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.
Investment tool predicts higher returns for Madrid real estate units.
We propose a novel multi-layered nonlinear model that is able to capture and predict the housing-demographic dynamics of the real-state market by simulating the transitions of owners among price-based house layers. This model allows us to determine which parameters are most effective to smoothen the severity of a poten…
We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…
These notes give an introduction to the Strominger system of partial differential equations, and are based on lectures given in September 2015 at the GEOQUANT School, held at the Institute of Mathematical Sciences (ICMAT) in Madrid. We describe the links with the theory of balanced metrics in hermitian geometry, the He…
This study evaluates methods to measure traffic forecasting model confidence.
These notes record three lectures given at the workshop "Higher symmetries in Physics", held at the Universidad Complutense de Madrid in November 2008. In them we explain how to construct a Lie (super)algebra associated to a spin manifold, perhaps with extra geometric data, and a notion of privileged spinors. The typic…
In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum which is most likely caused by its long memory. Our findings also show that this lo…
In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stable over different time scales, a stylized fact observed in many different financial time series. However, an in-depth analysis of the data us…
Modeling air pollutants using data-driven techniques and sparse identification of nonlinear dynamics.
The real estate market is exposed to many fluctuations in prices because of existing correlations with many variables, some of which cannot be controlled or might even be unknown. Housing prices can increase rapidly (or in some cases, also drop very fast), yet the numerous listings available online where houses are sol…
Gamification enhances law enforcement training on terrorism financing.
The understanding of the dynamics of the velocity gradients in turbulent flows is critical to understanding various non-linear turbulent processes. The pressure-Hessian and the viscous-Laplacian govern the evolution of the velocity-gradients and are known to be non-local in nature. Over the years, several simplified dy…