A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study uses high-frequency data to predict ruble depreciation during crisis.
Investor attention predicts global equity market volatility during Ukraine invasion.
Study examines how war impacts financial entropy.
Study analyzes European energy markets' reactions to 2022 events using Bayesian methods.
Study analyzes market co-movements in critical mineral investments using change point detection and cross-sectional analysis.
Model predicts volatility and dependencies in EUA and energy prices.
The model is aimed to discriminate the 'good' and the 'bad' companies in Russian corporate sector based on their financial statements data based on Russian Accounting Standards. The data sample consists of 126 Russian public companies- issuers of Ruble bonds which represent about 36% of total number of corporate bonds …
SQR Averaging improves probabilistic electricity price forecasting.
Systemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.
In this paper, we present Russian language datasets in the digital humanities domain for the evaluation of word embedding techniques or similar language modeling and feature learning algorithms. The datasets are split into two task types, word intrusion and word analogy, and contain 31362 task units in total. The chara…
Using a two-point correlation technique, we study emergence of market efficiency in the emergent Russian futures market by focusing on lagged correlations. The correlation strength of leader-follower effects in the lagged inter-market correlations on the hourly time frame is seen to be significant initially (2009-2011)…
Euler and Delisle developed a map method for the Russian Empire, which is now outperformed by the Lambert conformal conical projection.
We present RUSLAN -- a new open Russian spoken language corpus for the text-to-speech task. RUSLAN contains 22200 audio samples with text annotations -- more than 31 hours of high-quality speech of one person -- being the largest annotated Russian corpus in terms of speech duration for a single speaker. We trained an e…
Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of conta…
While invasively recorded brain activity is known to provide detailed information on motor commands, it is an open question at what level of detail information about positions of body parts can be decoded from non-invasively acquired signals. In this work it is shown that index finger positions can be differentiated fr…
Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-t…
Study financial crises using mathematical techniques to compare equity performance.
Paper introduces MN-DAG for modeling evolving causal relationships in multivariate time series.
Epileptic seizure activity shows complicated dynamics in both space and time. To understand the evolution and propagation of seizures spatially extended sets of data need to be analysed. We have previously described an efficient filtering scheme using variational Laplace that can be used in the Dynamic Causal Modelling…
We give a simple explicit algorithm for building multi-factor risk models. It dramatically reduces the number of or altogether eliminates the risk factors for which the factor covariance matrix needs to be computed. This is achieved via a nested "Russian-doll" embedding: the factor covariance matrix itself is modeled v…
Human falls rarely occur; however, detecting falls is very important from the health and safety perspective. Due to the rarity of falls, it is difficult to employ supervised classification techniques to detect them. Moreover, in these highly skewed situations it is also difficult to extract domain specific features to …
Tractrices of planar curves, in particular, a family of tractrices of a circle, are considered. Some new observations (including arc-length parametrization, Chezaro equation) and corrected reference informations are provided. The article is written in Russian.
We considered observational data available from the MIMIC-III open-access ICU database and collected within a study period between year 2002 up to 2011. If a patient had multiple admissions to the ICU during the 30 days before death, only the first stay was analyzed, leading to a final set of 6,436 unique ICU admission…
Oil prices affect Russian banks' stability, with negative impacts from decreases.
This is an English translation of the following paper, published several years ago: Nikonorov Yu.G. On the geodesic diameter of surfaces with involutive isometry (Russian), Tr. Rubtsovsk. Ind. Inst., 2001, V. 9, 62-65, Zbl. 1015.53041. All inserted footnotes provide additional information related to the mentioned probl…
This study improves stock price prediction using multimodal data.
This study proposes an equal-weight portfolio strategy to reduce risk compared to traditional ETFs.
Being one of the most important factors of economic growth of the country, innovations became one of the key vectors in Russian economic policy. In this field technology parks are one of the most effective instruments which can provide growth of innovative activity in sectors, regions and economies. In this paper, we m…
Quantum-enhanced classifier improves EEG data classification accuracy.
The present study provides a comparative assessment of non-invasive sensors as means of estimating the microbial contamination and time-on-shelf (i.e. storage time) of leafy green vegetables, using a novel unified spectra analysis workflow. Two fresh ready-to-eat green salads were used in the context of this study for …
The main results of the paper are Proposition 3 and 4 which provide an effective way to construct minimal hypersurfaces in a Euclidean space. We demonstrate our technique by several new examples. This note is English translation of an earlier draft version written (in Russian) in September 1999. The final version of th…
Study finds racial bias in pulse oximeter readings has minimal impact on ICU ventilation rates.
The paper extends conformal prediction to MDP trajectories for autonomous systems.
Research characterizes critical points of scalar curvature functionals.
Neural network training entails heavy computation with obvious bottlenecks. The Compute Unified Device Architecture (CUDA) programming model allows us to accelerate computation by passing the processing workload from the CPU to the graphics processing unit (GPU). In this paper, we leveraged the power of Nvidia GPUs to …
Deep learning and radiomics methods assess coronary artery plaque from CT scans.
This note is the updated outline of the article "Interpolational properties of planar spiral curves", Fund. and Applied Math., 2001, Vol.7, N.2, 441-463, published in Russian. The main result establishes boundary regions for spiral and piecewise spiral splines, matching given data. The width of such region can serve as…
Develops a fast non-invasive tool for diagnosing pediatric sleep apnea.
We present an end-to-end statistical framework for personalized, accurate, and minimally invasive modeling of female reproductive hormonal patterns. Reconstructing and forecasting the evolution of hormonal dynamics is a challenging task, but a critical one to improve general understanding of the menstrual cycle and per…
In this paper, we construct smooth forward Ricci flow evolutions of singular initial metrics resulting from rotationally symmetric neckpinches on S^(n+1), without performing an intervening surgery. In the restrictive context of rotational symmetry, this construction gives evidence in favor of Perelman's hope for a "can…
A membrane technique, in which the symplectic and Ricci forms are integrated over surfaces in a complexification of the phase space, as well a ``creation" connection with zero curvature over lagrangian submanifolds, is used to obtain a unified quantization including a noncommutative algebra of functions, its representa…
Background and Purpose: Biopsy is the main determinants of glioma clinical management, but require invasive sampling that fail to detect relevant features because of tumor heterogeneity. The purpose of this study was to evaluate the accuracy of a voxel-wise, multiparametric MRI radiomic method to predict features and d…
This foreword discusses the contributions of Bolyai, Gauss, and Lobachevsky to non-Euclidean geometry.
DCASE 2022 Task 2 tackles domain shifts in ASD for machine condition monitoring.
A theory linking invariants, Floer homologies, and Higgs bundles.
In this paper we propose two new algorithms based on biclustering analysis, which can be used at the basis of a recommender system for educational orientation of Russian School graduates. The first algorithm was designed to help students make a choice between different university faculties when some of their preference…
Artificial intelligence (AI) will pave the way to a new era in medicine. However, currently available AI systems do not interact with a patient, e.g., for anamnesis, and thus are only used by the physicians for predictions in diagnosis or prognosis. However, these systems are widely used, e.g., in diabetes or cancer pr…
Deep learning improves plaque prediction for coronary artery health.