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arXiv research

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.

169,051 papers · 148 categories

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159317476634 · Jun 202019922001200920172026
48 results for Developing World

Electroencephalography (EEG) is an extensively-used and well-studied technique in the field of medical diagnostics and treatment for brain disorders, including epilepsy, migraines, and tumors. The analysis and interpretation of EEGs require physicians to have specialized training, which is not common even among most do…

2017-11-16abs ↗pdf ↗

Develops a Best-of-Both-Worlds algorithm for linear contextual bandits with Tsallis entropy.

problem Linear contextual bandits with i.i.d. contexts.
method Follow-The-Regularized-Leader (FTRL) with Tsallis entropy.
result Achieves $O\left(\log(T)^{\frac{1+β}{2+β}}T^{\frac{1}{2+β}} ight)$ regret under margin condition.

We develop a trinomial tree model for pricing perpetual derivatives and European options.

problem Pricing perpetual derivatives and European options in a market with two risky assets and a perpetual derivative of one of them.
method We introduce a recombining trinomial tree model, consider a market with two risky assets and a perpetual derivative, and use a replicating portfolio to price options and generate relationships between risk-neutral and real-world parameters.
result We develop implied parameter surfaces for real-world parameters in the model using historical data.

The paper analyzes the current state of the world economy and offers a short-term forecast of its development. Our analysis of log-periodic oscillations in the DJIA dynamics suggests that in the second half of 2017 the United States and other more developed countries could experience a new recession, due to the third p…

2016-12-29abs ↗pdf ↗

We present MILABOT: a deep reinforcement learning chatbot developed by the Montreal Institute for Learning Algorithms (MILA) for the Amazon Alexa Prize competition. MILABOT is capable of conversing with humans on popular small talk topics through both speech and text. The system consists of an ensemble of natural langu…

2018-01-20abs ↗pdf ↗

G2SAT learns to generate SAT formulas from real-world examples.

problem Lack of diverse real-world SAT formulas for testing and benchmarking.
method Generative neural network that learns to transform real-world SAT formulas into latent graph representations.
result G2SAT generates SAT formulas that closely resemble real-world instances and improves solver performance.

Innovation is among the key factors driving a country's economic and social growth. But what are the factors that make a country innovative? How do they differ across different parts of the world and different stages of development? In this work done in collaboration with the World Economic Forum (WEF), we analyze the …

2016-06-15abs ↗pdf ↗

Using the United Nations Commodity Trade Statistics Database [http://comtrade.un.org/db/] we construct the Google matrix of the world trade network and analyze its properties for various trade commodities for all countries and all available years from 1962 to 2009. The trade flows on this network are classified with th…

2011-03-25abs ↗pdf ↗

The paper tackles model failure detection and refitting in real-world systems.

problem Real-world data often fails statistical models due to heterogeneity.
method Develops tools for detecting and identifying model failures and refitting to improve accuracy.
result Empirical and theoretical results show the effectiveness of the proposed methodology.

Unified framework models multiple financial and insurance term structures.

problem Modeling multiple term structures in various markets.
method Extended Heath-Jarrow-Morton (HJM) approach under real-world probability.
result Characterization of local martingale deflators and existence of affine realizations.

Modern computer vision algorithms typically require expensive data acquisition and accurate manual labeling. In this work, we instead leverage the recent progress in computer graphics to generate fully labeled, dynamic, and photo-realistic proxy virtual worlds. We propose an efficient real-to-virtual world cloning meth…

2016-05-20abs ↗pdf ↗

Reinforcement learning is a promising approach to developing hard-to-engineer adaptive solutions for complex and diverse robotic tasks. However, learning with real-world robots is often unreliable and difficult, which resulted in their low adoption in reinforcement learning research. This difficulty is worsened by the …

2018-03-19abs ↗pdf ↗

Applicability of the concept of financial log-periodicity is discussed and encouragingly verified for various phases of the world stock markets development in the period 2000-2010. In particular, a speculative forecasting scenario designed in the end of 2004, that properly predicted the world stock market increases in …

2008-02-27abs ↗pdf ↗

Non-availability of reliable and sustainable electric power is a major problem in the developing world. Renewable energy sources like solar are not very lucrative in the current stage due to various uncertainties like weather, storage, land use among others. There also exists various other issues like mis-commitment of…

2017-11-08abs ↗pdf ↗

Financial market created for wellbeing indices to mitigate socioeconomic risks.

problem Risk mitigation in financial indices of socioeconomic wellbeing.
method Developed new quantitative measure, created financial market, and implemented insurance instruments.
result Optimal portfolio weights and efficient frontiers for wellbeing indices.

One of the primary aspects of sustainable development involves accurate understanding and modeling of environmental phenomena. Many of these phenomena exhibit variations in both space and time and it is imperative to develop a deeper understanding of techniques that can model space-time dynamics accurately. In this pap…

2018-04-27abs ↗pdf ↗

Paper develops fine-grain spatiotemporal risk scores using high-resolution mobility data.

problem Developing reliable spatiotemporal risk scores for safe economic reopening.
method Hawkes process-based technique leveraging high-resolution cell-phone location signals.
result Fine-grain spatiotemporal risk scores based on high-resolution mobility data provide useful insights for safe re-opening.

This paper develops explainable treatment policies for RPM using clinical knowledge.

problem Barriers to adoption of DHIs and lack of interpretability in purely black-box algorithms.
method Developed a pipeline for learning explainable treatment policies using clinician-informed representations.
result Policies learned from clinician-informed representations are more efficacious and efficient than black-box policies.

Develops an algorithm for bilevel optimization with coupled constraints.

problem Challenges in bilevel optimization with coupled constraints.
method Primal-dual-assisted penalty approach and a fully first-order algorithm (BLOCC).
result Established rigorous convergence theory and demonstrated effectiveness on real-world applications.

This paper reviews FSL for open-world learning, addressing uncertainties and dynamic conditions.

problem Adapting FSL for open-world settings with varying instances, classes, and distributions.
method Categorizes existing open-world FSL methods into three types and discusses their challenges and strengths.
result Standardized experimental settings and benchmarks for comparative analysis of methods.

Neural approach enhances AI trustworthiness, generalization, and robustness.

problem Challenges in explaining, generalizing, and adapting AI models to uncertain environments.
method Customized trustworthy networks, flexible learning regularizers, open-world recognition losses.
result Significant performance improvements across various open-world multimedia recognition scenarios.

A machine learning environment for detecting autonomous vehicle corner cases.

problem Testing autonomous driving software in the real world is difficult.
method Connecting CARLA simulation software to TensorFlow and custom AI client software.
result The system can identify situations where AI software fails to understand the scenario.

The large-scale organization of the world economies is exhibiting increasingly levels of local heterogeneity and global interdependency. Understanding the relation between local and global features calls for analytical tools able to uncover the global emerging organization of the international trade network. Here we an…

2007-04-10abs ↗pdf ↗

cube2net efficiently constructs query-specific networks using data cube technology.

problem Efficiency bottlenecks in network mining for specific queries.
method Data cube organization and reinforcement learning for query-specific network construction.
result cube2net outperforms existing methods in efficiency and effectiveness.

Develops model selection for bandits balancing adversarial and stochastic guarantees.

problem Model selection in bandit scenarios with simultaneous adversarial and stochastic high-probability regret.
method Nested policy classes, balanced candidate regret bounds, mis-specification tests.
result Best of both world guarantees in linear bandits with simultaneous adversarial and stochastic environments.

Evaluates change point detection algorithms on real-world data.

problem Insufficient evaluation of change point detection algorithms on real-world time series.
method Developed a data set of 37 time series from various domains, annotated by human experts, and evaluated 14 algorithms using consistency metrics.
result Demonstrates the need for better evaluation methods in change point detection.

The paper develops personalized DAG models for web user behavior.

problem Understanding user behavior transitions between websites with user heterogeneity and network dependency.
method Personalized Binomial DAG models with network-structured covariates, embedding network structure into a dimension-reduced covariate, learning node neighborhoods, and exploring variance-mean relation.
result The proposed algorithm outperforms state-of-the-art competitors in heterogeneous data.

Analyzes global economic sectors' interdependence using Google matrix analysis.

problem Understanding interdependencies and interactions among world economies and sectors.
method Reduced Google matrix algorithm applied to OECD-WTO network data.
result Shows sensitivity of sectors to petroleum activity and interdependencies among countries.

Develops European power option pricing under correlated interest rate and asset processes.

problem Pricing European power options under correlated interest rate and asset processes.
method Martingale method and Girsannov transform.
result Derives European power option pricing formulae under two market assumptions.