Tootfinder

The Interplay between Utility and Risk in Portfolio Selection
Leonardo Baggiani, Martin Herdegen, Nazem Khan
https://arxiv.org/abs/2509.10351 https://arxiv…

The Interplay between Utility and Risk in Portfolio Selection
We revisit the problem of portfolio selection, where an investor maximizes utility subject to a risk constraint. Our framework is very general and accommodates a wide range of utility and risk functionals, including non-concave utilities such as S-shaped utilities from prospect theory and non-convex risk measures such as Value at Risk. Our main contribution is a novel and complete characterization of well-posedness for utility-risk portfolio selection in one period that takes the interplay betw…

Primordial planet spin driven by boundary layer effects in a decretion disc
Rebecca G. Martin, Stephen H. Lubow, David Vallet, Madeline Overton, Stephen Lepp, Zhaohuan Zhu, Shunquan Huang
https://arxiv.org/abs/2508.09273

Primordial planet spin driven by boundary layer effects in a decretion disc
Accretion of material from a protoplanetary disc on to a forming giant planet can spin the planet up to close to its breakup rate, $Ω_{\rm b}=(G M_{\rm p}/R_{\rm p}^3)$, where $M_{\rm p}$ is the mass and $R_{\rm p}$ is the radius of the planet. After the protoplanetary disc dissipates, the rapidly rotating planet may eject a decretion (outflowing) disc in a similar way to a Be star. Boundary layer effects in a hydrodynamic disc allow for decretion disc formation at spin rates below the breakup…

Author Once, Publish Everywhere: Portable Metadata Authoring with the CEDAR Embeddable Editor
Martin J. O'Connor, Marcos Martinez-Romero, Attila L. Egyedi, Mete U. Akdogan, Michael V. Dorf, Mark A. Musen
https://arxiv.org/abs/2508.00859

Author Once, Publish Everywhere: Portable Metadata Authoring with the CEDAR Embeddable Editor
High-quality, "rich" metadata are essential for making research data findable, interoperable, and reusable. The Center for Expanded Data Annotation and Retrieval (CEDAR) has long addressed this need by providing tools to design machine-actionable metadata templates that encode community standards in a computable form. To make these capabilities more accessible within real-world research workflows, we have developed the CEDAR Embeddable Editor (CEE)-a lightweight, interoperable Web Component tha…

A Calculus of Variations Approach to Stochastic Control
Matthew Lorig
https://arxiv.org/abs/2509.01744 https://arxiv.org/pdf/2509.01744

A Calculus of Variations Approach to Stochastic Control
We use classical tools from calculus of variations to formally derive necessary conditions for a Markov control to be optimal in a standard finite time horizon stochastic control problem. As an example, we solve the well-known Merton portfolio optimization problem.

FALCON: Autonomous Cyber Threat Intelligence Mining with LLMs for IDS Rule Generation
Shaswata Mitra, Azim Bazarov, Martin Duclos, Sudip Mittal, Aritran Piplai, Md Rayhanur Rahman, Edward Zieglar, Shahram Rahimi
https://arxiv.org/abs/2508.18684

FALCON: Autonomous Cyber Threat Intelligence Mining with LLMs for IDS Rule Generation
Signature-based Intrusion Detection Systems (IDS) detect malicious activities by matching network or host activity against predefined rules. These rules are derived from extensive Cyber Threat Intelligence (CTI), which includes attack signatures and behavioral patterns obtained through automated tools and manual threat analysis, such as sandboxing. The CTI is then transformed into actionable rules for the IDS engine, enabling real-time detection and prevention. However, the constant evolution o…

Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims
Michael Schmutz, Eckhard Platen, Thorsten Schmidt
https://arxiv.org/abs/2506.19494

Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims
In this paper we study the pricing and hedging of nonreplicable contingent claims, such as long-term insurance contracts like variable annuities. Our approach is based on the benchmark-neutral pricing framework of Platen (2024), which differs from the classical benchmark approach by using the stock growth optimal portfolio as the numéraire. In typical settings, this choice leads to an equivalent martingale measure, the benchmark-neutral measure. The resulting prices can be significantly lower …