arXiv research

This paper improves indoor positioning accuracy by deploying reference nodes to ensure Line-of-Sight.

Paper proposes a graph model for optimal AP deployment in indoor optical wireless networks.

New tools analyze the complexity of left-ordering equivalence relations in groups and 3-manifolds.

Margin maximization in the hard-margin sense, proposed as feature elimination criterion by the MFE-LO method, is combined here with data radius utilization to further aim to lower generalization error, as several published bounds and bound-related formulations pertaining to lowering misclassification risk (or error) pe…

We propose a time value related decision function to treat a classical option pricing problem raised by Hutchinson-Lo-Poggio. In numerical experiments, the new decision function significantly improves the original model of Hutchinson-Lo-Poggio with faster convergence and better generalization performance. By proving a …

This paper presents practical methods for portfolio selection in investments.

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. ----- Se analiza el principio de diversificación de riesgos y se demuestra que no siempre resulta mejor que no diversificar, pues…

The paper improves ALO for $\ell_1$-regularized models.

Satellite imagery improves house price prediction models.

The paper analyzes LOCV for high-dimensional risk estimation, proving error bounds.

We present examples, both compact and non-compact complete, of lo- cally non-homogeneous proper A-manifolds.

Lo-Hp decouples weight generation into local and global policies to improve flexibility and efficiency.

A new model improves homogeneity in burn patient reimbursement.

In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.

We find the minimum dilatation of pseudo-Anosov braids on n-punctured discs for 3 <= n <= 8. This covers the results of Song-Ko-Los (n=4) and Ham-Song (n=5). The proof is elementary, and uses the Lefschetz formula.

Accurate real time crime prediction is a fundamental issue for public safety, but remains a challenging problem for the scientific community. Crime occurrences depend on many complex factors. Compared to many predictable events, crime is sparse. At different spatio-temporal scales, crime distributions display dramatica…

Study improves understanding of non-differentiable penalties in high-dimensional settings.

The present paper provides a multi-period contagion model in the credit risk field. Our model is an extension of Davis and Lo's infectious default model. We consider an economy of n firms which may default directly or may be infected by other defaulting firms (a domino effect being also possible). The spontaneous defau…

MACE optimizes stock portfolios for maximal predictability.

This is a draft of a book submitted for publication by the AMS. Its theme is the remarkable interplay, accelerating in the last few decades, between topology and the theory of orderable groups, with applications in both directions. It begins with an introduction to orderable groups and their algebraic properties. Many …

We prove that for every compactum $X$ and every integer $n \geq 2$ there are a compactum $Z$ of $\dim \leq n+1$ and a surjective $UV^{n-1}$-map $r: Z \lo X$ such that for every abelian group $G$ and every integer $k \geq 2$ such that $\dim_G X \leq k \leq n$ we have $\dim_G Z \leq k$ and $r$ is $G$-acyclic.

Bayesian method for imputing actigraph data from mobile devices.

Proves Gannon-Lee theorem for $C^1$ spacetimes.

We prove that the link of a complex normal surface singularity is an L--space if and only if the singularity is rational. This via a recent result of Hanselman, J. Rasmussen, S. D. Rasmussen and Watson (proving the conjecture of Boyer, Gordon and Watson), shows that a singularity link is not rational if and only if its…

Motivated by well known results in low-dimensional topology, we introduce and study a topology on the set CO(G) of all left-invariant circular orders on a fixed countable and discrete group G. CO(G) contains as a closed subspace LO(G), the space of all left-invariant linear orders of G, as first topologized by Sikora. …

Sharpe ratio is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the excess return over the strategy standard deviation. However, the elements to compute the Sharpe ratio, namely, the expected returns and the volatilities are unknown numbers and need to be esti…

The aim of this paper is to extend the notion of pseudo harmonic morphism (introduced by Loubeau \cite {Lo}) to the case when the source manifold is an admissible Riemannian polyhedron. We define these maps to be harmonic in the sense of Eells-Fuglede \cite {EF} and pseudo-horizontally weakly conformal in our sense (se…

We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis ($R/S$), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and generalized Hurst exponents analysis. Based on numerical results, the scaling range of…

Automatic conflict detection has grown in relevance with the advent of body-worn technology, but existing metrics such as turn-taking and overlap are poor indicators of conflict in police-public interactions. Moreover, standard techniques to compute them fall short when applied to such diversified and noisy contexts. W…

Modified K-means ensures local optimality with same complexity.

A left order on a magma (e.g., semigroup) is a total order of its elements that is left invariant under the magma operation. A natural topology can be introduced on the set of all left orders of an arbitrary magma. We prove that this topological space is compact. Interesting examples of nonassociative magmas, whose spa…

The paper connects semi-parametric estimates to European option pricing.

This paper aims to analyse adolescents' road accidents in Tuscany. The analysis is based on the Database Edit of Osservatorio di Epidemiologia della Toscana. Complexity and heterogeneity of Edit's data represet an interesting scope to apply Machine Learning methods. In particular, in this paper is proposed an analysis …

This study examines whether the efficiency of cryptocurrency markets (Bitcoin and Ethereum) evolve over time based on Lo's (2004) adaptive market hypothesis (AMH). In particular, we measure the degree of market efficiency using a generalized least squares-based time-varying model that does not depend on sample size, un…

Temporal aggregation reveals latent default correlation from monthly data.

Study identifies contagion in aggregated defaults despite environmental changes.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

This text is a set of lecture notes for a series of four talks given at I.P.A.M., Los Angeles, on March 18-20, 2003. The first lecture provides a quick overview of symplectic topology and its main tools: symplectic manifolds, almost-complex structures, pseudo-holomorphic curves, Gromov-Witten invariants and Floer homol…

One can realize higher laminations as positive configurations of points in the affine building. The duality pairings of Fock and Goncharov give pairings between higher laminations for two Langlands dual groups $G$ and $G^{\vee}$. These pairings are a generalization of the intersection pairing between measured laminatio…

We demonstrate a simple strategy to cope with missing data in sequential inputs, addressing the task of multilabel classification of diagnoses given clinical time series. Collected from the pediatric intensive care unit (PICU) at Children's Hospital Los Angeles, our data consists of multivariate time series of observat…

This paper examines how data affects risk measures in uncertain distributions.

Study shows how market efficiency changes during the pandemic.

Which area in NYC is the most similar to Lower East Side? What about the NoHo Arts District in Los Angeles? Traditionally this task utilizes information about the type of places located within the areas and some popularity/quality metric. We take a different approach. In particular, urban dwellers' time-variant mobilit…

There is growing interest in applying machine learning methods to Electronic Medical Records (EMR). Across different institutions, however, EMR quality can vary widely. This work investigated the impact of this disparity on the performance of three advanced machine learning algorithms: logistic regression, multilayer p…

It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that comonotonic risks have the convex-largest sum, ASTIN Bulletin 32, 71-80. Cheung (2…

New approach for uninformed investors to optimize execution costs.

Let $f : X \lo Y$ be a map of compact metric spaces. A classical theorem of Hurewicz asserts that $\dim X \leq \dim Y +\dim f$ where $\dim f =\sup \{\dim f^{-1}(y): y \in Y \}$. The first author conjectured that {\em $\dim Y + \dim f$ in Hurewicz's theorem can be replaced by $\sup \{\dim (Y \times f^{-1}(y)): y \in Y \…

A novel spatio-temporal graph neural network with a learnable Tweedie head improves vessel traffic flow prediction in sparse maritime data.