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.
This article introduces a framework to estimate the value of evidence-based decision making.
This paper develops a framework for efficient decision-making under time pressure.
Review of uncertainty representation methods in risk management.
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in the European insurance sector which are obtained using correlation networks. These…
We contribute the largest publicly available dataset of naturally occurring factual claims for the purpose of automatic claim verification. It is collected from 26 fact checking websites in English, paired with textual sources and rich metadata, and labelled for veracity by human expert journalists. We present an in-de…
There is a growing trend of applying machine learning methods to medical datasets in order to predict patients' future status. Although some of these methods achieve high performance, challenges still exist in comparing and evaluating different models through their interpretable information. Such analytics can help cli…
Epidemiology simulations have become a fundamental tool in the fight against the epidemics of various infectious diseases like AIDS and malaria. However, the complicated and stochastic nature of these simulators can mean their output is difficult to interpret, which reduces their usefulness to policymakers. In this pap…
New framework for managing medical risks using convex responses.
Mobile and ubiquitous sensing of urban air quality has received increased attention as an economically and operationally viable means to survey atmospheric environment with high spatial-temporal resolution. This paper proposes a machine learning based mobile air pollution sensing framework, called Deep-MAPS, and demons…
Support Vector Data Description is a popular method for outlier detection. However, its usefulness largely depends on selecting good hyperparameter values -- a difficult problem that has received significant attention in literature. Existing methods to estimate hyperparameter values are purely heuristic, and the condit…
A novel model combines deep learning and extreme value theory for multivariate cyber risk prediction.
When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing empirical and theoretical guidelines for the selection of a measurement scheme. We pro…
Study improves prediction of UK road accidents' severity using AI.
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11 segments within the present financial crisis, to construct minimal spanning trees (…
Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades , the traded volume , the asset price , the squared volatility , the bid…
Machine learning research for developing countries can demonstrate clear sustainable impact by delivering actionable and timely information to in-country government organisations (GOs) and NGOs in response to their critical information requirements. We co-create products with UK and in-country commercial, GO and NGO pa…
Paper proposes federated offline RL for personalized medicine.
SPIDER uses deep neural networks for streaming tensor factorization.
New framework aims to make neural network explanations more reliable.
This paper studies transformer learning dynamics and initialization.
Maps of infectious disease---charting spatial variations in the force of infection, degree of endemicity, and the burden on human health---provide an essential evidence base to support planning towards global health targets. Contemporary disease mapping efforts have embraced statistical modelling approaches to properly…
Data describing historical growth of income per capita [Gross Domestic Product per capita (GDP/cap)] for the world economic growth and for the growth in Western Europe, Eastern Europe, Asia, former USSR, Africa and Latin America are analysed. They follow closely the linearly-modulated hyperbolic distributions represent…
Trading-R1 uses LLMs for financial trading, improving risk-adjusted returns.
UK universities pension scheme valuation study shows high dependence on gilt yields.
Fine particulate matter (PM) is one of the criteria air pollutants regulated by the Environmental Protection Agency in the United States. There is strong evidence that ambient exposure to (PM) increases risk of mortality and hospitalization. Large scale epidemiological studies on the health effects of P…
New algorithm achieves optimal clustering for sparse centers with high dimensions.
Source imaging based on magnetoencephalography (MEG) and electroencephalography (EEG) allows for the non-invasive analysis of brain activity with high temporal and good spatial resolution. As the bioelectromagnetic inverse problem is ill-posed, constraints are required. For the analysis of evoked brain activity, spatia…
New method uses untrusted data for more precise causal analysis.
New method improves ABC for Bayesian model comparison.
Study improves risk management for volatile markets using expectiles.
Unified framework for fair decision-making across diverse groups.
KM-GPT automates IPD reconstruction from KM plots with high accuracy and scalability.
Big data analytics improves healthcare through early detection and quality life.
Bipartite networks provide an insightful representation of many systems, ranging from mutualistic networks of species interactions to investment networks in finance. The analysis of their topological structures has revealed the ubiquitous presence of properties which seem to characterize many - apparently different - s…
The subject of the present article is the study of correlations between large insurance companies and their contribution to systemic risk in the insurance sector. Our main goal is to analyze the conditional structure of the correlation on the European insurance market and to compare systemic risk in different regimes o…
Q-learning with cSMART data assesses cAI tailoring variables.
The paper examines how ESG constraints affect portfolio optimization in large datasets.
This research develops a new framework to measure AI investment returns considering both gains and risks.
Paper explores statistical and computational limits of estimating low-rank Gaussian mixtures.
Background. Real-world data show that approximately 50% of psoriasis patients treated with a biologic agent will discontinue the drug because of loss of efficacy. History of previous therapy with another biologic, female sex and obesity were identified as predictors of drug discontinuations, but their individual predic…
The paper develops methods to estimate the high-dimensional efficient frontier without distributional assumptions.
Bayesian Gaussian Processes improve exoplanet transit and Hubble constant inference.
New framework validates counterfactual estimations in network interference settings.
Federated CTMC model estimates bridge deterioration hazards without sharing raw data.
We invoke a Gaussian mixture model (GMM) to jointly analyse two traditional emission-line classification schemes of galaxy ionization sources: the Baldwin-Phillips-Terlevich (BPT) and vs. [NII]/H (WHAN) diagrams, using spectroscopic data from the Sloan Digital Sky Survey Data Release 7 and SEAGal/STARLI…
The paper audits trading filters, finding a high save-to-miss ratio.
We explore the potential of a popular distributional semantics vector space model, word2vec, for capturing meaningful relationships in ecological (complex polyphonic) music. More precisely, the skip-gram version of word2vec is used to model slices of music from a large corpus spanning eight musical genres. In this newl…
Develops a two-stage conformal prediction method for Parkinson's disease medication needs.