Migrating elastic flows IImath.AP
Solves curve migration problem with elastic flows.
problem Curve migration problem with natural boundary conditions.
method Constructing migrating elastic flows.
result Extends previous work to purely local flow.
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48 results for “Migration”
Migration and Trade: A Complex-Network Approachphysics.soc-ph
This paper explores the relationships between migration and trade using a complex-network approach. We show that: (i) both weighted and binary versions of the networks of international migration and trade are strongly correlated; (ii) such correlations can be mostly explained by country economic/demographic size and ge…
Migrating elastic flowsmath.AP
Study on migrating elastic flows of curves across half-planes.
problem Migrating elastic flows of curves from upper to lower half-planes.
method Analytical and numerical construction of migrating elastic flows.
result Construction of various migrating elastic flows.
Knowing and modelling the migration phenomena and especially the social and economic consequences have a theoretical and practical importance, being related to their consequences for development, economic progress (or as appropriate, regression), environmental influences etc. One of the causes of migration, especially …
The Relation Between Global Migration and Trade Networksphysics.soc-ph
In this paper we develop a methodology to analyze and compare multiple global networks. We focus our analysis on the relation between human migration and trade. First, we identify the subset of products for which the presence of a community of migrants significantly increases trade intensity. To assure comparability ac…
Simplified matrix generator resolves credit migration model calibration issues.
problem Fundamental difficulties in calibrating Markovian credit migration models.
method Simplified matrix generator and elementary ideas from differential geometry.
result Risk-neutral calibration requires volatility information and is unstable.
Population migration is valuable information which leads to proper decision in urban-planning strategy, massive investment, and many other fields. For instance, inter-city migration is a posterior evidence to see if the government's constrain of population works, and inter-community immigration might be a prior evidenc…
LSTM outperforms traditional models in forecasting international migration.
problem Precise forecasting of international migration for policymaking.
method Replaced a gravity linear model with an LSTM approach using Google Trends data.
result LSTM approach combined with Google Trends data outperforms existing models.
The study predicts health risks of young migrants using machine learning.
problem Predicting health risks of young migrants in data-constrained environments.
method Designing a webapp for stakeholders, curating an artificially curated dataset, and experimenting with machine learning models.
result Machine learning can assist in identifying vulnerable migrants and critical factors of migration.
Forecasting IDP migration helps aid groups allocate resources.
problem Accurate prediction of IDP movement during conflicts.
method Used machine learning on food price, fuel price, wage, geospatial, and news data.
result Monthly IDP flow can be forecasted one month in advance.
Model for corporate bond pricing with credit rating migration, solving a double free boundary problem.
problem Corporate bond pricing with credit rating migration risks.
method Established a pricing model as a double free boundary problem, proving existence, uniqueness, and regularity of the solution.
result Two free boundaries are shown to be smooth and converge to a traveling wave solution as time goes to infinity.
Deep learning models predict faster dune migration in arid regions.
problem Predicting the movement of sand dunes in arid regions.
method Tested two deep learning algorithms (GAN and CNN) on simulated data from a cellular automaton model.
result Deep learning models can predict dune migration at ten million times the speed of existing models.
Machine learning predicts Sunn Pest migration and nymphal stages for better pesticide application timing.
problem Improving pest control timing through accurate forecasting of Sunn Pest life-cycle phases.
method Correlated climate data with Sunn Pest life-cycle phases using decision trees and random forest models.
result Highly accurate predictions of migration and nymphal stages for better pesticide application timing.
New model predicts grain boundary migration in metals.
problem Anisotropic grain boundary migration in polycrystals.
method Level set-finite element formulation based on thermodynamics and mechanics.
result First analytical solution for anisotropic grain boundary configurations.
The paper develops a new model for order book dynamics using Hawkes processes.
problem Capturing the dynamics of order flow and liquidity migration in financial markets.
method Develops a mesoscopic model using Hawkes processes to describe interactions between order arrivals, cancellations, and liquidity movement.
result Derives a diffusive limit for the order book dynamics, providing a unified framework for market microstructure.
The paper develops ML algorithms for calibrating credit rating transition models for high and low default portfolios.
problem Calibration of credit rating transition models for high and low default portfolios.
method Developed Maximum likelihood (ML) algorithms, including Laplace approximation for high-default portfolios and particle filter with Gaussian process regression for low-default portfolios.
result Both algorithms produce accurate approximations of the likelihood function and ML estimates of model parameters.
Optimal transport learns Riemannian metrics for evolving probability measures.
problem Learning metrics for evolving probability measures on Riemannian manifolds.
method Neural parametrization of a metric tensor via optimal transport, alternating optimization scheme.
result Improved trajectory inference on scRNA and bird migration data.
Copula models for sovereign ratings improved by incorporating climate risk.
problem Modeling nonlinear dependence and clustering in sovereign rating migrations.
method Mixed-difference transformation, MAGMAR(1,1) copula process, consistent and asymptotically normal estimators.
result Gumbel MAGMAR(1,1) specification outperforms other models in empirical performance.
Ethereum's Pectra upgrade introduces 0x02 compounding validators, offering higher stake and potential APR uplifts.
problem Staking rewards on Ethereum
method Analyzing compounding effects on consensus-layer rewards
result 0x02 validators achieve modestly higher median CL APR
Method learns cell interaction rules from individual trajectories.
problem Inferring interaction rules from heterogeneous cellular data.
method WSINDy for second order IPSs, learning individual cell models.
result Efficiently identifies different species and best-fit models for each.
Modeling financial institution dependence structures for systemic risk.
problem Understanding and measuring systemic risk in financial systems.
method Dynamic model of dependence structure using Markov structures of joint credit migrations.
result Different Markov structures with distinct dependence structures lead to varying systemic instability.
This work aims mainly to present a project of research about the identification of the determinants that affect the mobility of labor. The empirical part of the work will be performed for the NUTS II and NUTS III of Portugal, from 1996 to 2002 and for 1991 and 2001, respectively (given the availability of statistical d…
New smart contract mechanisms evade traditional AML systems by decoupling transaction roles.
problem Current AML systems fail to track economic value migration in composable smart contracts.
method Introduce PEB separation and state-mediated value migration to demonstrate how traditional tracing fails.
result Transfer-layer observation is incomplete and causally ambiguous in composable smart contracts.
Model credit ratings using economic states with Markov chains.
problem Credit rating migration influenced by economic state changes.
method Developed a Markov chain model for credit ratings conditional on economic states.
result Derived asymptotic behavior of the rating process using Markov theory.
A new method learns manifold-valued latents without an encoder.
problem Distorting data with intrinsic non-Euclidean structure.
method Riemannian generative decoder that learns latents directly.
result Learned representations respect the prescribed geometry and capture intrinsic non-Euclidean structure.
LFlows model fluid densities and velocities using invertible maps that satisfy the continuity equation.
problem Modeling fluid densities and velocities continuously in space and time.
method LFlows are based on invertible maps that satisfy the continuity equation, derived from classical theory of Lagrangian flows for smooth vector fields.
result LFlows show higher predictive accuracy in density modeling tasks compared to competing models in 2D and 3D.
The paper uses filtering techniques to predict rating transitions.
problem Analyzing the effect of business cycles on rating transitions.
method Point process filtering framework to infer latent factor states.
result Efficient estimation of latent factor parameters for real-time detection of economic changes.
A market with defaultable bonds where the bond dynamics is in a Heath-Jarrow-Morton setting and the forward rates are driven by an infinite number of Levy factors is considered. The setting includes rating migrations driven by a Markov chain. All basic types of recovery are investigated. We formulate necessary and suff…
Two methods estimate rating transition probabilities, one Markov, one non-Markov, differing in default probabilities.
problem Estimating rating transition probabilities and default probabilities accurately.
method Markov and non-Markov frameworks, Fisher information matrix, self-exciting marked point processes.
result Non-Markov model yields higher default probabilities in investment grades, lower in speculative grades.
SAGE generates subsurface velocity models from sparse well logs and seismic images.
problem Lack of high-quality subsurface velocity models due to limited data availability.
method Subsurface AI-driven geostatistical extraction using proxy posterior.
result SAGE produces geologically plausible and statistically accurate velocity realizations.
New spectral clustering for directed graphs reveals socio-economic patterns.
problem Spectral clustering for directed graphs is unsatisfactory due to edge directionality.
method Proposes a complex-valued matrix representation and analysis for directed graphs.
result Our approach reveals socio-economic patterns in internal migration data.
Quantum computing poses a threat to Bitcoin and Ethereum, but only to spending and not mining.
problem Quantum computing threat to Bitcoin and Ethereum
method Separation of Shor's and Grover's quantum algorithms
result Quantum algorithms' impact on Bitcoin and Ethereum
This paper introduces hierarchical quasi-clustering methods, a generalization of hierarchical clustering for asymmetric networks where the output structure preserves the asymmetry of the input data. We show that this output structure is equivalent to a finite quasi-ultrametric space and study admissibility with respect…
We consider the problem of constructing an appropriate multivariate model for the study of the counterparty credit risk in credit rating migration problem. For this financial problem different multivariate Markov chain models were proposed. However the markovian assumption may be inappropriate for the study of the dyna…
Paper proposes auction method for smart derivatives to avoid disputes.
problem Disputes over derivative liquidation processes in smart contracts.
method Defines an auction type resolution for smart derivatives.
result Proposes a beneficial method for smart derivatives participants.
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or e…
We introduce a dynamic model of the default waterfall of derivatives CCPs and propose a risk sensitive method for sizing the initial margin (IM), and the default fund (DF) and its allocation among clearing members. Using a Markovian structure model of joint credit migrations, our evaluation of DF takes into account the…
New approach predicts commuters' flow with 90.4% accuracy.
problem Limited ability to predict and reconstruct commuters' networks.
method Machine learning and 22 urban indicators.
result Predictions with 90.4% accuracy and 77.6% variance explained.
Migration crisis, climate change or tax havens: Global challenges need global solutions. But agreeing on a joint approach is difficult without a common ground for discussion. Public spheres are highly segmented because news are mainly produced and received on a national level. Gain- ing a global view on international d…
Paper aims to improve education online in South Africa using NMT for Setswana.
problem Inclusion of machine translation for low-resourced local languages in online education.
method Demonstrates state-of-the-art performance on English-to-Setswana translation using the Transformer architecture.
result Current NMT techniques show promise for African languages, beating previous methods by 5.33 BLEU points.
We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the…
This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the proving method of comparisons of various credit scoring techniques. There is analyzed the influence of one cyclic macro--economic variable …
Study uses mobile phone data to map Chagas disease risk zones.
problem Identifying geographical spread of Chagas disease.
method Analyzing geolocalized call records and public health information.
result Generated risk maps for public health campaigns.
The in-game economies of massively multi-player online games (MMOGs) are complex systems that have to be carefully designed and managed. This paper presents the results of an analysis of auction house data from the MMOG Glitch, across a 14 month time period, the entire lifetime of the game. The data comprise almost 3 m…
GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from parallel implementations, and consequently Monte Carlo has become a focal point …
Gradient-based training and pruning for radial basis function networks in materials physics.
problem Interpretable and robust machine learning for materials physics problems.
method Gradient-based training and pruning of radial basis function networks with closed-form optimization criteria.
result Pruned models provide compact and interpretable versions of larger models, offering insights into atom-level migration processes.
Biogeography-Based Informative Gene Selection and Cancer Classification Using SVM and Random Forestscs.NE
Microarray cancer gene expression data comprise of very high dimensions. Reducing the dimensions helps in improving the overall analysis and classification performance. We propose two hybrid techniques, Biogeography - based Optimization - Random Forests (BBO - RF) and BBO - SVM (Support Vector Machines) with gene ranki…
Many inference problems in structured prediction are naturally solved by augmenting a tractable dependency structure with complex, non-local auxiliary objectives. This includes the mean field family of variational inference algorithms, soft- or hard-constrained inference using Lagrangian relaxation or linear programmin…