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.
Database of Irish parliamentary speeches from 1919-2013.
Model estimates Irish legislators' ideological positions.
This study improves electricity price forecasting in the Irish balancing market.
Study uses deep learning to predict mycotoxin levels in Irish oats.
Proposes a Latent Block Model for analyzing missing data.
Researchers have used many different methods to detect the possibility of long-term dependence (long memory) in stock market returns, but evidence is in general mixed. In this paper, three different tests, (namely Rescaled Range (R/S), its modified form, and the semi-parametric method (GPH)), in addition to a new appro…
BCF models estimate causal effects on multiple outcomes in TIMSS data.
In this paper we focus on the beneficial role of random strategies in social sciences by means of simple mathematical and computational models. We briefly review recent results obtained by two of us in previous contributions for the case of the Peter principle and the efficiency of a Parliament. Then, we develop a new …
Data set tracks real-time election results for 4 hours post-October 2019 Portuguese elections.
A theory which describes the share price evolution at financial markets as a continuous-time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density function (pdf) which uses the concept of a Lévy stable distribution is worked out.…
Back cover text: Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multibillion-dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and b…
To mitigate potential contagion from future banking crises, the European Commission recently proposed a framework which would provide for the of bank creditors in the event of failure. In this study, we examine this framework retrospectively in the context of failed European banks during the global f…
In this paper we propose a Bayesian nonparametric model for clustering partial ranking data. We start by developing a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of random atomic measures, with the pr…
In the paper we develop mathematical tools of quantile hedging in incomplete market. Those could be used for two significant applications: o calculating the \textbf{optimal capital requirement imposed by Solvency II} (Directive 2009/138/EC of the European Parliament and of the Council) when the market and non-market ri…
Music SketchNet generates missing measures in incomplete music pieces, guided by user input.
This paper analyzes load predictability at different aggregation levels and improves forecasting accuracy.
We propose the development of a prediction market for forecasting prices for "toxic assets" to be transferred from Irish banks to the National Asset Management Agency (NAMA). Such a market allows market participants to assume a stake in a security whose value is tied to a future event. We propose that securities are cr…
GAMIN attacks black-box models to reveal training data, achieving high success rates.
Parallel texts are a relatively rare language resource, however, they constitute a very useful research material with a wide range of applications. This study presents and analyses new methodologies we developed for obtaining such data from previously built comparable corpora. The methodologies are automatic and unsupe…