When Mortality Meets Memory: Pricing Risk in the Long Haul
A mechanism-first reading of how long-memory mortality and interest-rate models change the pricing and risk management of catastrophe mortality bonds.
A mechanism-first reading of how long-memory mortality and interest-rate models change the pricing and risk management of catastrophe mortality bonds.
A state-adaptive volatility forecasting paper shows why crypto risk desks should monitor spillover roles, not just market capitalisation.
FinMarBa reframes financial sentiment analysis by replacing human semantic labels with labels derived from actual next-day market reactions.
TreeReader shows that the useful AI reader may not be a chatbot at all, but a structured interface that turns papers into navigable, verifiable maps.
A practical reading of MDM-OC, a model-composition framework that uses orthogonal task deltas to merge, update, and unmerge fine-tuned models with less interference.
SimuRA shows why useful AI agents may need less blind action and more internal rehearsal before they touch the browser.
A mechanism-first look at why financial diffusion models may need price-proportional noise, not just larger neural networks.
VizGenie shows why serious AI visualization assistants need validated workflows, domain-aware vision, and retraining loops—not just prettier prompt-to-code demos.
A close reading of why Reddit sentiment models underperform simpler attention signals in meme-stock prediction.
A mechanism-first reading of Influence Approximation Unlearning, a faster approximate method for deleting training-data influence without expensive Hessian computation.