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.
SAGDA generates synthetic agricultural datasets to improve ML in African farming.
What are East Africa's industrial opportunities? In this article we explore this question by using the Product Space to study the productive structure of five south-east African countries: Kenya, Mozambique, Rwanda, Tanzania and Zambia. The Product Space is a network connecting products that tend to be exported by the …
A statistical analysis of financial, economic, and demographic indicators performed by the authors demonstrates (1) that the main countries of East Africa (Uganda, Kenya, and Tanzania) have not escaped the Malthusian Trap yet; (2) that this countries are not likely to follow the "North African path" and to achieve this…
This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trade and development. Gathering empirical data on African countries has important limitations and so does the space occupied by African countri…
African languages are numerous, complex and low-resourced. The datasets required for machine translation are difficult to discover, and existing research is hard to reproduce. Minimal attention has been given to machine translation for African languages so there is scant research regarding the problems that arise when …
Unlike major Western languages, most African languages are very low-resourced. Furthermore, the resources that do exist are often scattered and difficult to obtain and discover. As a result, the data and code for existing research has rarely been shared. This has lead a struggle to reproduce reported results, and few p…
Given that South African education is in crisis, strategies for improvement and sustainability of high-quality, up-to-date education must be explored. In the migration of education online, inclusion of machine translation for low-resourced local languages becomes necessary. This paper aims to spur the use of current ne…
This study analyzes the correlation structure of global agricultural futures markets using RMT.
Study measures risk spillovers between US and China's agricultural futures markets.
ProPublica's analysis of recidivism predictions produced by Correctional Offender Management Profiling for Alternative Sanctions (COMPAS) software tool for the task, has shown that the predictions were racially biased against African American defendants. We analyze the COMPAS data using a causal reformulation of the un…
Russia-Ukraine conflict impacts global agricultural futures and spot markets' extreme risks.
The paper examines spillovers between agriculture, crude oil, carbon, and climate markets.
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the estimation of extreme agricultural financial risk for corn and soybean production in the US: Value …
Study improves paddy rice yield predictions in Peru using sparse regression and climatic variables.
Study compares market microstructure between two South African exchanges.
Precision farming uses data analysis to optimize crop management.
Deep learning constitutes a recent, modern technique for image processing and data analysis, with promising results and large potential. As deep learning has been successfully applied in various domains, it has recently entered also the domain of agriculture. In this paper, we perform a survey of 40 research efforts th…
Study finds farmers are willing to pay higher premiums for higher coverage in agricultural insurance.
In this paper, we analyse the South African implied volatility in various setting. We assess the information content in SAVI implied volatility using daily markets data. Our empirical application is focused on the FTSE/JSE Top 40 index and we emphasize our models performance in distinct sub-periods. Our results are com…
Python tool assesses European agricultural production resilience.
This paper uses Monte Carlo simulation to value quality options in agricultural futures contracts.
Recent introduction of ICT in agriculture has brought a number of changes in the way farming is done. This means use of Internet of Things(IoT), Cloud Computing(CC), Big Data (BD) and automation to gain better control over the process of farming. As the use of these technologies in farms has grown exponentially with ma…
Study analyzes climate impact on agricultural prices, offering insurance solutions.
Deep learning predicts crop prices with improved accuracy.
Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.
Study reveals dynamic linkage between Peanut and Soybean Oil futures markets.
Botswana's agricultural credit scheme is unsustainable and needs reform.
Study finds multifractal cross-correlations between agricultural markets and external uncertainties.
In this article, we analyze the application of options contract in special commodity supply chain such as fresh agricultural products. This problem is discussed in the point of the retailer. When spot market and future market are both available, we discuss how the retailer chooses the optimal production. Furthermore, o…
This study examines local co-movements in energy, agriculture, and metal markets using copulas.
Based on 46 in-depth interviews with scientists, engineers, and CEOs, this document presents a list of concrete machine research problems, progress on which would directly benefit tech ventures in East Africa.
Machine learning algorithms are increasingly involved in sensitive decision-making process with adversarial implications on individuals. This paper presents mdfa, an approach that identifies the characteristics of the victims of a classifier's discrimination. We measure discrimination as a violation of multi-differenti…
We present a network-based framework for simulating systemic risk that considers shock propagation in banking systems. In particular, the framework allows the modeller to reflect a top-down framework where a shock to one bank in the system affects the solvency and liquidity position of other banks, through systemic mar…
In this paper we investigate the adaptive market efficiency of the agricultural commodity futures market, using a sample of eight futures contracts. Using a battery of nonlinear tests, we uncover the nonlinear serial dependence in the returns series. We run the Hinich portmanteau bicorrelation test to uncover the momen…
We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the effic…
We investigate an economic system in which one large agent - the Japan government changes the environment of numerous smaller agents - the Japan agriculture producers by indirect regulation of prices of agriculture goods. The reason for this intervention was that before the oil crisis in 1974 Japan agriculture producti…
Develops adaptive algorithms for sustainable fertilizer use in agriculture.
Digital technologies ignited a revolution in the agrifood domain known as precision agriculture: a main question for enabling precision agriculture at scale is if accurate product quality control can be made available at minimal cost, leveraging existing technologies and agronomists' skills. As a contribution along thi…
Weather is a key production factor in agricultural crop production and at the same time the most significant and least controllable source of peril in agriculture. These effects of weather on agricultural crop production have triggered a widespread support for weather derivatives as a means of mitigating the risk assoc…
High and volatile global food prices have led to food riots and played a critical role in triggering the Arab Spring revolutions in recent years. The severe drought in the US in the summer of 2012 led to a new increase in food prices. Through the fall, they remained at a threshold above which the riots and revolutions …
In this study, the authors develop a structural model that combines a macro diffusion model with a micro choice model to control for the effect of social influence on the mobile app choices of customers over app stores. Social influence refers to the density of adopters within the proximity of other customers. Using a …
This study assesses how economic shocks affect the efficiency and robustness of international pesticide trade networks.
In developing countries like India agriculture plays an extremely important role in the lives of the population. In India, around 80\% of the population depend on agriculture or its by-products as the primary means for employment. Given large population dependency on agriculture, it becomes extremely important for the …
Project forecasts crop prices to help Indian farmers choose optimal crops for better ROI.
Data mining involves the systematic analysis of large data sets, and data mining in agricultural soil datasets is exciting and modern research area. The productive capacity of a soil depends on soil fertility. Achieving and maintaining appropriate levels of soil fertility, is of utmost importance if agricultural land i…
The paper presents a method to improve trust in deep learning models for crop and weed classification.
Agricultural research has been profited by technical advances such as automation, data mining. Today, data mining is used in a vast areas and many off-the-shelf data mining system products and domain specific data mining application soft wares are available, but data mining in agricultural soil datasets is a relatively…
Volatility is a key measure of risk in financial analysis. The high volatility of one financial asset today could affect the volatility of another asset tomorrow. These lagged effects among volatilities - which we call volatility spillovers - are studied using the Vector AutoRegressive (VAR) model. We account for the p…