arXiv preprints from January 1, 2026 through September 23, 2026 — 06:52:25 EST
Using neural networks for stock return prediction typically requires choices about depth and hidden-layer width that are difficult to connect to financial interpretation. We study an alternative: estimate dependence among firm characteristics with a Maximally Filtered Clique Forest (MFCF), then map its clique structure to a...
Suppose there are $N$ heterogeneous agents in a market with idiosyncratic risks but no uninsurable systematic risk factors. These agents may agree arbitrary financial contracts with one another, subject to the condition that contracts are self-enforcing under coalitions of agents in a common state. We show that, under mild conditions,...
The authors present a rigorous empirical evaluation of three distinct optimization paradigms for institutional factor portfolio construction: an entropy-based photonic quantum annealer (Dirac-3, Quantum Computing Inc.), a commercial mixed-integer programming solver (Gurobi), and a model-free deep reinforcement learning agent (SAC)....
Two old market sayings hold that news is already priced in by the time it is published, and that the rumor is bought while the news is sold. Both place the price move associated with a piece of news before and at publication rather than after it. Whether the claims hold, for which kinds of news, and by how much are basic questions...
We study dynamic physical hedging for insurers exposed jointly to catastrophe losses and stochastic reconstruction costs. Surplus evolves as a controlled jump diffusion whose loss amplitude combines marked catastrophe severity, an exogenous mean-reverting cost factor, and endogenous mitigation. We establish well-posedness, moment and...
Using the local time-space calculus of Peskir (2005) and the method developed in Mijatovic (2010), we derive a new integral representation for the distribution of the first-passage time (FPT) of a diffusion process through a time-dependent barrier. We present a complete three-step numerical algorithm: first, the problem is reduced to...
This study focuses on developing an AI-supported prototype for multiperspective interest rate forecasting that combines classical econometric models with modern artificial intel-ligence methods. Tested in a major European bank, the system enables more precise and flexible prediction of interest rate developments, supporting strategic...
Music source separation systems typically extract a single vocal track and do not distinguish between multiple singers. We study singer-informed vocal source separation for multi-singer mixtures. Our framework introduces a short enrollment recording of a target singer to guide separation through a learned embedding. The singer...
Network-level maintenance planning requires repeated evaluations of equilibrium traffic flows under road capacity reductions. While equilibrium traffic assignment models are well established, their repeated solution quickly becomes computationally prohibitive and challenging to embed within maintenance scheduling problems. This paper...
Integrated sensing and communication (ISAC) is a key enabler for future wireless systems, providing environmental information that can support tasks beyond conventional data transmission. However, its impact on channel decoding remains less explored. This paper studies sensing-aided ordered reliability bits guessing random additive...
The standard master stability function (MSF) formulation has traditionally relied on a diagonalizable network Laplacian, since diagonalizability allows the variational equations to be decomposed into independent equations. Directed Laplacians, however, need not be diagonalizable. We show that every weakly connected digraph admits a...
MRI reconstruction from undersampled k-space measurements is an ill-posed inverse problem. Physics-driven deep learning (PD-DL) methods have shown strong performance for this task by combining the MRI forward model with learned image regularization within algorithm-unrolling frameworks. However, most existing PD-DL methods reconstruct...
Future sixth-generation non-terrestrial networks are expected to combine low Earth orbit (LEO), medium Earth orbit (MEO), and geostationary Earth orbit (GEO) satellites, whose complementary layers must be coordinated through joint user association, power allocation, and handover management under fast LEO dynamics. This paper studies...
This paper presents a coordination architecture for heterogeneous UAV/UGV swarms that synthesises mission actions from uncertain, multi-modal sensor evidence while preserving hardware-enforced safety at the actuation boundary. The approach combines radar, RF, acoustic, and visual observations with Topic-Based Communication Space Petri...
This paper addresses the beam alignment problem in MIMO systems from a decentralized, mobile terminal (MT)-centric perspective. We propose a lightweight machine learning approach that leverages position information to perform beam selection without relying on exhaustive search or strong base station coordination. Specifically, we...
Semantic communication exploits the meaning of the payload, which bit-level processing discards. When channel decoding fails on a natural language payload, the errors appear as corrupted characters in the recovered text. A large language model (LLM) infers the intended characters from the semantic context, but it can also produce...
Semantic communication (SC) enables bandwidth-efficient wireless image transmission, but most existing SC schemes are user-agnostic and ignore receiver-dependent semantics. To address this issue, we propose a personalized digital semantic communication (PDSC) framework that integrates a vision-language model (VLM)-based semantic...
Auditory attention decoding (AAD) algorithms are predominantly evaluated in a steady state where a listener continuously attends to the same speaker, using metrics such as accuracy and information transfer rate. However, such metrics fail to account for the (in-)dependence of an AAD prediction with respect to previous predictions. In...
In large and heavy structures, vibrations arise during motion, posing significant challenges for precise manipulation. To accomplish the desired motion, control algorithms must effectively suppress these structural vibrations. In cutting edge projects, such as remote maintenance of future fusion energy reactors (tokamaks), the...
Operating teams of autonomous aircraft in dynamic, uncertain, and potentially adversarial environments requires safety protocols that are reliable yet selective, and allow agents to fly in close proximity while making progress toward mission objectives. We introduce adversarial time-to-collision (aTTC), a risk metric that quantifies,...
The key-value (KV) cache stores information from past tokens and is a major memory bottleneck in long-context inference. Existing quantization methods address this bottleneck by representing the KV cache uniformly with lower-precision data types and designing quantization schemes to minimize reconstruction error in the cache itself,...
This work studies communication-constrained federated dual-side channel state information (CSI) estimation in hybrid millimeter-wave (mmWave) massive multiple input multiple output (MIMO) systems. Accurate CSI recovery is challenging because hybrid beamforming yields compressed and noisy observations, while repeated model exchange in...
Non-terrestrial networks (NTNs) are a key enabler of ubiquitous 6G connectivity, but the high orbital velocity and long propagation distances in low-Earth orbit (LEO) NTN operation introduce large Doppler shifts and substantial delay uncertainty that challenge New Radio (NR) physical random access channel (PRACH) design. Conventional...
Battery swapping is a rapid way to recharge electric vehicles (EVs). As more and more entities are involved in building Battery Swapping Stations (BSSs), how non-cooperative BSSs maximize their profit in a competitive market needs further investigation. In this paper, we focus on a practical scenario where competitive BSSs are...
We address the problem of encoding room impulse responses (RIRs) into high-order Ambisonics (HOA) representations from arbitrary and potentially insufficient or incomplete microphone array measurements. This task is fundamentally ill-posed for microphone arrays with limited spatial capture capabilities, such as irregular or sparse...