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

Gawronsky, Marcus et al.
arXiv (OAI Expanded) · Papers
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statistical-finance
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-adjustment problem maps feedb
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