Research
Research
Research
Research
8,615+ open-access research outputs.
System auditing on Android faces two problems. First, existing syscall tracers lose events under load, silently overwriting entries faster than a user space reader can drain them. Second, security-rel…
Many well-known theorems establish sufficient criteria for linearizability of a vector field in terms of the eigenvalues of its linear approximation. By attaching weights to coordinates so that some d…
Loading high dimensional distributions is an important task for utilizing quantum computers on applications ranging from machine learning to finance. The high dimensionality leads to a curse of dimens…
We introduce the Local Occupied Volatility (LOV) model that sits between Dupire's local volatility and fully path-dependent dynamics. By design, the LOV model ensures automatic calibration to European…
Unrestricted mean-variance-skewness-kurtosis portfolio optimization can capture asymmetry and tail risk, but sample-moment formulations become computationally impractical when the asset universe is la…
Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break fr…
We propose a per-task leverage ratio for human-agent collaboration: human work displaced by an agent, divided by the human time required to specify the task, resolve mid-run interrupts, and review the…
We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smoot…
Column generation is a widely used decomposition technique for large-scale linear programs, but it often suffers from slow convergence due to poor initial dual estimates and dual oscillations. Stabili…
We generalise the reparameterization trick applied in variational autoencoders (VAEs) letting these have latent spaces of non-trivial topology - i.e. that of base manifolds covered with other ones, on…
We develop a continuous-time penalized regression framework for the estimation of time-varying coefficients and variable selection when both the response and covariates are It\^o semimartingales with …
We demonstrate that machine learning methods provide a powerful framework for modelling conditional asymmetric risk. Using a large cross-section of US stocks and a comprehensive set of firm characteri…
\textbf{Background} Measles has resurged globally in the post-pandemic period as routine immunisation recovery remains below the two-dose threshold required to interrupt transmission. Bangladesh, prev…
Market instability has been extensively studied using mathematical approaches to characterize complex trading dynamics and detect structural change points. This study explores the potential for early …
Forecasting the life-cycle trajectory of a newly launched product is important for launch planning, resource allocation, and early risk assessment. This task is especially difficult in the pre-launch …
Cross-sectional stock ranking is a fundamental task in quantitative investment, relying on both temporal modeling of individual stocks and the capture of inter-stock dependencies. While existing deep …
We introduce the concept of Hamiltonian potential variables to map Hamiltonian operators into symplectic operators in a dual space. This generalises the classical trick of switching to a potential var…
We designed and implemented InvestChat, a multimodal tablet-based application that supports stock market exploration with multiple coordinated views and an LLM-powered chat. We evaluated the applicati…
Text-based financial networks are increasingly used to study cross-stock return predictability. A common approach constructs links from similarities in firms' disclosure embeddings, but such networks …
We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we introduce the compl…
Free open-access publishing with Google Scholar indexing.
Submission Guide →