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Interest rate market models, like the LIBOR market model, have the advantage that the basic model quantities are directly observable in financial markets. Inflation market models extend this approach to inflation markets, where zero-coupon…

Pricing of Securities · Quantitative Finance 2015-03-18 Stefan Waldenberger

American and Bermudan-type financial instruments are often priced with specific Monte Carlo techniques whose efficiency critically depends on the effective dimensionality of the problem and the available computational power. In our work we…

Pricing of Securities · Quantitative Finance 2021-05-04 Riccardo Aiolfi , Nicola Moreni , Marco Bianchetti , Marco Scaringi , Filippo Fogliani

Large Language Models (LLMs) are effective for data augmentation in classification tasks like intent detection. In some cases, they inadvertently produce examples that are ambiguous with regard to untargeted classes. We present DDAIR…

Computation and Language · Computer Science 2026-01-19 Galo Castillo-López , Alexis Lombard , Nasredine Semmar , Gaël de Chalendar

Money laundering is a major global problem, enabling criminal organisations to hide their ill-gotten gains and to finance further operations. Prevention of money laundering is seen as a high priority by many governments, however detection…

Social and Information Networks · Computer Science 2016-08-03 David Savage , Qingmai Wang , Pauline Chou , Xiuzhen Zhang , Xinghuo Yu

Tipping points occur in many real-world systems, at which the system shifts suddenly from one state to another. The ability to predict the occurrence of tipping points from time series data remains an outstanding challenge and a major…

Machine Learning · Computer Science 2024-12-10 Chengzuo Zhuge , Jiawei Li , Wei Chen

The inflation of Type I error rates is thought to be one of the causes of the replication crisis. Questionable research practices such as p-hacking are thought to inflate Type I error rates above their nominal level, leading to unexpectedly…

Methodology · Statistics 2024-12-31 Mark Rubin

There exist several models of inflation that produce primordial bispectra that contain a large number of oscillations. In this paper we discuss these models, and aim at finding a method of detecting such bispectra in the data. We explain…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 P. Daniel Meerburg

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

We develop an arbitrage-free random field LIBOR market model to price cross-currency derivatives. The uncertainty of the forward LIBOR rates of our cross-currency model is driven by a two time parameter random field instead of a finite…

Pricing of Securities · Quantitative Finance 2021-04-02 Rajinda Wickrama

We study the detectability, given CMB polarization maps, of departures from the inflationary consistency equation, r \equiv T/S \simeq -5 n_T, where T and S are the tensor and scalar contributions to the quadrupole variance, respectively.…

Astrophysics · Physics 2009-11-07 Yong-Seon Song , Lloyd Knox

People are regularly confronted with potentially deceptive statements (e.g., fake news, misleading product reviews, or lies about activities). Only few works on automated text-based deception detection have exploited the potential of deep…

Computation and Language · Computer Science 2022-10-07 Loukas Ilias , Felix Soldner , Bennett Kleinberg

This paper introduces a comprehensive framework for Financial Information Theory by applying information-theoretic concepts such as entropy, Kullback-Leibler divergence, mutual information, normalized mutual information, and transfer…

Portfolio Management · Quantitative Finance 2025-11-21 Miquel Noguer i Alonso

The perturbation analysis of linear solvers applied to systems arising broadly in machine learning settings -- for instance, when using linear regression models -- establishes an important perspective when reframing these analyses through…

Machine Learning · Computer Science 2024-10-02 Yixin Liu , Arielle Carr , Lichao Sun

The following paper explores the possibility of using Machine Learning algorithms to detect the cases of corruption and malpractice by governments. The dataset used by the authors contains information about several government contracts in…

Computation and Language · Computer Science 2018-04-25 Aniket Jain , Bhavya Sharma , Paridhi Choudhary , Rohan Sangave , William Yang

Modern data is messy and high-dimensional, and it is often not clear a priori what are the right questions to ask. Instead, the analyst typically needs to use the data to search for interesting analyses to perform and hypotheses to test.…

Machine Learning · Statistics 2019-10-09 Daniel Russo , James Zou

With the proliferation of various online and mobile payment systems, credit card fraud has emerged as a significant threat to financial security. This study focuses on innovative applications of the latest Transformer models for more robust…

Machine Learning · Computer Science 2024-11-13 Chang Yu , Yongshun Xu , Jin Cao , Ye Zhang , Yinxin Jin , Mengran Zhu

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

Today, money laundering poses a serious threat not only to financial institutions but also to the nation. This criminal activity is becoming more and more sophisticated and seems to have moved from the clichy of drug trafficking to…

Databases · Computer Science 2016-09-06 Nhien-An Le-Khac , Sammer Markos , Tahar Kechadi

We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been…

Statistical Finance · Quantitative Finance 2016-09-08 A. N. Sekar Iyengar

Data-based decisionmaking must account for the manipulation of data by agents who are aware of how decisions are being made and want to affect their allocations. We study a framework in which, due to such manipulation, data becomes less…

Theoretical Economics · Economics 2022-12-29 Alex Frankel , Navin Kartik