29 citations · 50 across the 13 of their papers we have counts for
15 papers
Company Similarity using Large Language Models
Dimitrios Vamvourellis, Máté Toth, Snigdha Bhagat +3
Identifying companies with similar profiles is a core task in finance with a wide range of applications in portfolio construction, asset pricing and risk attribution. When a rigoro…
Quantifying Outlierness of Funds from their Categories using Supervised Similarity
Dhruv Desai, Ashmita Dhiman, Tushar Sharma +3
Mutual fund categorization has become a standard tool for the investment management industry and is extensively used by allocators for portfolio construction and manager selection,…
Analytical Study of a generalised Dirichlet-Neumann operator and application to three-dimensional water waves on Beltrami flows
Mark D. Groves, Dag Nilsson, Stefano Pasquali +1
In this paper we consider three-dimensional steady water waves with vorticity, under the action of gravity and surface tension; in particular we consider so-called Beltrami flows,…
Energy cascade for the Klein-Gordon lattice
Stefano Pasquali
We study analytically the dynamics of a -dimensional Klein-Gordon lattice with periodic boundary conditions, for . We consider initial data supported on one low-freque…
Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning
Bhaskarjit Sarmah, Nayana Nair, Dhagash Mehta +1
Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading…
Learning Mutual Fund Categorization using Natural Language Processing
Dimitrios Vamvourellis, Mate Attila Toth, Dhruv Desai +2
Categorization of mutual funds or Exchange-Traded-funds (ETFs) have long served the financial analysts to perform peer analysis for various purposes starting from competitor analys…
Supervised similarity learning for corporate bonds using Random Forest proximities
Jerinsh Jeyapaulraj, Dhruv Desai, Peter Chu +3
Financial literature consists of ample research on similarity and comparison of financial assets and securities such as stocks, bonds, mutual funds, etc. However, going beyond corr…
Chaotic Resonant Dynamics and Exchanges of Energy in Hamiltonian PDEs
Filippo Giuliani, Marcel Guardia, Pau Martin +1
The aim of this note is to present the recent results in [16] where we provide the existence of solutions of some nonlinear resonant PDEs on the 2-dimensional torus exchanging ener…
Chaotic-like transfers of energy in Hamiltonian PDEs
Filippo Giuliani, Marcel Guardia, Pau Martin +1
We consider the nonlinear cubic Wave, the Hartree and the nonlinear cubic Beam equations on and we prove the existence of different types of solutions which exchange energy b…
On the integrability of Degasperis-Procesi equation: control of the Sobolev norms and Birkhoff resonances
Roberto Feola, Filippo Giuliani, Stefano Pasquali
We consider the dispersive Degasperis-Procesi equation with . In \cite{Deg} t…
The Fermi-Pasta-Ulam problem and its underlying integrable dynamics: an approach through Lyapunov Exponents
G. Benettin, S. Pasquali, A. Ponno
FPU models, in dimension one, are perturbations either of the linear model or of the Toda model; perturbations of the linear model include the usual -model, perturbations of Tod…
Dynamics of the nonlinear Klein-Gordon equation in the nonrelativistic limit, II
Stefano Pasquali
We study the the nonlinear Klein-Gordon (NLKG) equation on a manifold in the nonrelativistic limit, namely as the speed of light tends to infinity. In particular, we consid…
A Nekhoroshev type theorem for the nonlinear Klein-Gordon equation with potential
S. Pasquali
We study the one-dimensional nonlinear Klein-Gordon (NLKG) equation with a convolution potential, and we prove that solutions with small analytic norm remain small for exponentiall…
Almost global existence for the nonlinear Klein-Gordon equation in the nonrelativistic limit
Stefano Pasquali
We study the one-dimensional nonlinear Klein-Gordon (NLKG) equation with a convolution potential, and we prove that solutions with small norm remain small for long times. The…
Dynamics of the nonlinear Klein-Gordon equation in the nonrelativistic limit, I
Stefano Pasquali
The nonlinear Klein-Gordon (NLKG) equation on a manifold in the nonrelativistic limit, namely as the speed of light tends to infinity, is considered. In particular, a highe…