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.
Network science reveals corruption risk in EU procurement markets.
Examines financial risks' impact on EU-15 economic growth.
A mathematical analysis of the distribution of voting power in the Council of the European Union operating according to the Treaty of Lisbon is presented. We study the effects of Brexit on the voting power of the remaining members, measured by the Penrose--Banzhaf Index. We note that the effects in question are non-mon…
Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroeconomic aggregates, real GDP usually being the key variable. But the small number of available observations and small number of economies mean …
Examines insurance market development and similarity post-2004 EU enlargement.
First European crop map created using satellite data.
A thermodynamic theory explains EU election vote distributions.
Inside the EU, the commercial integration of the CEE countries has gained remarkable momentum before the crisis appearance, but it has slightly slowed down afterwards. Consequently, the interest in identifying the factors supporting the commercial integration process is high. Recent findings in the new trade theory sug…
CreDRO learns credal ensembles via distributionally robust optimization, improving EU quantification.
Study analyzes EU in variational inference for Bayesian deep learning.
Proposes using DII to identify non-linear causal relationships in EU Allowances returns.
The aim of the present article is to offer a strictly mathematical, statistical treatment of the current account balances in EU and in the Eurozone. Based on Eurostat data, an overview of the total and annual balances is first made for different collections among the EU countries. Then, using the Mathematica technical …
Study identifies clusters of EU countries with similar young mortality patterns.
This study analyzes EU ETS literature trends using bibliometric methods.
DDSTN improves breast cancer diagnosis by leveraging imbalanced ultrasound modalities.
Since beginning of the 2008 financial crisis almost half a trillion euros have been spent to financially assist EU member states in taxpayer-funded bail-outs. These crisis resolutions are often accompanied by austerity programs causing political and social friction on both domestic and international levels. The questio…
China and EU race to develop hydrogen for energy transition.
Study examines how EU's Value at Risk constraints affect insurance oligopolies.
Study analyzes EU ETS carbon market dynamics, revealing inefficiencies and anomalies.
Among the central tenets of globalization is free migration of labor. Although much has been written about its benefits, little is known about the limitations of globalization, including how immigration affects the anti-globalist sentiment. Analyzing polls data, we find that over the last three years in a group of EU c…
The paper develops a test for EU portfolio efficiency in high dimensions.
The recently announced Energy Union by the European Commission is the most recent step in a series of developments aiming at integrating the EU's gas markets to increase social welfare (SW) and security of gas supply. Based on a spatial partial equilibrium model, we analyze the changes in consumption, prices, and SW up…
Study uses non-parametric method to analyze EU ETS price determinants.
mlpy is a Python Open Source Machine Learning library built on top of NumPy/SciPy and the GNU Scientific Libraries. mlpy provides a wide range of state-of-the-art machine learning methods for supervised and unsupervised problems and it is aimed at finding a reasonable compromise among modularity, maintainability, repro…
Unified framework for causal inference with reliable uncertainty quantification.
The study categorizes Korean Exchange member firms into three types and analyzes their trading behavior.
Active learning suffers from biased non-response, which this paper addresses.
Study assesses sugar beet yields under EU's neonicotinoids ban and climate change.
Model predicts EU carbon prices using market and political factors.
The paper examines how CoCo bonds can enhance financial stability in interconnected banking systems.
We propose a model for the credit and liquidity risks faced by clearing members of Central Counterparty Clearing houses (CCPs). This model aims to capture the features of: gap risk; feedback between clearing member default, market volatility and margining requirements; the different risks faced by various types of mark…
Study reveals inefficiencies in EU carbon trading market.
We report on time-varying network connectedness within three banking systems: North America, the EU, and ASEAN. The original method by Diebold and Yilmaz is improved by using exponentially weighted daily returns and ridge regularization on vector autoregression (VAR) and forecast error variance decomposition (FEVD). We…
A clearing member of a Central Counterparty (CCP) is exposed to losses on their default fund and initial margin contributions. Such losses can be incurred whenever the CCP has insufficient funds to unwind the portfolio of a defaulting clearing member. This does not necessarily require the default of the CCP itself. In …
Using the United Nations COMTRADE database we apply the reduced Google matrix (REGOMAX) algorithm to analyze the multiproduct world trade in years 2004-2016. Our approach allows to determine the trade balance sensitivity of a group of countries to a specific product price increase from a specific exporting country taki…
Various types of structures that enable a group of individuals to pool their mortality risk have been proposed in the literature. Collectively, the structures are called pooled annuity funds. Since the pooled annuity funds propose different methods of pooling mortality risk, we investigate the connections between them …
Study finds corporate boards with women appoint more women, leading to better profitability.
Computational chemists typically assay drug candidates by virtually screening compounds against crystal structures of a protein despite the fact that some targets, like the Opioid Receptor and other members of the GPCR family, traverse many non-crystallographic states. We discover new conformational states of …
The cluster analysis methods are used in order to perform a comparative study of 15 EU countries in relation with the fluctuations of some basic macroeconomic indicators. The statistical distances between countries are calculated for various moving time windows, and the time variation of the mean statistical distance i…
We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market members and of other market participants which are non-members. We find that (i) the volume distribution of off-book tran…
Although both systems analyzed are described through two theories apparently different (quantum mechanics and game theory) it is shown that both are analogous and thus exactly equivalents. The quantum analogue of the replicator dynamics is the von Neumann equation. Quantum mechanics could be used to explain more correc…
By using methods of statistical physics, we focus on the quantitative analysis of the economic income data descending from different databases. To explain our approach, we introduce the necessary theoretical background, the extended Yakovenko et al. (EY) model. This model gives an analytical description of the annual h…
Study optimizes pension scheme risk-sharing for longevity bonds.
This paper examines how regional trade agreements affect global trade relationships.
Study classifies super vector bundles and proves universality.
The paper studies 4-qubit Clifford states and their properties.
Machine learning models outperform traditional actuarial methods in predicting health insurance costs.
Classifier ensembles are pattern recognition structures composed of a set of classification algorithms (members), organized in a parallel way, and a combination method with the aim of increasing the classification accuracy of a classification system. In this study, we investigate the application of a generalized mixtur…