arXiv research

A fast regime-split Black-Scholes implied volatility solver

In situations like tax declarations or analyzes of household budgets we would like to automatically evaluate credibility of exogenous variable (declared income) based on some available (endogenous) variables - we want to build a model and train it on provided data sample to predict (conditional) probability distributio…

Study on Spanish households' investment choices in housing, deposits, and stocks.

We prove that if an analytic subset $A$ of a linear metric space $X$ is not contained in a $σZ_ω$-subset of $X$ then for every Polish convex set $K$ with dense affine hull in $X$ the sum $A+K$ is non-meager in $X$ and the sets $A+A+K$ and $A-A+K$ have non-empty interior in the completion $\bar X$ of $X$. This implies t…

This research explores the effects of various training settings from Polish to English Statistical Machine Translation system for spoken language. Various elements of the TED parallel text corpora for the IWSLT 2013 evaluation campaign were used as the basis for training of language models, and for development, tuning …

Credit expansion led to stronger household leverage cycles during the U.S. business cycle.

The article introduces a new set of Polish word embeddings, built using KGR10 corpus, which contains more than 4 billion words. These embeddings are evaluated in the problem of recognition of temporal expressions (timexes) for the Polish language. We described the process of KGR10 corpus creation and a new approach to …

Investment herding can reduce household consumption, a phenomenon called crowding-out effect.

Financial planners helped preserve and increase household net financial assets during the Great Recession.

In this article we present an alternative model for the distribution of household incomes in the United States. We provide arguments from two differing perspectives which both yield the proposed income distribution curve, and then fit this curve to empirical data on household income distribution obtained from the Unite…

We describe a method to identify poor households in data-scarce countries by leveraging information contained in nationally representative household surveys. It employs standard statistical learning techniques---cross-validation and parameter regularization---which together reduce the extent to which the model is over-…

Feature matters for salient object detection. Existing methods mainly focus on designing a sophisticated structure to incorporate multi-level features and filter out cluttered features. We present Progressive Feature Polishing Network (PFPN), a simple yet effective framework to progressively polish the multi-level feat…

The paper deals with the program of determining the complexity of various homeomorphism relations. The homeomorphism relation on compact Polish spaces is known to be reducible to an orbit equivalence relation of a continuous Polish group action (Kechris-Solecki). It is shown that this result extends to locally compact …

It is shown that, in the Gromov space of isometry classes of pointed proper metric spaces, the equivalence relations defined by existence of coarse quasi-isometries or being at finite Gromov-Hausdorff distance, cannot be reduced to the equivalence relation defined by any Polish action.

Milnor proved two uniqueness theorems for axiomatic (co)homology: one for pairs of compacta (1960) and another, in particular, for pairs of countable simplicial complexes (1961). We obtain their common generalization: the Eilenberg-Steenrod axioms along with Milnor's map excision axiom and a (non-obvious) common genera…

This paper considers an optimal life insurance for a householder subject to mortality risk. The household receives a wage income continuously, which is terminated by unexpected (premature) loss of earning power or (planned and intended) retirement, whichever happens first. In order to hedge the risk of losing income st…

Graph Polish optimizes molecular structures by minimizing changes and maximizing preservation.

The 1/3 Financial Rule helps prevent household bankruptcy through balanced spending, savings, and debt repayment.

Model analyzes mortgage relief during financial hardship.

Develops a two-layer model to design mortgage assistance products.

This new research explores the effects of various training methods on a Polish to English Statistical Machine Translation system for medical texts. Various elements of the EMEA parallel text corpora from the OPUS project were used as the basis for training of phrase tables and language models and for development, tunin…

This research explores the effects of various training settings on a Polish to English Statistical Machine Translation system for spoken language. Various elements of the TED, Europarl, and OPUS parallel text corpora were used as the basis for training of language models, for development, tuning and testing of the tran…

A database of objects discovered in houses in the Roman city of Pompeii provides a unique view of ordinary life in an ancient city. Experts have used this collection to study the structure of Roman households, exploring the distribution and variability of tasks in architectural spaces, but such approaches are necessari…

Study analyzes household capital risk and poverty trapping, deriving a new function for capital deficit distribution.

Enhanced deep learning model forecasts household leverage series accurately.

We found a unified formula for description of the household incomes of all society classes, for instance, of those of the European Union in year 2007. This formula is a stationary solution of the threshold Fokker-Planck equation (derived from the threshold nonlinear Langevin one). The formula is more general than the w…

Study on stock portfolio concentration among Finnish households and investors.

Model shows how confidence feedback can lead to different crisis outcomes.

New method for disaggregate electricity demand forecasting at household level.

Intra-household inequality continues to remain a neglected corner despite renewed focus on income and wealth inequality. Using the LIS micro data, we present evidence that this neglect is equivalent to ignoring up to a third of total inequality. For a wide range of countries and over four decades, we show that at least…

Examines how extending home loan durations affects French households financially.

New theory approximates functions between metric spaces using random probability measures.

This is an introductory text to differential geometry (written in Polish) aimed for high-school students.

We found a unified formula for description of the household incomes of all society classes, for instance, for the European Union in years 2005-2010. The formula is more general than well known that of Yakovenko et al. because, it satisfactorily describes not only the household incomes of low- and medium-income society …

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the…

New measure predicts Dutch housing market downturns.

Homotopy equivalence shown between complex and thickened versions of manifolds.

Efficiently optimizes orthogonal and Stiefel matrices on parallel units.

The paper develops a method for forecasting power consumption at various levels of aggregation.

Groups of homotopy equivalences of graphs help realize compact subgroups.

Study optimal portfolio for households with two goals: random and fixed deadlines.

We investigate the distribution function and the cumulative probability for Korean household incomes, i.e., the current, labor, and property incomes. For our case, the distribution functions are consistent with a power law. It is also showed that the probability density of income growth rates almost has the form of a e…

Universal Language Model for Fine-tuning [arXiv:1801.06146] (ULMFiT) is one of the first NLP methods for efficient inductive transfer learning. Unsupervised pretraining results in improvements on many NLP tasks for English. In this paper, we describe a new method that uses subword tokenization to adapt ULMFiT to langua…

Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.

News on inflation and monetary policy impacts US household inflation expectations.

New framework for optimal transport with jumps over intermediate spaces.

We investigate a multi-household DSGE model in which past aggregate consumption impacts the confidence, and therefore consumption propensity, of individual households. We find that such a minimal setup is extremely rich, and leads to a variety of realistic output dynamics: high output with no crises; high output with i…

We show that all non-trivial continuous endomorphisms of the circle group are topologically mixing. We also show that there exists a large infinite class of continuous endomorphisms of any n-dimensional torus group which are topologically mixing. Lastly, we prove that any continuous endomorphism on an abelian polish se…