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.
Surveying mean curvature flow on solvmanifolds, focusing on translating solutions.
In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL) and Argentina (ME…
Study applies HRP to Latin American markets, showing smoother risk-return profile.
This paper ranks Latin American countries based on AI potential.
This article studies the financial integration between the six main Latin American markets and the US market in a nonlinear framework. Using the threshold cointegration techniques of Hansen and Seo (2002), we show significant threshold stock market linkages between Mexico, Chile and the US. Thus, the dynamics of these …
RL controls small soccer robots in a real league, beating human-designed policies.
Chagas disease is a neglected disease, and information about its geographical spread is very scarse. We analyze here mobility and calling patterns in order to identify potential risk zones for the disease, by using public health information and mobile phone records. Geolocalized call records are rich in social and mobi…
A tailored HTR system improves CER to 0.015 for medieval Latin.
Shaped by structural forces of change, banking in emerging markets has recently experienced a decline in its traditional activities, leading banks to diversify into new business strategies. This paper examines whether the observed shift into non-interest based activities improves financial performance. Using a sample o…
This brief survey aims to set the stage and summarize some of the ideas under discussion at the Workshop on Singular Geometry and Higgs Bundles in String Theory, to be held at the American Institute of Mathematics from October 30th to November 3rd, 2017. One of the most interesting aspects of the duality revolution in …
Open problems in billiards and optics from a workshop.
Abstracts index for ML4H workshop at NeurIPS 2019.
These are the proceedings of the workshop "Math in the Black Forest", which brought together researchers in shape analysis to discuss promising new directions. Shape analysis is an inter-disciplinary area of research with theoretical foundations in infinite-dimensional Riemannian geometry, geometric statistics, and geo…
Defined by Joyce and Matveev, the fundamental quandle is a complete invariant of oriented classical knots. We consider invariants of knots defined from quotients of the fundamental quandle. In particular, we introduce the fundamental Latin Alexander quandle of a knot and consider its Gröbner basis-valued invariants, wh…
This is the Proceedings of NIPS 2016 Workshop on Interpretable Machine Learning for Complex Systems, held in Barcelona, Spain on December 9, 2016
This is the Proceedings of NIPS 2017 Workshop on Machine Learning for the Developing World, held in Long Beach, California, USA on December 8, 2017
We consider the problem of estimating , where denotes a random vector with uniformly distributed marginals. In general, Latin hypercube sampling (LHS) is a powerful tool for solving this kind of high-dimensional numerical integration problem. In the case of depende…
This is the Proceedings of the ICML Workshop on #Data4Good: Machine Learning in Social Good Applications, which was held on June 24, 2016 in New York.
This is the Proceedings of NeurIPS 2018 Workshop on Machine Learning for the Developing World: Achieving Sustainable Impact, held in Montreal, Canada on December 8, 2018
This volume represents the accepted submissions from the Machine Learning for Health (ML4H) workshop at the conference on Neural Information Processing Systems (NeurIPS) 2018, held on December 8, 2018 in Montreal, Canada.
In this paper we consider two sequence tagging tasks for medieval Latin: part-of-speech tagging and lemmatization. These are both basic, yet foundational preprocessing steps in applications such as text re-use detection. Nevertheless, they are generally complicated by the considerable orthographic variation which is ty…
This note is an expansion of three lectures given at the workshop "Topology, Complex Analysis and Arithmetic of Hyperbolic Spaces" held at Kyoto University in December of 2006 and will appear in the proceedings for this workshop.
This is the Proceedings of the 2017 ICML Workshop on Human Interpretability in Machine Learning (WHI 2017), which was held in Sydney, Australia, August 10, 2017. Invited speakers were Tony Jebara, Pang Wei Koh, and David Sontag.
This is the Proceedings of the 2018 ICML Workshop on Human Interpretability in Machine Learning (WHI 2018), which was held in Stockholm, Sweden, July 14, 2018. Invited speakers were Barbara Engelhardt, Cynthia Rudin, Fernanda Viégas, and Martin Wattenberg.
This is the Proceedings of the 2016 ICML Workshop on Human Interpretability in Machine Learning (WHI 2016), which was held in New York, NY, June 23, 2016. Invited speakers were Susan Athey, Rich Caruana, Jacob Feldman, Percy Liang, and Hanna Wallach.
Abstract collects open problems in billiards and symplectic geometry.
Workshop notes on positivity in Lie groups and its applications.
This document consists of the collection of handouts for a two-week summer workshop entitled 'Geometry and the Imagination', led by John Conway, Peter Doyle, Jane Gilman and Bill Thurston at the Geometry Center in Minneapolis, June 17-28, 1991. The workshop was based on a course `Geometry and the Imagination' which we …
A quandle is a self-distributive algebraic structure that appears in quasi-group and knot theories. For each abelian group A and c \in A we define a quandle G(A, c) on \Z_3 \times A. These quandles are generalizations of a class of non-medial Latin quandles defined by V. M. Galkin so we call them Galkin quandles. Each …
American options can be equivalent to European options under certain conditions.
On July 26, 1995, at the University of California, Santa Cruz, a young Dutch mathematician by the name Aise Johan de Jong made a revolution in the study of the arithmetic, geometry and cohomology theory of varieties in positive or mixed characteristic. The talk he delivered, first in a series of three entitled "Dominat…
Study on pricing American Exchange options using Lévy processes.
The paper values perpetual callable American volatility options using a mean-reverting volatility model.
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods for American options that are based on Monte Carlo, tree and partial differenti…
The paper explores zero-divisors and idempotents in quandle rings, proving their absence in certain cases.
Establish C^{1,2} regularity of American value functions in Heston model
A list of problems prepared for the proceedings of the Workshop on Exotic Homology Manifolds, Oberwolfach June 29-July 5 2003.
Researchers derive a new equation for valuing American options.
Recent work has shown that a country's productive structure constrains its level of economic growth and income inequality. Here, we compare the productive structure of countries in Latin America and the Caribbean (LAC) with that of China and other High-Performing Asian Economies (HPAE) to expose the increasing gap in t…
MNN improves American call option pricing accuracy.
The EMNLP 2018 workshop BlackboxNLP was dedicated to resources and techniques specifically developed for analyzing and understanding the inner-workings and representations acquired by neural models of language. Approaches included: systematic manipulation of input to neural networks and investigating the impact on thei…
The last few years have seen an explosion of academic and popular interest in algorithmic fairness. Despite this interest and the volume and velocity of work that has been produced recently, the fundamental science of fairness in machine learning is still in a nascent state. In March 2018, we convened a group of expert…
The Volterra Heston model is used to price American options.
A variational inequality for pricing the perpetual American option and the corresponding difference equation are considered. First, the maximum principle and uniqueness of the solution to variational inequality for pricing the perpetual American option are proved. Then the maximum principle, the existence and uniquenes…
This abstract explores an RNN-based approach to online handwritten recognition problem. Our method uses data from an accelerometer and a gyroscope mounted on a handheld pen-like device to train and run a character pre-diction model. We have built a dataset of timestamped gyroscope and accelerometer data gathered during…
This workshop about triangulations of manifolds in computational geometry and topology was held at the 2014 CG-Week in Kyoto, Japan. It focussed on computational and combinatorial questions regarding triangulations, with the goal of bringing together researchers working on various aspects of triangulations and of foste…
Since most of the traded options on individual stocks is of American type it is of interest to generalize the results obtained in semi-static trading to the case when one is allowed to statically trade American options. However, this problem has proved to be elusive so far because of the asymmetric nature of the positi…
This is an extended abstract of the talk given at the Oberwolfach Workshop "Algebraic Structures in Low-Dimensional Topology", 25 May -- 31 May 2014. My goal was to describe progress in distributive homology from the previous Oberwolfach Workshop June 3 - June 9, 2012, in particular my work on Yang-Baxter homology; how…