Catalina Gomez Sanchez

arXiv2026

Financial Bond Similarity Search Using Representation Learning

Finding similar bonds remains challenging in fixed-income analytics, as numerical financial attributes often overshadow categorical non-financial ones such as issuer sector and domicile. This paper shows that these categorical attributes dominate the predictability of spread curves and proposes embedding models to capture their semantic similarities, outperforming one-hot and many other baselines. Evaluated via sparse-issuer augmentation, the approach improves risk modeling and curve construction.

q-fin.ST↗

arXiv2011

Monopoles, strings and dark matter

We develop a scenario whereby monopoles in a hidden sector yield a decaying dark matter candidate of interest for the PAMELA and FERMI $e^\pm$ excesses. The monopoles are not completely hidden due to a very small kinetic mixing and a hidden photon mass. The latter also causes the monopoles and anti-monopoles to be connected by strings. The resulting long-lived objects eventually decay to hidden photons which tend to escape galactic cores before decaying. The mass scales are those of the hidden photon ($\approx 500$ MeV), the monopole ($\approx 3$ TeV) and the mixing scale (close to the Planck scale). A gauge coupling in the hidden sector is the only other parameter. This coupling must be strong and this results in light point-like monopoles and light thin strings.

hep-ph↗