webui","2024-01-17",66],["r","Draggable Streamlit Dashboard","GitHub · The article provides a guide on building a customi","https://github.com/okld/streamlit-elements","2024-01-17",9],["r","skfolio: Portfolio Optimization Library","GitHub · Portfolio Optimization Library: A new Python libra","https://github.com/skfolio/skfolio","2024-01-09",1],["r","quantfinancelectures: Quantitative Finance Lecture Series","GitHub · Quantitative Finance Lecture Series: A detailed le","https://github.com/quantrocket-codeload/quant-finance-lectures","2024-01-09",2],["r","tulipy: Tulip Chart Python Bindings","GitHub · Tulip Chart Python Bindings: Python bindings for T","https://github.com/TulipCharts/tulipy","2024-01-09",6],["r","PCMCIOmega: Causal Discovery Code for Time Series","GitHub · Causal Discovery Code for Time Series: The PCMCIΩ ","https://github.com/CausalML-Lab/PCMCI-Omega","2024-01-09",0],["r","Voice Cloning with MyShell","GitHub · MyShell has launched a new technology that can ins","https://github.com/myshell-ai/OpenVoice","2024-01-09",122],["r","Free ML Reading Resources Compendium","GitHub · The article offers a detailed list of free resourc","https://github.com/Carl-McBride-Ellis/Compendium-of-free-ML-reading-resources","2024-01-09",1],["r","Python ARFIMA Simulation","GitHub · The article discusses a Python-based method to sim","https://github.com/akononovicius/arfima","2024-01-09",0],["r","XHSDownloader: Xiaohongshu Works Collection Tool","GitHub · Xiaohongshu Works Collection Tool: The article int","https://github.com/JoeanAmier/XHS-Downloader","2024-01-09",42],["r","Compact Language Model Pretrained on Trillion Tokens","GitHub · TinyLlama is a new compact language model, pretrai","https://github.com/jzhang38/tinyllama","2024-01-09",93],["r","Resolving Interference in Model Merging with TIESMerging","GitHub · TRIM ELECT SIGN & MERGE TIESMerging is a new metho","https://github.com/cg123/mergekit","2024-01-09",19],["r","FITS Time Series Baseline","GitHub · The article conducts a baseline analysis of Freque","https://github.com/VEWOXIC/FITS","2024-01-03",0],["r","ML Simulation Files","GitHub · The article shares handwritten notes and source co","https://github.com/Ceyron/machine-learning-and-simulation","2024-01-03",11],["r","Code Notebooks and Examples from PB Python","GitHub · Practical Business Python offers code notebooks an","https://github.com/chris1610/pbpython","2024-01-03",38],["r","Run Mixtral8x7B models in Colab or desktops","GitHub · Mixtral8x7B models can now be operated on Colab or","https://github.com/dvmazur/mixtral-offloading","2024-01-03",20],["r","Text-based terminal client for Ollama","GitHub · Ollama has launched a text-based terminal client f","https://github.com/ggozad/oterm","2024-01-03",5],["r","Curated list of engineering blogs","GitHub · A detailed list of engineering blogs has been comp","https://github.com/kilimchoi/engineering-blogs","2024-01-03",535],["r","Minimal ML Algorithm Implementations","GitHub · The article provides practical examples of how to ","https://github.com/rushter/MLAlgorithms","2023-12-20",195],["r","Deep RL for Portfolio Optimization","GitHub · The article investigates the use of Deep Reinforce","https://github.com/CFMTech/Deep-RL-for-Portfolio-Optimization","2023-12-20",1],["r","Safe RL Baselines Repository","GitHub · The article introduces a repository focused on saf","https://github.com/chauncygu/Safe-Reinforcement-Learning-Baselines","2023-12-20",6],["r","AI Custom Builds","GitHub · The repo discusses the need for precise instructio","https://github.com/gpt-engineer-org/gpt-engineer","2023-12-20",936],["r","Opensource Language Model: KnowLM","GitHub · KnowLM: A new open-source framework has been creat","https://github.com/zjunlp/KnowLM","2023-12-20",16],["r","Genetic Feature Selection: sklearngenetic","GitHub · Sklearngenetic: A new scikitlearn module has been ","https://github.com/manuel-calzolari/sklearn-genetic","2023-12-20",5],["r","Text to Knowledge Graph","GitHub · The repo explores a tool that converts text into a","https://github.com/rahulnyk/knowledge_graph","2023-12-13",5],["r","Pearl: RL AI Agent Library","GitHub · RL AI Agent Library: Meta's Applied Reinforcement ","https://github.com/facebookresearch/Pearl","2023-12-13",11],["r","Blockchain Data Extraction with cryo","GitHub · Cryo is a tool that aids in converting blockchain ","https://github.com/paradigmxyz/cryo","2023-12-13",15],["r","Portfolioapp: Visualizing & Forecasting Portfolio Value","GitHub · Visualizing & Forecasting Portfolio Value: The rep","https://github.com/andreariba/Portfolio_app","2023-12-13",0],["r","NeurIPS2023OneFitsAll: Power Time Series Analysis","GitHub · Power Time Series Analysis: The repo shares the of","https://github.com/DAMO-DI-ML/NeurIPS2023-One-Fits-All","2023-12-13",2],["r","Magicoder: Source Code Only","GitHub · Source Code Only: The repo discusses Magicoder, a ","https://github.com/ise-uiuc/magicoder","2023-12-13",12],["r","Statistical ML Discovery","GitHub · The article explores a machine learning package de","https://github.com/aangelopoulos/ppi_py","2023-12-06",2],["r","Advanced Sentiment Trading App","GitHub · The piece presents a new web app for trading and i","https://github.com/devfinwiz/Fin-Maestro-Web","2023-12-06",2],["r","Scalable Realtime Datastore","GitHub · The piece examines a scalable datastore specifical","https://github.com/influxdata/influxdb","2023-12-06",535],["r","Koopa Learning for Time Dynamics","GitHub · The article announces the launch of a code for lea","https://github.com/thuml/Koopa","2023-12-06",1],["r","UnbiasedGBM: Repository for Gradient Boosting Decision Tree","GitHub · Repository for Gradient Boosting Decision Tree: Th","https://github.com/ZheyuAqaZhang/UnbiasedGBM","2023-12-06",0],["r","Numerical Methods for Math Finance","GitHub · The article provides lecture materials on numerica","https://github.com/qntlb/numerical-methods-lecture","2023-11-29",0],["r","ML Code Implementation","GitHub · The article explains machine learning algorithms m","https://github.com/luwill/Machine_Learning_Code_Implementation","2023-11-29",29],["r","Friends Don't Let Friends Visualize Bad Data","GitHub · The article discusses ineffective data visualizati","https://github.com/cxli233/FriendsDontLetFriends","2023-11-29",63],["r","Timeseries ML with Polars","GitHub · The article explores the application of Polars in ","https://github.com/TracecatHQ/functime","2023-11-15",12],["r","einops: Deep Learning Operations Reinvented","GitHub · Deep Learning Operations Reinvented: The article d","https://github.com/arogozhnikov/einops","2023-11-15",147],["r","elegy: High Level API for DL in JAX","GitHub · High Level API for DL in JAX: The article presents","https://github.com/poets-ai/elegy","2023-11-15",9],["r","New Grad Positions in SWE, Quant, PM","GitHub · The article lists full-time job opportunities for ","https://github.com/SimplifyJobs/New-Grad-Positions","2023-11-15",167],["r","quantnotes: Updated Quant Interview Prep Guide","GitHub · Updated Quant Interview Prep Guide: The article pr","https://github.com/dingran/quant-notes","2023-11-15",11],["r","OpenAI Vision API Experiments: Resource","GitHub · Resource: The article serves as a guide for those ","https://github.com/roboflow/awesome-openai-vision-api-experiments","2023-11-15",17],["r","ChatGPT Custom Instructions: Customizing Repo","GitHub · Customizing Repo: The article provides a collectio","https://github.com/daveshap/ChatGPT_Custom_Instructions","2023-11-15",14],["r","Context: CLI Tool API for Python Libraries","GitHub · CLI Tool API for Python Libraries: The article pre","https://github.com/fleet-ai/context","2023-11-15",6],["r","Time Series Analysis & Interpretable ML","GitHub · The article explores Time Series Analysis and Inte","https://github.com/MatthewK84/LinkedIn-Learning-Journey","2023-11-08",0],["r","Ultimate Time Series Visualization Tool","GitHub · The article introduces a Time Series Visualization","https://github.com/facontidavide/PlotJuggler","2023-11-08",74],["r","Legible Deep Learning with Named Tensors in JAX","GitHub · The piece explores the use of Named Tensors to imp","https://github.com/stanford-crfm/haliax","2023-11-08",1],["r","Lock-Free","GitHub · The article provides a collection of resources for","https://github.com/rigtorp/awesome-lockfree","2023-11-08",31],["r","LaTeX Conversion","GitHub · The article explores pix2tex, a tool that uses Vis","https://github.com/lukas-blecher/LaTeX-OCR","2023-11-08",124],["r","FinGAN for Financial Time Series -> FinGAN for Time Series","GitHub · This article shares the code related to the FinGAN","https://github.com/milenavuletic/Fin-GAN","2023-11-02",0],["r","Easy Data Loading with DLT -> Data Loading with DLT","GitHub · The article presents 'data load tool dlt', a Pytho","https://github.com/dlt-hub/dlt","2023-11-02",13],["r","SolidGPT: Code Collaboration","GitHub · Code Collaboration: The article explores a platfor","https://github.com/AI-Citizen/SolidGPT","2023-11-02",27],["r","Greenplum DB: Parallel PostgreSQL for Analytics","GitHub · Parallel PostgreSQL for Analytics: Greenplum Datab","https://github.com/greenplum-db/gpdb","2023-10-25",119],["r","Replication Crisis in Finance: Study Code","GitHub · Study Code: The code for the 2022 study 'Is There ","https://github.com/bkelly-lab/ReplicationCrisis","2023-10-25",3],["r","GymTradingEnv: Customizable Trading Gym Environment","GitHub · Customizable Trading Gym Environment: A flexible G","https://github.com/ClementPerroud/Gym-Trading-Env","2023-10-25",2],["r","RL Stock Trader","GitHub · A revised version of Werner Duvaud's MuZero implem","https://github.com/timeolord/Reinforcement-Learning-Stock-Trader","2023-10-25",0],["r","Quant Finance Resources","GitHub · Resources for Quantitative Finance lists various t","https://github.com/Finance-Hub/FinanceHub","2023-10-18",9],["r","abess: Fast BestSubset Selection","GitHub · Fast BestSubset Selection: The piece presents a li","https://github.com/abess-team/abess","2023-10-18",6],["r","Python Data Exploration","GitHub · A nextgeneration Python notebook explore data buil","https://github.com/marimo-team/marimo","2023-10-18",2],["r","Data Labeling Tool","GitHub · Label Studio is a multitype data labeling and anno","https://github.com/HumanSignal/label-studio","2023-10-18",289],["r","ML Engineering Guides","GitHub · Machine Learning Engineering Guides and Tools prov","https://github.com/stas00/ml-engineering","2023-10-18",23],["r","Custom Instructions for ChatGPT","GitHub · 🧠💬 Supercharged Custom Instructions for ChatGPT no","https://github.com/spdustin/ChatGPT-AutoExpert","2023-10-18",31],["r","Pytimetk: Python's Time Series Toolkit","GitHub · Python's Time Series Toolkit: The toolkit provides","https://github.com/business-science/pytimetk","2023-10-12",2],["r","TimeSeriesSeq2Seq: Neural Networks for Time Series Forecasting","GitHub · Neural Networks for Time Series Forecasting: The r","https://github.com/JEddy92/TimeSeries_Seq2Seq","2023-10-12",11],["r","PolicyGradientTradingAlgorithm: Maximizing Sharpe Ratio for Autotrading","GitHub · Maximizing Sharpe Ratio for Autotrading: The capst","https://github.com/WANGXinyiLinda/Policy-Gradient-Trading-Algorithm-by-Maximizing-Sharpe-Ratio","2023-10-12",0],["r","DRL: Reference Environments for Reinforcement Learning","GitHub · Reference Environments for Reinforcement Learning:","https://github.com/Farama-Foundation/D4RL","2023-10-12",20],["r","jvector: Embedded Vector Search Engine","GitHub · Embedded Vector Search Engine: The article provide","https://github.com/jbellis/jvector","2023-10-12",16],["r","dreamgaussian: 3D Content Creation","GitHub · 3D Content Creation: The article delves into the u","https://github.com/dreamgaussian/dreamgaussian","2023-10-12",34],["r","foam: VSCode Knowledge Management","GitHub · VSCode Knowledge Management: The article introduce","https://github.com/foambubble/foam","2023-10-12",283],["r","easydiffusion: Easy AI Artwork Creation","GitHub · Easy AI Artwork Creation: The article showcases an","https://github.com/easydiffusion/easydiffusion","2023-10-12",158],["r","Self-Supervised Learning for Time Series","GitHub · The software compiles a thorough list of resources","https://github.com/qingsongedu/Awesome-SSL4TS","2023-10-04",1],["r","EP Chan's Algo Trading Strategies","GitHub · The software offers techniques to replicate strate","https://github.com/zazhang/ep-chan-book-algo-trading","2023-10-04",1],["r","Estimating Lead-Lag Parameter","GitHub · The software concentrates on calculating the leadl","https://github.com/philipperemy/lead-lag","2023-10-04",1],["r","Deep Learning Models for Limit Order Book","GitHub · The software explores the application of various d","https://github.com/Jeonghwan-Cheon/lob-deep-learning","2023-10-04",0],["r","AI for Time Series","GitHub · The software shares a curated list of resources on","https://github.com/qingsongedu/awesome-AI-for-time-series-papers","2023-10-04",13],["r","Hacker's Guide to Language Models -> Hacker's Language Model Guide","GitHub · The software explains how hackers can exploit lang","https://github.com/fastai/lm-hackers","2023-10-04",16],["r","NextGen Language Model Applications -> NextGen Model Applications","GitHub · The software promotes a Discord server for discuss","https://github.com/microsoft/autogen","2023-10-04",25],["r","Multimodal AI Creation Toolbox -> Multimodal AI Toolbox","GitHub · The promotes presents OpenMMLab's innovative creat","https://github.com/open-mmlab/mmagic","2023-10-04",115],["r","Temporian: Temporal Data Engineering and Augmentation","GitHub · Temporal Data Engineering and Augmentation: Tempor","https://github.com/google/temporian","2023-09-28",2],["r","Obanalytics: Limit Order Book Data Visualization and Analysis","GitHub · Limit Order Book Data Visualization and Analysis: ","https://github.com/phil8192/ob-analytics","2023-09-28",2],["r","Vnpy: Quantitative Trading Platform Development","GitHub · Quantitative Trading Platform Development: An open","https://github.com/edarchimbaud/vnpy","2023-09-28",0],["r","Betterquant2: Programmatic Quantitative Trading","GitHub · Programmatic Quantitative Trading: QUANT is a soft","https://github.com/byrnexu/betterquant2","2023-09-28",0],["r","LongLoRA: Efficient Longcontext Finetuning for LongQA","GitHub · Efficient Longcontext Finetuning for LongQA: Effic","https://github.com/dvlab-research/LongLoRA","2023-09-28",7],["r","AutoGPT: GPT4 Autonomy","GitHub · GPT4 Autonomy: The article explores an open-source","https://github.com/Significant-Gravitas/AutoGPT","2023-09-28",2983],["r","mtwebsockets: Metatrader4MetaTrader5 as Web Socket Client","GitHub · Metatrader4MetaTrader5 as Web Socket Client: The p","https://github.com/mikha-dev/mt4-websockets","2023-09-28",0],["r","kani Hackable Microframework for Chatbased Language Models","GitHub · The article presents kani カニ, a microframework for","https://github.com/zhudotexe/kani","2023-09-28",7],["r","sqlc Typesafe Code Generation from SQL","GitHub · The article offers a tutorial on creating type-saf","https://github.com/sqlc-dev/sqlc","2023-09-28",182],["r","catala: Programming Language for Literate Programming Law Specification","GitHub · Programming Language for Literate Programming Law ","https://github.com/CatalaLang/catala","2023-09-28",35],["r","Python Stock Prediction Examples","GitHub · The article demonstrates the use of Python-based n","https://github.com/D-dot-AT/Stock-Prediction-Neural-Network-and-Machine-Learning-Examples","2023-09-21",2],["r","Bayesian Econometrics Slides","GitHub · The article shares lecture slides on Bayesian Vect","https://github.com/Bayesian-Econometrics-2023/be23-lecture7","2023-09-21",0],["r","Automated Backtesting","GitHub · The article explores the automation of backtesting","https://github.com/dppalomar/portfolioBacktest","2023-09-21",1],["r","Substrait: Data Transformation","GitHub · Data Transformation: The article explores a cross-","https://github.com/substrait-io/substrait","2023-09-21",16],["r","OpenAI: Human Interaction Function Calls","GitHub · Human Interaction Function Calls: OpenAI has launc","https://github.com/jxnl/instructor","2023-09-21",19],["r","Instagraph: Text/URL to Knowledge Graph Conversion","GitHub · Text/URL to Knowledge Graph Conversion: The tool c","https://github.com/yoheinakajima/instagraph","2023-09-21",29],["r","Scalaz: Functional Programming in Scala","GitHub · Functional Programming in Scala: The principles of","https://github.com/scalaz/scalaz","2023-09-21",92],["r","Machine Learning Refined: Notes and Demos","GitHub · Notes and Demos: The 2nd edition of Machine Learni","https://github.com/jermwatt/machine_learning_refined","2023-09-14",27],["r","btplotting: Backtest and Optimization Plotting","GitHub · Backtest and Optimization Plotting: btplotting is ","https://github.com/happydasch/btplotting","2023-09-14",5],["r","plotters: Rust Data Plot Library","GitHub · Rust Data Plot Library: A rust drawing library pro","https://github.com/plotters-rs/plotters","2023-09-14",62],["r","acme RL Components","GitHub · The library features a collection of components an","https://github.com/google-deepmind/acme","2023-09-14",63],["r","MultiJoint dynamics: A Physics Simulator","GitHub · A Physics Simulator: The article explores a univer","https://github.com/google-deepmind/mujoco","2023-09-14",121],["r","DevToys: Developer's Swiss Army Knife","GitHub · Developer's Swiss Army Knife: The piece details a ","https://github.com/veler/DevToys","2023-09-14",348],["r","LLaMAAdapter: Finetuning for Quick Instruction Following","GitHub · Finetuning for Quick Instruction Following: The ar","https://github.com/OpenGVLab/LLaMA-Adapter","2023-09-14",96],["r","awesomespark: Apache Spark Packages and Resources","GitHub · Apache Spark Packages and Resources: The article o","https://github.com/awesome-spark/awesome-spark","2023-09-14",30],["r","Advanced Trading App","GitHub · Explores a web app that integrates technical, fund","https://github.com/devfinwiz/Fin-Maestro","2023-08-30",1],["r","Curated Resources for Hedging","GitHub · Provides a detailed list of resources for understa","https://github.com/guijinSON/Awesome-Deep-Hedging","2023-08-30",0],["r","Evaluate Option Trading Strategies","GitHub · Discusses a Python library specifically designed f","https://github.com/rgaveiga/optionlab","2023-08-30",0],["r","Quantitative Analysis Tools","GitHub · Presents a collection of tools and examples for Qu","https://github.com/JavierCastilloGuillen/Quantitative_Toolbox","2023-08-30",0],["r","Python in Excel","GitHub · Python programming language can be integrated and ","https://github.com/microsoft/python-in-excel","2023-08-30",5],["r","Python Stochastic Processes Simulation and Visualization Library","GitHub · Python library that allows for the simulation and ","https://github.com/quantgirluk/aleatory","2023-08-30",1],["r","CodeLlama Model Inference Code","GitHub · Details the inference code used in CodeLlama model","https://github.com/facebookresearch/codellama","2023-08-30",65],["r","Automatic Generation of Visualizations and Infographics with Language Models","GitHub · Investigates the use of large language models in a","https://github.com/microsoft/lida","2023-08-30",16],["r","Graph of Thoughts Implementation for Problem Solving with Language Models","GitHub · Official implementation of the Graph of Thoughts m","https://github.com/spcl/graph-of-thoughts","2023-08-30",11],["r","AutoGluon: AutoML for Data Types","GitHub · AutoML for Data Types: AutoML for processing vario","https://github.com/autogluon/autogluon","2023-08-24",122],["r","Structural Time Series in JAX: stsjax","GitHub · Stsjax: The implementation of Structural Time Seri","https://github.com/probml/sts-jax","2023-08-24",3],["r","Offline ChatGPT: Llama-Powered Chatbot","GitHub · Llama-Powered Chatbot: Private chatbot that works ","https://github.com/getumbrel/llama-gpt","2023-08-24",79],["r","IncognitoPilot: AI Interpreter for Sensitive Data","GitHub · AI Interpreter for Sensitive Data: AI code interpr","https://github.com/silvanmelchior/IncognitoPilot","2023-08-24",2],["r","Chapyter Interpreter","GitHub · Tool that uses ChatGPT to interpret code in Jupyte","https://github.com/chapyter/chapyter","2023-08-24",10],["r","Financial Info Exchange C Library","GitHub · A C library specifically designed for exchanging f","https://github.com/jamesdbrock/hffix","2023-08-24",4],["r","QuickFIX C Engine Library","GitHub · QuickFIX, a C library used as a FIX engine.","https://github.com/quickfix/quickfix","2023-08-24",28],["r","Python Toolbox for Opti","GitHub · A Python toolbox for performing optimization witho","https://github.com/facebookresearch/nevergrad","2023-08-24",69],["r","Python DMD","GitHub · Python-based method for decomposing dynamic modes.","https://github.com/PyDMD/PyDMD","2023-08-24",12],["r","CNNpredKeras: Stock Market Prediction","GitHub · Stock Market Prediction: CNNpred is a system that ","https://github.com/hoseinzadeehsan/CNNpred-Keras","2023-08-17",1],["r","Fast TimeSeries ML","GitHub · The software presents a new machine learning libra","https://github.com/dream-faster/fold","2023-08-17",1],["r","Kepler.gl: Analysis Tool","GitHub · Analysis Tool: The software features Kepler.gl, an","https://github.com/keplergl/kepler.gl","2023-08-17",191],["r","AgentBench: Benchmark for LLM Agents","GitHub · Benchmark for LLM Agents: The article offers a com","https://github.com/THUDM/AgentBench","2023-08-17",9],["r","litellm: Lightweight LLM API Package","GitHub · Lightweight LLM API Package: The article presents ","https://github.com/BerriAI/litellm","2023-08-17",7],["r","FastGPT: QA System","GitHub · QA System: The software explores FastGPT, a system","https://github.com/labring/FastGPT","2023-08-17",66],["r","Python Data Project","GitHub · The software showcases a project example of using ","https://github.com/mattharrison/sample_nb_code_project","2023-08-17",1],["r","Rust ML Framework","GitHub · This software introduces a new machine learning fr","https://github.com/huggingface/candle","2023-08-09",35],["r","Pytorch Constrained Optimization Framework","GitHub · The software concerns Pytorch-based framework that","https://github.com/pnnl/neuromancer","2023-08-09",5],["r","Qlib AI in Quantitative Investment","GitHub · Qlib is an AI platform aimed at improving quantita","https://github.com/SJTU-Quant/qlib","2023-08-09",0],["r","Conformal Prediction: Real Data Implementation","GitHub · Real Data Implementation: Conformal prediction, a ","https://github.com/aangelopoulos/conformal-prediction","2023-08-09",8],["r","DataGradients: Computer Vision Dataset Analysis","GitHub · Computer Vision Dataset Analysis: A study has been","https://github.com/Deci-AI/data-gradients","2023-08-09",3],["r","Zep: Chatbot Application Memory Store","GitHub · Chatbot Application Memory Store: The software int","https://github.com/getzep/zep","2023-08-09",13],["r","HiPlot: High Dimensional Data Analysis","GitHub · High Dimensional Data Analysis: HiPlot is a tool t","https://github.com/facebookresearch/hiplot","2023-08-09",50],["r","MOSEK Portfolio Optimization Cookbook","GitHub · The software offers additional resources for the M","https://github.com/MOSEK/PortfolioOptimization","2023-08-02",0],["r","Time Series & Spatio-Temporal Forecasting Papers","GitHub · This repo showcases a collection of academic paper","https://github.com/ddz16/TSFpaper","2023-08-02",7],["r","IB Gateway Docker","GitHub · The article explores a lightweight, interactive br","https://github.com/manhinhang/ib-gateway-docker","2023-08-02",1],["r","Private Document Interaction with EmbedAI","GitHub · The article unveils an app that enables secure int","https://github.com/SamurAIGPT/EmbedAI","2023-08-02",47],["r","File Sync","GitHub · The article introduces an open-source tool designe","https://github.com/syncthing/syncthing","2023-08-02",1069],["r","Twitter Scraper","GitHub · The software introduces a 2023 Twitter API scrappe","https://github.com/vladkens/twscrape","2023-08-02",2],["r","ML Visualizations","GitHub · The article announces the upcoming revision of the","https://github.com/Visualize-ML/Book7_Visualizations-for-Machine-Learning","2023-08-02",21],["r","Codebase Trials: Reinforcement Learning for Pair Trading","GitHub · Reinforcement Learning for Pair Trading: The code ","https://github.com/chancefocus/trials","2023-07-26",0],["r","Sarimadashboard: Time Series Analysis using sARIMA Models","GitHub · Time Series Analysis using sARIMA Models: The code","https://github.com/gabri-al/sarima_dashboard","2023-07-26",0],["r","Binance API in C","GitHub · The code explains the process of implementing the ","https://github.com/niXman/binapi","2023-07-26",3],["r","Trex: Intelligent Unstructured Data Transformation","GitHub · Intelligent Unstructured Data Transformation: The ","https://github.com/automorphic-ai/trex","2023-07-26",2],["r","Pydantic: Data Validation with Python Type Hints","GitHub · Data Validation with Python Type Hints: The code p","https://github.com/pydantic/pydantic","2023-07-26",297],["r","Apps with LLMs","GitHub · The code outlines the method of creating apps usin","https://github.com/langchain-ai/langchain","2023-07-26",1119],["r","UNIX Find Command: Breadthfirst","GitHub · Breadthfirst: This code introduces a breadth-first","https://github.com/tavianator/bfs","2023-07-26",15],["r","Llama2","GitHub · The code details the process of implementing Infer","https://github.com/karpathy/llama2.c","2023-07-26",61],["r","Game Theory for ML Models","GitHub · The article investigates how game theory can be us","https://github.com/shap/shap","2023-07-19",394],["r","Timeseries ML at Scale","GitHub · The piece explores how machine learning can be app","https://github.com/descendant-ai/functime","2023-07-19",5],["r","RL for Market Making Strategies","GitHub · The article studies the use of tabular and deep re","https://github.com/KodAgge/Reinforcement-Learning-for-Market-Making","2023-07-19",1],["r","TradingView Webhook Bot","GitHub · The article outlines a Flask app that automates tr","https://github.com/lth-elm/TradingView-Webhook-Trading-Bot","2023-07-19",3],["r","GPT Researcher: Online Research Agent","GitHub · Online Research Agent: An AI agent uses GPT techno","https://github.com/assafelovic/gpt-researcher","2023-07-19",18],["r","ShortGPT: AI Framework for Short Video Creation","GitHub · AI Framework for Short Video Creation: ShortGPT is","https://github.com/RayVentura/ShortGPT","2023-07-19",14],["r","Danswer: Private Source Backed Q&A","GitHub · Private Source Backed Q&A: A tool that enables use","https://github.com/danswer-ai/danswer","2023-07-19",34],["r","Sweep: AI Junior Developer","GitHub · AI Junior Developer: Sweep is an AI system develop","https://github.com/sweepai/sweep","2023-07-19",20],["r","DataCopilot: Data and Humans","GitHub · Data and Humans: DataCopilot has launched an auton","https://github.com/zwq2018/Data-Copilot","2023-07-12",8],["r","barterdatars: Market Data Streaming","GitHub · Market Data Streaming: A high-performance WebSocke","https://github.com/barter-rs/barter-data-rs","2023-07-12",1],["r","EasyTemporalPointProcess: Temporal Point Processes","GitHub · Temporal Point Processes: EasyTPP introduces a nov","https://github.com/ant-research/EasyTemporalPointProcess","2023-07-12",0],["r","MOGymnasium: Multiobjective RL Environments","GitHub · Multiobjective RL Environments: Development is und","https://github.com/Farama-Foundation/MO-Gymnasium","2023-07-12",2],["r","Polars Cookbook: Python Recipes","GitHub · Python Recipes: The article gives a guide on using","https://github.com/escobar-west/polars-cookbook","2023-07-12",2],["r","InternLM: Chat Model","GitHub · Chat Model: InternLM has released an open-source c","https://github.com/InternLM/InternLM","2023-07-12",28],["r","MetaGPT: MultiAgent Framework","GitHub · MultiAgent Framework: The MultiAgent Meta Programm","https://github.com/geekan/MetaGPT","2023-07-12",46],["r","Tinygrad: PyTorch Alternative","GitHub · PyTorch Alternative: Tinygrad is a must-try for en","https://github.com/tinygrad/tinygrad","2023-07-12",351],["r","FinetuneChatGLM26B: Efficient Fine-tuning","GitHub · Efficient Fine-tuning: ChatGLM26B provides compreh","https://github.com/SpongebBob/Finetune-ChatGLM2-6B","2023-07-12",2],["r","ToolQA: Evaluating LLMs in Answering Questions","GitHub · Evaluating LLMs in Answering Questions: ToolQA is ","https://github.com/night-chen/ToolQA","2023-07-12",2],["r","Userfriendly Explainability for ML Models","GitHub · Shapash is a user-friendly tool that improves the ","https://github.com/MAIF/shapash","2023-07-05",46],["r","Python Pandas Cookbook","GitHub · Recipes for using Python's pandas library.","https://github.com/jvns/pandas-cookbook","2023-07-05",123],["r","Stock Prediction: LSTM vs GAN with NLP","GitHub · LSTM vs GAN with NLP: Comparing two algorithms for","https://github.com/hungchun-lin/Stock-price-prediction-using-GAN","2023-06-28",3],["r","embedchain: LLM Bots for Any Dataset","GitHub · LLM Bots for Any Dataset: Building bots with a fra","https://github.com/embedchain/embedchain","2023-06-28",17],["r","Abacus: Automated Investment Decisions","GitHub · Automated Investment Decisions: Using stochastic p","https://github.com/Sinbad-The-Sailor/Abacus","2023-06-28",0],["r","CryptoGraphArb: Arbitrage Opportunities with Graph Algorithms","GitHub · Arbitrage Opportunities with Graph Algorithms: Ide","https://github.com/robertmartin8/CryptoGraphArb","2023-06-28",2],["r","LLM inference engine","GitHub · Introduces a new engine that improves the processi","https://github.com/vllm-project/vllm","2023-06-28",43],["r","Python PDF manipulation library: Borb","GitHub · Borb: Article 5: Introduces borb, a Python library","https://github.com/jorisschellekens/borb","2023-06-28",60],["r","LOMO","GitHub · Discusses LOMO, an optimization technique that hel","https://github.com/OpenLMLab/LOMO","2023-06-28",11],["r","JavaScript AI starter pack","GitHub · Presents a beginner-friendly stack in JavaScript f","https://github.com/a16z-infra/ai-getting-started","2023-06-28",37],["r","Unstructured Data Curation Tool","GitHub · Curation tool for unstructured data to connect to ","https://github.com/Renumics/spotlight","2023-06-14",3],["r","CNNs for Stock Prediction","GitHub · CNNs used for stock market prediction.","https://github.com/philipxjm/Deep-Convolution-Stock-Technical-Analysis","2023-06-14",10],["r","Audiocraft: Audio Deep Learning","GitHub · Audio Deep Learning: Audiocraft library for audio ","https://github.com/facebookresearch/audiocraft","2023-06-14",85],["r","Python Library for Arize AI","GitHub · Python library to send data to Arize AI.","https://github.com/Arize-ai/client_python","2023-06-14",0],["r","PyMC Education Resources: Pymc-Resources -> Pymc-Resources","GitHub · Pymc-Resources -> Pymc-Resources: PyMC provides ed","https://github.com/pymc-devs/pymc-resources","2023-06-14",35],["r","Custom Chatbots Console: OpenChat -> OpenChat","GitHub · OpenChat -> OpenChat: LLMs has a custom-chatbots c","https://github.com/openchatai/OpenChat","2023-06-14",57],["r","Tree of Thoughts Implementation: Tree-of-Thought-LLM -> Tree-of-Thought-LLM","GitHub · Tree-of-Thought-LLM -> Tree-of-Thought-LLM: The Tr","https://github.com/princeton-nlp/tree-of-thought-llm","2023-06-14",37],["r","Scalable Micro-Services: Eventual -> Eventual","GitHub · Eventual -> Eventual: Learn how to build micro-ser","https://github.com/functionless/eventual","2023-06-14",2],["r","BitMEX Test","GitHub · BitMEX uses algo trading backtesting.","https://github.com/nkaz001/market-making-backtest","2023-06-07",1],["r","Finance News Analysis","GitHub · Llama Index, GPT-4, and Streamlit used for financi","https://github.com/hackingthemarkets/financial-news-llama-index","2023-06-07",1],["r","Alpha Generation RL","GitHub · Reinforcement learning used to generate predictive","https://github.com/RL-MLDM/alphagen","2023-06-07",0],["r","Python Data Science Notebooks","GitHub · Data science Python notebooks with various tools a","https://github.com/donnemartin/data-science-ipython-notebooks","2023-06-01",502],["r","Pytorch Trading","GitHub · Pytorch implementation of Axial-LOB for high-frequ","https://github.com/LeonardoBerti07/Axial-LOB-High-Frequency-Trading-with-Axial-Attention","2023-06-01",0],["r","InStock Investment Tool","GitHub · Quantitative investment tool for capturing stock d","https://github.com/myhhub/InStock","2023-06-01",2],["r","Private GPT Document Interaction","GitHub · App for private document interaction using GPT.","https://github.com/SamurAIGPT/privateGPT","2023-06-01",22],["r","Binance Trading Bot with Telegram","GitHub · Multi-strategy automatic trading for Binance Futur","https://github.com/Erfaniaa/binance-futures-trading-bot","2023-06-01",4],["r","Gorilla Store","GitHub · Gorilla: API management for LLMs.","https://github.com/ShishirPatil/gorilla","2023-06-01",12],["r","Overfitting Experiment","GitHub · Code for replicating GAN experiment provided.","https://github.com/FernandoDeMeer/Mitigating-Overfitting-Experiment","2023-06-01",0],["r","Voyager Agent","GitHub · New embodied agent with large language models.","https://github.com/MineDojo/Voyager","2023-06-01",33],["r","Financial Graph Construction","GitHub · Process for constructing financial knowledge graph","https://github.com/jm199504/Financial-Knowledge-Graphs","2023-06-01",44],["r","EconML","GitHub · ALICE uses AI for causal inference in economics.","https://github.com/py-why/EconML","2023-05-24",58],["r","Quant Finance with Python","GitHub · ALICE Python SDK has ML algorithms for causal effe","https://github.com/shashankvemuri/Finance","2023-05-24",12],["r","FEDOT","GitHub · AlgoBulls has a Python package for Algorithmic Tra","https://github.com/aimclub/FEDOT","2023-05-24",10],["r","Fairlearn","GitHub · FEDOT is an automated modeling and ML framework.","https://github.com/fairlearn/fairlearn","2023-05-24",31],["r","Language Model Control Guide","GitHub · Guidelines for controlling large language models.","https://github.com/microsoft/guidance","2023-05-24",128],["r","Market Makers for Exchanges","GitHub · Framework for decentralized exchanges.","https://github.com/makerdao/market-maker-keeper","2023-05-24",9],["r","Dai Auction Keeper","GitHub · Keeper for multicollateral Dai auctions.","https://github.com/makerdao/auction-keeper","2023-05-24",2],["r","Gaussian Process Optimization in Python","GitHub · Python implementation for global optimization.","https://github.com/bayesian-optimization/BayesianOptimization","2023-05-24",135],["r","Python Mastery in 100 Days","GitHub · Python learning guide for beginners to experts.","https://github.com/jackfrued/Python-100-Days","2023-05-24",2720],["r","SkillsVote: Governance for Agent Skills","Papers with code · Governance for Agent Skills: SkillsVote is a syste","https://github.com/MemTensor/skills-vote","2026-05-20",4],["r","MMSkills: Multimodal Skills for Agents","Papers with code · Multimodal Skills for Agents: Multimodal procedura","https://github.com/DeepExperience/MMSkills","2026-05-20",2],["r","SelfDistilled RL: Enhancing Training with Self-Distillation","Papers with code · Enhancing Training with Self-Distillation: SDAR op","https://github.com/ZJU-REAL/SDAR","2026-05-20",1],["r","AI Research Trust","Papers with code · AI excels in structured tasks but needs human over","https://github.com/worldbench/awesome-ai-auto-research","2026-05-20",0],["r","Olympiad Reasoning Scaling","Papers with code · A new systematic approach boosts reasoning models,","https://github.com/Simplified-Reasoning/SU-01","2026-05-20",0],["r","Dynamic NPC Steering","Papers with code · ReactiveGWM improves game play by separating playe","https://github.com/INV-WZQ/ReactiveGWM","2026-05-20",0],["r","DexJoCo for Manipulation","Papers with code · DexJoCo provides a benchmark and toolkit for evalu","https://github.com/brave-eai/dexjoco","2026-05-20",0],["r","SkillClaw: Skill Evolution","Papers with code · Skill Evolution: SkillClaw enhances multiuser AI s","https://github.com/AMAP-ML/SkillClaw","2026-04-16",7],["r","ClawGUI: Unified GUI","Papers with code · Unified GUI: ClawGUI is an open-source tool that s","https://github.com/ZJU-REAL/ClawGUI","2026-04-16",7],["r","DDTree: Speculative Decoding","Papers with code · Speculative Decoding: DDTree improves speculative ","https://github.com/liranringel/ddtree","2026-04-16",4],["r","Strips as Tokens","Papers with code · SATO introduces a new way to order tokens in trans","https://github.com/Xrvitd/SATO","2026-04-16",1],["r","Introspective Consistency","Papers with code · Introspective Diffusion Language Models enhance au","https://github.com/Introspective-Diffusion/I-DLM","2026-04-16",1],["r","HabitatGS Navigation","Papers with code · HabitatGS enhances HabitatSim with 3D Gaussian Spl","https://github.com/zju3dv/habitat-gs","2026-04-16",0],["r","KnowUBench: Mobile Agent Evaluation","Papers with code · Mobile Agent Evaluation: KnowUBench assesses how w","https://github.com/ZJU-REAL/KnowU-Bench","2026-04-16",0],["r","KnowRL: LLM Reasoning Enhancement","Papers with code · LLM Reasoning Enhancement: KnowRL improves the rea","https://github.com/Hasuer/KnowRL","2026-04-16",0],["r","OnPolicy Distillation in Language Models","Papers with code · Effective distillation in large language models de","https://github.com/thunlp/OPD","2026-04-16",0],["r","Parallel Decoding for Diffusion Models","Papers with code · DMax introduces a new technique for diffusion lang","https://github.com/czg1225/DMax","2026-04-16",0],["r","Autonomous ML with AiScientist","Papers with code · AiScientist develops a system that boosts long-ter","https://github.com/AweAI-Team/AiScientist","2026-04-16",0],["r","Benchmarking LLMs for Human Behavior Simulation","Papers with code · The OmniBehavior benchmark reveals that large lang","https://github.com/icip-cas/OmniBehavior","2026-04-16",0],["r","Latent Space as Foundation","Papers with code · Latent space improves language models by creating ","https://github.com/YU-deep/Awesome-Latent-Space","2026-04-03",9],["r","Unified Multimodal Processing","Papers with code · The Discrete Native Autoregressive framework enabl","https://github.com/meituan-longcat/LongCat-Next","2026-04-03",5],["r","Generative World Renderer: Enhanced AAA Game Rendering","Papers with code · Enhanced AAA Game Rendering: A new dataset from AA","https://github.com/ShandaAI/AlayaRenderer","2026-04-03",2],["r","SKILL0: RL for Skill Internalization","Papers with code · RL for Skill Internalization: SKILL0 empowers LLM ","https://github.com/ZJU-REAL/SkillZero","2026-04-03",1],["r","GEMS Multimodal Generation Framework with Memory","Papers with code · GEMS introduces a multimodal framework that helps ","https://github.com/lcqysl/GEMS","2026-04-03",0],["r","dLLM Diffusion Framework","Papers with code · A new open-source framework has been created to ma","https://github.com/ZHZisZZ/dllm","2026-03-04",37],["r","MobilityBench: Route Planning Evaluation","Papers with code · Route Planning Evaluation: MobileBench offers a sc","https://github.com/AMAP-ML/MobilityBench","2026-03-04",1],["r","Trinity of World Model Consistency","Papers with code · To improve World Models, three key principles—moda","https://github.com/openraiser/awesome-world-model-evolution","2026-03-04",1],["r","BeyondSWE: Evaluating Code Agents","Papers with code · Evaluating Code Agents: BeyondSWE and SearchSWE ar","https://github.com/AweAI-Team/BeyondSWE","2026-03-04",0],["r","ARLArena: Stable Reinforcement Learning","Papers with code · Stable Reinforcement Learning: The ARLArena framew","https://github.com/WillDreamer/ARL-Arena","2026-03-04",0],["r","MediXR1: Medical RL for Clinical Reasoning","Papers with code · Medical RL for Clinical Reasoning: MediXR1 is a fl","https://github.com/mbzuai-oryx/MediX-R1","2026-03-04",0],["r","Flash Frontier: Sparse Agentic Intelligence","Papers with code · Sparse Agentic Intelligence: Step 3.5 Flash is an ","https://github.com/stepfun-ai/Step-3.5-Flash","2026-02-12",24],["r","InternAgent 1.5: Autonomous Discovery System","Papers with code · Autonomous Discovery System: InternAgent1.5 is a s","https://github.com/InternScience/InternAgent","2026-02-12",17],["r","CodeWorld: GUI Agents for Visual States","Papers with code · GUI Agents for Visual States: Code2World enables a","https://github.com/AMAP-ML/Code2World","2026-02-12",2],["r","SkillRL: Evolving RL Agents","Papers with code · Evolving RL Agents: SkillRL enhances large languag","https://github.com/aiming-lab/SkillRL","2026-02-12",1],["r","UniAudio 2.0: Unified Audio Model","Papers with code · Unified Audio Model: Researchers developed Reasoni","https://github.com/yangdongchao/UniAudio2","2026-02-12",1],["r","WeakDriven Learning: Improving Agents with Weak Checkpoints","Papers with code · Improving Agents with Weak Checkpoints: WMSS boost","https://github.com/chenzehao82/Weak-Driven-Learning","2026-02-12",0],["r","Agent World Model: Advancing RL in Synthetic Environments","Papers with code · Advancing RL in Synthetic Environments: Large lang","https://github.com/Snowflake-Labs/agent-world-model","2026-02-12",0],["r","ROCKET: Model Compression via Knapsack Optimization","Papers with code · Model Compression via Knapsack Optimization: ROCKE","https://github.com/mts-ai/ROCKET","2026-02-12",0],["r","Prism: Enhanced Block-Sparse Attention for LLMs","Papers with code · Enhanced Block-Sparse Attention for LLMs: Prism en","https://github.com/xinghaow99/prism","2026-02-12",0],["r","LOCAbench: Benchmarking Language Agents in Extreme Contexts","Papers with code · Benchmarking Language Agents in Extreme Contexts: ","https://github.com/hkust-nlp/LOCA-bench","2026-02-12",0],["r","AI Safety Framework","Papers with code · AI agents require better safety protocols when usi","https://github.com/AI45Lab/AgentDoG","2026-02-02",3],["r","SelfEvolving Systems","Papers with code · Adaptive agents that learn from feedback can adapt","https://github.com/YunjueTech/Yunjue-Agent","2026-02-02",2],["r","Enhancing Math Reasoning","Papers with code · MathForge enhances AI's mathematical reasoning by ","https://github.com/AMAP-ML/MathForge","2026-02-02",1],["r","ASTRA: Automated Decision Framework","Papers with code · Automated Decision Framework: ASTRA trains languag","https://github.com/LianjiaTech/astra","2026-02-02",1],["r","AdaReasoner: Visual Reasoning Tool","Papers with code · Visual Reasoning Tool: AdaReasoner enables multimo","https://github.com/ssmisya/AdaReasoner","2026-02-02",0],["r","Token Filtering for Models","Papers with code · Token filtering during pretraining minimizes undes","https://github.com/neilrathi/token-filtering","2026-02-02",0],["r","SelfDistillation in RL","Papers with code · SelfDistillation Policy Optimization (SDPO) enhanc","https://github.com/lasgroup/SDPO","2026-02-02",0],["r","Scalable Conditional Memory","Papers with code · Conditional memory in Transformer models improves ","https://github.com/deepseek-ai/Engram","2026-01-16",41],["r","Unified Multimodal Retrieval","Papers with code · The Qwen3VLEmbedding and Qwen3VLReranker models fo","https://github.com/QwenLM/Qwen3-VL-Embedding","2026-01-16",12],["r","Advancements in 3D Orientation","Papers with code · Orient Anything V2 improves understanding of 3D or","https://github.com/SpatialVision/Orient-Anything-V2","2026-01-16",1],["r","Optimized Code Generation","Papers with code · The Controlled SelfEvolution method boosts code ge","https://github.com/QuantaAlpha/EvoControl","2026-01-16",1],["r","Automated Research Evaluation","Papers with code · DeepResearchEval uses adaptable agents to automate","https://github.com/Infinity-AILab/DeepResearchEval","2026-01-16",1],["r","Linear Attention Enhancement","Papers with code · MultiHead Linear Attention boosts performance by b","https://github.com/DAGroup-PKU/MHLA","2026-01-16",0],["r","Synthetic Data for Programming","Papers with code · Code LLMs trained on synthetic data excel in compe","https://github.com/JieWu02/X-Coder","2026-01-16",0],["r","SelfEvolving Reasoning Agents","Papers with code · A data-free self-evolution framework enables large","https://github.com/facebookresearch/drzero","2026-01-16",0],["r","Stable Sinkhorn-Knopp Iterations","Papers with code · Hyperconnections with dynamic residual matrices im","https://github.com/FFTYYY/mhc-lite","2026-01-16",0],["r","Agentic AI Adaptation Framework","Papers with code · The paper presents a framework for improving AI sy","https://github.com/pat-jj/Awesome-Adaptation-of-Agentic-AI","2025-12-28",6],["r","Evaluating LLMs for Science","Papers with code · A new framework for Scientific General Intelligenc","https://github.com/InternScience/SGI-Bench","2025-12-28",1],["r","Uncovering Language Model Policies","Papers with code · The research analyzes large language model policie","https://github.com/Trae1ounG/BuPO","2025-12-28",0],["r","StepGUI: Optimizing GUI Automation","Papers with code · Optimizing GUI Automation: A new training system b","https://github.com/stepfun-ai/gelab-zero","2025-12-19",29],["r","AI Agents: Memory Research Overview","Papers with code · Memory Research Overview: The survey examines agen","https://github.com/Shichun-Liu/Agent-Memory-Paper-List","2025-12-19",2],["r","Jacobi Forcing: Parallel Decoding Efficiency","Papers with code · Parallel Decoding Efficiency: Jacobi Forcing enabl","https://github.com/hao-ai-lab/JacobiForcing","2025-12-19",0],["r","LitePT: Efficient 3D Model","Papers with code · Efficient 3D Model: LitePT is a 3D point cloud mod","https://github.com/prs-eth/LitePT","2025-12-19",0],["r","ErrorFree Attention: Optimized Language Model","Papers with code · Optimized Language Model: ErrorFree Linear Attenti","https://github.com/declare-lab/EFLA","2025-12-19",0],["r","Universal Reasoning: Enhanced Transformer","Papers with code · Enhanced Transformer: The Universal Reasoning Mode","https://github.com/zitian-gao/URM","2025-12-19",0],["r","DeepCode: Doc-to-Code Synthesis","Papers with code · Doc-to-Code Synthesis: DeepCode is an autonomous f","https://github.com/HKUDS/DeepCode","2025-12-14",234],["r","GRAPE: Positional Encoding Framework","Papers with code · Positional Encoding Framework: GRAPE is a new fram","https://github.com/model-architectures/GRAPE","2025-12-14",0],["r","Textto-3D Reinforcement Learning","Papers with code · ARDR1 is a groundbreaking model that uses reinforc","https://github.com/Ivan-Tang-3D/3DGen-R1","2025-12-14",0],["r","Procedural Terrain Diffusion","Papers with code · Terrain Diffusion leverages diffusion models and I","https://github.com/xandergos/terrain-diffusion","2025-12-14",0],["r","Evolving Cost-Effective Deep Learning Rubrics","Papers with code · Reinforcement Learning with Evolving Rubrics (RLER","https://github.com/rlresearch/dr-tulu","2025-12-01",6],["r","Efficient Memory","Papers with code · GAM is a framework that improves memory efficiency","https://github.com/VectorSpaceLab/general-agentic-memory","2025-12-01",1],["r","Collaborative Representation","Papers with code · LatentMAS boosts collaboration among LLM agents by","https://github.com/Gen-Verse/LatentMAS","2025-12-01",1],["r","MiroThinker — Scalable Research Agent","Papers with code · MiroThinker v1.0 — An open-source agent that boost","https://github.com/MiroMindAI/MiroThinker","2025-11-19",14],["r","P RL Physics Olympiad Champion","Papers with code · P A family of open-source, reinforcement-learned m","https://github.com/PRIME-RL/P1","2025-11-19",0],["r","PartXMLLM — 3D Part-aware LLM","Papers with code · PartXMLLM: Turns a colored 3D point cloud and a te","https://github.com/AiEson/Part-X-MLLM","2025-11-19",0],["r","LoopTool — Robust LLM Call Loop","Papers with code · LoopTool: An automated loop that repeatedly genera","https://github.com/Rednote-ExperienceAI-Lab/LoopTool","2025-11-19",0],["r","DeepEyesV2: Agentic Multimodal","Papers with code · Agentic Multimodal: DeepEyesV2 — a two-stage-train","https://github.com/Visual-Agent/DeepEyes","2025-11-12",18],["r","Diffusion LMs: Low-Data Learners","Papers with code · Low-Data Learners: Diffusion language models — the","https://github.com/JinjieNi/MegaDLMs","2025-11-12",0],["r","Adaptive Verifiable Environments for LM Reasoning","Papers with code · RLVE Gradually increases problem difficulty during","https://github.com/Zhiyuan-Zeng/RLVE","2025-11-12",0],["r","Retrofitted Recurrence for Deeper LM Reasoning","Papers with code · Recurrence curriculum: Convert pretrained nonrecur","https://github.com/mcleish7/retrofitting-recurrence","2025-11-12",0],["r","Kimi Linear: Hybrid Linear Attention","Papers with code · Hybrid Linear Attention: Kimi Linear: a new hybrid","https://github.com/MoonshotAI/Kimi-Linear","2025-11-04",10],["r","FP Fixes Training–Inference Mismatch in RL Fine-tuning","Papers with code · Switching RL fine‑tuning from BF16 to FP16: fixes ","https://github.com/sail-sg/Precision-RL","2025-11-04",1],["r","Toolathlon: Long‑Horizon Agent Benchmark","Papers with code · Long‑Horizon Agent Benchmark: Toolathlon — a bench","https://github.com/hkust-nlp/Toolathlon","2025-11-04",0],["r","CALM Continuous Next‑Vector Models","Papers with code · CALM — a method that compresses multiple tokens in","https://github.com/shaochenze/calm","2025-11-04",0],["r","DeepAgent — Autonomous Tool Agent","Papers with code · DeepAgent — an end-to-end agent that finds and use","https://github.com/RUC-NLPIR/DeepAgent","2025-10-27",1],["r","LightMem — Efficient Memory for LLMs","Papers with code · LightMem — a lightweight three-stage memory that f","https://github.com/zjunlp/LightMem","2025-10-27",1],["r","DeepAnalyze — Auto Data-Science LLM","Papers with code · DeepAnalyze8B: an 8B-parameter model trained progr","https://github.com/ruc-datalab/DeepAnalyze","2025-10-27",1],["r","PBSAttn — Block-Sparse Attention","Papers with code · PBSAttn: rearranges attention into block-sparse pa","https://github.com/xinghaow99/pbs-attn","2025-10-27",0],["r","EDR Steerable Multi-Agent Analytics","Papers with code · EnterpriseDeepResearch (EDR): a multiagent system ","https://github.com/SalesforceAIResearch/enterprise-deep-research","2025-10-27",0],["r","Transformer Explainer","Papers with code · Despite the significant impact of Transformers on ","https://github.com/poloclub/transformer-explainer","2025-07-25",99],["r","Superhuman Reasoning","Papers with code · The article discusses the challenge of surpassing ","https://github.com/alibaba-nlp/webagent","2025-07-25",92],["r","Workflow Generation Models","Papers with code · The article presents a curated dataset of 4K workf","https://github.com/aidc-ai/comfyui-copilot","2025-07-25",44],["r","GLM4 vs Qwen2.5VL7B","Papers with code · The article discusses a model that performs better","https://github.com/thudm/glm-4.1v-thinking","2025-07-25",16],["r","NVIDIA Audio Flamingo","Papers with code · The article emphasizes the importance of enhancing","https://github.com/NVIDIA/audio-flamingo","2025-07-25",12],["r","Streaming 4D VGT","Papers with code · The article introduces a streaming 4D visual geome","https://github.com/wzzheng/streamvggt","2025-07-25",7],["r","IQLearn: Inverse softQ","Papers with code · Inverse softQ: The article highlights the availabi","https://github.com/Div99/IQ-Learn","2025-07-25",7],["r","Benchmarking Autonomous Agents","Papers with code · The article presents REAL, a tool for assessing mu","https://github.com/agi-inc/agisdk","2025-07-25",4],["r","Mathematical Deep Learning Introduction","Papers with code · The book offers a beginner-friendly guide to under","https://github.com/introdeeplearning/book","2025-07-25",4],["r","HackSynth LLM Agent","Papers with code · The article introduces HackSynth, an agent based o","https://github.com/aielte-research/HackSynth","2025-07-25",3],["r","PhysX Asset Generation","Papers with code · The article explores the shift of 3D modeling from","https://github.com/ziangcao0312/PhysX","2025-07-25",2],["r","Dynamic 4D Scene Forecasting","Papers with code · The article introduces a method that divides scene","https://github.com/lzzzzzm/ii-world","2025-07-25",2],["r","Conv3x3 Designs in Diffusion Models","Papers with code · The article emphasizes the exceptional performance","https://github.com/yuchuantian/dic","2025-07-25",1],["r","AutoSteering Trajectories","Papers with code · The article points out problems with anchorfree me","https://github.com/lileyang1210/ant","2025-07-25",1],["r","Safety Vulnerability of Diffusion LLMs","Papers with code · The article presents DIJA, a system that uses adve","https://github.com/zichenwen1/dija","2025-07-25",0],["r","GumTreeDiff","Papers with code · The first article explores the idea of software ev","https://github.com/GumTreeDiff/gumtree","2025-07-17",22],["r","cmriat L0","Papers with code · The second article presents LZero (L0), a training","https://github.com/cmriat/l0","2025-07-17",6],["r","apple Embedding Atlas","Papers with code · The third article discusses the application of emb","https://github.com/apple/embedding-atlas","2025-07-17",5],["r","yongliu20","Papers with code · The fourth article targets achieving universal seg","https://github.com/yongliu20/UniLSeg","2025-07-17",5],["r","Compressing Language Models","Papers with code · The research indicates that data between separator","https://github.com/HKUDS/SepLLM","2025-07-17",5],["r","Energy Transformers for Learning","Papers with code · Enhanced Bridge Transformers (EBTs) perform better","https://github.com/alexiglad/EBT","2025-07-17",5],["r","Robust Stereo Matching with SMoEStereo","Papers with code · SMoEStereo is a new framework that adapts VFMs for","https://github.com/cocowy1/smoe-stereo","2025-07-17",2],["r","Evaluating Conversational Agents","Papers with code · Current benchmarks for conversational AI agents on","https://github.com/sierra-research/tau2-bench","2025-07-17",1],["r","TCSinger 2: Zeroshot Singing Voice Synthesis","Papers with code · Zeroshot Singing Voice Synthesis: TCSinger 2 is a ","https://github.com/aaronz345/tcsinger2","2025-07-17",1],["r","PyTorch: Deep Learning Library","Papers with code · Deep Learning Library: The article explores the tr","https://github.com/pytorch/pytorch","2025-07-03",1821],["r","Absorbing States in Reinforcement Learning","Papers with code · The research indicates that the complexity of supe","https://github.com/Unity-Technologies/ml-agents","2025-07-03",366],["r","Quantized Training of Decision Trees","Papers with code · The article emphasizes the widespread success of G","https://github.com/Microsoft/LightGBM","2025-07-03",346],["r","LLM Alignment Survey","Papers with code · The paper offers an in-depth analysis of alignment","https://github.com/bradyfu/awesome-multimodal-large-language-models","2025-07-03",313],["r","Study of Mamba Language Models","Papers with code · The hybrid model outperforms or equals the Transfo","https://github.com/NVIDIA/Megatron-LM","2025-07-03",253],["r","Hyperparameter Optimization Framework","Papers with code · The article outlines strategies for creating robus","https://github.com/optuna/optuna","2025-07-03",243],["r","Efficient Inference Engine","Papers with code · The article explores the growing trend of implemen","https://github.com/alibaba/MNN","2025-07-03",241],["r","RAGAs Framework","Papers with code · The article presents RAGAs, a new framework for as","https://github.com/explodinggradients/ragas","2025-07-03",193],["r","GPT Bias Study","Papers with code · The study examines the effectiveness of different ","https://github.com/rfordatascience/tidytuesday","2025-07-03",149],["r","ML Serving Desiderata","Papers with code · The article emphasizes the crucial role of inferen","https://github.com/SeldonIO/seldon-core","2025-07-03",91],["r","Enhanced minimap2 Alignment","Papers with code · The paper highlights recent enhancements to minima","https://github.com/lh3/minimap2","2025-07-03",39],["r","Hyperbolic Data Distillation","Papers with code · Dataset distillation condenses large datasets for ","https://github.com/Guang000/Awesome-Dataset-Distillation","2025-07-03",34],["r","SymbolicAI Logic Framework","Papers with code · A new framework uses in-context learning to create","https://github.com/ExtensityAI/symbolicai","2025-07-03",28],["r","Deep Learning for SingleCell Analysis","Papers with code · The article reviews the latest advancements in cla","https://github.com/scverse/scvi-tools","2025-07-03",28],["r","Efficient Prediction of Equivariant Hamiltonian Matrices","Papers with code · Efficient SO2-equivariant operations have been int","https://github.com/divelab/AIRS","2025-07-03",12],["r","Experts Algorithms Theory","Papers with code · The article highlights the significant advancement","https://github.com/deepseek-ai/DeepEP","2025-06-25",163],["r","Language Models and CDNs","Papers with code · The article underscores the increasing demand for ","https://github.com/lmcache/lmcache","2025-06-25",32],["r","Efficiency of Muon Pretraining","Papers with code · The article demonstrates how the second-order opti","https://github.com/KellerJordan/Muon","2025-06-25",17],["r","HighQuality Song Generation","Papers with code · The article presents a new technique using Direct ","https://github.com/tencent-ailab/songgeneration","2025-06-25",5],["r","AquaSignal: Underwater Analysis","Papers with code · Underwater Analysis: AquaSignal is a scalable syst","https://github.com/codelion/adaptive-classifier","2025-06-25",5],["r","SoundMind: Audio Logic","Papers with code · Audio Logic: The use of large language models in a","https://github.com/xid32/soundmind","2025-06-25",3],["r","OPTBENCH: LLM Agent Evaluation","Papers with code · LLM Agent Evaluation: Large Language Models have s","https://github.com/oliverleexz/opt-bench","2025-06-25",2],["r","LogitsBased OOD Detection","Papers with code · The research thoroughly examines the contributors ","https://github.com/dvlab-research/logits-based-finetuning","2025-06-25",1],["r","Online Chinese Handwritten Writer Retrieval","Papers with code · The paper presents OLIWER, a large dataset of over","https://github.com/scut-dlvclab/dolphin","2025-06-25",0],["r","InfLLM v2: Longcontext Processing","Papers with code · Longcontext Processing: The article introduces Inf","https://github.com/openbmb/minicpm","2025-06-18",157],["r","TradingAgents: Financial Trading Framework","Papers with code · Financial Trading Framework: The second article ex","https://github.com/tauricresearch/tradingagents","2025-06-18",74],["r","RWKV Goose: State Evolution","Papers with code · State Evolution: The third article presents RWKV7 ","https://github.com/fla-org/flash-linear-attention","2025-06-18",52],["r","TabM: Tabular DL Advancement","Papers with code · Tabular DL Advancement: The article explores diffe","https://github.com/yandex-research/tabm","2025-06-18",7],["r","MEIA: Multimodal Perception","Papers with code · Multimodal Perception: The article presents the Mu","https://github.com/hcplab-sysu/causalvlr","2025-06-18",5],["r","SurveyForge: Auto Survey Writing","Papers with code · Auto Survey Writing: The article highlights the cr","https://github.com/alpha-innovator/surveyforge","2025-06-18",4],["r","PixelsDB Data Analytics","Papers with code · The article explores a serverless query engine tha","https://github.com/pixelsdb/pixels","2025-06-18",4],["r","RFUAV Dataset for UAV Detection","Papers with code · The article presents the RFUAV dataset, a baseline","https://github.com/kitoweeknd/RFUAV","2025-06-18",2],["r","MASLab MultiAgent Systems Codebase","Papers with code · The article unveils MASLab, a complete codebase fo","https://github.com/masworks/maslab","2025-06-18",2],["r","PreTraining Framework for Agentic Search","Papers with code · The Retrieval Augmented Mask Prediction (RAMP) tas","https://github.com/alibaba-nlp/masksearch","2025-06-18",2],["r","Spiking Graph Convolution Networks","Papers with code · Graph Convolutional Networks (GCNs) excel due to t","https://github.com/zulunzhu/spikinggcn","2025-06-18",2],["r","Evaluating Language Models in Games","Papers with code · Large Language Models (LLMs) are evolving quickly,","https://github.com/fuxiailab/civagent","2025-06-18",1],["r","Autonomous Knowledge Graph Construction","Papers with code · AutoSchemaKG is a novel framework that enables the","https://github.com/hkust-knowcomp/autoschemakg","2025-06-18",1],["r","AutoAgent: Automated LLM Framework","Papers with code · Automated LLM Framework: AutoAgenta is a new frame","https://github.com/hkuds/autoagent","2025-06-11",92],["r","Sequential Models in Data Vault","Papers with code · The Sequential Synthetic Data Vault (SDV) was util","https://github.com/sdv-dev/SDV","2025-06-11",60],["r","AReaL: RL System for Language Reasoning","Papers with code · RL System for Language Reasoning: Majority of larg","https://github.com/inclusionai/areal","2025-06-11",31],["r","Godel Machine","Papers with code · The Godel machine is a self-enhancing AI that can ","https://github.com/jennyzzt/dgm","2025-06-11",21],["r","SEW Code Generation","Papers with code · Large Language Models (LLMs) have proven effective","https://github.com/evoagentx/evoagentx","2025-06-11",14],["r","RKV Cache Compression","Papers with code · The Redundancy-aware KV Cache Compression (RKV) te","https://github.com/zefan-cai/r-kv","2025-06-11",4],["r","MoonCast Generation","Papers with code · Advances in text-to-speech synthesis have greatly ","https://github.com/jzq2000/mooncast","2025-06-11",4],["r","Enhancing Speech Extraction","Papers with code · The article critiques the limitations of generativ","https://github.com/wanghelin1997/solospeech","2025-06-11",3],["r","Automated Failure Attribution","Papers with code · The paper presents a new research area centered on","https://github.com/mingyin1/agents_failure_attribution","2025-06-11",3],["r","Incentivizing Biological Reasoning","Papers with code · The article emphasizes the challenges in deriving ","https://github.com/bowang-lab/bioreason","2025-06-11",3],["r","Earth System Forecasting","Papers with code · Current AI models used for predicting Earth system","https://github.com/easylearningscores/triton_ai4earth","2025-06-11",2],["r","WINA for Language Models","Papers with code · The growing computational needs of large language ","https://github.com/microsoft/wina","2025-06-11",2],["r","Efficient LongContext LLM Training","Papers with code · Despite their excellent document processing capabi","https://github.com/wenhaoli-xmu/seco","2025-06-11",1],["r","KVzip: Cache Compression","Papers with code · Cache Compression: Transformer-based language mode","https://github.com/snu-mllab/kvzip","2025-06-11",1],["r","sktime ROCKET","Papers with code · Current methods for classifying time series data a","https://github.com/sktime/sktime","2025-06-04",178],["r","microsoft RDAgentQuant","Papers with code · Predicting asset returns is challenging due to the","https://github.com/microsoft/rd-agent","2025-06-04",106],["r","paper2poster","Papers with code · A new benchmark and metric suite for poster genera","https://github.com/paper2poster/paper2poster","2025-06-04",28],["r","Alita Generalist Agent","Papers with code · The article explores how Alita uses general-purpos","https://github.com/charlesq9/alita","2025-06-04",4],["r","CodeEnhanced Reasoning","Papers with code · The article discusses how code and reasoning work ","https://github.com/dayuyang1999/awesome-code-reasoning","2025-06-04",4],["r","Pareto-Optimal AI","Papers with code · The article emphasizes the role of Retrieval-Augme","https://github.com/datarobot/syftr","2025-06-04",3],["r","AudioTrust: Trustworthiness of ALLMs","Papers with code · Trustworthiness of ALLMs: AudioTrust is a new eval","https://github.com/jusperlee/audiotrust","2025-06-04",2],["r","BizFinBench: Financial Benchmark for LLMs","Papers with code · Financial Benchmark for LLMs: An assessment shows ","https://github.com/hithink-research/bizfinbench","2025-06-04",2],["r","Training a Search Agent via RL","Papers with code · Retrieval-augmented generation (RAG) systems allow","https://github.com/pat-jj/s3","2025-06-04",2],["r","ToolStar LLMBrained MultiTool","Papers with code · The article explores the difficulties in applying ","https://github.com/dongguanting/tool-star","2025-06-04",1],["r","Phi Report","Papers with code · The article presents phi4, a language model with 1","https://github.com/codelion/pts","2025-06-04",1],["r","Oneshot Entropy Minimization","Papers with code · The article shows that training over 13,000 large ","https://github.com/zitian-gao/one-shot-em","2025-06-04",1],["r","ChartGalaxy Dataset","Papers with code · The article highlights the importance of a dataset","https://github.com/chartgalaxy/chartgalaxy","2025-06-04",1],["r","Building AI Agents","Papers with code · The article explores the difficulties in ensuring ","https://github.com/mem0ai/mem0","2025-05-21",625],["r","Evaluating Language Models in Healthcare","Papers with code · The article presents HealthBench, a freely availab","https://github.com/openai/simple-evals","2025-05-21",67],["r","Open Source Moxin7B Report","Papers with code · The article emphasizes the recent major changes an","https://github.com/moxin-org/moxin-llm","2025-05-21",4],["r","Unified Multimodal Models","Papers with code · The team has created BLIP3o, a set of sophisticate","https://github.com/jiuhaichen/blip3o","2025-05-21",3],["r","Humanlike Episodic Memory","Papers with code · Large language models (LLMs) show great potential ","https://github.com/em-llm/EM-LLM-model","2025-05-21",3],["r","Scaling Atomistic Potential","Papers with code · Molecular dynamics simulations need a special comb","https://github.com/zmyybc/alphanet","2025-05-21",2],["r","Novel Alphas in Quantitative Investment","Papers with code · The paper presents a new type of alphas for improv","https://github.com/codelion/openevolve","2025-05-21",1],["r","MultiAgent Simulation Scaling for Portfolio Construction","Papers with code · The article discusses the growing interest in LLM-","https://github.com/gta0804/mass","2025-05-21",1],["r","Parallel Scaling Law for Language Models","Papers with code · The research uses P diverse transformations on the","https://github.com/qwenlm/parscale","2025-05-21",1],["r","Novel Alphas in Quantitative Investment","Papers with code · The article investigates the presence of scaling l","https://github.com/qwenlm/worldpm","2025-05-21",1],["r","MultiAgent Simulation Scaling for Portfolio Construction","Papers with code · The article examines the high performance of Reaso","https://github.com/vainf/thinkless","2025-05-21",0],["r","Parallel Scaling Law for Language Models","Papers with code · The article emphasizes the success of Retrieval-Au","https://github.com/Pints-AI/Finetune-Bench-RAG","2025-05-21",0],["r","Microsoft BitNet","Papers with code · The creation of large language models such as BitN","https://github.com/microsoft/bitnet","2025-04-23",286],["r","Reinforcement Learning","Papers with code · The use of human feedback in reinforcement learnin","https://github.com/natolambert/rlhf-book","2025-04-23",14],["r","The AI Scientistv2","Papers with code · AI is playing a significant role in transforming t","https://github.com/sakanaai/ai-scientist-v2","2025-04-23",12],["r","Tencent InstantCharacter Framework","Papers with code · The article details the development of a massive c","https://github.com/tencent/instantcharacter","2025-04-23",10],["r","Lizonghang PRIMA: Breaking Barriers for LLMs","Papers with code · Breaking Barriers for LLMs: The article emphasizes","https://github.com/lizonghang/prima.cpp","2025-04-23",8],["r","KRLabsOrg LettuceDetect: Hallucination Detection","Papers with code · Hallucination Detection: The article discloses tha","https://github.com/KRLabsOrg/LettuceDetect","2025-04-23",7],["r","SimpleAR: Visual Generation Framework","Papers with code · Visual Generation Framework: The article presents ","https://github.com/wdrink/simplear","2025-04-23",4],["r","Syzygy of Thoughts: Improving CoT","Papers with code · Improving CoT: The piece explores ChainofThought (","https://github.com/dlmaria/syzygy-of-thoughts","2025-04-23",3],["r","VSLAMLAB: Visual SLAM Framework","Papers with code · Visual SLAM Framework: The text underscores the di","https://github.com/alejandrofontan/vslam-lab","2025-04-23",3],["r","DeepMath103K","Papers with code · The article emphasizes the role of complex mathema","https://github.com/zwhe99/deepmath","2025-04-23",2],["r","EndEndDiffusion","Papers with code · The article introduces a technique to enhance AI m","https://github.com/End2End-Diffusion/REPA-E","2025-04-23",1],["r","rlhflow","Papers with code · The article provides an in-depth analysis of the f","https://github.com/rlhflow/minimal-rl","2025-04-23",1],["r","spcl","Papers with code · The article underscores the significance of struct","https://github.com/spcl/knowledge-graph-of-thoughts","2025-04-23",1],["r","Foundation Agents","Papers with code · Large Language Models (LLMs) have significantly im","https://github.com/foundationagents/awesome-foundation-agents","2025-04-16",13],["r","More Generalization","Papers with code · The article presents a consistent data synthesis p","https://github.com/bytedance/uno","2025-04-16",8],["r","Language Model Quantization","Papers with code · Quantizing large language models is a prevalent te","https://github.com/hanguo97/flute","2025-04-16",6],["r","LocAgent GraphGuided LLM Agents","Papers with code · LocAgent improves codebase search by using directe","https://github.com/gersteinlab/locagent","2025-04-16",4],["r","NdLinear Representation Learning","Papers with code · NdLinear is suggested as an advanced alternative t","https://github.com/ensemble-core/ndlinear","2025-04-16",2],["r","MultiSWEbench Issue Resolving Benchmark","Papers with code · Issue resolving involves altering a codebase to cr","https://github.com/multi-swe-bench/multi-swe-bench","2025-04-16",1],["r","Generalist-Specialist Framework for Computer Agents","Papers with code · Computer use agents are created to enhance human e","https://github.com/simular-ai/agent-s","2025-04-09",36],["r","Automatic Speech Recognition Model for Eastern Languages","Papers with code · The report introduces Dolphin, a large-scale multi","https://github.com/dataoceanai/dolphin","2025-04-09",4],["r","Benchmark Dataset & Debiasing Framework for Multimodal Reasoning","Papers with code · The article presents a two-step method to increase","https://github.com/reml-group/fortisavqa","2025-04-09",3],["r","Efficient Reasoning for Large Language Models","Papers with code · The article emphasizes the recent progress in Larg","https://github.com/devoallen/awesome-reasoning-economy-papers","2025-04-09",0],["r","Efficient Inference for Large Reasoning Models","Papers with code · The article details how Large Reasoning Models (LR","https://github.com/yueliu1999/awesome-efficient-inference-for-lrms","2025-04-09",0],["r","LLMAggreFact Code Release","Papers with code · The LLMAggreFact code, used for data synthesis and","https://github.com/vectara/hallucination-leaderboard","2025-04-02",39],["r","Rankify Python Toolkit","Papers with code · The importance of retrieval reranking and retrieva","https://github.com/DataScienceUIBK/Rankify","2025-04-02",5],["r","Open Search Tool","Papers with code · Open Search Tool, a new internet search tool, has ","https://github.com/sentient-agi/opendeepsearch","2025-04-02",4],["r","FEC Fast Euclidean Clustering","Papers with code · The segmentation of point cloud data is vital for ","https://github.com/yizhenlao/fec","2025-04-02",3],["r","Reverse Dialogue Inference","Papers with code · The DCMCQ task is a new tool designed to better in","https://github.com/zhengl00/rex-got","2025-04-02",3],["r","RL Enhanced LLMs Survey","Papers with code · The paper explores the use of reinforcement learni","https://github.com/shuhewang1998/reinforcement-learning-enhanced-llms-a-survey","2025-04-02",3],["r","LLM Agent Methodology Survey","Papers with code · The article examines the emergence of intelligent ","https://github.com/luo-junyu/awesome-agent-papers","2025-04-02",2],["r","Optimal Stepsize for Sampling","Papers with code · The article emphasizes the high-quality output of ","https://github.com/bebebe666/optimalsteps","2025-04-02",1],["r","CPPO Training Acceleration","Papers with code · The paper introduces Completion Pruning Policy Opt","https://github.com/lzhxmu/cppo","2025-04-02",0],["r","Augmenting Language Models with Knowledge Base","Papers with code · The paper presents KBLaM, a novel technique to imp","https://github.com/microsoft/KBLaM","2025-03-26",5],["r","Pose Diversity in Audiodriven Talking Portraits","Papers with code · The article explores the shortcomings of Keypoint-","https://github.com/chaolongy/kdtalker","2025-03-26",3],["r","Multimodal ChainofThought Reasoning Survey","Papers with code · The study expands the application of chain-of-thou","https://github.com/yaotingwangofficial/awesome-mcot","2025-03-26",2],["r","Physical Common Sense to Embodied Reasoning","Papers with code · The article details essential skills for Physical ","https://github.com/nvidia-cosmos/cosmos-reason1","2025-03-26",2],["r","D Task Point Representations","Papers with code · The paper discusses the effectiveness of a self-su","https://github.com/facebookresearch/sonata","2025-03-26",2],["r","Large Language Model Reasoning","Papers with code · Large Language Models (LLMs) are highlighted for t","https://github.com/eclipsess/awesome-efficient-reasoning-llms","2025-03-26",2],["r","SelfSupervised Learning in Molecular Graphs","Papers with code · Graph Self-Supervised Learning (GSSL) is presented","https://github.com/hansen7/molgrapheval","2025-03-26",2],["r","Reinforcement Learning in Small LLMs","Papers with code · The article discusses the challenges of enhancing ","https://github.com/knoveleng/open-rs","2025-03-26",2],["r","Single-View Scene Reconstruction with Geometric Affine Field","Papers with code · The article highlights the challenges in single-vi","https://github.com/xianzuwu/Niagara","2025-03-26",1],["r","Optimizing Instruction in Large Language Models","Papers with code · The article presents Attentive Reasoning Queries (","https://github.com/emcie-co/parlant","2025-03-20",36],["r","Training LLMs to Reason with Search Engines","Papers with code · The article highlights the need for large language","https://github.com/petergriffinjin/search-r1","2025-03-20",21],["r","Empowering LMMs with Strong Reasoning","Papers with code · The article explores the difficulties in enhancing","https://github.com/tidedra/lmm-r1","2025-03-20",10],["r","qihoo360 LightR1","Papers with code · The LightR1 series proves the efficiency of traini","https://github.com/qihoo360/light-r1","2025-03-20",8],["r","generteam GENERator","Papers with code · Recent progress in genomic language models undersc","https://github.com/generteam/generator","2025-03-20",7],["r","prseth Neural Fields","Papers with code · A novel technique is presented for creating neural","https://github.com/prs-eth/thera","2025-03-20",6],["r","Block Diffusion Interpolating Models","Papers with code · Diffusion language models offer advantages such as","https://github.com/kuleshov-group/bd3lms","2025-03-20",5],["r","ReasonGraph Reasoning Paths Visualization","Papers with code · The complexity of Large Language Models (LLMs) and","https://github.com/ZongqianLi/ReasonGraph","2025-03-20",5],["r","LLMAD: Algorithm Design Platform","Papers with code · Algorithm Design Platform: LLM4AD is a newly devel","https://github.com/optima-cityu/llm4ad","2025-03-20",5],["r","ELIZA Chatbot on Time Sharing System","Papers with code · The world's first chatbot's entire stack, compatib","https://github.com/rupertl/eliza-ctss","2025-03-20",4],["r","Reinforcement Learning Beats Fine-Tuning","Papers with code · Reinforcement learning has been shown to improve t","https://github.com/xiaomi-research/r1-aqa","2025-03-20",2],["r","OLMo 2 Model Architecture Recipe","Papers with code · The updated model architecture and training recipe","https://github.com/allenai/OLMo-core","2025-03-20",2],["r","Slim Attention: Reduce Context Memory","Papers with code · Reduce Context Memory: For Whisper models and simi","https://github.com/openmachine-ai/transformer-tricks","2025-03-20",2],["r","Efficient Text-to-Speech Model","Papers with code · Recent advancements in large language models have ","https://github.com/sparkaudio/spark-tts","2025-03-12",65],["r","Zeroshot Voice Conversion","Papers with code · Zero-shot voice conversion aims to modify a source","https://github.com/Plachtaa/seed-vc","2025-03-12",33],["r","Visual FineTuning","Papers with code · Reinforcement FineTuning in Large Reasoning Models","https://github.com/liuziyu77/visual-rft","2025-03-12",20],["r","DeepRetrieval: Query Generation","Papers with code · Query Generation: The article emphasizes the role ","https://github.com/pat-jj/deepretrieval","2025-03-12",2],["r","Draft Thinking Chain","Papers with code · The article examines the effectiveness of Large La","https://github.com/sileix/chain-of-draft","2025-03-12",2],["r","MultiAgentBench: LLM Agent Evaluation","Papers with code · LLM Agent Evaluation: The article points out the s","https://github.com/multiagentbench/marble","2025-03-12",1],["r","Merlion: Time Series Library","Papers with code · Time Series Library: The article introduces Merlio","https://github.com/salesforce/merlion","2025-03-05",82],["r","Sentientagi: Loyalty Training","Papers with code · Loyalty Training: The piece discusses the challeng","https://github.com/sentient-agi/oml-1.0-fingerprinting","2025-03-05",61],["r","HybridFlow: RLHF Framework","Papers with code · RLHF Framework: The article describes how traditio","https://github.com/hiyouga/easyr1","2025-03-05",16],["r","Atom of Thoughts: Markov LLM Scaling","Papers with code · Markov LLM Scaling: The Atom of Thoughts (AoT) mod","https://github.com/qixucen/atom","2025-03-05",5],["r","IndexTTS: ZeroShot TextToSpeech System","Papers with code · ZeroShot TextToSpeech System: The article presents","https://github.com/index-tts/index-tts","2025-03-05",4],["r","Sparse Attention","Papers with code · The first article explores the difficulties in cre","https://github.com/thu-ml/spargeattn","2025-03-05",3],["r","Adversarial Training","Papers with code · The second article demonstrates through experiment","https://github.com/nisplab/at-bsl","2025-03-05",2],["r","Depth Distillation","Papers with code · The third article conducts a thorough examination ","https://github.com/Westlake-AGI-Lab/Distill-Any-Depth","2025-03-05",2],["r","AudioFLAN: Audiolanguage Models","Papers with code · Audiolanguage Models: AudioFLAN is a versatile aud","https://github.com/lmxue/audio-flan","2025-03-05",2],["r","BaichuanAudio: Speech Interaction Framework","Papers with code · Speech Interaction Framework: A proposed two-stage","https://github.com/baichuan-inc/baichuan-audio","2025-03-05",1],["r","Emergent Misalignment: Finetuning Effects","Papers with code · Finetuning Effects: A study was carried out where ","https://github.com/emergent-misalignment/emergent-misalignment","2025-03-05",1],["r","Test Time Scaling","Papers with code · The possibility of enhancing test-time computation","https://github.com/novasky-ai/skythought","2025-02-26",58],["r","StepAudio Understanding","Papers with code · The StepEvalAudio360 benchmark reveals that StepAu","https://github.com/stepfun-ai/step-audio","2025-02-26",54],["r","MoBA Block Attention","Papers with code · Enhancing the effective context length is vital fo","https://github.com/moonshotai/moba","2025-02-26",26],["r","SWELancer: RealWorld Freelance Software Engineering","Papers with code · RealWorld Freelance Software Engineering: The arti","https://github.com/openai/swelancer-benchmark","2025-02-26",20],["r","Magma: Multimodal AI Agents Foundation Model","Papers with code · Multimodal AI Agents Foundation Model: The article","https://github.com/microsoft/Magma","2025-02-26",8],["r","CrawLLM: Web Crawling for LLM Pretraining","Papers with code · Web Crawling for LLM Pretraining: The article reve","https://github.com/cxcscmu/crawl4llm","2025-02-26",7],["r","Modular Generative Models","Papers with code · The article introduces a novel approach to modular","https://github.com/LTH14/fractalgen","2025-02-26",7],["r","SongGen: Text-to-Song Transformer","Papers with code · Text-to-Song Transformer: The authors aim to share","https://github.com/liuzh-19/songgen","2025-02-26",2],["r","Slamming Training: Speech Model on One GPU","Papers with code · Speech Model on One GPU: The research demonstrates","https://github.com/slp-rl/slamkit","2025-02-26",1],["r","RiskSensitive RL for Trading Agents","Papers with code · The article presents a novel trading agent that co","https://github.com/benstaf/finrl_deepseek","2025-02-26",1],["r","Economical Inference with Multi-Head Attention","Papers with code · The paper discusses how Llama27B's KV cache size w","https://github.com/JT-Ushio/MHA2MLA","2025-02-26",1],["r","Optimizing Model Selection for Compound AI Systems","Papers with code · The piece introduces LLMSelector, a system for cho","https://github.com/LLMSELECTOR/LLMSELECTOR","2025-02-26",0],["r","MatterGen: Generative Model for Materials Design","Papers with code · Generative Model for Materials Design: The article","https://github.com/microsoft/mattergen","2025-02-19",22],["r","LIMO: Less is More for Reasoning","Papers with code · Less is More for Reasoning: The article shows that","https://github.com/gair-nlp/limo","2025-02-19",11],["r","SEALRG: Scaling TestTime Compute with Latent Reasoning","Papers with code · Scaling TestTime Compute with Latent Reasoning: Th","https://github.com/seal-rg/recurrent-pretraining","2025-02-19",8],["r","Meta Audiobox: Unified Quality Assessment for Audio","Papers with code · Unified Quality Assessment for Audio: The article ","https://github.com/facebookresearch/audiobox-aesthetics","2025-02-19",5],["r","CodeIO: Reasoning Patterns","Papers with code · Reasoning Patterns: The article discusses the inhe","https://github.com/hkust-nlp/codeio","2025-02-19",5],["r","PIKERAG: Knowledge Generation","Papers with code · Knowledge Generation: The piece highlights the lim","https://github.com/microsoft/pike-rag","2025-02-19",3],["r","Temporal Memory for Understanding","Papers with code · The article introduces Temporal Working Memory, a ","https://github.com/xid32/naacl_2025_twm","2025-02-19",1],["r","Agentic Reasoning for LLMs","Papers with code · The article presents Agentic Reasoning, a new fram","https://github.com/theworldofagents/agentic-reasoning","2025-02-19",1],["r","Qwen Turbo Models on Alibaba Cloud","Papers with code · Alibaba Cloud Model Studio provides two exclusive ","https://github.com/qwenlm/qwen2.5","2025-02-05",289],["r","JanusPro Unified Multimodal Generation","Papers with code · This work introduces JanusPro, an upgraded version","https://github.com/deepseek-ai/janus","2025-02-05",261],["r","Tulu 3: Advancing Language Model PostTraining","Papers with code · Advancing Language Model PostTraining: Posttrainin","https://github.com/allenai/open-instruct","2025-02-05",50],["r","Test Scaling","Papers with code · The Qwen2.532BInstruct language model has been enh","https://github.com/simplescaling/s1","2025-02-05",8],["r","Specialized Tuning","Papers with code · The study explores the PEFT method in LLMs with Mi","https://github.com/deepseek-ai/esft","2025-02-05",7],["r","Graph Augmented Generation","Papers with code · The use of large language models in specialized fi","https://github.com/deep-polyu/awesome-graphrag","2025-02-05",6],["r","Selfadaptive LLMs","Papers with code · The article discusses self-adaptive large language","https://github.com/SakanaAI/self-adaptive-llms","2025-01-23",13],["r","Engaging Learning with Language Models","Papers with code · Language model chatbots and generative search engi","https://github.com/stanford-oval/storm","2025-01-08",315],["r","TorchTitan: LLM Pretraining with PyTorch","Papers with code · LLM Pretraining with PyTorch: Significant accelera","https://github.com/pytorch/torchtitan","2025-01-08",58],["r","VITAMLLM: Interaction with Language Models","Papers with code · Interaction with Language Models: Recent Multimoda","https://github.com/VITA-MLLM/VITA","2025-01-08",29],["r","LatentSync: Diffusion Models for Lip Sync","Papers with code · Diffusion Models for Lip Sync: The experience with","https://github.com/bytedance/LatentSync","2025-01-08",4],["r","Memory Layers: Parallelizable Implementation","Papers with code · Parallelizable Implementation: A fully paralleliza","https://github.com/facebookresearch/memory","2025-01-08",3],["r","Next Token Prediction Survey","Papers with code · Recent studies show that Large Language Models (LL","https://github.com/lmm101/awesome-multimodal-next-token-prediction","2025-01-08",3],["r","TangoFlux Text to Audio Generation","Papers with code · TangoFlux, a Text-to-Audio generative model with 5","https://github.com/declare-lab/TangoFlux","2025-01-08",2],["r","MMLUCF Multitask Language Benchmark","Papers with code · A new benchmark aims to improve the understanding ","https://github.com/microsoft/mmlu-cf","2025-01-08",2],["r","Selfsupervised Hierarchical Makeup Transfer","Papers with code · The first article presents a new technique called ","https://github.com/snowfallingplum/shmt","2025-01-08",1],["r","CacheAugmented Generation for Knowledge Tasks","Papers with code · The second article introduces a new concept called","https://github.com/hhhuang/cag","2025-01-08",1],["r","Building Mixture of Experts","Papers with code · The third article highlights the major issue of ca","https://github.com/BenChaliah/Superposition-Transformer","2025-01-08",0],["r","DeepSeekV3 Report","Papers with code · DeepSeekV3 is a robust language model with 671B pa","https://github.com/deepseek-ai/deepseek-v3","2025-01-01",203],["r","THUDM CogAgent Model","Papers with code · People are increasingly engaging with digital devi","https://github.com/THUDM/CogAgent","2025-01-01",5],["r","Aitomatic SemiKong Model","Papers with code · Large Language Models are proving useful in addres","https://github.com/aitomatic/semikong","2025-01-01",5],["r","APPL Prompt Language","Papers with code · The workflow with Large Language Models can become","https://github.com/appl-team/appl","2025-01-01",4],["r","Medical Complex LLM Reasoning","Papers with code · The article introduces a medical verifier to check","https://github.com/freedomintelligence/huatuogpt-o1","2025-01-01",3],["r","Open Data-efficient LM","Papers with code · The article highlights the difficulties in pretrai","https://github.com/ruc-gsai/yulan-mini","2025-01-01",1],["r","Empowering MLLM with Reasoning","Papers with code · The article introduces CoMCTS, a tool used to deve","https://github.com/hjyao00/mulberry","2025-01-01",1],["r","Unified World Model for Character Customization","Papers with code · The article discusses the increasing interest in s","https://github.com/aria-zhangjl/storyweaver","2025-01-01",1],["r","Byte Latent Transformer for Language Modeling","Papers with code · The article presents Byte Latent Transformer (BLT)","https://github.com/facebookresearch/blt","2024-12-18",16],["r","Language Modeling in Semantic Space","Papers with code · The paper introduces a new architecture that works","https://github.com/facebookresearch/large_concept_model","2024-12-18",6],["r","Replicating OpenAI's O1 Model for Coding","Papers with code · The report explores O1CODER, a replication of Open","https://github.com/adam-bjtu/o1-coder","2024-12-18",4],["r","Gaze Target Estimation with Learned Encoders","Papers with code · The article discusses gaze target estimation, a me","https://github.com/fkryan/gazelle","2024-12-18",2],["r","BoN Jailbreaking: High Attack Success Rates","Papers with code · High Attack Success Rates: The BoN Jailbreaking me","https://github.com/jplhughes/bon-jailbreaking","2024-12-18",2],["r","LLMs as Judges: Evaluation Methods","Papers with code · Evaluation Methods: The article critically analyze","https://github.com/cshaitao/awesome-llms-as-judges","2024-12-18",2],["r","Lyra Speech-Centric Framework","Papers with code · The development of Multimodal Large Language Model","https://github.com/dvlab-research/Lyra","2024-12-18",2],["r","Evolved Universal Transformer Memory","Papers with code · Earlier methods propose cost reduction in modern f","https://github.com/sakanaai/evo-memory","2024-12-18",1],["r","Large Physics Simulations for ML","Papers with code · Machine learning surrogate models are being utiliz","https://github.com/polymathicai/the_well","2024-12-12",7],["r","Multi-Generator Framework for Text-to-SQL","Papers with code · The ICL approach uses a selection method based on ","https://github.com/XGenerationLab/XiYan-SQL","2024-12-12",2],["r","Maize Stemleaf Segmentation","Papers with code · The article explores the difficulties in automatic","https://github.com/syau-miao/seg4maize","2024-12-12",1],["r","Palmprint Recognition Competition","Papers with code · The article criticizes the conventional competitio","https://github.com/Faceplugin-ltd/Palm-Recognition","2024-12-12",1],["r","emg2pose Hand Pose Benchmark","Papers with code · The article highlights the crucial role of hands i","https://github.com/facebookresearch/emg2pose","2024-12-12",1],["r","Portrait Relighting","Papers with code · The article presents a new method for relighting h","https://github.com/lllyasviel/ic-light","2024-12-04",121],["r","Efficient Inference","Papers with code · The article highlights the issues of cost and slow","https://github.com/NVIDIA/Star-Attention","2024-12-04",3],["r","Proactive Agents","Papers with code · The article describes the use of labeled data to t","https://github.com/thunlp/proactiveagent","2024-12-04",2],["r","Deep RL Success","Papers with code · The article introduces streamx algorithms, a new t","https://github.com/mohmdelsayed/streaming-drl","2024-12-04",2],["r","DeMo Decoupled Momentum Optimization","Papers with code · The article discusses the process of training larg","https://github.com/bloc97/demo","2024-12-04",1],["r","MossFormer: Monaural Speech Separation","Papers with code · Monaural Speech Separation: The piece introduces M","https://github.com/modelscope/ClearerVoice-Studio","2024-12-04",1],["r","AutoRAG: Autonomous RetrievalAugmented Generation","Papers with code · Autonomous RetrievalAugmented Generation: The arti","https://github.com/ictnlp/auto-rag","2024-12-04",1],["r","ChatRex: Multimodal LLM for Perception and Understanding","Papers with code · Multimodal LLM for Perception and Understanding: T","https://github.com/idea-research/chatrex","2024-12-04",1],["r","Collaborative Decoding for Efficient AutoRegressive Modeling","Papers with code · The article describes a two-model system where the","https://github.com/czg1225/code","2024-12-04",0],["r","SageAttention2","Papers with code · The piece proposes a method to refine Q and V, whi","https://github.com/thu-ml/SageAttention","2024-11-27",10],["r","EchoMimicV2","Papers with code · The article highlights recent developments in huma","https://github.com/antgroup/echomimic_v2","2024-11-27",8],["r","Improved Timestamp Accuracy","Papers with code · The Whisper speech recognition model has improved ","https://github.com/nyrahealth/crisperwhisper","2024-11-27",7],["r","Synthesizing Scientific Literature","Papers with code · The synthesis of an expanding body of literature i","https://github.com/akariasai/openscholar","2024-11-27",4],["r","AnchorAttention: BFloat16","Papers with code · BFloat16: The AnchorAttention method has been crea","https://github.com/haonan3/anchorcontext","2024-11-27",2],["r","AGIArena MARS: Large Model Training","Papers with code · Large Model Training: Despite progress in variance","https://github.com/AGI-Arena/MARS","2024-11-27",2],["r","nethermanpro TransVIP: Speech Translation","Papers with code · Speech Translation: There is increasing research i","https://github.com/nethermanpro/transvip","2024-11-27",2],["r","aiolalab WhisperNER: Named Entity Recognition","Papers with code · Named Entity Recognition: The article presents Whi","https://github.com/aiola-lab/whisper-ner","2024-11-27",1],["r","MPLSandbox","Papers with code · MPLSandbox is a sandbox for multiple programming l","https://github.com/Ablustrund/MPLSandbox","2024-11-27",1],["r","FlipSketch","Papers with code · Sketch animations are a powerful tool for visual s","https://github.com/hmrishavbandy/flipsketch","2024-11-27",1],["r","Awaker2","Papers with code · The study of Multimodal Large Language Models is g","https://github.com/metabrainagi/awaker","2024-11-27",0],["r","Composable Effects in NumPyro","Papers with code · NumPyro is a compact library that provides an alte","https://github.com/pyro-ppl/numpyro","2024-11-20",45],["r","PyramidKV: Dynamic KV Cache Compression","Papers with code · Dynamic KV Cache Compression: PyramidKV achieves t","https://github.com/zefan-cai/pyramidkv","2024-11-20",13],["r","GUI Agent Claude 3.5","Papers with code · The Claude 3.5 Computer Use model is the first AI ","https://github.com/showlab/computer_use_ootb","2024-11-20",7],["r","TestTime Training","Papers with code · TTT has greatly enhanced performance on ARC tasks,","https://github.com/ekinakyurek/marc","2024-11-20",2],["r","Lingma SWEGPT","Papers with code · Lingma SWEGPT 72B has successfully resolved over 3","https://github.com/LingmaTongyi/Lingma-SWE-GPT","2024-11-20",2],["r","TCSinger","Papers with code · TCSinger is the first zero-shot SVS model introduc","https://github.com/AaronZ345/TCSinger","2024-11-20",2],["r","Microsoft LLM2CLIP: Visual Representation","Papers with code · Visual Representation: The paper presents LLM2CLIP","https://github.com/microsoft/LLM2CLIP","2024-11-20",1],["r","Hanweikung Face Anonymization","Papers with code · The article highlights the flaws in existing face ","https://github.com/hanweikung/face_anon_simple","2024-11-20",1],["r","Apple: Large Language Models","Papers with code · Large Language Models: The article introduces a cu","https://github.com/apple/ml-cross-entropy","2024-11-20",1],["r","TransformerRanker: Model Selection","Papers with code · Model Selection: Pretrained language models are us","https://github.com/flairnlp/transformer-ranker","2024-11-20",1],["r","Scaling Mesh Generation","Papers with code · A new mesh representation called Blocked and Patch","https://github.com/whaohan/bpt","2024-11-20",1],["r","SplatFormer: 3D Gaussian Splatting","Papers with code · 3D Gaussian Splatting: For the first time, point t","https://github.com/ChenYutongTHU/SplatFormer","2024-11-20",1],["r","Wavelet Latent Diffusion Model","Papers with code · The ineffectiveness of current representations, du","https://github.com/autodeskailab/wala","2024-11-20",0],["r","OpenHands: AI for Generalist Agents","Papers with code · AI for Generalist Agents: OpenDevin is an AI platf","https://github.com/all-hands-ai/openhands","2024-11-13",709],["r","Geometric Transformer for Molecular Modeling","Papers with code · Transformer architectures are now being used in mo","https://github.com/microsoft/AI2BMD","2024-11-13",6],["r","SVDQunat: Absorbing Outliers in Diffusion Models","Papers with code · Absorbing Outliers in Diffusion Models: Nunchaku i","https://github.com/mit-han-lab/deepcompressor","2024-11-13",3],["r","WebRL: Training LLM Web Agents","Papers with code · Training LLM Web Agents: WebRL employs a self-evol","https://github.com/THUDM/WebRL","2024-11-13",2],["r","ADOPT: Modified Adam Convergence","Papers with code · Modified Adam Convergence: Adam is a popular optim","https://github.com/ishohei220/adopt","2024-11-13",2],["r","HTML for Modeling Retrieved Knowledge","Papers with code · The article introduces HtmlRAG, a tool that uses H","https://github.com/plageon/HtmlRAG","2024-11-13",2],["r","Training Android Autonomous Agents","Papers with code · The article explores a code that accommodates both","https://github.com/THUDM/Android-Lab","2024-11-13",2],["r","Large Multimodal Model with Tabular Data Integration","Papers with code · The article presents TableGPT2, a model trained wi","https://github.com/tablegpt/tablegpt-agent","2024-11-13",2],["r","LLMtimesMapReduce: LongSequence Processing","Papers with code · LongSequence Processing: The LLMtimesMapReduce fra","https://github.com/thunlp/llmxmapreduce","2024-11-13",2],["r","Addressing Representation Collapse","Papers with code · VQ models often struggle with representation colla","https://github.com/youngsheen/SimVQ","2024-11-13",1],["r","MVSplat360: 360 Scene Synthesis","Papers with code · 360 Scene Synthesis: MVSplat360's performance surp","https://github.com/donydchen/mvsplat360","2024-11-13",0],["r","Ichigo Realtime Voice Assistant","Papers with code · The article discusses the complexity of applying L","https://github.com/homebrewltd/ichigo","2024-11-06",27],["r","ServerlessLLM LowLatency Inference","Papers with code · The piece introduces ServerlessLLM, a system desig","https://github.com/serverlessllm/serverlessllm","2024-11-06",6],["r","TokenFormer Scaling","Papers with code · The article suggests substituting linear projectio","https://github.com/haiyang-w/tokenformer","2024-11-06",1],["r","K or 100 Days PreTraining Tradeoffs","Papers with code · The article presents a benchmark to measure the ti","https://github.com/apoorvkh/academic-pretraining","2024-11-06",1],["r","ShadowKV for LLM Inference","Papers with code · ShadowKV has proven to support larger batch sizes ","https://github.com/bytedance/ShadowKV","2024-11-06",1],["r","LoRA for Transformers","Papers with code · The discussed framework is task-specific in data t","https://github.com/ali-vilab/In-Context-LoRA","2024-11-06",1],["r","OGBench for GCRL","Papers with code · The article emphasizes the need for a standard ben","https://github.com/seohongpark/ogbench","2024-11-06",1],["r","MIATuner for Text Detection","Papers with code · The article explores the issue of pretraining data","https://github.com/wjfu99/mia-tuner","2024-11-06",1],["r","PFplat for 3D Splatting","Papers with code · The article presents lightweight learnable modules","https://github.com/cvlab-kaist/PF3plat","2024-11-06",0],["r","MaskGCT TTS","Papers with code · The article categorizes recent text-to-speech syst","https://github.com/open-mmlab/amphion","2024-10-31",113],["r","Moonshine SR","Papers with code · The paper presents Moonshine, a set of models for ","https://github.com/usefulsensors/moonshine","2024-10-31",33],["r","DocETL Query Rewriting","Papers with code · The article introduces a new method for rewriting,","https://github.com/ucbepic/docetl","2024-10-31",23],["r","ToolAlpaca Tool Learning","Papers with code · The article contrasts the use of large language mo","https://github.com/tangqiaoyu/ToolAlpaca","2024-10-31",21],["r","KAG Boosting LLMs","Papers with code · RAG technology has been developed to efficiently b","https://github.com/openspg/kag","2024-10-31",6],["r","Memory Barrier Contrastive Loss","Papers with code · Larger batch sizes enhance contrastive loss, impro","https://github.com/damo-nlp-sg/inf-clip","2024-10-31",2],["r","PixelGaussian 3D Reconstruction","Papers with code · PixelGaussian is a new efficient framework designe","https://github.com/barrybarry-smith/pixelgaussian","2024-10-31",1],["r","SegFormer: Semantic Segmentation with Transformers","Papers with code · Semantic Segmentation with Transformers: SegFormer","https://github.com/VikParuchuri/surya","2024-10-23",238],["r","ArenaHard: Crowdsourced Data Benchmarks","Papers with code · Crowdsourced Data Benchmarks: The expansion of Lar","https://github.com/lmarena/arena-hard-auto","2024-10-23",11],["r","TaskGen: Memory-Infused Agentic Framework","Papers with code · Memory-Infused Agentic Framework: TaskGen is a fre","https://github.com/simbianai/taskgen","2024-10-23",8],["r","ASFT Supervised Fine-Tuning with Absolute Likelihood","Papers with code · The study contrasts ASFT with DPO and its versions","https://github.com/turbo-llm/turbo-alignment","2024-10-23",4],["r","Global Singing Corpus","Papers with code · The progress of personalized singing tasks is hind","https://github.com/gtsinger/gtsinger","2024-10-23",3],["r","Efficient LLM Inference","Papers with code · The DuoAttention framework, which utilizes a full ","https://github.com/mit-han-lab/duo-attention","2024-10-23",3],["r","DepthSplat Connection","Papers with code · Gaussian splatting and single-multiview depth esti","https://github.com/cvg/depthsplat","2024-10-23",2],["r","SelfSupervised Speaker Diarization","Papers with code · The article discusses the application of WavLM in ","https://github.com/butspeechfit/diarizen","2024-10-23",2],["r","Shortcut Diffusion Models","Papers with code · The article presents shortcut models, a type of ge","https://github.com/kvfrans/shortcut-models","2024-10-23",2],["r","MixtureofHead Attention","Papers with code · The article shows that multihead attention can be ","https://github.com/skyworkai/moh","2024-10-23",1],["r","SWivid F5TTS","Papers with code · A new method for flow step sampling can be incorpo","https://github.com/SWivid/F5-TTS","2024-10-17",57],["r","sihyunyu","Papers with code · Despite not reaching the quality of self-supervise","https://github.com/sihyun-yu/REPA","2024-10-17",6],["r","rhymesai Aria","Papers with code · Data is received through multiple different method","https://github.com/rhymes-ai/aria","2024-10-17",5],["r","MLEbench: AI Agent Evaluation","Papers with code · AI Agent Evaluation: MLEbench is a new benchmark t","https://github.com/openai/mle-bench","2024-10-17",5],["r","BaichuanOmni: GPT4o Capabilities","Papers with code · GPT4o Capabilities: GPT4o's multimodal and interac","https://github.com/westlake-baichuan-mllm/bc-omni","2024-10-17",2],["r","LoLCATs: Large Language Model Linearization","Papers with code · Large Language Model Linearization: LoLCATs enhanc","https://github.com/hazyresearch/lolcats","2024-10-17",2],["r","HART Visual Generation with Hybrid Transformer","Papers with code · The hybrid tokenizer is introduced to tackle chall","https://github.com/mit-han-lab/hart","2024-10-17",1],["r","GAGAvatar: Gaussian Head Avatar","Papers with code · Gaussian Head Avatar: The article presents GAGAvat","https://github.com/xg-chu/gagavatar","2024-10-17",1],["r","Rectified Diffusion: Expanding Flow Models","Papers with code · Expanding Flow Models: The research suggests Recti","https://github.com/g-u-n/rectified-diffusion","2024-10-17",1],["r","LightRAG: RetrievalAugmented Generation","Papers with code · RetrievalAugmented Generation: RAG systems enhance","https://github.com/hkuds/lightrag","2024-10-17",1],["r","PDFWuKong: Long PDF Reading Model","Papers with code · Long PDF Reading Model: PDFWuKong is a large langu","https://github.com/yh-hust/pdf-wukong","2024-10-17",1],["r","SceneCraft: LayoutGuided Scene Generation","Papers with code · LayoutGuided Scene Generation: Conventional 3D mod","https://github.com/orangesodahub/scenecraft","2024-10-17",1],["r","Fast Gaussian Splatting Compression","Papers with code · The storage needs of 3D Gaussian Splatting, a tool","https://github.com/yihangchen-ee/fcgs","2024-10-17",0],["r","Fast Transformers","Papers with code · The article explores the slow data processing of l","https://github.com/ericlbuehler/mistral.rs","2024-10-09",71],["r","Depth Pro Monocular Metric","Papers with code · The article presents a new base model for zero-sho","https://github.com/apple/ml-depth-pro","2024-10-09",43],["r","PyGlove ML Code Exchange","Papers with code · The article showcases a case study where PyGlove d","https://github.com/google/pyglove","2024-10-09",10],["r","Face AntiSpoofing Visualization","Papers with code · The article emphasizes the importance of Face Anti","https://github.com/Faceplugin-ltd/FaceLivenessDetection-Android","2024-10-09",5],["r","ABQLLM: Accelerating Language Models","Papers with code · Accelerating Language Models: The LLaMA7B model wi","https://github.com/bytedance/abq-llm","2024-10-09",3],["r","Reinforcement Learning Visual Odometry","Papers with code · The article discusses the limitations of existing ","https://github.com/uzh-rpg/rl_vo","2024-10-09",2],["r","TPILLM: Serving Language Models","Papers with code · Serving Language Models: The article highlights th","https://github.com/lizonghang/tpi-llm","2024-10-09",2],["r","EU Speech Data Training","Papers with code · Regulatory efforts addressing the risks of foundat","https://github.com/hlt-mt/mosel","2024-10-09",2],["r","Lowbit Quantization for Language Models","Papers with code · Current studies on LLM weights are advocating for ","https://github.com/microsoft/vptq","2024-10-09",2],["r","Hand Localization in 3D","Papers with code · The article explores the increasing interest in 3D","https://github.com/rolpotamias/WiLoR","2024-10-09",1],["r","RL Potential for LLM Reasoning","Papers with code · The article assesses the efficiency of value netwo","https://github.com/mcgill-nlp/vineppo","2024-10-09",1],["r","Fullrank LLM Training Under Lowrank Constraint","Papers with code · The article introduces a method to uphold the low-","https://github.com/xichen-fy/fira","2024-10-09",1],["r","Cellular Automata Accelerated with JAX","Papers with code · The article emphasizes the role of cellular automa","https://github.com/maxencefaldor/cax","2024-10-09",0],["r","Scaling ProprioceptiveVisual Learning with Transformers","Papers with code · Conventional robot learning methods, which train o","https://github.com/liruiw/HPT","2024-10-03",0],["r","Survey on Honesty of Large Language Models","Papers with code · Honesty is vital in ensuring large language models","https://github.com/sihengli99/llm-honesty-survey","2024-10-03",0],["r","LexEval: Chinese Legal Benchmark for LLMs","Papers with code · Chinese Legal Benchmark for LLMs: Using large lang","https://github.com/cshaitao/lexeval","2024-10-03",0],["r","CompileTime Prompt Optimization","Papers with code · Modern LLM applications are now using prompts as p","https://github.com/microsoft/sammo","2024-09-25",10],["r","D Asset Generation","Papers with code · The demand for high-quality 3D assets in different","https://github.com/3dtopia/3dtopia-xl","2024-09-25",10],["r","Qwen.5Coder Upgrade","Papers with code · The Qwen2.5Coder series, an upgrade from the CodeQ","https://github.com/qwenlm/qwen2.5-coder","2024-09-25",10],["r","KolmogorovArnold Transformer: Model Performance","Papers with code · Model Performance: The article introduces the Kolm","https://github.com/Adamdad/kat","2024-09-25",5],["r","RePlay: Faster Model Development","Papers with code · Faster Model Development: The article emphasizes t","https://github.com/sb-ai-lab/RePlay","2024-09-25",4],["r","QAMDT: Music Generation with Masked Diffusion Transformer","Papers with code · Music Generation with Masked Diffusion Transformer","https://github.com/ivcylc/qa-mdt","2024-09-25",3],["r","Internal Consistency in Language Models: Survey","Papers with code · Survey: The article provides a comprehensive persp","https://github.com/iaar-shanghai/icsfsurvey","2024-09-25",2],["r","Limits of Agency in AgentTorch","Papers with code · The paper presents AgentTorch, a framework that en","https://github.com/agenttorch/agenttorch","2024-09-25",2],["r","Diagram of Thought: Modeling Iterative Reasoning with DoT","Papers with code · Modeling Iterative Reasoning with DoT: The article","https://github.com/diagram-of-thought/diagram-of-thought","2024-09-25",2],["r","QWTforGithub: Conditional Denoising Diffusion Model for Point Cloud Upsampling","Papers with code · Conditional Denoising Diffusion Model for Point Cl","https://github.com/QWTforGithub/PUDM","2024-09-25",2],["r","Faster GaussianSplatting with LM","Papers with code · A new method, 3DGSLM, has been developed to accele","https://github.com/lukashoel/3dgs-lm","2024-09-25",1],["r","Enhancing Sample Efficiency with Diffusion Models","Papers with code · Recent progress in reinforcement learning has been","https://github.com/tiancigao/diffppo","2024-09-25",1],["r","Breaking reCAPTCHAv2 with ML","Papers with code · A study investigates the efficacy of using sophist","https://github.com/aplesner/Breaking-reCAPTCHAv2","2024-09-25",1],["r","Training Language Models via RL","Papers with code · Training through SFT is found to either experience","https://github.com/daje0601/Google_SCoRe","2024-09-25",0],["r","Activation-Aware Weight Quantization","Papers with code · The article introduces Activationaware Weight Quan","https://github.com/qwenlm/qwen2-vl","2024-09-18",37],["r","Gaussian Splatting Library","Papers with code · The article unveils gsplat, a new open-source libr","https://github.com/nerfstudio-project/gsplat","2024-09-18",36],["r","Seamless Speech Interaction with Large LM","Papers with code · The article explores a new model built on the late","https://github.com/ictnlp/llama-omni","2024-09-18",12],["r","QuietSTaR Enhances Speaking","Papers with code · The article talks about advancements in tasks that","https://github.com/ezelikman/quiet-star","2024-09-18",9],["r","DSSD Report on PDF Conversion","Papers with code · The article presents Docling, a GitHub-hosted open","https://github.com/DS4SD/docling","2024-09-18",8],["r","MemoRAG Improves Generation Quality","Papers with code · The article details how Retrieval-Augmented Genera","https://github.com/qhjqhj00/memorag","2024-09-18",5],["r","iText2KG Builds Knowledge Graphs","Papers with code · The article showcases a superior method for transf","https://github.com/AuvaLab/itext2kg","2024-09-18",4],["r","LongCite: LLMs Citations","Papers with code · LLMs Citations: The article explores the reliabili","https://github.com/THUDM/LongCite","2024-09-18",3],["r","Mutual Reasoning Strengthens LLMs","Papers with code · The paper introduces rStar, a method that improves","https://github.com/zhentingqi/rstar","2024-09-18",3],["r","LLMs and Novel Research Ideas","Papers with code · The article discusses the potential of large langu","https://github.com/NoviScl/AI-Researcher","2024-09-18",2],["r","AdEMAMix Optimizer: Better, Faster","Papers with code · Better, Faster: The study criticizes the use of a ","https://github.com/nanowell/AdEMAMix-Optimizer-Pytorch","2024-09-18",2],["r","Agent Memory","Papers with code · The article discusses the difficulties faced by cu","https://github.com/zorazrw/agent-workflow-memory","2024-09-18",2],["r","MultiModal OS Agents Evaluation","Papers with code · The article introduces Navi, a new multimodal agen","https://github.com/microsoft/windowsagentarena","2024-09-18",2],["r","Unified Preference Learning View","Papers with code · The piece explores the challenges and potential fu","https://github.com/kbsdjames/awesome-llm-preference-learning","2024-09-18",2],["r","SciAgents: Scientific Discovery Automation","Papers with code · Scientific Discovery Automation: The article highl","https://github.com/lamm-mit/SciAgentsDiscovery","2024-09-18",2],["r","OneShot Handwritten Text Generation Mimicker","Papers with code · The article showcases a method that can generate h","https://github.com/dailenson/one-dm","2024-09-18",2],["r","MiniOmni Language Models with VoiceAssistant400K","Papers with code · The article presents the VoiceAssistant400K datase","https://github.com/gpt-omni/mini-omni","2024-09-10",28],["r","Python Ranking Library","Papers with code · The article presents a Python library named rerank","https://github.com/answerdotai/rerankers","2024-09-10",13],["r","FLUX Music Generation","Papers with code · The second article explores FluxMusic, an enhanced","https://github.com/feizc/fluxmusic","2024-09-10",9],["r","LargeScale LLM Conversation Dataset","Papers with code · The article emphasizes the need for research on hu","https://github.com/efeslab/Nanoflow","2024-09-05",6],["r","Efficient Acoustic Codec Tokenizer","Papers with code · The second article reveals that WavTokenizer, desp","https://github.com/jishengpeng/wavtokenizer","2024-09-05",6],["r","Attribute-Guided Metric Distillation","Papers with code · The paper introduces a new method, Attributeguided","https://github.com/SheldongChen/AMD.github.io","2024-09-05",1],["r","Adapting Large Language Models","Papers with code · The article explores the use of channel prediction","https://github.com/liuboxun/LLM4CP","2024-09-05",1],["r","Training-Free Activation Sparsity","Papers with code · The article proposes that activation sparsity can ","https://github.com/fasterdecoding/teal","2024-09-05",0],["r","Automated Agentic Systems","Papers with code · Scientists are developing advanced general-purpose","https://github.com/shengranhu/adas","2024-08-28",7],["r","RAGChecker: Diagnosing Retrieval-Augmented Generation","Papers with code · Diagnosing Retrieval-Augmented Generation: The ass","https://github.com/amazon-science/ragchecker","2024-08-28",4],["r","Showo: Multimodal Understanding and Generation","Papers with code · Multimodal Understanding and Generation: A new uni","https://github.com/showlab/show-o","2024-08-28",3],["r","Enhancing Domain Expertise","Papers with code · The article explores the recent advancements in La","https://github.com/chrschy/fact-finder","2024-08-28",1],["r","GaussianOcc Selfsupervised 3D Occupancy","Papers with code · The article suggests using Gaussian Splatting from","https://github.com/ganwanshui/gaussianocc","2024-08-28",0],["r","Controllable Text Generation","Papers with code · The paper offers a comprehensive review of the lat","https://github.com/iaar-shanghai/ctgsurvey","2024-08-28",0],["r","RAGLAB: Unified Retrieval-Augmented Generation Framework","Papers with code · Unified Retrieval-Augmented Generation Framework: ","https://github.com/fate-ubw/raglab","2024-08-28",0],["r","AI Scientist: Automated Scientific Discovery","Papers with code · Automated Scientific Discovery: The article explor","https://github.com/sakanaai/ai-scientist","2024-08-21",90],["r","LongWriter: 10K Word Generation from LLMs","Papers with code · 10K Word Generation from LLMs: The piece details t","https://github.com/thudm/longwriter","2024-08-21",6],["r","Compressing Context for Efficient Inference","Papers with code · The paper presents Selective Context, a technique ","https://github.com/liyucheng09/selective_context","2024-08-21",5],["r","DeepSeekProverV1.5: Theorem Proving Model","Papers with code · Theorem Proving Model: The article showcases DeepS","https://github.com/deepseek-ai/deepseek-prover-v1.5","2024-08-21",2],["r","FruitNeRF: Neural Radiance Field Fruit Counter","Papers with code · Neural Radiance Field Fruit Counter: The article p","https://github.com/meyerls/fruitnerf","2024-08-21",2],["r","Efficient Language Model Pretraining","Papers with code · The paper presents a new method, 1.5Pints, for pre","https://github.com/Pints-AI/1.5-Pints","2024-08-21",2],["r","AI for Accelerated Scientific Research","Papers with code · The article explores the difficulties researchers ","https://github.com/gair-nlp/openresearcher","2024-08-21",1],["r","Robust Neural Information Retrieval","Papers with code · The article emphasizes the recent advancements in ","https://github.com/davion-liu/awesome-robustness-in-information-retrieval","2024-08-21",1],["r","BMX Lexical Search","Papers with code · Despite the rise of pretrained and large language ","https://github.com/mixedbread-ai/baguetter","2024-08-21",1],["r","MooER Speech Recognition","Papers with code · The model performs comparably to other open-source","https://github.com/moorethreads/mooer","2024-08-21",1],["r","PeriodWaveTurbo Waveform Generation","Papers with code · The paper introduces PeriodWaveTurbo, a high-quali","https://github.com/sh-lee-prml/periodwave","2024-08-21",0],["r","AI Trustworthiness Feedback","Papers with code · Recent models using automatic labeling have demons","https://github.com/openbmb/minicpm-v","2024-08-15",204],["r","LLMs Enhancement Framework","Papers with code · RAG Foundry is a new open-source framework aimed a","https://github.com/intellabs/ragfoundry","2024-08-15",5],["r","Collaborative Agents for Software Development","Papers with code · Software agents are proving to be useful in handli","https://github.com/fsoft-ai4code/agilecoder","2024-08-15",4],["r","Microsoft CPU Renaissance","Papers with code · Weight quantization is crucial for reducing memory","https://github.com/microsoft/t-mac","2024-08-15",3],["r","Camelai CRAB Benchmark","Papers with code · Crab Benchmarkv0, a cross-platform benchmark with ","https://github.com/camel-ai/crab","2024-08-15",2],["r","JunjieChu LLM Jailbreak Attacks","Papers with code · Some online jailbreak prompt datasets can effectiv","https://github.com/Junjie-Chu/CJA_Comprehensive_Jailbreak_Assessment","2024-08-15",1],["r","Efficient Matrix Profile","Papers with code · The ACAMP algorithm has been found to be quicker t","https://github.com/TDAmeritrade/stumpy","2024-08-07",65],["r","MindSearch AI","Papers with code · MindSearch uses a multi-agent framework, inspired ","https://github.com/internlm/mindsearch","2024-08-07",16],["r","SelfReflective Agents","Papers with code · A flaw in the evaluation protocol used in previous","https://github.com/dyabel/anytool","2024-08-07",4],["r","Large Language Model Quantization Benchmark","Papers with code · Large language models (LLMs) are advancing towards","https://github.com/modeltc/llmc","2024-08-07",3],["r","RelBench Benchmark","Papers with code · RelBench is utilized for the first extensive study","https://github.com/snap-stanford/relbench","2024-08-07",3],["r","RecurrentGPT Generation","Papers with code · AIGC is investigating the use of RecurrentGPT to c","https://github.com/jackaduma/Recurrent-LLM","2024-08-07",2],["r","OVDINO OpenVocabulary Detection","Papers with code · A new method called OVDINO has been introduced to ","https://github.com/wanghao9610/ov-dino","2024-08-07",1],["r","Multimodal Discrete Representation","Papers with code · The Dual Crossmodal Information Disentanglement mo","https://github.com/haihuangcode/toc_h-dcid","2024-08-07",0],["r","XHand Expressive Hand Avatar","Papers with code · Hand avatars play a vital role in digital interfac","https://github.com/agnjason/xhand","2024-08-07",0],["r","GSMesh Reconstruction","Papers with code · D Gaussian Splatting is now acknowledged as a succ","https://github.com/yanivw12/gs2mesh","2024-08-07",0],["r","MultiAgent Simulation in AgentScope","Papers with code · Large language models are advancing the developmen","https://github.com/modelscope/agentscope","2024-07-31",78],["r","Autonomous Web Navigation in Agentic Systems","Papers with code · AI agents are transforming work procedures in both","https://github.com/EmergenceAI/Agent-E","2024-07-31",10],["r","Neural Circulation Models for Weather and Climate","Papers with code · The first General Circulation Model combining a di","https://github.com/google-research/neuralgcm","2024-07-31",6],["r","Aligning Cyber Space with Physical World","Papers with code · The survey discusses recent advancements in Embodi","https://github.com/hcplab-sysu/embodied_ai_paper_list","2024-07-31",3],["r","Odyssey: Empowering Agents","Papers with code · Empowering Agents: The study introduces ODYSSEY, a","https://github.com/zju-vipa/odyssey","2024-07-31",2],["r","Compact Language Models","Papers with code · The article explores the demanding process of trai","https://github.com/nvlabs/minitron","2024-07-31",1],["r","KAN or MLP Comparison","Papers with code · The paper does not introduce any new methodology.","https://github.com/yu-rp/kanbefair","2024-07-31",0],["r","Purchase Intention Benchmark","Papers with code · The article emphasizes the need for Language Model","https://github.com/hiyouga/llama-factory","2024-07-24",547],["r","Text-to-Audio Generation","Papers with code · The article suggests using Guided Latent Consisten","https://github.com/Text-to-Audio/AudioLCM","2024-07-24",13],["r","Data Compression for LM","Papers with code · The article presents DataComp for Language Models,","https://github.com/mlfoundations/dclm","2024-07-24",10],["r","Qwen2Audio Report","Papers with code · The article discusses the latest developments in Q","https://github.com/qwenlm/qwen2-audio","2024-07-24",7],["r","IMAGDressing Virtual Dressing","Papers with code · The article discusses recent advancements in virtu","https://github.com/muzishen/imagdressing","2024-07-24",4],["r","GRU Dream Robots","Papers with code · Current research is exploring the principles of sc","https://github.com/openrobotlab/grutopia","2024-07-24",4],["r","Scaling Transformers","Papers with code · The article presents DiTMoE, an improved sparse ve","https://github.com/feizc/dit-moe","2024-07-24",1],["r","LOTUS Queries","Papers with code · The paper introduces semantic operators, a new pro","https://github.com/stanford-futuredata/lotus","2024-07-24",1],["r","EV Embeddings","Papers with code · The authors propose a single modality training met","https://github.com/kongds/e5-v","2024-07-24",0],["r","Hydra State Space Models","Papers with code · The study highlights the importance of sequence al","https://github.com/goombalab/hydra","2024-07-24",0],["r","Voice Interaction Models","Papers with code · The report presents FunAudioLLM, a new model aimed","https://github.com/funaudiollm/cosyvoice","2024-07-17",40],["r","OnDevice Language Models","Papers with code · The MobileLLMLS models demonstrate an accuracy imp","https://github.com/facebookresearch/mobilellm","2024-07-17",12],["r","Multimodal Story Generation","Papers with code · A new multimodal attention sink mechanism is sugge","https://github.com/tencentarc/seed-story","2024-07-17",2],["r","Leaderboard Operations Study","Papers with code · The research identifies 8 distinct types of leader","https://github.com/sailresearch/awesome-foundation-model-leaderboards","2024-07-17",2],["r","CorrNet3D: Dense Correspondence Learning for 3D Point Clouds","Papers with code · Dense Correspondence Learning for 3D Point Clouds:","https://github.com/ZENGYIMING-EAMON/CorrNet3D","2024-07-17",2],["r","OpenDiLoCo: Global LowCommunication Training Framework","Papers with code · Global LowCommunication Training Framework: OpenDi","https://github.com/PrimeIntellect-ai/OpenDiLoCo","2024-07-17",1],["r","QGaLore: Quantized GaLore with INT4 Projection","Papers with code · Quantized GaLore with INT4 Projection: QGalore enh","https://github.com/VITA-Group/Q-GaLore","2024-07-17",1],["r","Internet of Agents: Collaborative Intelligence with Heterogeneous Agents","Papers with code · Collaborative Intelligence with Heterogeneous Agen","https://github.com/openbmb/ioa","2024-07-17",1],["r","MAVIS: Mathematical Visual Instruction Tuning","Papers with code · Mathematical Visual Instruction Tuning: Enhancemen","https://github.com/zrrskywalker/mavis","2024-07-17",0],["r","InternLMXComposer","Papers with code · IXC2.5's longcontext feature allows it to excel in","https://github.com/internlm/internlm-xcomposer","2024-07-10",41],["r","Mooncake: KVCachecentric","Papers with code · KVCachecentric: Mooncake surpasses the standard me","https://github.com/kvcache-ai/Mooncake","2024-07-10",15],["r","LivePortrait: Animation","Papers with code · Animation: The research investigates the implicit-","https://github.com/KwaiVGI/LivePortrait","2024-07-10",15],["r","Learning LLMs","Papers with code · The article explores the trade-off between perform","https://github.com/lm-sys/routellm","2024-07-10",12],["r","Faster BM25S","Papers with code · The article presents BM25S, a Python version of BM","https://github.com/xhluca/bm25s","2024-07-10",12],["r","Scaling Data Creation","Papers with code · The article suggests a novel data synthesis approa","https://github.com/tencent-ailab/persona-hub","2024-07-10",6],["r","OpenAutoCoder Software Engineering","Papers with code · The article explores the intricacies and constrain","https://github.com/OpenAutoCoder/Agentless","2024-07-10",5],["r","buoyancy99 Nexttoken Prediction","Papers with code · The paper presents Diffusion Forcing, a novel trai","https://github.com/buoyancy99/diffusion-forcing","2024-07-10",5],["r","testtimetraining Test Time RNNs","Papers with code · The article assesses the efficiency of instantiati","https://github.com/test-time-training/ttt-lm-jax","2024-07-10",2],["r","Predictive Path Integral Control","Papers with code · The article provides a comprehensive derivation of","https://github.com/iit-dlslab/quadruped-pympc","2024-07-10",2],["r","Sparse Attention Calculations","Papers with code · The article explores the use of pattern and sparse","https://github.com/microsoft/MInference","2024-07-10",2],["r","Flow Matching with Multisegment Training","Papers with code · The article suggests a multisegment training metho","https://github.com/yangling0818/consistency_flow_matching","2024-07-10",1],["r","Occupancy Representation","Papers with code · The article emphasizes the superior performance an","https://github.com/hustvl/osp","2024-07-10",0],["r","DSP for Transformers","Papers with code · The first article highlights the significance of e","https://github.com/nus-hpc-ai-lab/opendit","2024-07-03",24],["r","SelfPlay Optimization for Language Models","Papers with code · The second article introduces a technique that can","https://github.com/uclaml/sppo","2024-07-03",3],["r","Scaling Up Gaussian Splatting Training","Papers with code · The third article shows how Grendel enhances rende","https://github.com/nyu-systems/grendel-gs","2024-07-03",2],["r","StepDPO: Longchain Reasoning for LLMs","Papers with code · Longchain Reasoning for LLMs: Large Language Model","https://github.com/dvlab-research/step-dpo","2024-07-03",1],["r","Adammini: Fewer Learning Rates, Better Results","Papers with code · Fewer Learning Rates, Better Results: By dividing ","https://github.com/zyushun/adam-mini","2024-07-03",1],["r","MGLLaVA: MultiGranularity Visual Tuning","Papers with code · MultiGranularity Visual Tuning: A high-resolution ","https://github.com/phoenixz810/mg-llava","2024-07-03",1],["r","Efficient World Models with ContextAware Tokenization","Papers with code · The process of increasing the size and complexity ","https://github.com/vmicheli/delta-iris","2024-07-03",0],["r","Efficient Context Language Modeling","Papers with code · Samba, a model trained on 4K sequences, can be eff","https://github.com/microsoft/Samba","2024-06-20",10],["r","ProG Learning Benchmark","Papers with code · Despite advancements, artificial general intellige","https://github.com/sheldonresearch/ProG","2024-06-20",8],["r","MeshAnything Mesh Generation","Papers with code · D assets produced through reconstruction and gener","https://github.com/buaacyw/meshanything","2024-06-20",8],["r","GPT Mathematical Olympiad Solutions","Papers with code · The MCT SelfRefine algorithm combines Large Langua","https://github.com/trotsky1997/mathblackbox","2024-06-20",5],["r","TextGrad: Auto Diff via Text","Papers with code · Auto Diff via Text: TextGrad improves the performa","https://github.com/zou-group/textgrad","2024-06-20",3],["r","MLBench: Eval Large Language Models","Papers with code · Eval Large Language Models: GPT4, a large language","https://github.com/gersteinlab/ml-bench","2024-06-20",2],["r","CleanDiffuser: Modular Diffusion Library","Papers with code · Modular Diffusion Library: CleanDiffuser's core co","https://github.com/cleandiffuserteam/cleandiffuser","2024-06-20",1],["r","LibriTTSP: Text-to-Speech Corpus","Papers with code · Text-to-Speech Corpus: A hybrid method is used to ","https://github.com/line/libritts-p","2024-06-20",1],["r","AsyncDiff: Parallel Diffusion Models","Papers with code · Parallel Diffusion Models: AsyncDiff is a new acce","https://github.com/czg1225/asyncdiff","2024-06-20",0],["r","xplug MobileAgentv2: Mobile Navigation","Papers with code · Mobile Navigation: The article discusses the compl","https://github.com/x-plug/mobileagent","2024-06-12",40],["r","facebookresearch: Less Scheduled Road","Papers with code · Less Scheduled Road: The article highlights a new ","https://github.com/facebookresearch/schedule_free","2024-06-12",28],["r","verazuo: Jailbreak Prompts Evaluation","Papers with code · Jailbreak Prompts Evaluation: The study aims to su","https://github.com/verazuo/jailbreak_llms","2024-06-12",25],["r","apple: MoE and Dense SpeedAccuracy","Papers with code · MoE and Dense SpeedAccuracy: The article reevaluat","https://github.com/apple/axlearn","2024-06-12",22],["r","Sparse Autoencoders","Papers with code · The study explores the relationship between autoen","https://github.com/openai/sparse_autoencoder","2024-06-12",8],["r","MatMulfree Language Modeling","Papers with code · The research shows that the suggested MatMul-free ","https://github.com/ridgerchu/matmulfreellm","2024-06-12",4],["r","StreamSpeech Translation","Papers with code · The article introduces SimulS2ST, a system that al","https://github.com/ictnlp/streamspeech","2024-06-12",4],["r","Synthesizing Graphics with TikZ","Papers with code · The article explores the difficulties in producing","https://github.com/potamides/detikzify","2024-06-12",3],["r","Thought-Augmented Reasoning with LLMs","Papers with code · The second article presents a new technique called","https://github.com/yangling0818/buffer-of-thought-llm","2024-06-12",2],["r","Neural Coordinate Field for 3D Models","Papers with code · The third article emphasizes the benefits of using","https://github.com/openmeshlab/meshxl","2024-06-12",1],["r","Transformers Scaling","Papers with code · The article presents new models based on T5Base an","https://github.com/vikparuchuri/marker","2024-06-05",200],["r","FinRobot Platform","Papers with code · The article outlines the difficulties the finance ","https://github.com/ai4finance-foundation/finrobot","2024-06-05",15],["r","FlashRAG Toolkit","Papers with code · The article discusses the increasing interest in R","https://github.com/ruc-nlpir/flashrag","2024-06-05",12],["r","AutoCoder: GPT4 Turbo","Papers with code · GPT4 Turbo: AutoCoder, a Large Language Model, has","https://github.com/bin123apple/autocoder","2024-06-05",10],["r","Look Once: Target Speech in Noisy Environments","Papers with code · Target Speech in Noisy Environments: A new enrollm","https://github.com/vb000/lookoncetohear","2024-06-05",8],["r","HippoRAG: Memory for Language Models","Papers with code · Memory for Language Models: The article discusses ","https://github.com/osu-nlp-group/hipporag","2024-06-05",5],["r","Yuan 2.0: Experts Architecture","Papers with code · Experts Architecture: Yuan 2.0M32, a variant of Yu","https://github.com/ieit-yuan/yuan2.0-m32","2024-06-05",2],["r","NaiboWang EasySpider","Papers with code · Webcrawling is an essential research tool for both","https://github.com/NaiboWang/EasySpider","2024-05-28",504],["r","OpenLLMAI OpenRLHF","Papers with code · Training large language models using reinforcement","https://github.com/OpenLLMAI/OpenRLHF","2024-05-28",26],["r","sbailab LightAutoML","Papers with code · LightAutoML, an AutoML system, is designed to meet","https://github.com/sb-ai-lab/lightautoml","2024-05-28",18],["r","eloialonso Diffusion","Papers with code · DIAMOND, a reinforcement learning agent, is develo","https://github.com/eloialonso/diamond","2024-05-28",1],["r","Efficient Inference for Large Models","Papers with code · The article introduces a novel method that compute","https://github.com/whyNLP/LCKV","2024-05-28",1],["r","HighRank Updating for Fine-Tuning","Papers with code · The piece discusses the effectiveness of lowrank a","https://github.com/kongds/mora","2024-05-28",1],["r","Transformer Regularization for Performance Improvement","Papers with code · The article highlights how regularization enhances","https://github.com/AIRI-Institute/LLM-Microscope","2024-05-28",0],["r","Survey on Multimodal Language Models","Papers with code · The article reviews the remarkable performance of ","https://github.com/lijiannuist/efficient-multimodal-llms-survey","2024-05-28",0],["r","googleresearch GIVT","Papers with code · The article introduces Generative Infinite-Vocabul","https://github.com/google-research/big_vision","2024-05-22",34],["r","MS MARCO Web Search Dataset","Papers with code · The article emphasizes the significance of data sc","https://github.com/microsoft/ms-marco-web-search","2024-05-22",4],["r","KolmogorovArnold Networks","Papers with code · The paper demonstrates that Gaussian radial basis ","https://github.com/ZiyaoLi/fast-kan","2024-05-22",3],["r","Platonic Representation Hypothesis","Papers with code · The article suggests that AI models, particularly ","https://github.com/minyoungg/platonic-rep","2024-05-22",2],["r","Sora World Simulator","Papers with code · The article highlights the crucial role of general","https://github.com/gigaai-research/general-world-models-survey","2024-05-22",2],["r","Cartoon Research with Sakuga42M Dataset","Papers with code · The article explores the use of scaling paradigm t","https://github.com/zhenglinpan/SakugaDataset","2024-05-22",2],["r","UserFriendly News Scraper Fundus","Papers with code · The article presents Fundus, a tool designed for e","https://github.com/flairnlp/fundus","2024-05-22",1],["r","Detecting Undertrained Tokens","Papers with code · The article discusses the problem of misalignment ","https://github.com/cohere-ai/magikarp","2024-05-22",1],["r","RLHF Workflow","Papers with code · The report discusses the superior performance of O","https://github.com/rlhflow/online-rlhf","2024-05-22",1],["r","MarkLLM Toolkit","Papers with code · The intricate and numerous watermarking algorithms","https://github.com/thu-bpm/markllm","2024-05-22",0],["r","Linearizing LLM","Papers with code · Linear transformers, an alternative to softmax att","https://github.com/tri-ml/linear_open_lm","2024-05-22",0],["r","TimeGPT: Time Series Predictions","Papers with code · Time Series Predictions: TimeGPT, the first founda","https://github.com/Nixtla/nixtla","2024-05-15",32],["r","Decoder-Only Forecasting Model","Papers with code · The article explores a time-series foundation mode","https://github.com/google-research/timesfm","2024-05-15",28],["r","DeepSeekV2: Mixture-of-Experts Language Model","Papers with code · Mixture-of-Experts Language Model: The article int","https://github.com/deepseek-ai/deepseek-v2","2024-05-15",27],["r","Open Foundation Models for Code Intelligence","Papers with code · Software development is being improved with the in","https://github.com/ibm-granite/granite-code-models","2024-05-15",9],["r","Autonomous LLM-Driven Research","Papers with code · The impact of AI on speeding up scientific discove","https://github.com/technion-kishony-lab/data-to-paper","2024-05-15",4],["r","Consistency in Large Language Models","Papers with code · Jacobi decoding, a parallel decoding technique, ma","https://github.com/hao-ai-lab/Consistency_LLM","2024-05-15",3],["r","MultiLevel Superoptimizer for Tensor Programs","Papers with code · Mirage, the first multilevel superoptimizer for te","https://github.com/mirage-project/mirage","2024-05-15",3],["r","Automatic Tensorized Optimization Framework","Papers with code · A new framework has been created to automatically ","https://github.com/mlc-ai/web-llm","2024-05-08",191],["r","MemGPT for Extended Conversations","Papers with code · The efficiency of Large Language Models (LLMs) in ","https://github.com/cpacker/memgpt","2024-05-08",184],["r","KAN for MLPs","Papers with code · Kolmogorov-Arnold Networks (KANs), based on the Ko","https://github.com/kindxiaoming/pykan","2024-05-08",98],["r","Visual Language Models Efficiency","Papers with code · The success of large language models has greatly i","https://github.com/efficient-large-model/vila","2024-05-08",9],["r","Generalizable Deepfake Detection","Papers with code · Deepfake detection faces challenges in generalizat","https://github.com/sclbd/deepfakebench","2024-05-08",5],["r","MetaPrompting Language Models","Papers with code · A collaborative prompting method enhances the perf","https://github.com/suzgunmirac/meta-prompting","2024-05-08",4],["r","WavCraft Audio Editing","Papers with code · WavCraft is a novel system that employs large lang","https://github.com/jinhualiang/wavcraft","2024-05-08",3],["r","Prometheus 2 Language Models","Papers with code · GPT4, a proprietary language model, is frequently ","https://github.com/prometheus-eval/prometheus-eval","2024-05-08",2],["r","SUQL Conversational Search","Papers with code · The article presents the first conversational agen","https://github.com/stanford-oval/suql","2024-05-08",2],["r","Retrieval-Augmented Language Models","Papers with code · Despite advancements in Natural Language Processin","https://github.com/2471023025/ralm_survey","2024-05-08",1],["r","Spectrally Pruned Gaussian Fields","Papers with code · Highly trained Gaussian fields can be memory-inten","https://github.com/runyiyang/sundae","2024-05-08",0],["r","Zeroshot 3D Generation","Papers with code · The article presents Score-based Iterative Reconst","https://github.com/ml-gsai/microdreamer","2024-05-08",0],["r","Efficient Language Model with Open Source Framework","Papers with code · The article presents OpenELM, a new advanced open ","https://github.com/apple/corenet","2024-05-01",34],["r","Closing Gap to Commercial Multimodal Models","Papers with code · The article highlights the impressive performance ","https://github.com/opengvlab/internvl","2024-05-01",19],["r","Large Language Models","Papers with code · The paper explores the application of Language Mod","https://github.com/lean-dojo/leancopilot","2024-05-01",15],["r","AgentKit","Papers with code · The article delves into the creation of node chain","https://github.com/holmeswww/agentkit","2024-05-01",3],["r","AutoCrawler","Papers with code · AutoCrawler is a framework that utilizes the hiera","https://github.com/ez-hwh/autocrawler","2024-05-01",2],["r","ConsistentID Generation","Papers with code · ConsistentID is a system that enhances precision b","https://github.com/JackAILab/ConsistentID","2024-05-01",2],["r","SEEDX Models","Papers with code · The authors encourage further research into the ca","https://github.com/ailab-cvc/seed-x","2024-05-01",1],["r","Microsoft LLM Challenge","Papers with code · The article discusses the issue of large language ","https://github.com/microsoft/FILM","2024-05-01",1],["r","SnapKV LLM Decoding","Papers with code · The piece highlights how SnapKV enhances decoding ","https://github.com/fasterdecoding/snapkv","2024-05-01",1],["r","Visuotactile Skills with Multifingered Hands","Papers with code · The article outlines the difficulties in finding a","https://github.com/ToruOwO/hato","2024-05-01",0],["r","MultiSession SLAM Pose Optimization","Papers with code · The article introduces a new differentiable solver","https://github.com/princeton-vl/multislam_diffpose","2024-05-01",0],["r","LM Transparency Tool","Papers with code · The article introduces the LM Transparency Tool (L","https://github.com/facebookresearch/llm-transparency-tool","2024-04-24",5],["r","RecAI","Papers with code · The paper presents RecAI, a toolkit aimed at impro","https://github.com/microsoft/recai","2024-04-24",5],["r","State Space Model","Papers with code · The article offers a detailed review of SSM, inclu","https://github.com/event-ahu/mamba_state_space_model_paper_list","2024-04-24",3],["r","FaceOnLive","Papers with code · The paper explores SPSC and SDSC, methods that enh","https://github.com/FaceOnLive/Face-Liveness-Detection-SDK-Linux","2024-04-24",3],["r","Beomi","Papers with code · The article presents a method for efficiently scal","https://github.com/Beomi/InfiniTransformer","2024-04-24",1],["r","Efficient LLM Pretraining","Papers with code · Transformers have difficulty scaling to long seque","https://github.com/xuezhemax/megalodon","2024-04-24",1],["r","Trillion-Parameter Transducers","Papers with code · Large-scale recommendation systems heavily depend ","https://github.com/facebookresearch/generative-recommenders","2024-04-24",1],["r","MyGO Fine-Grained Tokens","Papers with code · Multimodal knowledge graph completion (MMKGC) aims","https://github.com/zjukg/mygo","2024-04-24",1],["r","TriForce: Accelerated Sequence Generation","Papers with code · Accelerated Sequence Generation: The key-value (KV","https://github.com/Infini-AI-Lab/TriForce","2024-04-24",0],["r","Prepacking: Fast Prefilling","Papers with code · Fast Prefilling: Prefilling for batches with varyi","https://github.com/siyan-zhao/prepacking","2024-04-24",0],["r","LLMs as Regressors","Papers with code · The performance of large language models like Llam","https://github.com/robertvacareanu/llm4regression","2024-04-17",1],["r","PolicyGuided Diffusion","Papers with code · The article presents a new method as an alternativ","https://github.com/emptyjackson/policy-guided-diffusion","2024-04-17",0],["r","Unified Structure Learning for Visual Document Understanding","Papers with code · The article highlights the importance of structure","https://github.com/x-plug/mplug-docowl","2024-04-10",13],["r","UniTable: Table Structure Recognition Framework","Papers with code · Table Structure Recognition Framework: The factual","https://github.com/poloclub/unitable","2024-04-10",1],["r","AutoWebGLM: Web Navigation Model","Papers with code · Web Navigation Model: Large language models have d","https://github.com/thudm/autowebglm","2024-04-10",1],["r","Advancing LLM Reasoning with Trees","Papers with code · Eurus is a collection of large language models spe","https://github.com/openbmb/eurus","2024-04-10",1],["r","Mamba Model Change Detection","Papers with code · The article presents three mechanisms for modeling","https://github.com/chenhongruixuan/mambacd","2024-04-10",1],["r","ChainForge: LLM Hypothesis Testing","Papers with code · LLM Hypothesis Testing: Assessing large language m","https://github.com/ianarawjo/ChainForge","2024-03-27",34],["r","Unified Time Series Model","Papers with code · Current foundation models struggle with time serie","https://github.com/mims-harvard/UniTS","2024-03-27",3],["r","LLM Data Interpreter","Papers with code · The article explores the effectiveness of Large La","https://github.com/geekan/metagpt","2024-03-20",729],["r","Generalization Beyond Overfitting","Papers with code · The study suggests examining the generalization of","https://github.com/openai/grok","2024-03-20",50],["r","Decompiling Binary Code","Papers with code · The article announces the release of the first ope","https://github.com/albertan017/LLM4Decompile","2024-03-20",23],["r","pyvene: PyTorch Models Library","Papers with code · PyTorch Models Library: The article highlights the","https://github.com/stanfordnlp/pyvene","2024-03-20",5],["r","Fast InnerProduct Algorithm","Papers with code · The article discusses the Freepipeline Fast Inner ","https://github.com/trevorpogue/algebraic-nnhw","2024-03-20",4],["r","Chronos: Time Series Language","Papers with code · Time Series Language: The article introduces Chron","https://github.com/amazon-science/chronos-forecasting","2024-03-20",3],["r","Sequoia: Speculative Decoding","Papers with code · Speculative Decoding: The paper presents Sequoia, ","https://github.com/infini-ai-lab/sequoia","2024-03-20",2],["r","D Gaussian Splatting Optimization","Papers with code · The article introduces RAINGS, a new optimization ","https://github.com/KU-CVLAB/RAIN-GS","2024-03-20",1],["r","Monolithic Preference Optimization","Papers with code · The article highlights the crucial role of supervi","https://github.com/xfactlab/orpo","2024-03-20",1],["r","Sparse MixtureofExperts Implementation","Papers with code · The article presents ScatterMoE, a GPU-based imple","https://github.com/shawntan/scattermoe","2024-03-20",1],["r","Generalist Model for Named Entity Recognition","Papers with code · Named Entity Recognition (NER) is identified as a ","https://github.com/urchade/gliner","2024-03-13",1],["r","AgentLite","Papers with code · AgentLite is a new open-source AI library that mak","https://github.com/salesforceairesearch/agentlite","2024-03-13",1],["r","General Computer Control","Papers with code · Current foundation agents have difficulty adapting","https://github.com/baai-agents/cradle","2024-03-13",1],["r","Time Series Forecasting Models","Papers with code · The second article examines the profound influence","https://github.com/time-series-foundation-models/lag-llama","2024-02-14",5],["r","Large Language Models & Time Series Analysis","Papers with code · The article highlights the crucial role of time se","https://github.com/kimmeen/time-llm","2024-02-14",3],["r","Sim2Real Transfer in 18 Seconds","Papers with code · The new framework enables efficient control of a m","https://github.com/arplaboratory/learning-to-fly","2024-02-14",2],["r","Self-Discovery in Large Language Models","Papers with code · SELFDISCOVER is a novel framework that helps Langu","https://github.com/catid/self-discover","2024-02-14",2],["r","Strong Generalization with MetaTree Decision Trees","Papers with code · MetaTree is a system designed to create trees that","https://github.com/evanzhuang/metatree","2024-02-14",1],["r","Language Model Revolutionizes Code Intelligence","Papers with code · Advanced code intelligence in software development","https://github.com/deepseek-ai/DeepSeek-Coder","2024-02-07",84],["r","Dolma: Open Corpus for LM Pretraining Research","Papers with code · Open Corpus for LM Pretraining Research: The artic","https://github.com/allenai/dolma","2024-02-07",9],["r","Nomic Embed: Reproducible Long Context Text Embedder","Papers with code · Reproducible Long Context Text Embedder: The artic","https://github.com/nomic-ai/contrastors","2024-02-07",4],["r","HiSAM: Hierarchical Text Segmentation Model","Papers with code · Hierarchical Text Segmentation Model: The article ","https://github.com/ymy-k/hi-sam","2024-02-07",0],["r","InfoBatch: Dynamic Data Pruning for Faster Training","Papers with code · Dynamic Data Pruning for Faster Training: The arti","https://github.com/nus-hpc-ai-lab/infobatch","2024-01-23",3],["r","Efficient Programming w/ SGLang","Papers with code · The article presents SGLang, a new programming lan","https://github.com/sgl-project/sglang","2024-01-23",14],["r","Bag of Tricks for LongTailed Visual Recog","Papers with code · The article emphasizes recent advancements in visu","https://github.com/zhangyongshun/BagofTricks-LT","2024-01-23",6],["r","SeACoParaformer: Customizable Hotword ASR System","Papers with code · Customizable Hotword ASR System: The paper explore","https://github.com/alibaba-damo-academy/FunASR","2024-01-03",37],["r","PowerInfer: GPU-based Language Model Serving","Papers with code · GPU-based Language Model Serving: The article pres","https://github.com/sjtu-ipads/powerinfer","2024-01-03",96],["r","AnyText: Multilingual Visual Text Generation and Editing","Papers with code · Multilingual Visual Text Generation and Editing: T","https://github.com/tyxsspa/anytext","2024-01-03",8],["r","Model Scale vs. Domain Knowledge in Chaotic System Forecasting","Papers with code · The study involves a comprehensive comparison of c","https://github.com/williamgilpin/dysts","2024-01-03",6],["r","In-depth Analysis of Gemini's Language Abilities","Papers with code · The article provides an overview of Google's Gemin","https://github.com/neulab/gemini-benchmark","2024-01-03",2],["r","Fast MoE Language Model Inference with Offloading","Papers with code · The article delves into the difficulties of runnin","https://github.com/dvmazur/mixtral-offloading","2024-01-03",5],["r","Predicting Human Lives via Life Event Sequences","Papers with code · The article presents a unique approach to depictin","https://github.com/SocialComplexityLab/life2vec","2024-01-03",3],["r","Rethinking UNet Encoder in Diffusion Models","Papers with code · A novel technique has been found that skips the en","https://github.com/hutaihang/faster-diffusion","2023-12-20",2],["r","Pointcept: Simpler, Faster Point Transformer V3","Papers with code · Simpler, Faster Point Transformer V3: The article ","https://github.com/pointcept/pointtransformerv3","2023-12-20",2],["r","Agent Attention: Softmax and Linear Attention Integration","Papers with code · Softmax and Linear Attention Integration: Agent At","https://github.com/leaplabthu/agent-attention","2023-12-20",1],["r","Production RL Agent","Papers with code · The article discusses how Reinforcement Learning (","https://github.com/facebookresearch/pearl","2023-12-13",12],["r","Parallel Function Calling Compiler","Papers with code · The piece introduces LLMCompiler, a tool that enha","https://github.com/squeezeailab/llmcompiler","2023-12-13",5],["r","LLMs & Simple Rules","Papers with code · The article emphasizes the need to define and limi","https://github.com/normster/llm_rules","2023-12-13",2],["r","Controlled Text Gen. with Language Models","Papers with code · The piece presents a framework that offers better ","https://github.com/eth-sri/language-model-arithmetic","2023-12-13",2],["r","Stopping Hallucination in LLM Chatbots","Papers with code · The article presents WikiChat, a tool that uses an","https://github.com/stanford-oval/wikichat","2023-12-13",1],["r","Generative Agent-based Modeling w/ Concordia","Papers with code · The article gives a summary of agent-based modelin","https://github.com/google-deepmind/concordia","2023-12-13",1],["r","Enhancing Diffusion Model Sample Quality","Papers with code · Denoising diffusion models (DDMs) are becoming inc","https://github.com/lllyasviel/fooocus","2023-11-29",333],["r","Filtering-based Attention for NLP","Papers with code · The article presents Localized Filtering-based Att","https://github.com/ieit-yuan/yuan-2.0","2023-11-29",6],["r","Realtime Neural Radiance Caching for Path Tracing","Papers with code · The article suggests a novel method for managing d","https://github.com/shocker-0x15/GfxExp","2023-11-29",3],["r","Accelerating DNN with Approximate Matrix Multiplication","Papers with code · The article explores the importance of MatMul in s","https://github.com/joennlae/halutmatmul","2023-11-29",2],["r","Learning to Learn","Papers with code · The model's inner loop is equivalent to linear att","https://github.com/test-time-training/mttt","2023-11-29",2],["r","Language Models as Teachers","Papers with code · The article assesses a technique's effectiveness o","https://github.com/itsnamgyu/reasoning-teacher","2023-11-15",4],["r","DeciAI PPLiteSeg: Real-Time Segmentation Model","Papers with code · Real-Time Segmentation Model: The article highligh","https://github.com/Deci-AI/super-gradients","2023-11-15",73],["r","Posttraining with Data Curriculum","Papers with code · The article presents a data curriculum learning sc","https://github.com/imoneoi/openchat","2023-11-15",55],["r","Accelerating Model Pretraining with Pruning","Papers with code · The study explores the use of structured pruning t","https://github.com/princeton-nlp/llm-shearing","2023-11-15",3],["r","Serving Concurrent LoRA Adapters","Papers with code · The article presents SLoRA, a system engineered fo","https://github.com/s-lora/s-lora","2023-11-15",3],["r","DeepSpeed Inference: Efficient Transformer Model at Unprecedented Scale","Papers with code · Efficient Transformer Model at Unprecedented Scale","https://github.com/microsoft/deepspeed-mii","2023-11-08",21],["r","AkariAsai SelfRAG: Learning to Retrieve, Generate, and Critique through Self-Reflection","Papers with code · Learning to Retrieve, Generate, and Critique throu","https://github.com/AkariAsai/self-rag","2023-11-08",8],["r","Diffusion Models for Reinforcement Learning","Papers with code · The article emphasizes the superiority of diffusio","https://github.com/apexrl/diff4rlsurvey","2023-11-08",0],["r","GPTFathom: LLM Benchmarking for GPT4+","Papers with code · LLM Benchmarking for GPT4+: The rapid advancement ","https://github.com/gpt-fathom/gpt-fathom","2023-11-08",2],["r","Language Models with Graph Augmentation for Recommendation","Papers with code · The article discusses strategies to address the is","https://github.com/hkuds/llmrec","2023-11-08",1],["r","Comprehensive Survey on LLM Evaluation","Papers with code · The comprehensive review is designed to stimulate ","https://github.com/tjunlp-lab/awesome-llms-evaluation-papers","2023-11-08",3],["r","Natural Language Graphs","Papers with code · ChatGPT, a large-scale pretrained language model, ","https://github.com/agiresearch/InstructGLM","2023-11-02",2],["r","Tuning Graph Instructions for Language Models","Papers with code · GraphGPT uses a graph instruction tuning paradigm ","https://github.com/HKUDS/GraphGPT","2023-11-02",1],["r","Graph-based Tools for Language Model Augmentation","Papers with code · ControlLLM is a new framework that enables large l","https://github.com/opengvlab/controlllm","2023-11-02",0],["r","Inverted Transformers for Time Series Forecast","Papers with code · Transformers are being used by forecasters to mode","https://github.com/thuml/Time-Series-Library","2023-10-25",38],["r","Enhancing LLM Agent Abilities","Papers with code · The article emphasizes the importance of research ","https://github.com/thudm/agenttuning","2023-10-25",4],["r","EleutherAI Llemma: Math Language Model","Papers with code · Math Language Model: The second article presents L","https://github.com/EleutherAI/math-lm","2023-10-25",3],["r","Foundation Models for Graph Reasoning","Papers with code · The article underscores the difficulties in creati","https://github.com/DeepGraphLearning/ULTRA","2023-10-25",1],["r","OpenAgents: Open Platform for Language Agents","Papers with code · Open Platform for Language Agents: Large Language ","https://github.com/xlang-ai/openagents","2023-10-25",9],["r","Human-Level Reward Design for LM","Papers with code · Eureka's versatility enables a new gradient-free i","https://github.com/eureka-research/Eureka","2023-10-25",12],["r","Large Language Models as Forecasters","Papers with code · The article suggests a new approach to time series","https://github.com/ngruver/llmtime","2023-10-18",1],["r","Mistral: A Superior Language Model","Papers with code · A Superior Language Model: The article introduces ","https://github.com/mistralai/mistral-src","2023-10-18",68],["r","Text Embeddings: Privacy Revealed","Papers with code · Privacy Revealed: The article investigates how muc","https://github.com/jxmorris12/vec2text","2023-10-18",2],["r","Factuality in Language Models: A Survey","Papers with code · A Survey: The article addresses the crucial topic ","https://github.com/wangcunxiang/llm-factuality-survey","2023-10-18",1],["r","AutoGen: NextGen LLM Applications with MultiAgent Conversation","Papers with code · NextGen LLM Applications with MultiAgent Conversat","https://github.com/microsoft/autogen","2023-10-12",135],["r","StanfordNLP DSPy: Self-Improving Pipelines for Language Model Calls","Papers with code · Self-Improving Pipelines for Language Model Calls:","https://github.com/stanfordnlp/dspy","2023-10-12",68],["r","AutoAgents: Automatic Agent Generation","Papers with code · Automatic Agent Generation: AutoAgents is a new sy","https://github.com/LinkSoul-AI/AutoAgents","2023-10-12",7],["r","Decoding Speech Perception","Papers with code · A breakthrough in decoding perceived speech from n","https://github.com/facebookresearch/brainmagick","2023-10-12",2],["r","Language Models: Space and Time Representation","Papers with code · Space and Time Representation: The capabilities of","https://github.com/wesg52/world-models","2023-10-12",2],["r","MultiView Reasoning: Math Word Problem Solving","Papers with code · Math Word Problem Solving: To solve math word prob","https://github.com/zwq2018/multi-view-consistency-for-mwp","2023-10-12",2],["r","Language Models vs Human Reviewers: A Comparative Analysis","Papers with code · A Comparative Analysis: The first article analyzes","https://github.com/weixin-liang/llm-scientific-feedback","2023-10-12",1],["r","Improving AI Transparency through Representation Engineering","Papers with code · The second article delves into representation engi","https://github.com/andyzoujm/representation-engineering","2023-10-12",1],["r","Unifying Reasoning, Acting, and Planning in Models","Papers with code · The third article highlights the shortcomings of l","https://github.com/andyz245/LanguageAgentTreeSearch","2023-10-12",1],["r","Enhancing RolePlaying Abilities","Papers with code · Large Language Models (LLMs) have improved rolepla","https://github.com/interactivenlp-team/rolellm-public","2023-10-12",1],["r","Benchmarking AI Research Agents","Papers with code · Researchers are investigating the possibility of c","https://github.com/snap-stanford/mlagentbench","2023-10-12",1],["r","GoLLIE Annotation Guidelines for ZeroShot Extraction Improvement","Papers with code · Past efforts to use specific information have fail","https://github.com/hitz-zentroa/gollie","2023-10-12",0],["r","Unified Automation for Parallelization and Activation Checkpoint in Large Models","Papers with code · The article presents a system that simultaneously ","https://github.com/hpcaitech/colossalai","2023-10-04",690],["r","NeuRBF: Adaptive Radial Basis Functions for Neural Fields Representation","Papers with code · Adaptive Radial Basis Functions for Neural Fields ","https://github.com/oppo-us-research/NeuRBF","2023-10-04",2],["r","Boolformer: Logic Function Regression with Transformers","Papers with code · Logic Function Regression with Transformers: The a","https://github.com/sdascoli/boolformer","2023-10-04",2],["r","DISCLawLLM: Fine-tuning Language Models for Intelligent Legal Services","Papers with code · Fine-tuning Language Models for Intelligent Legal ","https://github.com/fudandisc/disc-lawllm","2023-10-04",1],["r","Diffusion UNet: Generation Quality Unleashed","Papers with code · Generation Quality Unleashed: The paper explores t","https://github.com/ChenyangSi/FreeU","2023-09-28",12],["r","Efficient Finetuning of Large Language Models","Papers with code · LongLoRA uses LLaMA2 7B or LLaMA2 70B to broaden c","https://github.com/dvlab-research/longlora","2023-09-28",7],["r","Logical Deduction Failure in LLMs","Papers with code · The article explores a hypothesized failure in log","https://github.com/lukasberglund/reversal_curse","2023-09-28",1],["r","RunpeiDong DreamLLM: Multimodal Comprehension and Creation","Papers with code · Multimodal Comprehension and Creation: The article","https://github.com/RunpeiDong/DreamLLM","2023-09-28",1],["r","Multimodal Comprehension and Creation","Papers with code · The article explains how COCO DEViT outperforms th","https://github.com/mlzxy/devit","2023-09-28",0],["r","Enhanced TTS using Neural Transducers","Papers with code · Neural HMMs are a novel technology that enhances s","https://github.com/coqui-ai/TTS","2023-09-21",342],["r","Open LLMs for NLP Tasks","Papers with code · Large language models excel in natural language ta","https://github.com/baichuan-inc/baichuan2","2023-09-21",38],["r","ALA with LLMs","Papers with code · Recent progress in large language models enables t","https://github.com/aiwaves-cn/agents","2023-09-21",7],["r","Survey: LLMB Agents","Papers with code · LLMB Agents: The quest for artificial intelligence","https://github.com/woooodyy/llm-agent-paper-list","2023-09-21",2],["r","Assessing Neural Network Representations with Data Diffusion","Papers with code · There has been a noticeable rise in DSMI in relati","https://github.com/ChenLiu-1996/DiffusionSpectralEntropy","2023-09-21",1],["r","projectnuwa LayoutNUWA Unveiling Hidden Layout Expertise","Papers with code · The field of graphic layout generation is growing,","https://github.com/projectnuwa/layoutnuwa","2023-09-21",0],["r","sherdencooper GPTFUZZER Red Teaming LLMs","Papers with code · Even with less than ideal seed templates, fuzzer e","https://github.com/sherdencooper/gptfuzz","2023-09-21",0],["r","GPTInvestAR: Enhancing Stock Investment Strategies","Papers with code · Enhancing Stock Investment Strategies: The article","https://github.com/UditGupta10/GPT-InvestAR","2023-09-14",0],["r","AgentVerse: MultiAgent Collaboration","Papers with code · MultiAgent Collaboration: Autonomous agents have s","https://github.com/openbmb/agentverse","2023-09-14",22],["r","SharpnessAware Minimization: Weighted Sharpness Regularization","Papers with code · Weighted Sharpness Regularization: The development","https://github.com/intelligent-machine-learning/dlrover","2023-09-14",5],["r","Cognitive Architectures for Language Agents","Papers with code · Large language models are being integrated with ex","https://github.com/ysymyth/awesome-language-agents","2023-09-14",1],["r","Explanation Methods for Time Series Classification","Papers with code · The article stresses the importance of understandi","https://github.com/XgenTimeSeries/xgen-timeseries","2023-09-14",1],["r","Kani: Lightweight Framework for Language Models","Papers with code · Lightweight Framework for Language Models: The pie","https://github.com/zhudotexe/kani","2023-09-14",1],["r","PyGraft: Generation of Schemas and Knowledge Graphs","Papers with code · Generation of Schemas and Knowledge Graphs: The ar","https://github.com/nicolas-hbt/pygraft","2023-09-14",1],["r","ResFields: Neural Fields for Spatiotemporal Signals","Papers with code · Neural Fields for Spatiotemporal Signals: The arti","https://github.com/markomih/ResFields","2023-09-14",0],["r","Understanding Academic Documents","Papers with code · The article highlights the storage of scientific k","https://github.com/facebookresearch/nougat","2023-08-30",12],["r","OmniQuant: Calibrated Quantization for LLMs","Papers with code · Calibrated Quantization for LLMs: The article pres","https://github.com/opengvlab/omniquant","2023-08-30",1],["r","Generating Deployable Models","Papers with code · The paper presents Prompt-2-Model, a technique tha","https://github.com/neulab/prompt2model","2023-08-30",3],["r","Large Language Model Autonomous Agents Survey","Papers with code · The article explores the difficulties and potentia","https://github.com/paitesanshi/llm-agent-survey","2023-08-30",2],["r","Expanding Context Lengths","Papers with code · The article delves into the application of context","https://github.com/abacusai/long-context","2023-08-30",5],["r","WizardMath: Enhancing Math Reasoning with Language Models","Papers with code · Enhancing Math Reasoning with Language Models: The","https://github.com/nlpxucan/wizardlm","2023-08-30",125],["r","Code Llama: Foundation Models for Code","Papers with code · Foundation Models for Code: Code Llama, a series o","https://github.com/facebookresearch/codellama","2023-08-30",92],["r","Plan-and-Solve: Enhancing Zero-Shot Chain-ofT-hought Reasoning with Language Models","Papers with code · Enhancing Zero-Shot Chain-ofT-hought Reasoning wit","https://github.com/assafelovic/gpt-researcher","2023-08-30",80],["r","BEVBert: Map Pretraining for Navigation","Papers with code · Map Pretraining for Navigation: The article detail","https://github.com/marsaki/vln-bevbert","2023-08-30",1],["r","SpecInfer: Accelerating Language Model Serving","Papers with code · Accelerating Language Model Serving: Specinfer use","https://github.com/flexflow/flexflow","2023-08-24",18],["r","EasyEdit: Easy-to-use Knowledge Editing Framework","Papers with code · Easy-to-use Knowledge Editing Framework: Large Lan","https://github.com/zjunlp/easyedit","2023-08-24",7],["r","Open Source Polyglot LLM","Papers with code · Large Language Models (LLMs) excel in comprehendin","https://github.com/modelscope/modelscope","2023-08-17",68],["r","Direct Preference Optimization for LM","Papers with code · Reinforcement Learning from Human Feedback (RLHF) ","https://github.com/hiyouga/llama-efficient-tuning","2023-08-17",51],["r","Pretrained Code Gen Model with Multilingual Evaluations","Papers with code · OpenAI Codex, a large pre-trained code generation ","https://github.com/thudm/codegeex2","2023-08-17",47],["r","Efficient Generation for Large Language Models","Papers with code · The article introduces a novel method for neural t","https://github.com/normal-computing/outlines","2023-08-17",39],["r","Trafilatura: Web Scraping Library and CommandLine Tool","Papers with code · Web Scraping Library and CommandLine Tool: The art","https://github.com/adbar/trafilatura","2023-08-17",35],["r","PAL: Programaided Language Models","Papers with code · Programaided Language Models: The article attribut","https://github.com/srush/minichain","2023-08-17",16],["r","AudioSep: Audio Separation with Natural Language Queries","Papers with code · Audio Separation with Natural Language Queries: Th","https://github.com/audio-agi/audiosep","2023-08-17",4],["r","ReBRAC: Minimalistic Offline Reinforcement Learning Algorithm","Papers with code · Minimalistic Offline Reinforcement Learning Algori","https://github.com/corl-team/CORL","2023-08-17",3],["r","Platypus: Refinement of Large Language Models","Papers with code · Refinement of Large Language Models: The article p","https://github.com/arielnlee/Platypus","2023-08-17",3],["r","Code Instructions for Language Models","Papers with code · CommitPack surpasses other code instructions such ","https://github.com/bigcode-project/octopack","2023-08-17",2],["r","Data Synthesis with Perception Annotations","Papers with code · The suggested method creates datasets with detaile","https://github.com/showlab/datasetdm","2023-08-17",1],["r","Role of Database Administrators in Database Management","Papers with code · Database administrators play a crucial role in man","https://github.com/tsinghuadatabasegroup/db-gpt","2023-08-17",1],["r","joonspkresearch: Simulating Human Behavior via Generative Agents","Papers with code · Simulating Human Behavior via Generative Agents: A","https://github.com/joonspk-research/generative_agents","2023-08-09",4],["r","openbmb ToolLLM: Realworld API Mastery","Papers with code · Realworld API Mastery: ToolBench is a dataset for ","https://github.com/openbmb/toolbench","2023-08-09",18],["r","thudm AgentBench: LLM Evaluation as Autonomous Agents","Papers with code · LLM Evaluation as Autonomous Agents: Large Languag","https://github.com/thudm/agentbench","2023-08-09",4],["r","Data-Free Learning of Kinematics","Papers with code · The article investigates physical systems such as ","https://github.com/nmwsharp/neural-physics-subspaces","2023-08-09",1],["r","The All-Seeing Project: Panoptic Recognition and Understanding","Papers with code · Panoptic Recognition and Understanding: The articl","https://github.com/opengvlab/all-seeing","2023-08-09",1],["r","Reasoning Segmentation via LLM","Papers with code · The study introduces a new task known as 'reasonin","https://github.com/dvlab-research/lisa","2023-08-09",1],["r","Bit Quantization of LLMs","Papers with code · The article discusses a study on the effects of pa","https://github.com/jerry-chee/quip","2023-08-09",1],["r","Enhancing Document-level Event Extraction","Papers with code · The article delves into the complexities of extrac","https://github.com/LWL-cpu/SCPRG-master","2023-08-02",1],["r","Factuality Detection in Gen AI","Papers with code · The paper introduces FacTool, a system designed to","https://github.com/gair-nlp/factool","2023-08-02",1],["r","TabR Unleashing Retrieval-Augmented Tabular Deep Learning","Papers with code · The piece investigates unexplored facets of the at","https://github.com/yandex-research/tabular-dl-tabr","2023-08-02",1],["r","Gorilla Model with APIs","Papers with code · Large Language Models (LLMs) have recently made si","https://github.com/ShishirPatil/gorilla","2023-08-02",106],["r","LoraHub: CrossTask Generalization with LoRA Composition","Papers with code · CrossTask Generalization with LoRA Composition: Lo","https://github.com/sail-sg/lorahub","2023-08-02",1],["r","MetaTransformer: Unified Multimodal Learning","Papers with code · Unified Multimodal Learning: The piece explores mu","https://github.com/invictus717/MetaTransformer","2023-07-26",3],["r","TOAST: Transfer Learning with Attention Steering","Papers with code · Transfer Learning with Attention Steering: The art","https://github.com/bfshi/toast","2023-07-26",2],["r","ChatGPTs' Changing Behavior","Papers with code · The performance and behavior of AI models GPT3.5 a","https://github.com/lchen001/llmdrift","2023-07-26",1],["r","Evaluation for Long Context Language Models","Papers with code · The article explores the growing trend of enhancin","https://github.com/openlmlab/leval","2023-07-26",1],["r","GPTNeoX20B: OpenSource LM","Papers with code · OpenSource LM: The article introduces GPTNeoX20B, ","https://github.com/labmlai/annotated_deep_learning_paper_implementations","2023-07-19",588],["r","Llama 2: Foundation & Chat Models","Papers with code · Foundation & Chat Models: The piece discusses the ","https://github.com/facebookresearch/llama","2023-07-19",559],["r","RetrievalAugmented Generation for NLP","Papers with code · The article explores how large pretrained language","https://github.com/deepset-ai/haystack","2023-07-19",199],["r","Petals: Collaborative Inference of Large Models","Papers with code · Collaborative Inference of Large Models: The artic","https://github.com/bigscience-workshop/petals","2023-07-19",111],["r","FlashAttention2: Faster Attention, Better Parallelism","Papers with code · Faster Attention, Better Parallelism: The piece no","https://github.com/dao-ailab/flash-attention","2023-07-19",100],["r","Secrets of RLHF in Large Language Models: PPO","Papers with code · PPO: The article discusses the use of PPOmax, an u","https://github.com/openlmlab/moss-rlhf","2023-07-19",6],["r","InternLM: Evaluating Multimodal Models","Papers with code · Evaluating Multimodal Models: The authors introduc","https://github.com/InternLM/opencompass","2023-07-19",4],["r","GLM0B: Bilingual Pretrained Model","Papers with code · Bilingual Pretrained Model: GLM130B is a new bilin","https://github.com/thudm/chatglm2-6b","2023-07-12",167],["r","hoGPT: Democratizing Language Models","Papers with code · Democratizing Language Models: Large Language Mode","https://github.com/h2oai/h2ogpt","2023-07-12",82],["r","CodeGen2: Training LLMs on Programming and Natural Languages","Papers with code · Training LLMs on Programming and Natural Languages","https://github.com/salesforce/CodeGen","2023-07-12",80],["r","ChatLaw: OpenSource Legal LLM","Papers with code · OpenSource Legal LLM: A self-attention method is s","https://github.com/pku-yuangroup/chatlaw","2023-07-12",74],["r","Bridging Data and Humans","Papers with code · Different industries such as finance, weather fore","https://github.com/zwq2018/data-copilot","2023-07-12",8],["r","Large Language Models Survey","Papers with code · The research community has coined the term large l","https://github.com/rucaibox/llmsurvey","2023-07-12",70],["r","LengthExtrapolatable Transformer","Papers with code · The article discusses the importance of position m","https://github.com/microsoft/torchscale","2023-07-12",37],["r","Efficient Web-QA System","Papers with code · WebGLM is a web-based question-answering system th","https://github.com/thudm/webglm","2023-07-12",21],["r","Efficient Library for Optimization","Papers with code · TorchOpt provides a superior distributed execution","https://github.com/metaopt/torchopt","2023-07-12",7],["r","Evaluation of Language Models","Papers with code · The use of large language models (LLMs) is growing","https://github.com/mlgroupjlu/llm-eval-survey","2023-07-12",6],["r","Chat Language Models with Instructional Conversations","Papers with code · Finetuning on instruction data is a good method fo","https://github.com/thunlp/ultrachat","2023-07-05",28],["r","StickyLand: Breaking Linear Presentation of Notebooks","Papers with code · Breaking Linear Presentation of Notebooks: StickyL","https://github.com/xiaohk/stickyland","2023-07-05",8],["r","Multiplex Cascade Framework for Unified Aspect-Based Sentiment Analysis","Papers with code · ABSA has seven subtasks, but their interactions ha","https://github.com/scofield7419/UABSA-SyMux","2023-07-05",4],["r","NN Voice Conversion","Papers with code · Anytoany voice conversion transforms speech into a","https://github.com/bshall/knn-vc","2023-07-05",3],["r","Remote Sensing Segmentation Prompting","Papers with code · The SAM model by Meta AI Research has impressive g","https://github.com/KyanChen/RSPrompter","2023-07-05",1],["r","Retrieval-Augmented Theorem Proving","Papers with code · ReProver is a prover that uses retrieval to select","https://github.com/lean-dojo/leandojo","2023-07-05",1],["r","Open Vocabulary Learning Survey","Papers with code · This article is the first comprehensive literature","https://github.com/jianzongwu/awesome-open-vocabulary","2023-07-05",1],["r","Optimalscale LMFlow: Large Model Toolkit","Papers with code · Large Model Toolkit: General finetuning is harder ","https://github.com/optimalscale/lmflow","2023-06-28",126],["r","Hazyresearch FlashAttention: Fast Attention","Papers with code · Fast Attention: FlashAttention speeds up approxima","https://github.com/hazyresearch/flash-attention","2023-06-28",77],["r","H2OAI LIMA: Less Is More Alignment","Papers with code · Less Is More Alignment: Language models trained in","https://github.com/h2oai/h2o-llmstudio","2023-06-28",38],["r","Fast Segmentation","Papers with code · A new method is suggested to speed up a task witho","https://github.com/casia-iva-lab/fastsam","2023-06-28",9],["r","CrossLingual SRL","Papers with code · Study concentrates on understanding natural langua","https://github.com/scofield7419/XSRL-ACL","2023-06-28",3],["r","WizMap: ML Embeddings Visualization","Papers with code · ML Embeddings Visualization: Machine learning mode","https://github.com/poloclub/wizmap","2023-06-28",2],["r","Direct Preference Optimization","Papers with code · RLHF is a complicated and sometimes unstable proce","https://github.com/eric-mitchell/direct-preference-optimization","2023-06-28",2],["r","Source Code Embeddings Study","Papers with code · GitHub survey explores use of word embedding techn","https://github.com/boyter/cs","2023-06-14",4],["r","MultiModal Instruction Tuning","Papers with code · GitHub releases dataset, benchmarks, and model for","https://github.com/luodian/otter","2023-06-14",29],["r","Facebook Music Generation","Papers with code · Code on GitHub generates music based on conditions","https://github.com/facebookresearch/audiocraft","2023-06-14",36],["r","RealTime Speech Enhancement","Papers with code · GitHub code improves speech enhancement using mult","https://github.com/rikorose/deepfilternet","2023-06-14",20],["r","SparseQuantized LLM Weight Compression","Papers with code · Language models have improved greatly.","https://github.com/vahe1994/spqr","2023-06-14",2],["r","Git Extension for ML Model Development","Papers with code · Centralized teams rarely update machine learning m","https://github.com/r-three/git-theta","2023-06-14",2],["r","Evaluating NLU Models Out-of-Distribution","Papers with code · Pretrained models improve language understanding.","https://github.com/yanglinyi/glue-x","2023-06-14",2],["r","Efficient Instruction Optimization for BlackBox LLMs","Papers with code · Large language models can be difficult to teach.","https://github.com/lichang-chen/instructzero","2023-06-14",1],["r","LLMs Reasoning Performance","Papers with code · Evaluating LLMs is important but difficult.","https://github.com/franxyao/chain-of-thought-hub","2023-06-07",21],["r","High Quality Segmentation","Papers with code · HQSAM was trained on a dataset of 44k masks.","https://github.com/syscv/sam-hq","2023-06-07",9],["r","Efficient ALMs","Papers with code · ALMs use LLMs with knowledge retrieval and action ","https://github.com/billxbf/rewoo","2023-06-07",6],["r","Transformer Library for Code LLMs","Papers with code · CodeTF is an open-source library for advanced Code","https://github.com/salesforce/codetf","2023-06-07",5],["r","HuatuoGPT for Medical Consultation","Papers with code · HuatuoGPT is a top-performing open-source LLM for ","https://github.com/freedomintelligence/huatuogpt","2023-06-07",5],["r","AWQ for Large Language Models","Papers with code · Large language models face hardware limitations du","https://github.com/mit-han-lab/llm-awq","2023-06-07",3],["r","Scene as Occupancy for Traffic Scenes","Papers with code · Human drivers can easily describe complex traffic ","https://github.com/opendrivelab/occnet","2023-06-07",2],["r","XPhoneBERT for Text-to-Speech Phoneme Representations","Papers with code · XPhoneBERT is the first multilingual model pre-tra","https://github.com/vinairesearch/xphonebert","2023-06-07",2],["r","LLMs in Minecraft","Papers with code · LLMs are good at handling complex environments thr","https://github.com/opengvlab/gitm","2023-06-01",6],["r","AlpacaFarm Simulation for Learning","Papers with code · AlpacaFarm's reward model helps improve winrate ag","https://github.com/tatsu-lab/alpaca_farm","2023-06-01",5],["r","Sophia: Scalable Language Model Optimizer","Papers with code · Scalable Language Model Optimizer: Optimizing algo","https://github.com/kyegomez/Sophia","2023-06-01",3],["r","Language Models as Tool Makers","Papers with code · Tool making and Python functions used for tasks.","https://github.com/ctlllll/llm-toolmaker","2023-06-01",2],["r","FineTuning Language Models","Papers with code · Finetuning language models requires too much memor","https://github.com/princeton-nlp/mezo","2023-06-01",2],["r","ExpertPrompting for Language Models","Papers with code · Prompts can improve language model answers.","https://github.com/ofa-sys/expertllama","2023-06-01",2],["r","Training Aligned Language Models","Papers with code · Social alignment in AI systems for societal values","https://github.com/agi-templar/Stable-Alignment","2023-06-01",1],["r","Scaling Speech Tech to 1000 Languages","Papers with code · Speech technology can improve access to informatio","https://github.com/facebookresearch/fairseq","2023-05-24",482],["r","Sparks of AGI with GPT4","Papers with code · GPT4 is a new AI model with more general intellige","https://github.com/microsoft/guidance","2023-05-24",129],["r","CodeT5: Open Code Large Language Models for Code Gen","Papers with code · Open Code Large Language Models for Code Gen: Code","https://github.com/salesforce/codet5","2023-05-24",22],["r","SoundStorm","Papers with code · SoundStorm model for audio generation.","https://github.com/lucidrains/soundstorm-pytorch","2023-05-24",3],["r","SpeechGPT","Papers with code · Multimodal language models important for AGI, Chat","https://github.com/0nutation/speechgpt","2023-05-24",2],["r","ONEPEACE","Papers with code · Building scalable representation model for multipl","https://github.com/OFA-Sys/ONE-PEACE","2023-05-24",1],["r","Tree of Thoughts","Papers with code · Language models limited to token-level decision ma","https://github.com/kyegomez/tree-of-thoughts","2023-05-24",1],["r","jarrodwatts/jev-trader","Radar · 3 quants · AI trading agent executing trades on Monad blockchain.","https://github.com/jarrodwatts/jev-trader","2026-10-09",100],["r","Yijia-Xiao/FinanceHarness","Radar · 2 quants · Autonomous financial deep research framework.","https://github.com/Yijia-Xiao/FinanceHarness","2026-10-09",100],["r","TNT-Likely/PanWatch","Radar · 2 quants · AI stock monitoring for A-shares, HK and US markets.","https://github.com/TNT-Likely/PanWatch","2026-10-09",100],["r","morluto/rea","Radar · 35 quants · Reverse engineer apps and binaries using AI agents.","https://github.com/morluto/rea","2026-10-09",100],["r","storytold/photocraft","Radar · 22 quants · Open-source Rust reimplementation of Adobe Photoshop.","https://github.com/storytold/photocraft","2026-10-09",100],["r","openai/math","Radar · 21 quants · Mathematics library in Lean.","https://github.com/openai/math","2026-10-09",100],["r","Niko1221/Strata","Radar · 13 quants · Run Qwen3.8-Flash on consumer hardware with local APIs.","https://github.com/Niko1221/Strata","2026-10-09",100],["r","tester-army/e2e","Radar · 7 quants · End-to-end testing framework for web and mobile apps.","https://github.com/tester-army/e2e","2026-10-09",100],["r","boykopovar/AnyPS5","Radar · 7 quants · Tool for porting PS5 executables to Linux and Windows.","https://github.com/boykopovar/AnyPS5","2026-10-09",100]]}