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.
Machine learning predicts ECHR judgments on human rights violations.
This paper presents thirteen datasets for binary, multiclass and multilabel classification based on the European Court of Human Rights judgments since its creation. The interest of such datasets is explained through the prism of the researcher, the data scientist, the citizen and the legal practitioner. Contrarily to m…
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…
Case Law has a significant impact on the proceedings of legal cases. Therefore, the information that can be obtained from previous court cases is valuable to lawyers and other legal officials when performing their duties. This paper describes a methodology of applying discourse relations between sentences when processi…
Study finds managers' tenure and education influence their choice between in-court and out-of-court restructuring.
Successful attempts to predict judges' votes shed light into how legal decisions are made and, ultimately, into the behavior and evolution of the judiciary. Here, we investigate to what extent it is possible to make predictions of a justice's vote based on the other justices' votes in the same case. For our predictions…
What happens when the Supreme Court of the United States decides a case impacting one or more publicly-traded firms? While many have observed anecdotal evidence linking decisions or oral arguments to abnormal stock returns, few have rigorously or systematically investigated the behavior of equities around Supreme Court…
A new framework for pricing the European currency option is developed in the case where the spot exchange rate fellows a time-changed fractional Brownian motion. An analytic formula for pricing European foreign currency option is proposed by a mean self-financing delta-hedging argument in a discrete time setting. The m…
Paper examines how adversarial ML attacks and defenses impact civil liberties and human rights.
This thesis tackles bias in AI decision-making in banking.
We summarize the potential impact that the European Union's new General Data Protection Regulation will have on the routine use of machine learning algorithms. Slated to take effect as law across the EU in 2018, it will restrict automated individual decision-making (that is, algorithms that make decisions based on user…
HighRes-net enhances satellite imagery by fusing multiple low-res views.
Researchers predict NBA player salaries using machine learning, avoiding overfitting.
We propose a novel ranking model that combines the Bradley-Terry-Luce probability model with a nonnegative matrix factorization framework to model and uncover the presence of latent variables that influence the performance of top tennis players. We derive an efficient, provably convergent, and numerically stable majori…
Study on supply chain networks using wire transfers in Brazil.
Mathematical approach assesses human resource competences accurately.
The virtue of an American option is that it can be exercised at any time. This right is particularly valuable when there is model uncertainty. Yet almost all the extensive literature on American options assumes away model uncertainty. This paper quantifies the potential value of this flexibility by identifying the supr…
The paper solves a pricing problem for a multiple reset put option using integral equations.
The automatic detection of frauds in banking transactions has been recently studied as a way to help the analysts finding fraudulent operations. Due to the availability of a human feedback, this task has been studied in the framework of active learning: the fraud predictor is allowed to sequentially call on an oracle. …
Formulates LGFO to measure fair ML systems using legal signals.
Research shows higher damages may encourage more disclosure in corporate disputes.
This research adapts superpixels for Shapley value computation in DNA profile classification.
We present and test a sequential learning algorithm for the short-term prediction of human mobility. This novel approach pairs the Exponential Weights forecaster with a very large ensemble of experts. The experts are individual sequence prediction algorithms constructed from the mobility traces of 10 million roaming mo…
The study constructs and shows isotopy of high-dimensional Legendrian spheres.
This article reviews entity resolution methods and their applications.
Designing AI market for content creation
Inefficient markets allow investors to consistently outperform the market. To demonstrate that inefficiencies exist in sports betting markets, we created a betting algorithm that generates above market returns for the NFL, NBA, NCAAF, NCAAB, and WNBA betting markets. To formulate our betting strategy, we collected and …
AI beats 95% of humans in Rock-Paper-Scissors.
The goal of Machine Learning to automatically learn from data, extract knowledge and to make decisions without any human intervention. Such automatic (aML) approaches show impressive success. Recent results even demonstrate intriguingly that deep learning applied for automatic classification of skin lesions is on par w…
A new algorithm improves recommendation systems by considering repeated exposure to actions.
Researchers propose a method to quantify explainability in AI systems.
Introduces MLM dataset for multitask learning across multiple languages and modalities.
New method for decomposing manifolds into 1-handlebodies.
We proposed a probabilistic approach to joint modeling of participants' reliability and humans' regularity in crowdsourced affective studies. Reliability measures how likely a subject will respond to a question seriously; and regularity measures how often a human will agree with other seriously-entered responses coming…
Proposes HEX for human-in-the-loop explainability in ML models.
Graph neural networks predict future COVID-19 cases based on human mobility.
This paper examines the value of a cancellable European option in a finite time horizon setting. The specifications of this generalized European option allow the seller to cancel the option at any point in time for a fixed penalty paid directly to the holder. Here, we provide an explicit valuation formula for the Europ…
New method for European option pricing faster and more robust.
Grammatical error correction, like other machine learning tasks, greatly benefits from large quantities of high quality training data, which is typically expensive to produce. While writing a program to automatically generate realistic grammatical errors would be difficult, one could learn the distribution of naturally…
A novel method predicts shape development using Riemannian shape spaces.
Animals execute goal-directed behaviours despite the limited range and scope of their sensors. To cope, they explore environments and store memories maintaining estimates of important information that is not presently available. Recently, progress has been made with artificial intelligence (AI) agents that learn to per…
We propose a new generative model of sentences that first samples a prototype sentence from the training corpus and then edits it into a new sentence. Compared to traditional models that generate from scratch either left-to-right or by first sampling a latent sentence vector, our prototype-then-edit model improves perp…
Pricing of European basket call option with n-assets and a bond is discussed in this paper, where all prices of n-assets and the bond are driven by Exponential Ornstein-Uhlenbeck processes. The close-form of European basket option pricing formula is derived. Utilizing with 1-order differential approximate numerical sol…
Study of 3-manifolds in 5-sphere using bridge decompositions.
Study on Leverage Ratio in European banks during financial crises.
We use principle component analysis (PCA) of cross correlations in European government bonds and European stocks to investigate the systemic risk contained in the European economy. We tackle the task to visualize the evolution of risk, introducing the conditional average rolling sum (CARS). Using this tool we see that …
Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments that are each explained by simpler dynamic units. Building on switching linear dy…
As technology become more advanced, those who design, use and are otherwise affected by it want to know that it will perform correctly, and understand why it does what it does, and how to use it appropriately. In essence they want to be able to trust the systems that are being designed. In this survey we present assura…