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HuggingFace

308 items in the index — today's curated AI papers from HuggingFace Daily. Everything opens right here on the site — you never leave.

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HuggingFace Daily Papers

Portfolio Risk Bounds without Cross-Asset Return Covariances: Distributional Fields from Language-Model Representations

Portfolio risk assessment ordinarily relies on reliable estimates of cross-asset return covariances, which are difficult to obtain in short, high-dimensional panels. We show that firm-level distribution-valued characteristics can instead provide one-sided certificates of portfoli

Marcus Gawronsky, Chun-Sung Huang · Aug 30, 202622
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HuggingFace Daily Papers

Wasserstein-Barycentric Interaction Fields for Spatial Factor Models: Evidence from Language-Model Representations

Spatial return models take the interaction matrix as given and leave feedback uninterpreted. We construct a bandwidth-free field from firms' language-model article embedding distributions using target-anchored Wasserstein barycentric reconstruction. A quadratic exposure-adjustmen

Marcus Gawronsky, Chun-Sung Huang · Aug 30, 202622
2 likes