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 models live cattle futures prices in Brazil.
Study shows Lula's Zero Hunger program reduced income inequality in Brazil.
Homicide mortality is a worldwide concern and has occupied the agenda of researchers and public managers. In Brazil, homicide is the third leading cause of death in the general population and the first in the 15-39 age group. In South America, Brazil has the third highest homicide mortality, behind Venezuela and Colomb…
The aim of this work is to address the description of hyperinflation regimes in economy. The spirals of hyperinflation developed in Brazil, Israel, and Nicaragua are revisited. This new analysis of data indicates that the episodes occurred in Brazil and Nicaragua can be understood within the frame of the model availabl…
Lecture notes for a minicourse to given in the XVII Brazilian School of Geometry, UFAM (Amazonas), Brazil, July 2012.
This work presents an empirical study of the evolution of the personal income distribution in Brazil. Yearly samples available from 1978 to 2005 were studied and evidence was found that the complementary cumulative distribution of personal income for 99% of the economically less favorable population is well represented…
We present some stylized facts exhibited by the time series of returns of the Mexican Stock Exchange Index (IPC) and compare them to a sample of both developed (USA, UK and Japan) and emerging markets (Brazil and India). The period of study is 1997-2011. The stylized facts are related mostly to the probability distribu…
This study analyzes the effects of lifting lockdowns on Brazil's COVID-19 spread.
Lecture notes for the minicourse "Holonomy Groups in Riemannian geometry", a part of the XVII Brazilian School of Geometry, to be held at UFAM (Amazonas, Brazil), in July of 2012.
These are largely expanded notes from lectures on Higgs moduli and abelianisation given in Angers, France (2014) and Guaruja, Brazil (2015). Dedicated to Ugo Bruzzo on his 60-th birthday. Version 2: minor corrections.
Study describes severe dengue ICU patients in Brazil, 2012-2024.
The Oseledets Multiplicative Ergodic theorem is a basic result with numerous applications throughout dynamical systems. These notes provide an introduction to this theorem, as well as subsequent generalizations. They are based on lectures at summer schools in Brazil, France, and Russia.
Study on supply chain networks using wire transfers in Brazil.
This article is an expanded version of the talk given by Ch. O. at the Second Latin Congress on "Symmetries in Geometry and Physics" in Curitiba, Brazil in December 2010. In this version we explain the topological and gauge-theoretical aspects of our paper "Abelian Yang-Mills theory on Real tori and Theta divisors of K…
This paper surveys the evolution of industrial concentration of the Brazilian automotive market as well as its positioning in the worldmarket. Data available by OICA (International Organization of Motor Vehicle Manufacturers) were used to better understand the characteristics of the Brazilian market on the world stage.…
We use the correlation matrix of stocks returns in order to create maps of the São Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 2010, and the correlations between stock returns lead to the construction of a minimum spanning tree and of asset graphs with a variety of thr…
We present a novel analysis extending the recent work of Mizuno et al. [2002] on the hyperinflations of Germany (1920/1/1-1923/11/1), Hungary (1945/4/30-1946/7/15), Brazil (1969-1994), Israel (1969-1985), Nicaragua (1969-1991), Peru (1969-1990) and Bolivia (1969-1985). On the basis of a generalization of Cagan's model …
Study reveals how dengue spread patterns vary across different years in Recife, Brazil.
This article contains the lecture notes for the short course ``Introduction to Econophysics,'' delivered at the II Brazilian School on Statistical Mechanics, held in Sao Carlos, Brazil, in February 2004. The main goal of the present notes is twofold: i) to provide a brief introduction to the problem of pricing financia…
There certainly is little or no doubt that politicians, sometimes consciously and sometimes not, exert a significant impact on stock markets. The evolving volatility over the Republican Donald Trump's surprise victory in the US presidential election is a perfect example when politicians, through announced policies, sen…
Gaussian process improves nowcasting of COVID-19 deaths.
The purpose of this paper is to identify a relevant statistical correlation between rate of default, RD, and loss given default, LGD, in a major Brazilian financial institution Retail Home Equity exposure rated using the IRB approach, so that we may find a causal relationship between the two risk parameters. Therefore,…
This paper discusses the empirical validity of Goodwin's (1967) macroeconomic model of growth with cycles by assuming that the individual income distribution of the Brazilian society is described by the Gompertz-Pareto distribution (GPD). This is formed by the combination of the Gompertz curve, representing the overwhe…
We propose a diffusion process to describe the global dynamic evolution of credit operations at a national level given observed operations at a subnational level in a sovereign country. Empirical analysis with a unique dataset from Brazilian federate constituents supports the conclusions. Despite the heterogeneity obse…
In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL) and Argentina (ME…
We propose a method for causal inference using satellite image time series, in order to determine the treatment effects of interventions which impact climate change, such as deforestation. Simply put, the aim is to quantify the 'before versus after' effect of climate related human driven interventions, such as urbaniza…
The Brazilian court system is currently the most clogged up judiciary system in the world. Thousands of lawsuit cases reach the supreme court every day. These cases need to be analyzed in order to be associated to relevant tags and allocated to the right team. Most of the cases reach the court as raster scanned documen…
Enhanced Zika spread forecasting using topological data analysis.
This work analyzes the Gompertz-Pareto distribution (GPD) of personal income, formed by the combination of the Gompertz curve, representing the overwhelming majority of the economically less favorable part of the population of a country, and the Pareto power law, which describes its tiny richest part. Equations for the…
The present paper shows a solution to the problem of automatic distress detection, more precisely the detection of holes in paved roads. To do so, the proposed solution uses a weightless neural network known as Wisard to decide whether an image of a road has any kind of cracks. In addition, the proposed architecture al…
Game-theoretic models predict asset prices in financial markets.
New methods improve cross-correlation analysis of time series data.
Geometric Brownian motion simulates stock prices for Brazilian small caps index.
Model predicts short-term Amazon rainforest fires with high accuracy.
We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a rescaled variant of the usual Detrended Fluctuation Analysis that allows us to obtain the Hurst exponent through a one-parameter fitting. We …
This paper presents an example of how demographical characteristics of patients influence their susceptibility to certain medical conditions. In this paper, we investigate the association of health conditions to age of patients in a heterogeneous population. We show that besides the symptoms a patients is having, the a…
The study examines tail dependence between global economic uncertainty and BRICS currencies using high-frequency data.
We analyze the cumulative distribution of total personal income of USA counties, and gross domestic product of Brazilian, German and United Kingdom counties, and also of world countries. We verify that generalized exponential distributions, related to nonextensive statistical mechanics, describe almost the whole spectr…
We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based on the leverage ratio dependence between each pair of banks, and find results th…
Paper uses NLP and IRT to score ESG factors from news articles.
Bayesian model predicts oncology demand trends with high accuracy.
Mutual information minimum spanning trees are used to explore nonlinear dependencies on Brazilian equity network in the periods from June/01/2015 to January/26/2016, in which Brazil was under the government of President Dilma Rousseff, and from January/27/2016 to September/08/2016 which includes the government transiti…
A brisk building boom of hydropower mega-dams is underway from China to Brazil. Whether benefits of new dams will outweigh costs remains unresolved despite contentious debates. We investigate this question with the "outside view" or "reference class forecasting" based on literature on decision-making under uncertainty …
Estimates the effect of time-varying treatments using machine learning.
This paper predicts legal proceedings status using NLP and machine learning.
Study causal inference under specific sampling methods with monotonicity assumptions.
New method combines regional HIV prevention trial data without sharing individual patient info.
New systemic risk indicator measures stock market reactions globally.