arXiv research

The paper uses CNNs to classify road conditions in real-time.

We report on time-varying network connectedness within three banking systems: North America, the EU, and ASEAN. The original method by Diebold and Yilmaz is improved by using exponentially weighted daily returns and ridge regularization on vector autoregression (VAR) and forecast error variance decomposition (FEVD). We…

In many scenarios of a language identification task, the user will specify a small set of languages which he/she can speak instead of a large set of all possible languages. We want to model such prior knowledge into the way we train our neural networks, by replacing the commonly used softmax loss function with a novel …

Researchers use DL and XAI to evaluate climate downscaling models.

This paper forecasts renewable energy prospects in South America through cross-border interconnection.

Pyrocast predicts pyrocumulonimbus clouds six hours before they form.

Our article considers a Gaussian variational approximation of the posterior density in a high-dimensional state space model. The variational parameters to be optimized are the mean vector and the covariance matrix of the approximation. The number of parameters in the covariance matrix grows as the square of the number …

Critical to evaluating the capacity, scalability, and availability of web systems are realistic web traffic generators. Web traffic generation is a classic research problem, no generator accounts for the characteristics of web robots or crawlers that are now the dominant source of traffic to a web server. Administrator…

This paper ranks Latin American countries based on AI potential.

Efficiently estimates GEV distribution parameters using neural networks.

The paper studies automorphisms of free groups with a North-South dynamics.

The surfaces of many cultural heritage objects were embellished with various patterns, especially curve patterns. In practice, most of the unearthed cultural heritage objects are highly fragmented, e.g., sherds of potteries or vessels, and each of them only shows a very small portion of the underlying full design, with…

The question of optimal portfolio is addressed. The conventional Markowitz portfolio optimisation is discussed and the shortcomings due to non-Gaussian security returns are outlined. A method is proposed to minimise the likelihood of extreme non-Gaussian drawdowns of the portfolio value. The theory is called Leptokurti…

Study shows insurance industry in North Macedonia declined 10% due to COVID-19.

New metrics boost A/B-test power by up to 210%.

Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally different from the time-series whereby series is indexed with fixed and equal time inte…

Let $\varphi$ be a hyperbolic outer automorphism of a non-abelian free group $F_N$ such that $\varphi$ and $\varphi^{-1}$ admit absolute train track representatives. We prove that $\varphi$ acts on the space of projectivized geodesic currents on $F_N$ with generalized uniform North-South dynamics.

We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives more useful information about the formation of clusters as compar…

Modeling spatial extremes with non-Gaussian fields using SAR models and CNNs.

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that there are two pairs of s…

We consider the action of a pseudo-Anosov mapping class on $\mathcal{PML}(S)$. This action has north-south dynamics and so, under iteration, laminations converge exponentially to the stable lamination. We study the rate of this convergence and give examples of families of pseudo-Anosov mapping classes where the rate go…

Mosquitoes are vectors of many human diseases. In particular, Aedes ægypti (Linnaeus) is the main vector for Chikungunya, Dengue, and Zika viruses in Latin America and it represents a global threat. Public health policies that aim at combating this vector require dependable and timely information, which is usually expe…

Parts of Texas, Oklahoma, and Kansas have experienced increased rates of seismicity in recent years, providing new datasets of earthquake recordings to develop ground motion prediction models for this particular region of the Central and Eastern North America (CENA). This paper outlines a framework for using Artificial…

Delivering useful hydrological forecasts is critical for urban and agricultural water management, hydropower generation, flood protection and management, drought mitigation and alleviation, and river basin planning and management, among others. In this work, we present and appraise a new simple and flexible methodology…

Deep learning predicts crop yield integrating genotype and weather data.

A Deep Zero-Inflated Model for Detecting North Atlantic Right Whale Presence

We prove uniform north-south dynamics type results for the action of $\varphi\in Out(F_{N})$ on the space of projectivized geodesic currents $\mathbb{P}Curr(S)=\mathbb{P}Curr(F_{N})$, where $\varphi$ is induced by a pseudo-Anosov homeomorphism on a compact surface S with boundary such that $π_{1}(S)=F_{N}$. As an appli…

New model forecasts power consumption with high accuracy over months to years.

Introduces challenges and techniques for creating machine translation for indigenous languages.

Survival analysis models predict economic convergence across Americas.

ML models predict water table depth more accurately than PB models, especially in data-scarce regions.

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…

This is an article on the interaction between topology and physics which will appear in 1998 in a book called: A History of Topology, edited by Ioan James and published by Elsevier-North Holland.

In this paper we define currents relative to a free factor system. We prove that a fully irreducible outer automorphism relative to a free factor system acts with uniform north-south dynamics on a subspace of the space of projective relative currents.

Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pacific region the biggest is receives the most information. According to the minimum spanning tree, the GSPC is located at…

We classify SO(n)-equivariant principal bundles over $S^n$ in terms of their isotropy representations over the north and south poles. This is an example of a general result classifying equivariant $(Π, G)$-bundles over cohomogeneity one manifolds.

We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the effic…

Understanding local currents in the North Atlantic region of the ocean is a key part of modelling heat transfer and global climate patterns. Satellites provide a surface signature of the temperature of the ocean with a high horizontal resolution while in situ autonomous probes supply high vertical resolution, but horiz…

This paper evaluates investment risks in LATAM AI startups using DCF method.

In this paper we prove that a fully irreducible outer automorphism relative to a non-exceptional free factor system acts loxodromically on the relative free factor complex as defined by Handel and Mosher. We also prove a north-south dynamic result for the action of such outer automorphisms on the closure of relative ou…

Historical economic growth in Latin America is analysed using the data of Maddison. Unified Growth Theory is found to be contradicted by these data in the same way as it is contradicted by the economic growth in Africa, Asia, former USSR, Western Europe, Eastern Europe and by the world economic growth. Paradoxically, U…

In view of A. Andreotti and H. Grauert's vanishing theorem for q-complete domains in C^n, (Théorème de finitude pour la cohomologie des espaces complexes, Bull. Soc. Math. France 90 (1962), 193--259,) we re-prove a vanishing result by J.-P. Sha, (p-convex Riemannian manifolds, Invent. Math. 83 (1986), no. 3, 437--447,)…

We prove that all atoroidal automorphisms of $Out(F_N)$ act on the space of projectivized geodesic currents with generalized north-south dynamics. As an application, we produce new examples of non virtually cyclic, free and purely atoroidal subgroups of $Out(F_N)$ such that the corresponding free group extension is hyp…

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the methodology on 38 stock marke…

New method recovers latent confounders from high-dimensional proxy variables.

The aim of this (mostly expository) article is twofold. We first explore a variety of length functions on the space of currents, and we survey recent work regarding applications of length functions to counting problems. Secondly, we use length functions to provide a proof of a folklore theorem which states that pseudo-…

We present two proofs of the fact, originally due to Reiner Martin, that any fully irreducible hyperbolic element of $Out(F_N)$ acts on the projectivized space of geodesic currents $\mathbb{P}Curr(F_N)$ with uniform north-south dynamics. The first proof, using purely train-track methods, provides an elaborated and corr…

The study uses machine learning to predict CAT bond coupons based on climate data.