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.
edPLS adds Gaussian noise to PLS regression to protect data privacy.
The underlying objective of food authentication studies is to determine whether unknown food samples have been correctly labelled. In this paper we study three near infrared (NIR) spectroscopic datasets from food samples of different types: meat samples (labelled by species), olive oil samples (labelled by their geogra…
A CNN-based method detects and counts corn kernels from images.
This appendix proves CORN's universal consistency. One of Bin's PhD thesis examiner (Special thanks to Vladimir Vovk from Royal Holloway, University of London) suggested that CORN is universal and provided sketch proof of Lemma 1.6, which is the key of this proof. Based on the proof in Gyprfi et al. [2006], we thus pro…
Corn yield prediction is beneficial as it provides valuable information about production and prices prior the harvest. Publicly available high-quality corn yield prediction can help address emergent information asymmetry problems and in doing so improve price efficiency in futures markets. This paper is the first to em…
The thickness, NIR(K) of a knot or link K is defined to be the radius of the largest solid tube one can put around the curve without any self intersections, which is also known as the normal injectivity radius of K. For C^{1,1} curves K, NIR(K)=min{(1/2)DCSC(K),(1/(supkappa(K))))}, where kappa(K) is the generalized cur…
Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A key shortage of the existing pattern matching methods, however, is that the risk i…
This paper estimates VaR for corn and soybean markets using jump processes.
For the first time, we apply the wavelet coherence methodology on biofuels (ethanol and biodiesel) and a wide range of related commodities (gasoline, diesel, crude oil, corn, wheat, soybeans, sugarcane and rapeseed oil). This way, we are able to investigate dynamics of correlations in time and across scales (frequencie…
Study shows post-COVID commodity futures returns and volatility changed for different products.
Environmental stresses such as drought and heat can cause substantial yield loss in agriculture. As such, hybrid crops that are tolerant to drought and heat stress would produce more consistent yields compared to the hybrids that are not tolerant to these stresses. In the 2019 Syngenta Crop Challenge, Syngenta released…
Crop yield forecasting is the methodology of predicting crop yields prior to harvest. The availability of accurate yield prediction frameworks have enormous implications from multiple standpoints, including impact on the crop commodity futures markets, formulation of agricultural policy, as well as crop insurance ratin…
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and their increments are discrete and obey lattice probability distributions. A function for systematic evolution of futures trading volume is pro…
Conversion of corn to ethanol in the US since 2005 has been a major cause of global food price increases during that time and has been shown to be ineffective in achieving US energy independence and reducing environmental impact. We make three key statements to enhance understanding and communication about ethanol prod…
We first, introduce a deep learning based framework named as DeepIrisNet2 for visible spectrum and NIR Iris representation. The framework can work without classical iris normalization step or very accurate iris segmentation; allowing to work under non-ideal situation. The framework contains spatial transformer layers t…
Study measures risk spillovers between US and China's agricultural futures markets.
Machine learning improves measuring climate adaptation impacts.
Develops a binary tree model for option pricing with skew dynamics.
The emerge of new technologies to synthesize and analyze big data with high-performance computing, has increased our capacity to more accurately predict crop yields. Recent research has shown that Machine learning (ML) can provide reasonable predictions, faster, and with higher flexibility compared to simulation crop m…
Recent automated crop mapping via supervised learning-based methods have demonstrated unprecedented improvement over classical techniques. However, most crop mapping studies are limited to same-year crop mapping in which the present year's labeled data is used to predict the same year's crop map. Classification accurac…
Proposes a new method for rank-consistent ordinal regression without weight-sharing constraints.
Recent increases in basic food prices are severely impacting vulnerable populations worldwide. Proposed causes such as shortages of grain due to adverse weather, increasing meat consumption in China and India, conversion of corn to ethanol in the US, and investor speculation on commodity markets lead to widely differin…
Crop yield prediction is extremely challenging due to its dependence on multiple factors such as crop genotype, environmental factors, management practices, and their interactions. This paper presents a deep learning framework using convolutional neural networks (CNN) and recurrent neural networks (RNN) for crop yield …
Recent droughts in the midwestern United States threaten to cause global catastrophe driven by a speculator amplified food price bubble. Here we show the effect of speculators on food prices using a validated quantitative model that accurately describes historical food prices. During the last six years, high and fluctu…
We introduce a multi-factor stochastic volatility model for commodities that incorporates seasonality and the Samuelson effect. Conditions on the seasonal term under which the corresponding volatility factor is well-defined are given, and five different specifications of the seasonality pattern are proposed. We calcula…
Experimental corn hybrids are created in plant breeding programs by crossing two parents, so-called inbred and tester, together. Identification of best parent combinations for crossing is challenging since the total number of possible cross combinations of parents is large and it is impractical to test all possible cro…
Neural network model improves leaf spectral reflectance prediction for grapevines.
The paper examines spillovers between agriculture, crude oil, carbon, and climate markets.
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the estimation of extreme agricultural financial risk for corn and soybean production in the US: Value …
Identifying homogeneous subgroups of variables can be challenging in high dimensional data analysis with highly correlated predictors. We propose a new method called Hexagonal Operator for Regression with Shrinkage and Equality Selection, HORSES for short, that simultaneously selects positively correlated variables and…
Current high-throughput data acquisition technologies probe dynamical systems with different imaging modalities, generating massive data sets at different spatial and temporal resolutions posing challenging problems in multimodal data fusion. A case in point is the attempt to parse out the brain structures and networks…
Functional PLS improves prediction and inference for scalar responses from functional predictors.
Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here we consider computationally efficient variational Bayes approaches to inference …
Dual-sPLS improves feature selection and prediction in high-dimensional data.
The paper classifies U.S. crop types using hyperspectral satellite imagery.
New method speeds up NIR spectroscopy calibration by 400x.
Study predicts doubling of U.S. maize insurance claims due to climate change.
A new method for CT using graph-based regularization.
Study analyzes climate impact on agricultural prices, offering insurance solutions.
Study finds long-range dependence in financial markets, but deep generative models struggle to replicate it.
Develops adaptive algorithms for sustainable fertilizer use in agriculture.
[Abridged] Although galaxies are found to follow a tight relation between their star formation rate and stellar mass, they are expected to exhibit complex star formation histories (SFH), with short-term fluctuations. The goal of this pilot study is to present a method that will identify galaxies that are undergoing a s…
High and volatile global food prices have led to food riots and played a critical role in triggering the Arab Spring revolutions in recent years. The severe drought in the US in the summer of 2012 led to a new increase in food prices. Through the fall, they remained at a threshold above which the riots and revolutions …
Dependent MMD coresets help compare multiple related datasets.
SCARY dataset generates complex causal scenarios for causality research.
MusPy is a toolkit for symbolic music generation, providing tools for dataset management and analysis.
In this paper, we propose a data collaboration analysis method for distributed datasets. The proposed method is a centralized machine learning while training datasets and models remain distributed over some institutions. Recently, data became large and distributed with decreasing costs of data collection. If we can cen…
StyleDiff compares unlabeled datasets using disentangled image spaces.