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.
Review and compare sorting model selection methods for preference disaggregation.
Develops a new stochastic volatility model for temperature derivatives.
How are economic activities linked to geographic locations? To answer this question, we use a data-driven approach that builds on the information about location, ownership and economic activities of the world's 3,000 largest firms and their almost one million subsidiaries. From this information we generate a bipartite …
Is there a general economic pathway recapitulated by individual cities over and over? Identifying such evolution structure, if any, would inform models for the assessment, maintenance, and forecasting of urban sustainability and economic success as a quantitative baseline. This premise seems to contradict the existing …
Study optimizes climate adaptation strategies for NYC.
Extremal dependence between international stock markets is of particular interest in today's global financial landscape. However, previous studies have shown this dependence is not necessarily stationary over time. We concern ourselves with modeling extreme value dependence when that dependence is changing over time, o…
Study assesses risks of European Safe Bonds using credit risk models.
When the residents of Flint learned that lead had contaminated their water system, the local government made water-testing kits available to them free of charge. The city government published the results of these tests, creating a valuable dataset that is key to understanding the causes and extent of the lead contamina…
Study evaluates sustainability of European banks using a new model.
Unsupervised learning identifies key factors for NYC COVID-19 spread.
City2City translates place representations across cities using language translation techniques.
Study shows income inequality increases with city size, affecting only the wealthiest deciles.
Analyzes systemic risk in European insurance sector using MST and deltaCoVaR.
The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a markedly fall during the global financial tsunami and China's economy has also slowed down by about 2\%-3\% when m…
I propose and briefly define the concept of Urban Isobenefit Lines by using functions as easy as efficient, whose results can offer a rich tool to use into spatial equilibrium analysis involving cities. They are line joining urban points with equal level of positional advantage from city amenities. The results which on…
First European crop map created using satellite data.
Paper evaluates different models for predicting credit default swap volatility.
We study the ever more integrated and ever more unbalanced trade relationships between European countries. To better capture the complexity of economic networks, we propose two global measures that assess the trade integration and the trade imbalances of the European countries. These measures are the network (or indire…
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…
Developing a scientific understanding of cities in a fast urbanizing world is essential for planning sustainable urban systems. Recently, it was shown that income and wealth creation follow increasing returns, scaling superlinearly with city size. We study scaling of per capita incomes for separate census defined incom…
Spatial-temporal prediction is a fundamental problem for constructing smart city, which is useful for tasks such as traffic control, taxi dispatching, and environmental policy making. Due to data collection mechanism, it is common to see data collection with unbalanced spatial distributions. For example, some cities ma…
Study uncovers uncertainty in traffic prediction models across cities.
City Logistics is characterized by multiple stakeholders that often have different views of such a complex system. From a public policy perspective, identifying stakeholders, issues and trends is a daunting challenge, only partially addressed by traditional observation systems. Nowadays, social media is one of the bigg…
Study on time-zero efficiency of European power derivatives markets using statistical tests and trading rules.
The relationship between minimal algebraic Kac-Moody groups and twin buildings is well known as is the relationship between formal completions in one direction and affine buildings. Nevertheless, as the completion of a Kac-Moody group in one direction destroys the opposite BN-pair, there exists no longer a twin buildin…
ANNs solve financial option valuation problems without numerical methods.
The study proposes a framework to assess sustainability of firms using fund-level classifications and portfolio holdings.
Emerging economies frequently show a large component of their Gross Domestic Product to be dependant on the economic activity of small and medium enterprises. Nevertheless, e-business solutions are more likely designed for large companies. SMEs seem to follow a classical family-based management, used to traditional act…
Mathematical approach assesses human resource competences accurately.
In this paper new analytical and numerical approaches to valuating path-dependent options of European type have been developed. The model of stochastic volatility as a basic model has been chosen. For European options we could improve the path integral method, proposed B. Baaquie, and generalized it to the case of path…
Study forecasts sub-city real estate prices weekly using radar and news sentiment.
Measures of wealth and production have been found to scale superlinearly with the population of a city. Therefore, it makes economic sense for humans to congregate together in dense settlements. A recent model of population dynamics showed that population growth can become superexponential due to the superlinear scalin…
Study on supply chain networks using wire transfers in Brazil.
In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tappin…
Python tool assesses European agricultural production resilience.
Deep neural network predicts traffic flow on city maps.
Intensive development of urban systems creates a number of challenges for urban planners and policy makers in order to maintain sustainable growth. Running efficient urban policies requires meaningful urban metrics, which could quantify important urban characteristics including various aspects of an actual human behavi…
SHARE predicts city-wide parking availability using a hierarchical graph neural network.
Driving datasets accelerate the development of intelligent driving and related computer vision technologies, while substantial and detailed annotations serve as fuels and powers to boost the efficacy of such datasets to improve learning-based models. We propose D-City, a large-scale comprehensive collection of dash…
Study shows 'Belt and Road' node cities boost digital finance in China.
Peer-induced fairness framework audits algorithmic fairness in AI applications.
Neural networks help auditors efficiently assess financial statements by learning underlying data patterns.
Study compares forecasting models for European financial markets and cryptocurrencies, finding hybrid ETS-ANN model best.
In recent years, dock-less shared bikes have been widely spread across many cities in China and facilitate people's lives. However, at the same time, it also raises many problems about dock-less shared bike management due to the mismatching between demands and real distribution of bikes. Before deploying dock-less shar…
Literary critics often attempt to uncover meaning in a single work of literature through careful reading and analysis. Applying natural language processing methods to aid in such literary analyses remains a challenge in digital humanities. While most previous work focuses on "distant reading" by algorithmically discove…
For spherical Tits buildings of the classical types there are well-known explicit descriptions as flag complexes. Similarly for affine buildings of the classical types there are explicit constructions in terms of lattices. In this article we generalize the flag complex description to twin cities, a generalization of tw…
5D AI model detects bad loans without biased features, improving consumer protection.
We suggest an analytical approach for Pareto-Zipf law, where we assume random multiplicative noise and fragmentation processes for the growth of the number of citizens of each city and the number of the cities, respectively.