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.
Grey-box model combines GP with motion data to analyze skiing forces.
Project uses machine learning to identify skiers' techniques from power meter data.
It is shown that if is a strongly causal free of naked singularities space-time, then its causal structure is completely characterized by a partial order in the space of skies defined by means of a class non-negative Legendrian isotopies. It is also proved that such partial order is determined by the class of futur…
A new GP inference method using simplices for high-dimensional data.
We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel interpolation. The SKI framework clarifies how the quality of an inducing point a…
SKI accelerates GP inference with sparse grids to handle higher dimensions.
This paper analyzes error in SKI for Gaussian Processes, providing conditions for linear time inference.
Study examines diversification of mid-mountain ski tourism.
We consider a variant of the classic Ski Rental online algorithm with applications to machine learning. In our variant, we allow the skier access to a black-box machine-learning algorithm that provides an estimate of the probability that there will be at most a threshold number of ski-days. We derive a class of optimal…
A reconstruction theorem in terms of the topology and geometrical structures on the spaces of light rays and skies of a given space-time is discussed. This result can be seen as part of Penrose and Low's programme intending to describe the causal structure of a space-time in terms of the topological and geometrical…
Efficiently maps indoor magnetic fields with SKI and D-SKI.
SoftKI combines SKI and variational methods for scalable GP regression.
Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving approximate kernels with very fast MVMs. Unfortunately, such strategies suffer …
The paper proposes calibration to improve algorithm performance using machine learning predictions.
SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.
The paper examines properties of self-affine Sierpiński sponges using metric invariants.
Applying a theorem due to Belopol'ski and Birman, we show that the Laplace-Beltrami operator on 1-forms on endowed with an asymptotically Euclidean metric has absolutely continuous spectrum equal to .
The evolution of personal income distribution (PID) in four countries: Canada, New Zealand, the UK, and the USA follows a unique trajectory. We have revealed precise match in the shape of two age-dependent features of the PID: mean income and the portion of people with the highest incomes (2 to 5% of the working age po…
In this article, we investigate whether exchange rate risk is priced. We use a multivariate GARCH-in-Mean specification and test alternative conditional international CAPM versions. Our results support strongly the international asset-pricing model that includes exchange rate risk for both developed and emerging stock …
Using data from a sample of 28 representatives countries, we propose a classification of currency crises consequences based on the ultrametric analysis of the real exchange rate movements time series, without any further assumption. By using the matrix of synchronous linear correlation coefficients and the appropriate …
Optimal hashing embeddings reduce linear least squares solving time.
We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribution Approach (LDA) to estimate a multi-country aggregate GDP loss probability density function and the percentiles associated to extreme eve…
Transformer model outperforms classical methods in childhood anemia prediction across diverse countries.
The set N of all null geodesics of a globally hyperbolic (d+1)-dimensional spacetime (M,g) is naturally a smooth (2d-1)-dimensional contact manifold. The sky of an event is the subset of N defined by all null geodesics through that event, and is an embedded Legendrian submanifold of N diffeomorphic to a (d-1)-dimension…
We define a conformal reference frame, i.e., a special projection of the six-dimensional sky bundle of a Lorentzian manifold (or the five-dimensional twistor space) to a three-dimensional manifold. We construct an example, a conformal compactification, for Minkowski space. Based on the complex structure on the skies, w…
To mitigate potential contagion from future banking crises, the European Commission recently proposed a framework which would provide for the of bank creditors in the event of failure. In this study, we examine this framework retrospectively in the context of failed European banks during the global f…
New framework tests mean-variance spanning in high dimensions.
We show that every inner metric space X is the metric quotient of a complete R-tree via a free isometric action, which we call the covering R-tree of X. The quotient mapping is a weak submetry (hence, open) and light. In the case of compact 1-dimensional geodesic space X, the free isometric action is via a subgroup of …
Let be a compact, orientable surface of hyperbolic type. Let be a pair of negative numbers and let be a pair of marked metrics over of constant curvature equal to and respectively. Using a functional introduced by Bonsante, Mondello \& Schlenker, we show that there exists a …
Study shows credit expansion in mortgage markets influenced U.S. business cycle.
Contrary to conventional economic growth theory, which reduces a country's output to one aggregate variable (GDP), product diversity is central to economic development, as recent 'economic complexity' research suggests. A country's product diversity reflects its diversity of knowhow or 'capabilities'. Researchers propo…
New approach for algorithms that learn predictors to improve performance.
This paper investigates how economic shocks propagate and amplify through the input-output network connecting industrial sectors in developed economies. We study alternative models of diffusion on networks and we calibrate them using input-output data on real-world inter-sectoral dependencies for several European count…
This paper presents a cross-country comparison of significant predictors of small business failure between Italy and the UK. Financial measures of profitability, leverage, coverage, liquidity, scale and non-financial information are explored, some commonalities and differences are highlighted. Several models are consid…
We present a methodology to extract the backbone of complex networks based on the weight and direction of links, as well as on nontopological properties of nodes. We show how the methodology can be applied in general to networks in which mass or energy is flowing along the links. In particular, the procedure enables us…
We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension, from which a to…
Economic systems, traditionally analyzed as almost independent national systems, are increasingly connected on a global scale. Only recently becoming available, the World Input-Output Database (WIOD) is one of the first efforts to construct the multi-regional input-output (MRIO) tables at the global level. By viewing t…
Method combines clustering and matrix completion for missing data in I/O tables.
Analyzed banking crises across 66 countries, showing interconnections and clustering patterns.
Estimates nonparametric densities from mixed samples.
Study examines how BRICS nations' economies respond to COVID-19.
Researchers compute contact structures for null geodesics on specific spacetimes.
Study examines how institutional differences and crises affect volatility in ASEAN stock markets.
Neural network model improves longevity risk assessment.
Model forecasts hourly electricity demand influenced by weather, socio-economic, and political factors.
Macroeconomic theories of growth and wealth distribution have an outsized influence on national and international social and economic policies. Yet, due to a relative lack of reliable, system wide data, many such theories remain, at best, unvalidated and, at worst, misleading. In this paper, we introduce a novel econom…
Sandpile Economics explains how economies can be prone to large crises from small shocks.
The major study by Bordo and Helbing (2003) analyses the business cycle in Western economies 1881-2001. They examine four distinct periods in economic history, and conclude that there is a secular trend towards greater synchronisation for much of the 20th century. Their analysis, in common with the standard economic li…