Tootfinder

Eigen Portfolios: From Single Component Models to Ensemble Approaches
ZhengXiang Zhou, Yuqi Luan
https://arxiv.org/abs/2508.15586 https://arxiv.org/pdf/250…

Eigen Portfolios: From Single Component Models to Ensemble Approaches
The increasing integration of data science techniques into quantitative finance has enabled more systematic and data-driven approaches to portfolio construction. This paper investigates the use of Principal Component Analysis (PCA) in constructing eigen-portfolios - portfolios derived from the principal components of the asset return correlation matrix. We begin by formalizing the mathematical underpinnings of eigen-portfolios and demonstrate how PCA can reveal latent orthogonal factors driving…

Just read this long post on "the current state of Cara" https://cara.app/post/2e0d29d3-a57a-4b70-b0d0-9cefc15176ca
🤔 "Not having an algorithmically recommended feed is the biggest reason why people dropped off from Cara after we went viral. In a chronolog…

Jingna Zhang (@zemotion) | Cara - Artist Social & Portfolio Platform
About the current state of Cara— Hi all, I’d like to address some users' concerns about Cara’s stability, algorithms and reach, and why we don’t actively promote Cara and recruit new users. I have touched on most of these before through other posts, but I’ll like to go over the main points and put them in one place since they often come up as recurring questions: — Cara’s longevity/stability > "A few weeks ago, after learning how much Jingna was struggling with her personal l…

Granular focused jet
Kazuya U. Kobayashi, Pradipto, Yoshiyuki Tagawa
https://arxiv.org/abs/2508.11905 https://arxiv.org/pdf/2508.11905

Granular focused jet
We investigated the formation of granular focused jets defined as narrow upward ejections of grains triggered by impulsive forces and shaped by kinematic focusing on a concave free surface. The jets were generated from nonfluidized granular beds, in contrast to existing granular Worthington jets that originate from fluidized layers. To elucidate the jet dynamics, we performed experiments in which a test tube partially filled with dry glass beads was dropped onto a flat rigid floor, systematical…

Enhanced Pebble Drift Across Planet-Opened Gaps in Windy Protoplanetary Disks
Lorraine Nicholson, Jaehan Bae
https://arxiv.org/abs/2510.07428 https://arxiv…

Enhanced Pebble Drift Across Planet-Opened Gaps in Windy Protoplanetary Disks
When a giant planet forms in a protoplanetary disks, it carves a gap around its orbit separating the disk into two parts: inner disk and outer disk. Traditional disk accretion models, which assume material transport is driven by viscosity, reveal that the planet-induced gap acts like a filter which blocks large dust grains from flowing into the inner disk. However, there is growing evidence that material transport may be driven by magnetically-driven winds instead. By carrying out a suite of tw…

Unwitting Markowitz' Simplification of Portfolio Random Returns
Victor Olkhov
https://arxiv.org/abs/2508.08148 https://arxiv.org/pdf/2508.08148

Unwitting Markowitz' Simplification of Portfolio Random Returns
In his famous paper, Markowitz (1952) derived the dependence of portfolio random returns on the random returns of its securities. This result allowed Markowitz to obtain his famous expression for portfolio variance. We show that Markowitz's equation for portfolio random returns and the expression for portfolio variance, which results from it, describe a simplified approximation of the real markets when the volumes of all consecutive trades with the securities are assumed to be constant during t…

Quantum Leap in Finance: Economic Advantages, Security, and Post-Quantum Readiness
Gerhard Hellstern, Esra Yeniaras
https://arxiv.org/abs/2508.21548 https://

Quantum Leap in Finance: Economic Advantages, Security, and Post-Quantum Readiness
This paper provides an in-depth review of the evolving role of quantum computing in the financial sector, emphasizing both its computational potential and cybersecurity implications. Distinguishing itself from existing surveys, this work integrates classical quantum computing applications - such as portfolio optimization, risk analysis, derivative pricing, and Monte Carlo simulations with a thorough examination of blockchain technologies and post-quantum cryptography (PQC), which are crucial fo…

Signed network models for portfolio optimization
Bibhas Adhikari
https://arxiv.org/abs/2510.05377 https://arxiv.org/pdf/2510.05377

Signed network models for portfolio optimization
In this work, we consider weighted signed network representations of financial markets derived from raw or denoised correlation matrices, and examine how negative edges can be exploited to reduce portfolio risk. We then propose a discrete optimization scheme that reduces the asset selection problem to a desired size by building a time series of signed networks based on asset returns. To benchmark our approach, we consider two standard allocation strategies: Markowitz's mean-variance optimizatio…

Crosslisted article(s) found for q-fin.PM. https://arxiv.org/list/q-fin.PM/new
[1/1]:
- A 4% withdrawal rate for retirement spending, derived from a discrete-time model of stochastic re...
Drew M. Thomas

Polarization at millimeter wavelengths caused by drifting grains in protoplanetary disks
Moritz Lietzow-Sinjen, Stefan Reissl, Mario Flock, Sebastian Wolf
https://arxiv.org/abs/2509.24594

Polarization at millimeter wavelengths caused by drifting grains in protoplanetary disks
During the evolution of protoplanetary disks, dust grains start to grow, form larger particles, settle to the midplane, and rearrange the disk, mainly by the inward radial drift. Because of this, dust pebbles with an irregular shape usually align mechanically and thus cause polarization signatures in their thermal radiation due to dichroic emission or absorption. The goal of this paper is to evaluate the potential to trace the impact of mechanical grain alignment in protoplanetary disks on the …

Understanding JWST water spectra: what can thermochemical models tell us about the (cold) water in protoplanetary disks?
Marissa Vlasblom, Milou Temmink, Andrew D. Sellek, Ewine F. van Dishoeck
https://arxiv.org/abs/2509.06494

Understanding JWST water spectra: what can thermochemical models tell us about the (cold) water in protoplanetary disks?
(Abridged) Rotational H$_2$O spectra as observed with JWST/MIRI provide a good probe of the temperature and column density structure of the inner disk. H$_2$O emission can also be influenced by dynamical processes, such as dust grains drifting inwards and their icy mantles sublimating once they cross the snowlines, thus enriching the inner regions in H$_2$O vapor. Recent work has found that this process may leave an imprint in the H$_2$O spectrum in the form of excess flux in the cold H$_2$O li…