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[1] Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News
利用价格信号的时间和语义融合以及代理生成人工智能提取的经济新闻预测商品价格冲击
来源:ARXIV_20250812
[2] Hedging with memory
用记忆对冲
来源:ARXIV_20250812
[3] Algorithmic Collusion of Pricing and Advertising on E commerce Platforms
电子商务平台上定价与广告的算法合谋
来源:ARXIV_20250813
[4] Forecasting Binary Economic Events in Modern Mercantilism
现代重商主义中的二元经济事件预测
来源:ARXIV_20250814
[5] CATNet
CATNet 网络
来源:ARXIV_20250815
[6] Racial bias, colorism, and overcorrection
种族偏见、肤色歧视和矫枉过正
来源:ARXIV_20250815
[7] Estimating Covariance for Global Minimum Variance Portfolio
全球最小方差投资组合的协方差估计
来源:ARXIV_20250815
[8] Predicting Serial Credit Rating Downgrades
预测连续信用评级下调
来源:SSRN_20250815
[1] Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News
标题:利用价格信号的时间和语义融合以及代理生成人工智能提取的经济新闻预测商品价格冲击
作者:Mohammed-Khalil Ghali, Cecil Pang, Oscar Molina, Carlos Gershenson-Garcia, Daehan Won
来源:ARXIV_20250812
Abstract : Accurate forecasting of commodity price spikes is vital for countries with limited economic buffers, where sudden increases can strain national budgets, disrupt import reliant sectors, and undermine food and energy security. This paper introduces a hybrid forecasting framework that combines historical commodity price data with semantic signals derived from global economic news, using an agentic generative AI pipeline. The architecture integrates......(摘要翻译及全文见知识星球)
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[2] Hedging with memory
标题:用记忆对冲
作者:Eduardo Abi Jaber, Louis-Amand Gérard
来源:ARXIV_20250812
Abstract : We investigate the use of path signatures in a machine learning context for hedging exotic derivatives under non Markovian stochastic volatility models. In a deep learning setting, we use signatures as features in feedforward neural networks and show that they outperform LSTMs in most cases, with orders of magnitude less training compute. In a shallow learning setting, we compare two regression......(摘要翻译及全文见知识星球)
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[3] Algorithmic Collusion of Pricing and Advertising on E commerce Platforms
标题:电子商务平台上定价与广告的算法合谋
作者:Hangcheng Zhao, Ron Berman
来源:ARXIV_20250813
Abstract : Online sellers have been adopting AI learning algorithms to automatically make product pricing and advertising decisions on e commerce platforms. When sellers compete using such algorithms, one concern is that of tacit collusion the algorithms learn to coordinate on higher than competitive. We empirically investigate whether these concerns are valid when sellers make pricing and advertising decisions together, i.e.,......(摘要翻译及全文见知识星球)
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[4] Forecasting Binary Economic Events in Modern Mercantilism
标题:现代重商主义中的二元经济事件预测
作者:Sebastian Kot
来源:ARXIV_20250814
Abstract : This paper examines Modern Mercantilism, characterized by rising economic nationalism, strategic technological decoupling, and geopolitical fragmentation, as a disruptive shift from the post 1945 globalization paradigm. It applies Principal Component Analysis (PCA) to 768 dimensional SBERT generated semantic embeddings of curated news articles to extract orthogonal latent factors that discriminate binary event outcomes linked to protectionism, technological sovereignty, and bloc realignments.......(摘要翻译及全文见知识星球)
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[5] CATNet
标题:CATNet 网络
作者:Dixon Domfeh, Saeid Safarveisi
来源:ARXIV_20250815
Abstract : Traditional models for pricing catastrophe (CAT) bonds struggle to capture the complex, relational data inherent in these instruments. This paper introduces CATNet, a novel framework that applies a geometric deep learning architecture, the Relational Graph Convolutional Network (R GCN), to model the CAT bond primary market as a graph, leveraging its underlying network structure for spread prediction. Our analysis reveals that......(摘要翻译及全文见知识星球)
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[6] Racial bias, colorism, and overcorrection
标题:种族偏见、肤色歧视和矫枉过正
作者:Kenneth Colombe, Alex Krumer, Rosa Lavelle-Hill, Tim Pawlowski
来源:ARXIV_20250815
Abstract : This paper examines whether increased awareness can affect racial bias and colorism. We exploit a natural experiment from the widespread publicity of Price and Wolfers (2010), which intensified scrutiny of racial bias in men s basketball officiating. We investigate refereeing decisions in the Women s National Basketball Association (WNBA), an organization with a long standing commitment to diversity, equity, and inclusion......(摘要翻译及全文见知识星球)
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[7] Estimating Covariance for Global Minimum Variance Portfolio
标题:全球最小方差投资组合的协方差估计
作者:Juchan Kim, Inwoo Tae, Yongjae Lee
来源:ARXIV_20250815
Abstract : Portfolio optimization constitutes a cornerstone of risk management by quantifying the risk return trade off. Since it inherently depends on accurate parameter estimation under conditions of future uncertainty, the selection of appropriate input parameters is critical for effective portfolio construction. However, most conventional statistical estimators and machine learning algorithms determine these parameters by minimizing mean squared error (MSE), a criterion that......(摘要翻译及全文见知识星球)
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[8] Predicting Serial Credit Rating Downgrades
标题:预测连续信用评级下调
作者:Lance Malone,Lee A. Smales,Zhangxin (Frank) Liu
来源:SSRN_20250815
Abstract : This paper examines the predictability of sequential credit rating downgrades under the through-the-cycle methodology used by credit rating agencies. While the lagging nature of ratings is well documented, we use a dataset of 28,847 firm-year observations for North American corporates to show that interim ratings assigned during downgrade sequences systematically understate credit risk relative to non-downgraded peers with the same rating.......(摘要翻译及全文见知识星球)
Keywords : Credit rating agencies, migration policy, through-the-cycle, credit risk, rating accuracy, machine learning, downgrade momentum.
