Quantitative ResearchPPR-01
DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction
This study proposes the DTD-VAE model to address the challenge of distinguishing credit-risk-related temporal patterns from general customer behavior patterns. By disentangling temporal dependencies and improving feature generation, the model enhances credit risk prediction accuracy, outperforming existing methods on multiple real-world datasets.
#Credit Risk#VAE#Temporal Dependencies
Quantitative ResearchPPR-02
Quantifying Weather-Driven Price Dynamics in Sri Lankan Tea Auctions
This study constructs a novel dataset combining weather data and tea auction prices, and uses Granger causality and machine learning models to reveal differential sensitivity of tea catalogues to weather, offering a more precise forecasting framework.
#tea prices#weather impact#machine learning
Quantitative ResearchPPR-03
Deep Hedging Fails Under Real Market Frictions: Evidence from Bitcoin Options
This study compares classical option hedging strategies with deep hedging models using real Bitcoin options data from Deribit (2020-2024). The results show that deep hedging does not outperform classical benchmarks, while Whalley-Wilmott significantly reduces costs, with performance dependent on market conditions.
#Deep Hedging#Options#Bitcoin
AI × QuantPPR-04
FORMA Framework: Generating Clinical Vignettes while Preserving Cognitive Formulations
This study introduces FORMA, a framework that compiles cognitive models into graph structures for generating clinical vignettes, ensuring that generated text preserves diagnostic cognitive components and causal links. Compared with zero-shot LLM generation, FORMA-generated vignettes perform significantly better in structure fidelity, expert ratings, and clinician perceived authenticity, while reducing demographic disparities. This provides a new method for auditable synthetic
#clinical vignette generation#cognitive model#large language model
AI × QuantPPR-05
DART: A Training-Free Router for Adaptive Thinking Budgets in Hybrid Reasoning Models
This paper presents DART, a training-free routing framework for hybrid reasoning models, which determines whether to answer directly or allocate more thinking budget based on the agreement of two cheap no-think drafts. It adapts computation to problem difficulty without labeled data, improving efficiency while preserving accuracy.
#routing#thinking budget#reasoning models
AI × QuantPPR-06
APPSolver: Adaptive Patch Partitioning for Point-Wise Ship Flow Prediction on Unstructured Meshes
This study introduces APPSolver, a point-wise flow prediction framework based on Adaptive Patch Partitioning (APP) to reduce computational cost in ship hydrodynamics. The method uses a deterministic quadtree representation with finer patches near the hull and coarser farther away, enabling efficient prediction through downsampling and recovery. Experiments show that APP offers computational benefits but does not universally outperform baselines in accuracy, highlighting a tra
#flow prediction#adaptive patch partitioning#quadtree
AI × QuantPPR-07
Tactile Foundation Model: A Large-Scale Framework for Dexterous Manipulation
This work proposes a comprehensive framework for tactile-enabled embodied manipulation, integrating hardware, datasets, representation models, and benchmarks, aiming to address the lack of tactile information in existing robotic manipulation datasets and provide new data and model foundations for precise manipulation tasks.
#tactile sensing#embodied manipulation#representation learning