Miquel Noguer I Alonso

Artificial Intelligence in Finance Institute

New York

United States

SCHOLARLY PAPERS

115

DOWNLOADS
Rank 1,484

SSRN RANKINGS

Top 1,484

in Total Papers Downloads

39,381

TOTAL CITATIONS

7

Scholarly Papers (115)

1.

Equity Machine Factor Models

Number of pages: 12 Posted: 27 Dec 2022
Miquel Noguer I Alonso and Vincent Zoonekynd
Artificial Intelligence in Finance Institute and Abu Dhabi Investment Authority
Downloads 2,786 (10,275)

Abstract:

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machine learning, xgboost, Neural networks, portfolio optimization

2.

Deep Learning for Equity Time Series Prediction

Number of pages: 31 Posted: 24 Nov 2020
Miquel Noguer I Alonso, Gilberto Batres-Estrada and Aymeric Moulin
Artificial Intelligence in Finance Institute, Trell Technologies and Jp Morgan
Downloads 2,400 (13,062)
Citation 2

Abstract:

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Artificial Intelligence, Reinforcement Learning, Portfolio Management, Deep Learning, Neural Networks

3.

Deep Reinforcement Learning for Asset Allocation in US Equities

Number of pages: 29 Posted: 19 Oct 2020
Miquel Noguer I Alonso and Sonam Srivastava
Artificial Intelligence in Finance Institute and Wright Research
Downloads 2,050 (16,831)

Abstract:

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Artificial Intelligence, Reinforcement Learning, Portfolio Management, Deep Learning, Neural Networks

4.

Physics-Informed Neural Networks (PINNs) in Finance

Number of pages: 8 Posted: 26 Oct 2023 Last Revised: 29 Dec 2023
Miquel Noguer I Alonso and Julian Antolin Camarena
Artificial Intelligence in Finance Institute and Arizona State University (ASU) - Department of Physics & Astronomy
Downloads 1,767 (21,396)

Abstract:

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PINN, Physics Informed Neural Networks, Black Scholes, Heston

5.

Large Language Models as Financial Analysts

Number of pages: 32 Posted: 07 Oct 2024
Miquel Noguer I Alonso and Hanane Dupouy
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 1,733 (21,925)

Abstract:

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LLM, Large Language Models, Financial Analyst

6.

Evaluating LLMs in Financial Tasks - Code Generation in Trading Strategies

Number of pages: 20 Posted: 09 Apr 2024
Miquel Noguer I Alonso and Hanane Dupouy
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 1,240 (36,082)

Abstract:

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Finance,LLM, Large Language Models

7.

Generative Models for Time Series in Finance

Number of pages: 11 Posted: 01 Feb 2023
Miquel Noguer I Alonso and David Pacheco Aznar
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 1,200 (37,844)

Abstract:

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rtificial Intelligence, Machine Learning, Portfolio Management, Deep Learning, Neural Networks, Financial Time Series

8.

Reinforcement Learning: A Historical and Mathematical Overview (1950-2024)

Number of pages: 26 Posted: 01 Nov 2024 Last Revised: 22 Nov 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 1,033 (46,975)

Abstract:

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rl, reinforcement learning, artificial intelligence

9.

Large Language Models for Financial Time Series Forecasting

Number of pages: 34 Posted: 05 Dec 2024 Last Revised: 04 Mar 2025
Miquel Noguer I Alonso and Rodolfo Pereira Franklin
Artificial Intelligence in Finance Institute and Artificial Intelligence Finance Institute
Downloads 859 (60,857)

Abstract:

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10.

Deep Signature models for Financial Equity Time Series prediction

Number of pages: 7 Posted: 13 May 2022
Miquel Noguer I Alonso, Himanshu Agrawal and Sonam Srivastava
Artificial Intelligence in Finance Institute, QI Cap Markets LLP and Wright Research
Downloads 816 (65,067)

Abstract:

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Deep Learning, Signatures, Deep Signatures, Machine Learning, Time Series

11.

Conformal Prediction in Finance

Number of pages: 10 Posted: 27 Sep 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 789 (68,234)

Abstract:

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12.

The Shape of Performance Curve in Financial Time Series

Number of pages: 12 Posted: 20 Dec 2021
Miquel Noguer I Alonso and Sonam Srivastava
Artificial Intelligence in Finance Institute and Wright Research
Downloads 787 (68,358)

Abstract:

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Machine Learning, Time Series, Double Descent, Artificial Intelligence, Bias Variance Tradeoff, Overfitting, Optimization

13.

The Boltzmann Equation in Finance

Number of pages: 23 Posted: 08 Nov 2024
Al Ramz PJSC, Al Ramz PJSC, Khalifa University, Artificial Intelligence in Finance Institute, Al Ramz PJSC and Khalifa University
Downloads 731 (75,396)

Abstract:

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Boltzmann Equation, Dirac Delta, Function of Random Variables, Conservation, Heaviside Function, Integral Operator, Integro-differential Equations, Call Option

14.

A Meta-Learning approach to Model Uncertainty in Financial Time Series

Number of pages: 27 Posted: 30 Mar 2021
Miquel Noguer I Alonso, Gilberto Batres-Estrada and Ghozlane Yahiaoui
Artificial Intelligence in Finance Institute, Trell Technologies and affiliation not provided to SSRN
Downloads 712 (78,086)

Abstract:

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Artificial Intelligence, Machine Learning, Portfolio Management, Deep Learning, Neural Networks

15.

Geoffrey Hinton's Contributions to Neural Networks: A Detailed Mathematical Exploration

Number of pages: 6 Posted: 27 Nov 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 678 (82,816)

Abstract:

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artificial intelligence, neural networks, nobel

16.

Methods for Solving the Black-Scholes Equation

Number of pages: 13 Posted: 02 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 674 (83,904)

Abstract:

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options, black-scholes, PDE, sde, bsde

17.

Game Theory and Multi-Agent Reinforcement Learning: A Mathematical Overview

Number of pages: 16 Posted: 17 Sep 2024
Miquel Noguer I Alonso and Abdel Mfougouon Njupoun
Artificial Intelligence in Finance Institute and University of Montreal
Downloads 654 (87,761)
Citation 1

Abstract:

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reinforcement learning, gametheory, artificial intelligence

18.

Economy and Financial Markets As Complex Systems Modeling the Economy: A New Framework

Number of pages: 14 Posted: 17 Jan 2024 Last Revised: 19 Jan 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 617 (93,447)
Citation 2

Abstract:

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Economy, FInancial Markets , Machine Learning., Generative Model

19.

The Mathematics of DeepMind Models

Number of pages: 24 Posted: 03 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 612 (94,629)

Abstract:

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artificial intelligence, large language models, alpha models, machine learning, mathematics

20.

The Case for Artificial Intelligence Regulation in the Financial Industry

Number of pages: 23 Posted: 17 May 2024
Miquel Noguer I Alonso and Foteini Samara Chatzianastasiou
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 589 (99,563)

Abstract:

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Artificial Intelligence, Law, Regulation, Finance

21.

Reinforcement Learning for CVA hedging

Number of pages: 18 Posted: 04 Jan 2023
Miquel Noguer I Alonso and Ivan Zhdankin
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 583 (100,676)

Abstract:

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Reinforcement Learning,CVA,Finance

22.

The Mathematics of Neural Operators

Number of pages: 9 Posted: 16 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 557 (106,302)

Abstract:

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artificial intelligence, neural operators

23.

Large Language Models in Finance: Reasoning

Number of pages: 20 Posted: 30 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 548 (109,050)

Abstract:

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artificial intelligence, large language models, reasoning

24.

The Mathematics of Group Relative Policy Optimization : A Multi-Agent Reinforcement Learning Approach

Number of pages: 6 Posted: 25 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 533 (112,645)

Abstract:

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Group Relative Policy Optimization (GRPO), Multi-Agent Reinforcement Learning (MARL), Advantage Estimation, KL Penalty Coefficient, Variance Reduction

25.

Deep Reinforcement Learning: Policy Gradients for US Equities Trading

Number of pages: 11 Posted: 04 Dec 2023
Miquel Noguer I Alonso, Himanshu Agrawal and David Pacheco Aznar
Artificial Intelligence in Finance Institute, QI Cap Markets LLP and Artificial Intelligence in Finance Institute
Downloads 500 (121,778)

Abstract:

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Reinforcement Learning, machine learning, PPO, Neural networks, portfolio optimization, PBT

26.

Look-Ahead Bias in Large Language Models (LLMs): Implications and Applications in Finance

Number of pages: 5 Posted: 10 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 470 (132,216)

Abstract:

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artificial intelligence, large language models, look ahead bias, backtesting

27.

Language Games, Game Theory, and Large Language Models: A Mathematical Framework

Number of pages: 6 Posted: 31 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 449 (138,353)

Abstract:

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artificial intelligence, language models, communication, game theory

28.

Large Language Models Reasoning and Reinforcement Learning

Number of pages: 11 Posted: 19 Dec 2023
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 446 (139,459)
Citation 1

Abstract:

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Large Language Models, Reasoning, Reinforcement Learning

29.

Large Language Models as Macroeconomists

Number of pages: 13 Posted: 15 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 437 (142,747)

Abstract:

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economy, monetary policy, LLM, large language models

30.

A Framework for the Evaluation of Large Language Models

Number of pages: 7 Posted: 19 Dec 2023
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 433 (145,034)

Abstract:

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Artificial Intelligence, Large Language Models

31.

Key Milestones in Natural Language Processing (NLP) 1950 - 2024

Number of pages: 22 Posted: 23 May 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 419 (150,377)
Citation 1

Abstract:

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AI, NLP, LLM

32.

The Mathematics of Kolmogorov-Arnold-Networks versus Artificial Neural Networks

Number of pages: 26 Posted: 14 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 416 (151,183)

Abstract:

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Kolmogorov-Arnold-Networks, Universal Approximation, Computational Complexity, Functional Analysis, Information Geometry, artificial neural networks

33.

The Mathematics of Causality

Number of pages: 10 Posted: 22 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 401 (157,606)

Abstract:

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artificial intelligence, causality, structural causal model, transformers

34.

The Mathematics of Generalized Linear Models

Number of pages: 13 Posted: 11 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 389 (163,505)

Abstract:

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Generalized Linear Models (GLMs), Exponential Family, Link Functions, Identity Link

35.

The Mathematical Equivalence Between Decision Trees and Artificial Neural Networks

Number of pages: 23 Posted: 19 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 371 (172,396)

Abstract:

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Decision Trees, Artificial Neural Networks (ANNs), Indicator Functions, Activation Functions, gradient boosting, xgboost

36.

The Mathematics of DeepSeek-R1: Theoretical Foundations and Comparative Analysis

Number of pages: 8 Posted: 24 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 363 (178,806)

Abstract:

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DeepSeek-R1, Group Relative Policy Optimization (GRPO), Mixture of Experts (MoE), Reinforcement Learning (RL), Mathematical Reasoning

37.

Information Theory and Efficient Market Hypothesis

Number of pages: 9 Posted: 08 Aug 2024
Miquel Noguer I Alonso and Vincent Zoonekynd
Artificial Intelligence in Finance Institute and Abu Dhabi Investment Authority
Downloads 361 (177,145)

Abstract:

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38.

Deep Learning Approach for Multi-Asset Option Pricing

Number of pages: 10 Posted: 26 Mar 2024
Miquel Noguer I Alonso and Ayoub HAIDA
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 340 (189,774)

Abstract:

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Deep Learnin, Option Pricing, Multi-Asset

39.

Theory of Prompting for Large Language Models

Number of pages: 9 Posted: 08 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 320 (201,876)

Abstract:

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artificial intelligence, large language models, prompting

40.

Titans vs Transformers : The Mathematics

Number of pages: 9 Posted: 07 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 296 (224,243)

Abstract:

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Titans architecture, Transformers, Neural memory systems, Sequence modeling

41.

The Mathematics of Words

Number of pages: 9 Posted: 04 Feb 2025 Last Revised: 05 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 285 (229,140)

Abstract:

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artificial intelligence, Word Embeddings, Semantic Relationships, Continuous Vector Spaces

42.

Methods for Solving the Markowitz Portfolio Optimization Problem

Number of pages: 15 Posted: 27 Sep 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 230 (283,149)

Abstract:

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portfolio optimization, markowitz, numerical, machine learning

43.

Game Theory and Multi-Agent Reinforcement Learning: From Nash Equilibria to Evolutionary Dynamics

Number of pages: 22 Posted: 03 Feb 2025
Neil De La Fuente, Miquel Noguer I Alonso and Guim Casadellà
Computer Vision Center, Artificial Intelligence in Finance Institute and Autonomous University of Barcelona
Downloads 223 (291,636)

Abstract:

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artificial intelligence, reinforcement learning, marl, game theory, nash equilibria

44.

The Mathematics of Automatic Differentiation

Number of pages: 30 Posted: 08 Apr 2025
Miquel Noguer I Alonso and Yao Sun
Artificial Intelligence in Finance Institute and Artificial Intelligence Finance Institute
Downloads 219 (299,382)

Abstract:

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Automatic Differentiation, Computational Graphs, Forward Mode, Reverse Mode

45.

The Mathematics of Geometric and Topological Data Analysis

Number of pages: 16 Posted: 26 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 218 (303,420)

Abstract:

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Geometric Data Analysis, Topological Data Analysis, Persistent Homology, Differential Geometry, Riemannian Geometry

46.

The Mathematics of Sparse Autoencoders

Number of pages: 7 Posted: 17 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 209 (310,248)

Abstract:

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artificial intelligence, sparse autoencoder, mechanistic interpretability

47.

The Mathematics of Genie 2: A Large-Scale Foundation World Model

Number of pages: 5 Posted: 28 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 207 (313,118)

Abstract:

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artificial intelligence, genie 2, Diffusion world model

48.

Reinforcement Learning in Mathematical Research

Number of pages: 11 Posted: 09 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 188 (342,272)

Abstract:

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Reinforcement Learning, Mathematics, MMDP

49.

Portfolio Optimization Under Multiple Risk Constraints: A Unified Theoretical and Empirical Framework

Number of pages: 9 Posted: 07 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 184 (352,642)

Abstract:

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Portfolio Optimization, Risk Management, Mean-Variance Optimization, Effective Number of Constituents (ENC), Conditional Value at Risk (CVaR), Quantitative Finance

50.

The Mathematics of the Ising Model and Neural Networks

Number of pages: 23 Posted: 28 Jan 2025
Miquel Noguer I Alonso and Can You
Artificial Intelligence in Finance Institute and affiliation not provided to SSRN
Downloads 182 (352,642)

Abstract:

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Ising Model, Artificial Neural Networks, Energy-Based Models, Renormalization Group, Statistical Mechanics

51.

Brownian Motion Construction in L 2

Number of pages: 8 Posted: 17 Jun 2024
Ayoub HAIDA and Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 181 (354,393)

Abstract:

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52.

The Mathematics of Feature Learning: From Feature Engineering, Dimensionality Reduction to Learning Representations

Number of pages: 24 Posted: 20 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 179 (357,878)

Abstract:

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transformers, artificial neural networks, t-sne, umap, pca, svd, JEPA, dimensionality reduction

53.

The Mathematics of Probability

Number of pages: 32 Posted: 08 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 178 (359,652)

Abstract:

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the mathematics of probability, measure theory, stochastic processes, random matrices

54.

The Mathematics of Q-Learning and the Hamilton-Jacobi-Bellman Equation

Number of pages: 7 Posted: 10 Feb 2025
Miquel Noguer I Alonso and Fernando Arias
Artificial Intelligence in Finance Institute and University of Barcelona
Downloads 172 (374,464)

Abstract:

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Q-Learning, Hamilton–Jacobi–Bellman Equation, Reinforcement Learning, Viscosity Solutions, Optimal Control

55.

Reinforcement Learning with Transformers

Number of pages: 21 Posted: 10 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 166 (382,364)

Abstract:

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Reinforcement Learning (RL), Transformer Architectures, MDP (Markov Decision Process), MDP (Markov Decision Process)

56.

Complex Numbers as Matrices

Number of pages: 6 Last Revised: 10 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 157

Abstract:

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Complex Numbers, Matrices 2×2, Real Matrices, Field Isomorphism, Algebraic Structures, Matrix Representation, Geometric Interpretation

57.

AGENTS: A Historical Perspective 1948-2024

Number of pages: 23 Posted: 12 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 155 (405,505)

Abstract:

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Agent-Based Models (ABM), Reinforcement Learning (RL) agents, Large Language Model (LLM) agents

58.

Agent-Based Modelling of Financial Markets: The New Kind of Science Market Model

Number of pages: 125 Posted: 25 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 154 (409,906)

Abstract:

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Agent-based modeling, Financial markets, New Kind of Science Market Model (NKS AMM), Stylized facts, Heterogeneous agents

59.

Agentic Framework for Automated Multi-Document Financial Analysis

Number of pages: 10 Posted: 23 Jan 2025
Maurits Brinkman, Miquel Trafi Ruiz and Miquel Noguer I Alonso
Captide, Inc., Captide, Inc. and Artificial Intelligence in Finance Institute
Downloads 148 (421,131)

Abstract:

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Equity Analysis, Artificial Intelligence, Large Language Models, Fundamental Analysis, Investment Research

60.

BANK-RL: A Multi-Agent Hierarchical Reinforcement Learning Framework for Banks

Number of pages: 20 Posted: 13 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 146 (425,697)

Abstract:

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Reinforcement Learning (RL), Hierarchical RL, Multi-Agent, Bank Management, Asset-Liability Management, Basel III

61.

Fokker-Planck Physics-Informed Neural Networks

Number of pages: 9 Posted: 26 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 142 (447,994)

Abstract:

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Fokker-Planck Equation, Physics-Informed Neural Networks (PINNs), Partial Differential Equations (PDEs), Stochastic Processes, Deep Learning in Physics

62.

Conformal Portfolio Optimization

Number of pages: 6 Posted: 08 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 136 (450,699)

Abstract:

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portfolio theory, conformal portfolio optimization

63.

Classical and Uncertain Probability: A New Framework

Number of pages: 16 Posted: 04 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 135 (453,273)

Abstract:

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probability theory, uncertainty, conformal prediction, hybrid spaces

64.

Large Language Models in Financial Services: FAIR -A Framework for Implementation, Risk Mitigation, and Remediation

Number of pages: 10 Last Revised: 27 Mar 2025
Miquel Noguer I Alonso and harry mendell
Artificial Intelligence in Finance Institute and Federal Reserve Bank New York
Downloads 133

Abstract:

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Large Language Models, Financial Services, Risk Management, Lookahead Bias, Hallucinations, Implementation Framework, privacy issues

65.

The Mathematics of Decision Trees and Ensembles: Random Forests and Boosting

Number of pages: 9 Posted: 30 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 125 (481,962)

Abstract:

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artificial intelligence, machine learning, decision trees, random forest, xgboost, adaboost, lightgbm

66.

The Mathematics of Modern Generative Modeling: Normalizing Flows, Autoregressive and Diffusion Models

Number of pages: 25 Posted: 03 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 124 (485,038)

Abstract:

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67.

Normalizing Flows for Portfolio Optimization

Number of pages: 10 Posted: 10 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 121 (500,725)

Abstract:

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normalizing flows, deep generative models, portfolio optimization

68.

Transformers for Causality

Number of pages: 18 Posted: 28 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 121 (494,387)

Abstract:

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artificial intelligence, transformers, causality

69.

The Non-Markovian Feynman-Kac Formula: A Theoretical Framework

Number of pages: 4 Posted: 25 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 118 (507,147)

Abstract:

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Feynman-Kac Formula, Path Dependence, Backward Stochastic Differential Equations (BSDEs), Financial Derivatives

70.

Mean-Variance Optimization with CVaR Constraint: Theory and Application

Number of pages: 5 Posted: 20 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 117 (507,147)

Abstract:

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portfolio theory, mean variance optimization, CVAR

71.

Re-Ranking Financial News Articles Using Hypothetical Answers and Language Models

Number of pages: 12 Posted: 16 Sep 2024
Hanane Dupouy and Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 114 (517,192)

Abstract:

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large langue models, finance, re-ranking, artificial intelligence

72.

Large Language Models as Reinforcement Learning Agents in Token Space: A Theoretical Framework

Number of pages: 7 Posted: 16 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 109 (534,748)

Abstract:

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Reinforcement Learning, Large Language Models, Autoregressive Models, Decoding Strategies, Value Functions, Reward Shaping, Test-Time

73.

The Mathematics of Autoencoders and Variational Autoencoders

Number of pages: 8 Posted: 30 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 109 (542,219)

Abstract:

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artificial intelligence, machine learning, autoencoders, variational autoencoders

74.

Sturm-Liouville Theory in Quantitative Finance

Number of pages: 8 Posted: 30 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 108 (542,219)

Abstract:

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sturm liouville, pde, heston, sabr, credit risk

75.

The Mathematics and Engineering of NVIDIA's Cosmos Models for Physical AI

Number of pages: 10 Posted: 03 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 102 (561,645)

Abstract:

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Physical AI, World Foundation Model (WFM), Autoregressive Models, Diffusion Models, Physics-Informed Neural Networks (PINNs)

76.

Fischer Black: A Pioneer in Financial Economics

Number of pages: 10 Posted: 23 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 99 (573,391)

Abstract:

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fischer black, financial engineering, black scholes

77.

Automating Legal Contracts Using Logic Rules with Large Language Models

Number of pages: 10 Posted: 14 Jan 2025
Miquel Noguer I Alonso and Foteini Samara Chatzianastasiou
Artificial Intelligence in Finance Institute and Artificial Intelligence in Finance Institute
Downloads 97 (581,089)

Abstract:

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78.

John Hopfield's Contributions to Neural Networks: A Detailed Mathematical Exploration

Number of pages: 6 Posted: 27 Nov 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 96 (585,011)

Abstract:

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79.

The Mathematics of Recurrent Neural Networks

Number of pages: 4 Posted: 31 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 95 (597,067)

Abstract:

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artificial intelligence, recurrent neural networks, lstm, xlstm

80.

General Equilibrium in Semi-Algebraic Pure Exchange Economies

Number of pages: 25 Posted: 08 Aug 2024
Fernando Arias and Miquel Noguer I Alonso
University of Barcelona and Artificial Intelligence in Finance Institute
Downloads 94 (593,125)

Abstract:

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economy, Semi-Algebraic

81.

The Mathematics of Sequence Architectures: Transformers, xLSTM, Titan, and Transformer-Squared

Number of pages: 13 Posted: 10 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 93 (597,067)

Abstract:

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Transformers, xLSTM, Transformer-Squared, Titan Models

82.

The Mathematics of Chain of Thought and Tree of Thought: A Theoretical Framework for Sequential Reasoning and Test-Time Optimization in Transformers

Number of pages: 15 Posted: 24 Feb 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 88 (617,813)

Abstract:

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transformers, artificial intelligence, Chain of Thought, Tree of Thought, Test Time

83.

The Mathematics of Convolutional Neural Networks

Number of pages: 5 Posted: 31 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 85 (631,117)

Abstract:

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artificial intelligence, convolutional neural networks

84.

Deep Learning for High-Dimensional Stochastic Hamilton Jacobi Bellman Equations

Number of pages: 91 Last Revised: 13 Apr 2025
Fernando Arias and Miquel Noguer I Alonso
University of Barcelona and Artificial Intelligence in Finance Institute
Downloads 85

Abstract:

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Dynamic programming, high-dimensional, curse of dimensionality, Hamilton-Jacobi-Bellman equation, deep learning, neural networks, stochastic processes, reinforcement learning

85.

The Mathematics of Hopfield Networks and Their Connection to Transformers

Number of pages: 5 Posted: 23 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 82 (658,684)

Abstract:

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artificial intelligence, hopfiled networks, transformers

86.

LLM Categorization Questions: Levels of Groundedness in Questions for Large Language Models

Number of pages: 9 Posted: 25 Apr 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 80 (653,998)

Abstract:

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LLMs,Questions,NLP

87.

The Mathematics of Lie: Lie Groups and Lie Algebras

Number of pages: 13 Posted: 03 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 78 (668,228)

Abstract:

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Lie Groups, Lie Algebras, Representation Theory, Symmetry, Differential Geometry, Exponential Map, Root Systems, Dynkin Diagrams

88.

Peter Shor: From the Inspiration by Feynman to Quantum Computation and Scrambling Time in Black Holes

Number of pages: 6 Posted: 04 Oct 2024
Ali Hosseinzadeh and Miquel Noguer I Alonso
Shahid Beheshti University and Artificial Intelligence in Finance Institute
Downloads 78 (663,445)

Abstract:

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89.

The Mathematics of Large Language Diffusion Models versus Large Language Autoregressive Models

Number of pages: 6 Posted: 22 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 77 (668,228)

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Autoregressive Models (ARMs), Diffusion Models (LLaDA), Transformer Architectures, Neural Tangent Kernels (NTKs), Stochastic Differential Equations (SDEs)

90.

A Comprehensive Overview of Univariate Probability Distributions

Number of pages: 21 Posted: 12 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 76 (673,185)

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91.

The Mathematical Theory of Signatures in Reinforcement Learning

Number of pages: 12 Posted: 26 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 74 (683,111)

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Reinforcement Learning (RL), Signatures, Rough Path Theory, Tensor Algebra

92.

Normalizing Flows for Credit Risk

Number of pages: 12 Posted: 04 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 65 (732,672)

Abstract:

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Credit risk modeling, Normalizing flows, Deep learning, Structural models

93.

A Comprehensive Review of Copulas in Multivariate Dependency Modeling

Number of pages: 4 Posted: 14 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 65 (732,672)

Abstract:

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probability, statistics, quantitative finance

94.

The Mathematics of Stochastic Gradient Descent and Non-Convex Optimization

Number of pages: 9 Posted: 21 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 64 (744,576)

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artificial intelligence, stochastic gradient descent, non convex optimization

95.

The Mathematics of Support Vector Machines

Number of pages: 9 Posted: 02 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 63 (744,576)

Abstract:

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artificial intelligence, machine learning, kernels, support vector machines

96.

Credit Risk Modeling for Financial Institutions

Number of pages: 25
Miquel Noguer I Alonso and Yao Sun
Artificial Intelligence in Finance Institute and Artificial Intelligence Finance Institute
Downloads 63

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Credit Risk Modeling, Structural Models, Normalizing Flows, Financial Institutions, Loss Given Default (LGD), Probability of Default (PD), Reduced-Form Models, Structural Models

97.

Distances and Divergences

Number of pages: 18 Posted: 31 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 61 (756,990)

Abstract:

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Distance Measures, Divergences, Metric Spaces, Similarity Metrics, Geometric Distances

98.

The Mathematics of Boltzmann Machines

Number of pages: 6 Posted: 30 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 56 (789,873)

Abstract:

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artificial intelligence, boltzman machines, deep belief networks

99.

Cantor's Paradise

Number of pages: 19 Posted: 15 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 54 (804,112)

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cantor, mathematics, infinity, set theory

100.

Dimensional Constraints and Fundamental Limits of Neural Network Explainability: A Mathematical Framework and Analysis

Number of pages: 9 Posted: 06 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 51 (826,253)

Abstract:

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Explainability, Compression Ratio, Information Bottleneck, Feature Interactions, Attention Mechanisms, artificial neural networks

101.

Hardness of Approximation: An In-Depth Survey

Number of pages: 8 Posted: 03 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 50 (833,887)

Abstract:

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102.

The Mathematics of Schmidhuber Architectures

Number of pages: 20 Posted: 13 Mar 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 47 (857,869)

Abstract:

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Recurrent Neural Networks (RNNs), Clockwork RNNs, Self-Referential Meta-Learning., Long Short-Term Memory (LSTM), Gödel Machines, PowerPlay

103.

The Mathematics of Learning in Games

Number of pages: 11 Posted: 31 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 46 (866,118)

Abstract:

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artificial intelligence, games, reinforcement learning

104.

Transformer Squared and Titans : The Mathematics

Number of pages: 11 Posted: 16 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 42 (909,902)

Abstract:

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Large Language Models (LLMs), Transformer Squared, Titans, Singular Value Decomposition (SVD), Neural Memory

105.

A Search and Matching Model of Intersectoral Labor Mobility With an Extension of a Deep Q-learning Algorithm

Number of pages: 14 Posted: 08 Apr 2024
Miquel Noguer I Alonso and Fernando Arias
Artificial Intelligence in Finance Institute and University of Barcelona
Downloads 41 (919,074)

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macroeconomic,reinforcement learning, deep q-learning, artificial intelligences

106.

HaLL(M)ucinations

Number of pages: 20 Posted: 11 Oct 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 40 (919,074)

Abstract:

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artificial intelligence, large language models, llm hallucinations

107.

John von Neumann: A Pioneer Across Disciplines

Number of pages: 28 Posted: 04 Nov 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 39 (928,485)

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artificial intelligence, game theory, economics, computer science

108.

Large Language Model Training and Reinforcement Learning

Number of pages: 8
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 38

Abstract:

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109.

The Mathematics of DAPO, PPO, and GRPO Algorithms

Number of pages: 9 Last Revised: 06 Apr 2025
Miquel Noguer I Alonso and Rodolfo Pereira Franklin
Artificial Intelligence in Finance Institute and Artificial Intelligence Finance Institute
Downloads 32

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Reinforcement Learning, Large Language Models, Decoupled Clipping, Dynamic Sampling, Token-Level Loss

110.

The Mathematics of Gaussian Processes

Number of pages: 5 Posted: 16 Dec 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 31 (1,010,132)

Abstract:

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artificial intelligence, gaussian processes

111.

The Mathematics of π 0 : A Generative Model for Robotics

Number of pages: 10 Posted: 25 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 29

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π0 Model, Robotics, Generative Model, Vision-Language-Action, Flow Matching, Transformer Architecture

112.

Helical Representations of Numbers in Language Models: Mathematical Operations and Symbolic Enhancements

Number of pages: 9 Posted: 04 Apr 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 28 (1,055,530)

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Helical Representations, Numerical Reasoning, Large Language Models (LLMs), Symbolic Computation, Neural Networks

113.

The Mathematics of Infinite-Width Neural Networks in Modern Architectures using Gaussian Processes

Number of pages: 7 Posted: 30 Jan 2025
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 26 (1,091,631)

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artificial intelligence, gaussian processes, infinite width

114.

Turing’s Legacy Under the Light of Modern Mathematics

Number of pages: 7 Posted: 04 Nov 2024
Miquel Noguer I Alonso
Artificial Intelligence in Finance Institute
Downloads 19 (1,154,252)

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turing machines, mathematics

115.

FinEAS: Financial Embedding Analysis of Sentiment

Posted: 09 Feb 2022
Barcelona Supercomputing Center, New York University (NYU) - Courant Institute of Mathematical Sciences, Artificial Intelligence in Finance Institute and Barcelona Supercomputing Center

Abstract:

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Deep Learning, Financial Sentiment Analysis, Natural Language Processing, Sentence Embeddings, Text Classification, Transformer-Based Language Models.