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.
Optimal transport learns Riemannian metrics for evolving probability measures.
LFlows model fluid densities and velocities using invertible maps that satisfy the continuity equation.
Many inference problems in structured prediction are naturally solved by augmenting a tractable dependency structure with complex, non-local auxiliary objectives. This includes the mean field family of variational inference algorithms, soft- or hard-constrained inference using Lagrangian relaxation or linear programmin…
The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous work has explored Markov Chain Monte Carlo (MCMC) and MAP approximations for le…
Bird sounds possess distinctive spectral structure which may exhibit small shifts in spectrum depending on the bird species and environmental conditions. In this paper, we propose using convolutional recurrent neural networks on the task of automated bird audio detection in real-life environments. In the proposed metho…
Solves curve migration problem with elastic flows.
This paper explores the relationships between migration and trade using a complex-network approach. We show that: (i) both weighted and binary versions of the networks of international migration and trade are strongly correlated; (ii) such correlations can be mostly explained by country economic/demographic size and ge…
Study on migrating elastic flows of curves across half-planes.
Knowing and modelling the migration phenomena and especially the social and economic consequences have a theoretical and practical importance, being related to their consequences for development, economic progress (or as appropriate, regression), environmental influences etc. One of the causes of migration, especially …
In this paper we develop a methodology to analyze and compare multiple global networks. We focus our analysis on the relation between human migration and trade. First, we identify the subset of products for which the presence of a community of migrants significantly increases trade intensity. To assure comparability ac…
Simplified matrix generator resolves credit migration model calibration issues.
Population migration is valuable information which leads to proper decision in urban-planning strategy, massive investment, and many other fields. For instance, inter-city migration is a posterior evidence to see if the government's constrain of population works, and inter-community immigration might be a prior evidenc…
LSTM outperforms traditional models in forecasting international migration.
In this paper, we have discussed initial findings and results of our experiment to predict sexual and reproductive health vulnerabilities of migrants in a data-constrained environment. Notwithstanding the limited research and data about migrants and migration cities, we propose a solution that simultaneously focuses on…
Model for corporate bond pricing with credit rating migration, solving a double free boundary problem.
Bird sound data collected with unattended microphones for automatic surveys, or mobile devices for citizen science, typically contain multiple simultaneously vocalizing birds of different species. However, few works have considered the multi-label structure in birdsong. We propose to use an ensemble of classifier chain…
We evaluated the effectiveness of an automated bird sound identification system in a situation that emulates a realistic, typical application. We trained classification algorithms on a crowd-sourced collection of bird audio recording data and restricted our training methods to be completely free of manual intervention.…
Biodiversity monitoring using audio recordings is achievable at a truly global scale via large-scale deployment of inexpensive, unattended recording stations or by large-scale crowdsourcing using recording and species recognition on mobile devices. The ability, however, to reliably identify vocalising animal species is…
Poultry farms are an important contributor to the human food chain. Worldwide, humankind keeps an enormous number of domesticated birds (e.g. chickens) for their eggs and their meat, providing rich sources of low-fat protein. However, around the world, there have been growing concerns about the quality of life for the …
Armed conflict has led to an unprecedented number of internally displaced persons (IDPs) - individuals who are forced out of their homes but remain within their country. IDPs often urgently require shelter, food, and healthcare, yet prediction of when large fluxes of IDPs will cross into an area remains a major challen…
New model predicts grain boundary migration in metals.
Concept bottleneck models enable concept manipulation for model interpretation.
The paper develops a new model for order book dynamics using Hawkes processes.
The paper develops ML algorithms for calibrating credit rating transition models for high and low default portfolios.
Copula models for sovereign ratings improved by incorporating climate risk.
Ethereum's Pectra upgrade introduces 0x02 compounding validators, offering higher stake and potential APR uplifts.
This text is intended to become in the long run Chapter 3 of our long saga dedicated to Riemann, Ahlfors and Rohlin. Yet, as its contents evolved as mostly independent (due to our inaptitude to interconnect both trends as strongly as we wished), it seemed preferable to publish it separately. More factually, our account…
Method learns cell interaction rules from individual trajectories.
In this work, we develop a technique to produce counterfactual visual explanations. Given a 'query' image for which a vision system predicts class , a counterfactual visual explanation identifies how could change such that the system would output a different specified class . To do this, we select a 'dis…
A dry decade in the Navajo Nation has killed vegetation, dessicated soils, and released once-stable sand into the wind. This sand now covers one-third of the Nation's land, threatening roads, gardens and hundreds of homes. Many arid regions have similar problems: global warming has increased dune movement across farmla…
(Frankle & Carbin, 2019) shows that there exist winning tickets (small but critical subnetworks) for dense, randomly initialized networks, that can be trained alone to achieve comparable accuracies to the latter in a similar number of iterations. However, the identification of these winning tickets still requires the c…
This work aims mainly to present a project of research about the identification of the determinants that affect the mobility of labor. The empirical part of the work will be performed for the NUTS II and NUTS III of Portugal, from 1996 to 2002 and for 1991 and 2001, respectively (given the availability of statistical d…
New smart contract mechanisms evade traditional AML systems by decoupling transaction roles.
Model credit ratings using economic states with Markov chains.
Understanding how species are distributed across landscapes over time is a fundamental question in biodiversity research. Unfortunately, most species distribution models only target a single species at a time, despite strong ecological evidence that species are not independently distributed. We propose Deep Multi-Speci…
Framework uses probabilistic programming for physics simulation in games.
We describe our first-place solution to the Animal Behavior Challenge (ABC 2018) on predicting gender of bird from its GPS trajectory. The task consisted in predicting the gender of shearwater based on how they navigate themselves across a big ocean. The trajectories are collected from GPS loggers attached on shearwate…
We present two methodologies on the estimation of rating transition probabilities within Markov and non-Markov frameworks. We first estimate a continuous-time Markov chain using discrete (missing) data and derive a simpler expression for the Fisher information matrix, reducing the computational time needed for the Wald…
A new method learns manifold-valued latents without an encoder.
In this work, we derive a generic overcomplete frame thresholding scheme based on risk minimization. Overcomplete frames being favored for analysis tasks such as classification, regression or anomaly detection, we provide a way to leverage those optimal representations in real-world applications through the use of thre…
The paper uses filtering techniques to predict rating transitions.
A market with defaultable bonds where the bond dynamics is in a Heath-Jarrow-Morton setting and the forward rates are driven by an infinite number of Levy factors is considered. The setting includes rating migrations driven by a Markov chain. All basic types of recovery are investigated. We formulate necessary and suff…
Standard economic theory, starting with Adam Smith's invisible hand, holds that those who trade for their own selfish motives of maximizing their private preferences may contribute more to the public wealth than those who claim altruistic motives. Under restrictive conditions, this has been shown to result from a self-…
SAGE generates subsurface velocity models from sparse well logs and seismic images.
AR-GANs learn depth and DoF from unlabeled images using aperture rendering and focus cues.
Quantum computing poses a threat to Bitcoin and Ethereum, but only to spending and not mining.
Learning high quality class representations from few examples is a key problem in metric-learning approaches to few-shot learning. To accomplish this, we introduce a novel architecture where class representations are conditioned for each few-shot trial based on a target image. We also deviate from traditional metric-le…
This work is a reproducibility study of the paper of Antoniou and Storkey [2019], published at NeurIPS 2019. Our results are in parts similar to the ones reported in the original paper, supporting the central claim of the paper that the proposed novel method, called Self-Critique and Adapt (SCA), improves the performan…